Bayesian Nonparametric Inference – Why and How
Müller, Peter; Mitra, Riten
2013-01-01
We review inference under models with nonparametric Bayesian (BNP) priors. The discussion follows a set of examples for some common inference problems. The examples are chosen to highlight problems that are challenging for standard parametric inference. We discuss inference for density estimation, clustering, regression and for mixed effects models with random effects distributions. While we focus on arguing for the need for the flexibility of BNP models, we also review some of the more commonly used BNP models, thus hopefully answering a bit of both questions, why and how to use BNP. PMID:24368932
Bayesian Unimodal Density Regression for Causal Inference
ERIC Educational Resources Information Center
Karabatsos, George; Walker, Stephen G.
2011-01-01
Karabatsos and Walker (2011) introduced a new Bayesian nonparametric (BNP) regression model. Through analyses of real and simulated data, they showed that the BNP regression model outperforms other parametric and nonparametric regression models of common use, in terms of predictive accuracy of the outcome (dependent) variable. The other,…
Fan, Yue; Wang, Xiao; Peng, Qinke
2017-01-01
Gene regulatory networks (GRNs) play an important role in cellular systems and are important for understanding biological processes. Many algorithms have been developed to infer the GRNs. However, most algorithms only pay attention to the gene expression data but do not consider the topology information in their inference process, while incorporating this information can partially compensate for the lack of reliable expression data. Here we develop a Bayesian group lasso with spike and slab priors to perform gene selection and estimation for nonparametric models. B-spline basis functions are used to capture the nonlinear relationships flexibly and penalties are used to avoid overfitting. Further, we incorporate the topology information into the Bayesian method as a prior. We present the application of our method on DREAM3 and DREAM4 datasets and two real biological datasets. The results show that our method performs better than existing methods and the topology information prior can improve the result.
Marginally specified priors for non-parametric Bayesian estimation
Kessler, David C.; Hoff, Peter D.; Dunson, David B.
2014-01-01
Summary Prior specification for non-parametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. A statistician is unlikely to have informed opinions about all aspects of such a parameter but will have real information about functionals of the parameter, such as the population mean or variance. The paper proposes a new framework for non-parametric Bayes inference in which the prior distribution for a possibly infinite dimensional parameter is decomposed into two parts: an informative prior on a finite set of functionals, and a non-parametric conditional prior for the parameter given the functionals. Such priors can be easily constructed from standard non-parametric prior distributions in common use and inherit the large support of the standard priors on which they are based. Additionally, posterior approximations under these informative priors can generally be made via minor adjustments to existing Markov chain approximation algorithms for standard non-parametric prior distributions. We illustrate the use of such priors in the context of multivariate density estimation using Dirichlet process mixture models, and in the modelling of high dimensional sparse contingency tables. PMID:25663813
Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.
Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D
2016-10-01
This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings. © The Author 2016. Published by Oxford University Press.
Comparing nonparametric Bayesian tree priors for clonal reconstruction of tumors.
Deshwar, Amit G; Vembu, Shankar; Morris, Quaid
2015-01-01
Statistical machine learning methods, especially nonparametric Bayesian methods, have become increasingly popular to infer clonal population structure of tumors. Here we describe the treeCRP, an extension of the Chinese restaurant process (CRP), a popular construction used in nonparametric mixture models, to infer the phylogeny and genotype of major subclonal lineages represented in the population of cancer cells. We also propose new split-merge updates tailored to the subclonal reconstruction problem that improve the mixing time of Markov chains. In comparisons with the tree-structured stick breaking prior used in PhyloSub, we demonstrate superior mixing and running time using the treeCRP with our new split-merge procedures. We also show that given the same number of samples, TSSB and treeCRP have similar ability to recover the subclonal structure of a tumor…
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.
Bayesian estimation of the discrete coefficient of determination.
Chen, Ting; Braga-Neto, Ulisses M
2016-12-01
The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.
Chen, Bo; Chen, Minhua; Paisley, John; Zaas, Aimee; Woods, Christopher; Ginsburg, Geoffrey S; Hero, Alfred; Lucas, Joseph; Dunson, David; Carin, Lawrence
2010-11-09
Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data.
Analyzing Single-Molecule Time Series via Nonparametric Bayesian Inference
Hines, Keegan E.; Bankston, John R.; Aldrich, Richard W.
2015-01-01
The ability to measure the properties of proteins at the single-molecule level offers an unparalleled glimpse into biological systems at the molecular scale. The interpretation of single-molecule time series has often been rooted in statistical mechanics and the theory of Markov processes. While existing analysis methods have been useful, they are not without significant limitations including problems of model selection and parameter nonidentifiability. To address these challenges, we introduce the use of nonparametric Bayesian inference for the analysis of single-molecule time series. These methods provide a flexible way to extract structure from data instead of assuming models beforehand. We demonstrate these methods with applications to several diverse settings in single-molecule biophysics. This approach provides a well-constrained and rigorously grounded method for determining the number of biophysical states underlying single-molecule data. PMID:25650922
Ponciano, José Miguel
2017-11-22
Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.
Nonparametric Bayesian inference of the microcanonical stochastic block model
NASA Astrophysics Data System (ADS)
Peixoto, Tiago P.
2017-01-01
A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.
2010-01-01
Background Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. Results Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. Conclusions Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data. PMID:21062443
Bayesian nonparametric dictionary learning for compressed sensing MRI.
Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping
2014-12-01
We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.
Spectral decompositions of multiple time series: a Bayesian non-parametric approach.
Macaro, Christian; Prado, Raquel
2014-01-01
We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then use Whittle's approximation to the likelihood function and follow a Bayesian non-parametric approach to obtain posterior inference on the spectral densities based on Bernstein-Dirichlet prior distributions. The prior is strategically important as it carries identifiability conditions for the models and allows us to quantify our degree of confidence in such conditions. A Markov chain Monte Carlo (MCMC) algorithm for posterior inference within this class of frequency-domain models is presented.We illustrate the approach by analyzing simulated and real data via spectral one-way and two-way models. In particular, we present an analysis of functional magnetic resonance imaging (fMRI) brain responses measured in individuals who participated in a designed experiment to study pain perception in humans.
Bayesian 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
Nonparametric Bayesian Dictionary Learning for Analysis of Noisy and Incomplete Images
Zhou, Mingyuan; Chen, Haojun; Paisley, John; Ren, Lu; Li, Lingbo; Xing, Zhengming; Dunson, David; Sapiro, Guillermo; Carin, Lawrence
2013-01-01
Nonparametric Bayesian methods are considered for recovery of imagery based upon compressive, incomplete, and/or noisy measurements. A truncated beta-Bernoulli process is employed to infer an appropriate dictionary for the data under test and also for image recovery. In the context of compressive sensing, significant improvements in image recovery are manifested using learned dictionaries, relative to using standard orthonormal image expansions. The compressive-measurement projections are also optimized for the learned dictionary. Additionally, we consider simpler (incomplete) measurements, defined by measuring a subset of image pixels, uniformly selected at random. Spatial interrelationships within imagery are exploited through use of the Dirichlet and probit stick-breaking processes. Several example results are presented, with comparisons to other methods in the literature. PMID:21693421
Discriminative Bayesian Dictionary Learning for Classification.
Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal
2016-12-01
We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a finite approximation of Beta Process. It also computes sets of Bernoulli distributions that associate class labels to the learned dictionary atoms. This association signifies the selection probabilities of the dictionary atoms in the expansion of class-specific data. Furthermore, the non-parametric character of the proposed approach allows it to infer the correct size of the dictionary. We exploit the aforementioned Bernoulli distributions in separately learning a linear classifier. The classifier uses the same hierarchical Bayesian model as the dictionary, which we present along the analytical inference solution for Gibbs sampling. For classification, a test instance is first sparsely encoded over the learned dictionary and the codes are fed to the classifier. We performed experiments for face and action recognition; and object and scene-category classification using five public datasets and compared the results with state-of-the-art discriminative sparse representation approaches. Experiments show that the proposed Bayesian approach consistently outperforms the existing approaches.
Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon
2017-12-01
Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.
Nonparametric weighted stochastic block models
NASA Astrophysics Data System (ADS)
Peixoto, Tiago P.
2018-01-01
We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the model, which are instead inferred from data. We give a comprehensive treatment of different kinds of edge weights (i.e., continuous or discrete, signed or unsigned, bounded or unbounded), as well as arbitrary weight transformations, and describe an unsupervised model selection approach to choose the best network description. We illustrate the application of our method to a variety of empirical weighted networks, such as global migrations, voting patterns in congress, and neural connections in the human brain.
Nonparametric Bayesian inference for mean residual life functions in survival analysis.
Poynor, Valerie; Kottas, Athanasios
2018-01-19
Modeling and inference for survival analysis problems typically revolves around different functions related to the survival distribution. Here, we focus on the mean residual life (MRL) function, which provides the expected remaining lifetime given that a subject has survived (i.e. is event-free) up to a particular time. This function is of direct interest in reliability, medical, and actuarial fields. In addition to its practical interpretation, the MRL function characterizes the survival distribution. We develop general Bayesian nonparametric inference for MRL functions built from a Dirichlet process mixture model for the associated survival distribution. The resulting model for the MRL function admits a representation as a mixture of the kernel MRL functions with time-dependent mixture weights. This model structure allows for a wide range of shapes for the MRL function. Particular emphasis is placed on the selection of the mixture kernel, taken to be a gamma distribution, to obtain desirable properties for the MRL function arising from the mixture model. The inference method is illustrated with a data set of two experimental groups and a data set involving right censoring. The supplementary material available at Biostatistics online provides further results on empirical performance of the model, using simulated data examples. © The Author 2018. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C
2016-02-01
A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.
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.
Palacios, Julia A; Minin, Vladimir N
2013-03-01
Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.
Bayesian nonparametric regression with varying residual density
Pati, Debdeep; Dunson, David B.
2013-01-01
We consider the problem of robust Bayesian inference on the mean regression function allowing the residual density to change flexibly with predictors. The proposed class of models is based on a Gaussian process prior for the mean regression function and mixtures of Gaussians for the collection of residual densities indexed by predictors. Initially considering the homoscedastic case, we propose priors for the residual density based on probit stick-breaking (PSB) scale mixtures and symmetrized PSB (sPSB) location-scale mixtures. Both priors restrict the residual density to be symmetric about zero, with the sPSB prior more flexible in allowing multimodal densities. We provide sufficient conditions to ensure strong posterior consistency in estimating the regression function under the sPSB prior, generalizing existing theory focused on parametric residual distributions. The PSB and sPSB priors are generalized to allow residual densities to change nonparametrically with predictors through incorporating Gaussian processes in the stick-breaking components. This leads to a robust Bayesian regression procedure that automatically down-weights outliers and influential observations in a locally-adaptive manner. Posterior computation relies on an efficient data augmentation exact block Gibbs sampler. The methods are illustrated using simulated and real data applications. PMID:24465053
Bayesian nonparametric adaptive control using Gaussian processes.
Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A
2015-03-01
Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.
A Bayesian Nonparametric Approach to Test Equating
ERIC Educational Resources Information Center
Karabatsos, George; Walker, Stephen G.
2009-01-01
A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…
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.
Akhtar, Naveed; Mian, Ajmal
2017-10-03
We present a principled approach to learn a discriminative dictionary along a linear classifier for hyperspectral classification. Our approach places Gaussian Process priors over the dictionary to account for the relative smoothness of the natural spectra, whereas the classifier parameters are sampled from multivariate Gaussians. We employ two Beta-Bernoulli processes to jointly infer the dictionary and the classifier. These processes are coupled under the same sets of Bernoulli distributions. In our approach, these distributions signify the frequency of the dictionary atom usage in representing class-specific training spectra, which also makes the dictionary discriminative. Due to the coupling between the dictionary and the classifier, the popularity of the atoms for representing different classes gets encoded into the classifier. This helps in predicting the class labels of test spectra that are first represented over the dictionary by solving a simultaneous sparse optimization problem. The labels of the spectra are predicted by feeding the resulting representations to the classifier. Our approach exploits the nonparametric Bayesian framework to automatically infer the dictionary size--the key parameter in discriminative dictionary learning. Moreover, it also has the desirable property of adaptively learning the association between the dictionary atoms and the class labels by itself. We use Gibbs sampling to infer the posterior probability distributions over the dictionary and the classifier under the proposed model, for which, we derive analytical expressions. To establish the effectiveness of our approach, we test it on benchmark hyperspectral images. The classification performance is compared with the state-of-the-art dictionary learning-based classification methods.
Dong, Qi; Elliott, Michael R; Raghunathan, Trivellore E
2014-06-01
Outside of the survey sampling literature, samples are often assumed to be generated by a simple random sampling process that produces independent and identically distributed (IID) samples. Many statistical methods are developed largely in this IID world. Application of these methods to data from complex sample surveys without making allowance for the survey design features can lead to erroneous inferences. Hence, much time and effort have been devoted to develop the statistical methods to analyze complex survey data and account for the sample design. This issue is particularly important when generating synthetic populations using finite population Bayesian inference, as is often done in missing data or disclosure risk settings, or when combining data from multiple surveys. By extending previous work in finite population Bayesian bootstrap literature, we propose a method to generate synthetic populations from a posterior predictive distribution in a fashion inverts the complex sampling design features and generates simple random samples from a superpopulation point of view, making adjustment on the complex data so that they can be analyzed as simple random samples. We consider a simulation study with a stratified, clustered unequal-probability of selection sample design, and use the proposed nonparametric method to generate synthetic populations for the 2006 National Health Interview Survey (NHIS), and the Medical Expenditure Panel Survey (MEPS), which are stratified, clustered unequal-probability of selection sample designs.
Dong, Qi; Elliott, Michael R.; Raghunathan, Trivellore E.
2017-01-01
Outside of the survey sampling literature, samples are often assumed to be generated by a simple random sampling process that produces independent and identically distributed (IID) samples. Many statistical methods are developed largely in this IID world. Application of these methods to data from complex sample surveys without making allowance for the survey design features can lead to erroneous inferences. Hence, much time and effort have been devoted to develop the statistical methods to analyze complex survey data and account for the sample design. This issue is particularly important when generating synthetic populations using finite population Bayesian inference, as is often done in missing data or disclosure risk settings, or when combining data from multiple surveys. By extending previous work in finite population Bayesian bootstrap literature, we propose a method to generate synthetic populations from a posterior predictive distribution in a fashion inverts the complex sampling design features and generates simple random samples from a superpopulation point of view, making adjustment on the complex data so that they can be analyzed as simple random samples. We consider a simulation study with a stratified, clustered unequal-probability of selection sample design, and use the proposed nonparametric method to generate synthetic populations for the 2006 National Health Interview Survey (NHIS), and the Medical Expenditure Panel Survey (MEPS), which are stratified, clustered unequal-probability of selection sample designs. PMID:29200608
Nonparametric Bayesian Modeling for Automated Database Schema Matching
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ferragut, Erik M; Laska, Jason A
2015-01-01
The problem of merging databases arises in many government and commercial applications. Schema matching, a common first step, identifies equivalent fields between databases. We introduce a schema matching framework that builds nonparametric Bayesian models for each field and compares them by computing the probability that a single model could have generated both fields. Our experiments show that our method is more accurate and faster than the existing instance-based matching algorithms in part because of the use of nonparametric Bayesian models.
Astrophysical data analysis with information field theory
NASA Astrophysics Data System (ADS)
Enßlin, Torsten
2014-12-01
Non-parametric imaging and data analysis in astrophysics and cosmology can be addressed by information field theory (IFT), a means of Bayesian, data based inference on spatially distributed signal fields. IFT is a statistical field theory, which permits the construction of optimal signal recovery algorithms. It exploits spatial correlations of the signal fields even for nonlinear and non-Gaussian signal inference problems. The alleviation of a perception threshold for recovering signals of unknown correlation structure by using IFT will be discussed in particular as well as a novel improvement on instrumental self-calibration schemes. IFT can be applied to many areas. Here, applications in in cosmology (cosmic microwave background, large-scale structure) and astrophysics (galactic magnetism, radio interferometry) are presented.
Inhomogeneous Poisson process rate function inference from dead-time limited observations.
Verma, Gunjan; Drost, Robert J
2017-05-01
The estimation of an inhomogeneous Poisson process (IHPP) rate function from a set of process observations is an important problem arising in optical communications and a variety of other applications. However, because of practical limitations of detector technology, one is often only able to observe a corrupted version of the original process. In this paper, we consider how inference of the rate function is affected by dead time, a period of time after the detection of an event during which a sensor is insensitive to subsequent IHPP events. We propose a flexible nonparametric Bayesian approach to infer an IHPP rate function given dead-time limited process realizations. Simulation results illustrate the effectiveness of our inference approach and suggest its ability to extend the utility of existing sensor technology by permitting more accurate inference on signals whose observations are dead-time limited. We apply our inference algorithm to experimentally collected optical communications data, demonstrating the practical utility of our approach in the context of channel modeling and validation.
Bayesian approach for three-dimensional aquifer characterization at the Hanford 300 Area
DOE Office of Scientific and Technical Information (OSTI.GOV)
Murakami, Haruko; Chen, X.; Hahn, Melanie S.
2010-10-21
This study presents a stochastic, three-dimensional characterization of a heterogeneous hydraulic conductivity field within DOE's Hanford 300 Area site, Washington, by assimilating large-scale, constant-rate injection test data with small-scale, three-dimensional electromagnetic borehole flowmeter (EBF) measurement data. We first inverted the injection test data to estimate the transmissivity field, using zeroth-order temporal moments of pressure buildup curves. We applied a newly developed Bayesian geostatistical inversion framework, the method of anchored distributions (MAD), to obtain a joint posterior distribution of geostatistical parameters and local log-transmissivities at multiple locations. The unique aspects of MAD that make it suitable for this purpose are itsmore » ability to integrate multi-scale, multi-type data within a Bayesian framework and to compute a nonparametric posterior distribution. After we combined the distribution of transmissivities with depth-discrete relative-conductivity profile from EBF data, we inferred the three-dimensional geostatistical parameters of the log-conductivity field, using the Bayesian model-based geostatistics. Such consistent use of the Bayesian approach throughout the procedure enabled us to systematically incorporate data uncertainty into the final posterior distribution. The method was tested in a synthetic study and validated using the actual data that was not part of the estimation. Results showed broader and skewed posterior distributions of geostatistical parameters except for the mean, which suggests the importance of inferring the entire distribution to quantify the parameter uncertainty.« less
Bayesian functional integral method for inferring continuous data from discrete measurements.
Heuett, William J; Miller, Bernard V; Racette, Susan B; Holloszy, John O; Chow, Carson C; Periwal, Vipul
2012-02-08
Inference of the insulin secretion rate (ISR) from C-peptide measurements as a quantification of pancreatic β-cell function is clinically important in diseases related to reduced insulin sensitivity and insulin action. ISR derived from C-peptide concentration is an example of nonparametric Bayesian model selection where a proposed ISR time-course is considered to be a "model". An inferred value of inaccessible continuous variables from discrete observable data is often problematic in biology and medicine, because it is a priori unclear how robust the inference is to the deletion of data points, and a closely related question, how much smoothness or continuity the data actually support. Predictions weighted by the posterior distribution can be cast as functional integrals as used in statistical field theory. Functional integrals are generally difficult to evaluate, especially for nonanalytic constraints such as positivity of the estimated parameters. We propose a computationally tractable method that uses the exact solution of an associated likelihood function as a prior probability distribution for a Markov-chain Monte Carlo evaluation of the posterior for the full model. As a concrete application of our method, we calculate the ISR from actual clinical C-peptide measurements in human subjects with varying degrees of insulin sensitivity. Our method demonstrates the feasibility of functional integral Bayesian model selection as a practical method for such data-driven inference, allowing the data to determine the smoothing timescale and the width of the prior probability distribution on the space of models. In particular, our model comparison method determines the discrete time-step for interpolation of the unobservable continuous variable that is supported by the data. Attempts to go to finer discrete time-steps lead to less likely models. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Why preferring parametric forecasting to nonparametric methods?
Jabot, Franck
2015-05-07
A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.
Bayesian Nonparametric Statistical Inference for Shock Models and Wear Processes.
1979-12-01
Naval Research under Contract N00014-75-C-0781 and the National Science Foundation under Grant MCS78-01422 with the University of California...SUPPLEMENTARY NOTES Also supported by the National Science Foundation under Grant MCS78-01422. It. 96Y WORDS MOCa’t"u a’ iVWae" side if n*0eaem7 imW~ 149001 b Wek...Barlow and Proschan (1975), among others. The analogy of the shock model in risk and acturial analysis has been given by BUhlmann (1970, Chapter 2
Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Biros, George
Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. Thesemore » include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.« less
Quantum-Like Bayesian Networks for Modeling Decision Making
Moreira, Catarina; Wichert, Andreas
2016-01-01
In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios. PMID:26858669
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
Understanding Past Population Dynamics: Bayesian Coalescent-Based Modeling with Covariates
Gill, Mandev S.; Lemey, Philippe; Bennett, Shannon N.; Biek, Roman; Suchard, Marc A.
2016-01-01
Effective population size characterizes the genetic variability in a population and is a parameter of paramount importance in population genetics and evolutionary biology. Kingman’s coalescent process enables inference of past population dynamics directly from molecular sequence data, and researchers have developed a number of flexible coalescent-based models for Bayesian nonparametric estimation of the effective population size as a function of time. Major goals of demographic reconstruction include identifying driving factors of effective population size, and understanding the association between the effective population size and such factors. Building upon Bayesian nonparametric coalescent-based approaches, we introduce a flexible framework that incorporates time-varying covariates that exploit Gaussian Markov random fields to achieve temporal smoothing of effective population size trajectories. To approximate the posterior distribution, we adapt efficient Markov chain Monte Carlo algorithms designed for highly structured Gaussian models. Incorporating covariates into the demographic inference framework enables the modeling of associations between the effective population size and covariates while accounting for uncertainty in population histories. Furthermore, it can lead to more precise estimates of population dynamics. We apply our model to four examples. We reconstruct the demographic history of raccoon rabies in North America and find a significant association with the spatiotemporal spread of the outbreak. Next, we examine the effective population size trajectory of the DENV-4 virus in Puerto Rico along with viral isolate count data and find similar cyclic patterns. We compare the population history of the HIV-1 CRF02_AG clade in Cameroon with HIV incidence and prevalence data and find that the effective population size is more reflective of incidence rate. Finally, we explore the hypothesis that the population dynamics of musk ox during the Late Quaternary period were related to climate change. [Coalescent; effective population size; Gaussian Markov random fields; phylodynamics; phylogenetics; population genetics. PMID:27368344
A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)
ERIC Educational Resources Information Center
Arenson, Ethan A.; Karabatsos, George
2017-01-01
Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…
Liao, J. G.; Mcmurry, Timothy; Berg, Arthur
2014-01-01
Empirical Bayes methods have been extensively used for microarray data analysis by modeling the large number of unknown parameters as random effects. Empirical Bayes allows borrowing information across genes and can automatically adjust for multiple testing and selection bias. However, the standard empirical Bayes model can perform poorly if the assumed working prior deviates from the true prior. This paper proposes a new rank-conditioned inference in which the shrinkage and confidence intervals are based on the distribution of the error conditioned on rank of the data. Our approach is in contrast to a Bayesian posterior, which conditions on the data themselves. The new method is almost as efficient as standard Bayesian methods when the working prior is close to the true prior, and it is much more robust when the working prior is not close. In addition, it allows a more accurate (but also more complex) non-parametric estimate of the prior to be easily incorporated, resulting in improved inference. The new method’s prior robustness is demonstrated via simulation experiments. Application to a breast cancer gene expression microarray dataset is presented. Our R package rank.Shrinkage provides a ready-to-use implementation of the proposed methodology. PMID:23934072
Nonparametric Bayesian models through probit stick-breaking processes
Rodríguez, Abel; Dunson, David B.
2013-01-01
We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology. PMID:24358072
Nonparametric Bayesian models through probit stick-breaking processes.
Rodríguez, Abel; Dunson, David B
2011-03-01
We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.
Han, Hyemin; Park, Joonsuk
2018-01-01
Recent debates about the conventional traditional threshold used in the fields of neuroscience and psychology, namely P < 0.05, have spurred researchers to consider alternative ways to analyze fMRI data. A group of methodologists and statisticians have considered Bayesian inference as a candidate methodology. However, few previous studies have attempted to provide end users of fMRI analysis tools, such as SPM 12, with practical guidelines about how to conduct Bayesian inference. In the present study, we aim to demonstrate how to utilize Bayesian inference, Bayesian second-level inference in particular, implemented in SPM 12 by analyzing fMRI data available to public via NeuroVault. In addition, to help end users understand how Bayesian inference actually works in SPM 12, we examine outcomes from Bayesian second-level inference implemented in SPM 12 by comparing them with those from classical second-level inference. Finally, we provide practical guidelines about how to set the parameters for Bayesian inference and how to interpret the results, such as Bayes factors, from the inference. We also discuss the practical and philosophical benefits of Bayesian inference and directions for future research. PMID:29456498
A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION
We present a Bayesian approach to regress a circular variable on a linear predictor. The regression coefficients are assumed to have a nonparametric distribution with a Dirichlet process prior. The semiparametric Bayesian approach gives added flexibility to the model and is usefu...
A Kolmogorov-Smirnov test for the molecular clock based on Bayesian ensembles of phylogenies
Antoneli, Fernando; Passos, Fernando M.; Lopes, Luciano R.
2018-01-01
Divergence date estimates are central to understand evolutionary processes and depend, in the case of molecular phylogenies, on tests of molecular clocks. Here we propose two non-parametric tests of strict and relaxed molecular clocks built upon a framework that uses the empirical cumulative distribution (ECD) of branch lengths obtained from an ensemble of Bayesian trees and well known non-parametric (one-sample and two-sample) Kolmogorov-Smirnov (KS) goodness-of-fit test. In the strict clock case, the method consists in using the one-sample Kolmogorov-Smirnov (KS) test to directly test if the phylogeny is clock-like, in other words, if it follows a Poisson law. The ECD is computed from the discretized branch lengths and the parameter λ of the expected Poisson distribution is calculated as the average branch length over the ensemble of trees. To compensate for the auto-correlation in the ensemble of trees and pseudo-replication we take advantage of thinning and effective sample size, two features provided by Bayesian inference MCMC samplers. Finally, it is observed that tree topologies with very long or very short branches lead to Poisson mixtures and in this case we propose the use of the two-sample KS test with samples from two continuous branch length distributions, one obtained from an ensemble of clock-constrained trees and the other from an ensemble of unconstrained trees. Moreover, in this second form the test can also be applied to test for relaxed clock models. The use of a statistically equivalent ensemble of phylogenies to obtain the branch lengths ECD, instead of one consensus tree, yields considerable reduction of the effects of small sample size and provides a gain of power. PMID:29300759
Accurate Biomass Estimation via Bayesian Adaptive Sampling
NASA Technical Reports Server (NTRS)
Wheeler, Kevin R.; Knuth, Kevin H.; Castle, Joseph P.; Lvov, Nikolay
2005-01-01
The following concepts were introduced: a) Bayesian adaptive sampling for solving biomass estimation; b) Characterization of MISR Rahman model parameters conditioned upon MODIS landcover. c) Rigorous non-parametric Bayesian approach to analytic mixture model determination. d) Unique U.S. asset for science product validation and verification.
Does History Repeat Itself? Wavelets and the Phylodynamics of Influenza A
Tom, Jennifer A.; Sinsheimer, Janet S.; Suchard, Marc A.
2012-01-01
Unprecedented global surveillance of viruses will result in massive sequence data sets that require new statistical methods. These data sets press the limits of Bayesian phylogenetics as the high-dimensional parameters that comprise a phylogenetic tree increase the already sizable computational burden of these techniques. This burden often results in partitioning the data set, for example, by gene, and inferring the evolutionary dynamics of each partition independently, a compromise that results in stratified analyses that depend only on data within a given partition. However, parameter estimates inferred from these stratified models are likely strongly correlated, considering they rely on data from a single data set. To overcome this shortfall, we exploit the existing Monte Carlo realizations from stratified Bayesian analyses to efficiently estimate a nonparametric hierarchical wavelet-based model and learn about the time-varying parameters of effective population size that reflect levels of genetic diversity across all partitions simultaneously. Our methods are applied to complete genome influenza A sequences that span 13 years. We find that broad peaks and trends, as opposed to seasonal spikes, in the effective population size history distinguish individual segments from the complete genome. We also address hypotheses regarding intersegment dynamics within a formal statistical framework that accounts for correlation between segment-specific parameters. PMID:22160768
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
Network structure exploration in networks with node attributes
NASA Astrophysics Data System (ADS)
Chen, Yi; Wang, Xiaolong; Bu, Junzhao; Tang, Buzhou; Xiang, Xin
2016-05-01
Complex networks provide a powerful way to represent complex systems and have been widely studied during the past several years. One of the most important tasks of network analysis is to detect structures (also called structural regularities) embedded in networks by determining group number and group partition. Most of network structure exploration models only consider network links. However, in real world networks, nodes may have attributes that are useful for network structure exploration. In this paper, we propose a novel Bayesian nonparametric (BNP) model to explore structural regularities in networks with node attributes, called Bayesian nonparametric attribute (BNPA) model. This model does not only take full advantage of both links between nodes and node attributes for group partition via shared hidden variables, but also determine group number automatically via the Bayesian nonparametric theory. Experiments conducted on a number of real and synthetic networks show that our BNPA model is able to automatically explore structural regularities in networks with node attributes and is competitive with other state-of-the-art models.
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.
Yoshimoto, Junichiro; Shimizu, Yu; Okada, Go; Takamura, Masahiro; Okamoto, Yasumasa; Yamawaki, Shigeto; Doya, Kenji
2017-01-01
We propose a novel method for multiple clustering, which is useful for analysis of high-dimensional data containing heterogeneous types of features. Our method is based on nonparametric Bayesian mixture models in which features are automatically partitioned (into views) for each clustering solution. This feature partition works as feature selection for a particular clustering solution, which screens out irrelevant features. To make our method applicable to high-dimensional data, a co-clustering structure is newly introduced for each view. Further, the outstanding novelty of our method is that we simultaneously model different distribution families, such as Gaussian, Poisson, and multinomial distributions in each cluster block, which widens areas of application to real data. We apply the proposed method to synthetic and real data, and show that our method outperforms other multiple clustering methods both in recovering true cluster structures and in computation time. Finally, we apply our method to a depression dataset with no true cluster structure available, from which useful inferences are drawn about possible clustering structures of the data. PMID:29049392
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.
Using Alien Coins to Test Whether Simple Inference Is Bayesian
ERIC Educational Resources Information Center
Cassey, Peter; Hawkins, Guy E.; Donkin, Chris; Brown, Scott D.
2016-01-01
Reasoning and inference are well-studied aspects of basic cognition that have been explained as statistically optimal Bayesian inference. Using a simplified experimental design, we conducted quantitative comparisons between Bayesian inference and human inference at the level of individuals. In 3 experiments, with more than 13,000 participants, we…
A Bayesian nonparametric approach to dynamical noise reduction
NASA Astrophysics Data System (ADS)
Kaloudis, Konstantinos; Hatjispyros, Spyridon J.
2018-06-01
We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods. The underlying unknown noise process (possibly) exhibits heavy tailed behavior. We introduce the Dynamic Noise Reduction Replicator model with which we reconstruct the unknown dynamic equations and in parallel we replicate the dynamics under reduced noise level dynamical perturbations. The dynamic noise reduction procedure is demonstrated specifically in the case of polynomial maps. Simulations based on synthetic time series are presented.
Kharroubi, Samer A; Brazier, John E; McGhee, Sarah
2013-01-01
This article reports on the findings from applying a recently described approach to modeling health state valuation data and the impact of the respondent characteristics on health state valuations. The approach applies a nonparametric model to estimate a Bayesian six-dimensional health state short form (derived from short-form 36 health survey) health state valuation algorithm. A sample of 197 states defined by the six-dimensional health state short form (derived from short-form 36 health survey)has been valued by a representative sample of the Hong Kong general population by using standard gamble. The article reports the application of the nonparametric model and compares it to the original model estimated by using a conventional parametric random effects model. The two models are compared theoretically and in terms of empirical performance. Advantages of the nonparametric model are that it can be used to predict scores in populations with different distributions of characteristics than observed in the survey sample and that it allows for the impact of respondent characteristics to vary by health state (while ensuring that full health passes through unity). The results suggest an important age effect with sex, having some effect, but the remaining covariates having no discernible effect. The nonparametric Bayesian model is argued to be more theoretically appropriate than previously used parametric models. Furthermore, it is more flexible to take into account the impact of covariates. Copyright © 2013, International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc.
Generalized species sampling priors with latent Beta reinforcements
Airoldi, Edoardo M.; Costa, Thiago; Bassetti, Federico; Leisen, Fabrizio; Guindani, Michele
2014-01-01
Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties with those of the Dirichlet Process and the two parameters Poisson-Dirichlet process. The proposed construction provides a complete characterization of the joint process, differently from existing work. We then propose the use of such process as prior distribution in a hierarchical Bayes modeling framework, and we describe a Markov Chain Monte Carlo sampler for posterior inference. We evaluate the performance of the prior and the robustness of the resulting inference in a simulation study, providing a comparison with popular Dirichlet Processes mixtures and Hidden Markov Models. Finally, we develop an application to the detection of chromosomal aberrations in breast cancer by leveraging array CGH data. PMID:25870462
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.
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.
Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series.
Bruce, Scott A; Hall, Martica H; Buysse, Daniel J; Krafty, Robert T
2018-03-01
Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, the time-varying dynamics of these associations are largely ignored due to a lack of methods that can assess the changing nature of the relationship through time. This article introduces a method for the simultaneous and automatic analysis of the association between the time-varying power spectrum and covariates, which we refer to as conditional adaptive Bayesian spectrum analysis (CABS). The procedure adaptively partitions the grid of time and covariate values into an unknown number of approximately stationary blocks and nonparametrically estimates local spectra within blocks through penalized splines. CABS is formulated in a fully Bayesian framework, in which the number and locations of partition points are random, and fit using reversible jump Markov chain Monte Carlo techniques. Estimation and inference averaged over the distribution of partitions allows for the accurate analysis of spectra with both smooth and abrupt changes. The proposed methodology is used to analyze the association between the time-varying spectrum of heart rate variability and self-reported sleep quality in a study of older adults serving as the primary caregiver for their ill spouse. © 2017, The International Biometric Society.
Fundamentals and Recent Developments in Approximate Bayesian Computation
Lintusaari, Jarno; Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka
2017-01-01
Abstract Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in many other branches of science. It provides a principled framework for dealing with uncertainty and quantifying how it changes in the light of new evidence. For many complex models and inference problems, however, only approximate quantitative answers are obtainable. Approximate Bayesian computation (ABC) refers to a family of algorithms for approximate inference that makes a minimal set of assumptions by only requiring that sampling from a model is possible. We explain here the fundamentals of ABC, review the classical algorithms, and highlight recent developments. [ABC; approximate Bayesian computation; Bayesian inference; likelihood-free inference; phylogenetics; simulator-based models; stochastic simulation models; tree-based models.] PMID:28175922
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
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.
Order-Constrained Bayes Inference for Dichotomous Models of Unidimensional Nonparametric IRT
ERIC Educational Resources Information Center
Karabatsos, George; Sheu, Ching-Fan
2004-01-01
This study introduces an order-constrained Bayes inference framework useful for analyzing data containing dichotomous scored item responses, under the assumptions of either the monotone homogeneity model or the double monotonicity model of nonparametric item response theory (NIRT). The framework involves the implementation of Gibbs sampling to…
Logistic Stick-Breaking Process
Ren, Lu; Du, Lan; Carin, Lawrence; Dunson, David B.
2013-01-01
A logistic stick-breaking process (LSBP) is proposed for non-parametric clustering of general spatially- or temporally-dependent data, imposing the belief that proximate data are more likely to be clustered together. The sticks in the LSBP are realized via multiple logistic regression functions, with shrinkage priors employed to favor contiguous and spatially localized segments. The LSBP is also extended for the simultaneous processing of multiple data sets, yielding a hierarchical logistic stick-breaking process (H-LSBP). The model parameters (atoms) within the H-LSBP are shared across the multiple learning tasks. Efficient variational Bayesian inference is derived, and comparisons are made to related techniques in the literature. Experimental analysis is performed for audio waveforms and images, and it is demonstrated that for segmentation applications the LSBP yields generally homogeneous segments with sharp boundaries. PMID:25258593
A Bayesian Nonparametric Approach to Image Super-Resolution.
Polatkan, Gungor; Zhou, Mingyuan; Carin, Lawrence; Blei, David; Daubechies, Ingrid
2015-02-01
Super-resolution methods form high-resolution images from low-resolution images. In this paper, we develop a new Bayesian nonparametric model for super-resolution. Our method uses a beta-Bernoulli process to learn a set of recurring visual patterns, called dictionary elements, from the data. Because it is nonparametric, the number of elements found is also determined from the data. We test the results on both benchmark and natural images, comparing with several other models from the research literature. We perform large-scale human evaluation experiments to assess the visual quality of the results. In a first implementation, we use Gibbs sampling to approximate the posterior. However, this algorithm is not feasible for large-scale data. To circumvent this, we then develop an online variational Bayes (VB) algorithm. This algorithm finds high quality dictionaries in a fraction of the time needed by the Gibbs sampler.
Two Approaches to Calibration in Metrology
DOE Office of Scientific and Technical Information (OSTI.GOV)
Campanelli, Mark
2014-04-01
Inferring mathematical relationships with quantified uncertainty from measurement data is common to computational science and metrology. Sufficient knowledge of measurement process noise enables Bayesian inference. Otherwise, an alternative approach is required, here termed compartmentalized inference, because collection of uncertain data and model inference occur independently. Bayesian parameterized model inference is compared to a Bayesian-compatible compartmentalized approach for ISO-GUM compliant calibration problems in renewable energy metrology. In either approach, model evidence can help reduce model discrepancy.
On the Bayesian Nonparametric Generalization of IRT-Type Models
ERIC Educational Resources Information Center
San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel
2011-01-01
We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…
With or without you: predictive coding and Bayesian inference in the brain
Aitchison, Laurence; Lengyel, Máté
2018-01-01
Two theoretical ideas have emerged recently with the ambition to provide a unifying functional explanation of neural population coding and dynamics: predictive coding and Bayesian inference. Here, we describe the two theories and their combination into a single framework: Bayesian predictive coding. We clarify how the two theories can be distinguished, despite sharing core computational concepts and addressing an overlapping set of empirical phenomena. We argue that predictive coding is an algorithmic / representational motif that can serve several different computational goals of which Bayesian inference is but one. Conversely, while Bayesian inference can utilize predictive coding, it can also be realized by a variety of other representations. We critically evaluate the experimental evidence supporting Bayesian predictive coding and discuss how to test it more directly. PMID:28942084
Bayesian multimodel inference for dose-response studies
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.
Narimani, Zahra; Beigy, Hamid; Ahmad, Ashar; Masoudi-Nejad, Ali; Fröhlich, Holger
2017-01-01
Inferring the structure of molecular networks from time series protein or gene expression data provides valuable information about the complex biological processes of the cell. Causal network structure inference has been approached using different methods in the past. Most causal network inference techniques, such as Dynamic Bayesian Networks and ordinary differential equations, are limited by their computational complexity and thus make large scale inference infeasible. This is specifically true if a Bayesian framework is applied in order to deal with the unavoidable uncertainty about the correct model. We devise a novel Bayesian network reverse engineering approach using ordinary differential equations with the ability to include non-linearity. Besides modeling arbitrary, possibly combinatorial and time dependent perturbations with unknown targets, one of our main contributions is the use of Expectation Propagation, an algorithm for approximate Bayesian inference over large scale network structures in short computation time. We further explore the possibility of integrating prior knowledge into network inference. We evaluate the proposed model on DREAM4 and DREAM8 data and find it competitive against several state-of-the-art existing network inference methods.
Win-Stay, Lose-Sample: a simple sequential algorithm for approximating Bayesian inference.
Bonawitz, Elizabeth; Denison, Stephanie; Gopnik, Alison; Griffiths, Thomas L
2014-11-01
People can behave in a way that is consistent with Bayesian models of cognition, despite the fact that performing exact Bayesian inference is computationally challenging. What algorithms could people be using to make this possible? We show that a simple sequential algorithm "Win-Stay, Lose-Sample", inspired by the Win-Stay, Lose-Shift (WSLS) principle, can be used to approximate Bayesian inference. We investigate the behavior of adults and preschoolers on two causal learning tasks to test whether people might use a similar algorithm. These studies use a "mini-microgenetic method", investigating how people sequentially update their beliefs as they encounter new evidence. Experiment 1 investigates a deterministic causal learning scenario and Experiments 2 and 3 examine how people make inferences in a stochastic scenario. The behavior of adults and preschoolers in these experiments is consistent with our Bayesian version of the WSLS principle. This algorithm provides both a practical method for performing Bayesian inference and a new way to understand people's judgments. Copyright © 2014 Elsevier Inc. All rights reserved.
Universal Darwinism As a Process of Bayesian Inference.
Campbell, John O
2016-01-01
Many of the mathematical frameworks describing natural selection are equivalent to Bayes' Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus, natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians). As Bayesian inference can always be cast in terms of (variational) free energy minimization, natural selection can be viewed as comprising two components: a generative model of an "experiment" in the external world environment, and the results of that "experiment" or the "surprise" entailed by predicted and actual outcomes of the "experiment." Minimization of free energy implies that the implicit measure of "surprise" experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature.
Universal Darwinism As a Process of Bayesian Inference
Campbell, John O.
2016-01-01
Many of the mathematical frameworks describing natural selection are equivalent to Bayes' Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus, natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians). As Bayesian inference can always be cast in terms of (variational) free energy minimization, natural selection can be viewed as comprising two components: a generative model of an “experiment” in the external world environment, and the results of that “experiment” or the “surprise” entailed by predicted and actual outcomes of the “experiment.” Minimization of free energy implies that the implicit measure of “surprise” experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature. PMID:27375438
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.
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...
Semisupervised learning using Bayesian interpretation: application to LS-SVM.
Adankon, Mathias M; Cheriet, Mohamed; Biem, Alain
2011-04-01
Bayesian reasoning provides an ideal basis for representing and manipulating uncertain knowledge, with the result that many interesting algorithms in machine learning are based on Bayesian inference. In this paper, we use the Bayesian approach with one and two levels of inference to model the semisupervised learning problem and give its application to the successful kernel classifier support vector machine (SVM) and its variant least-squares SVM (LS-SVM). Taking advantage of Bayesian interpretation of LS-SVM, we develop a semisupervised learning algorithm for Bayesian LS-SVM using our approach based on two levels of inference. Experimental results on both artificial and real pattern recognition problems show the utility of our method.
NASA Astrophysics Data System (ADS)
Agapiou, Sergios; Burger, Martin; Dashti, Masoumeh; Helin, Tapio
2018-04-01
We consider the inverse problem of recovering an unknown functional parameter u in a separable Banach space, from a noisy observation vector y of its image through a known possibly non-linear map {{\\mathcal G}} . We adopt a Bayesian approach to the problem and consider Besov space priors (see Lassas et al (2009 Inverse Problems Imaging 3 87-122)), which are well-known for their edge-preserving and sparsity-promoting properties and have recently attracted wide attention especially in the medical imaging community. Our key result is to show that in this non-parametric setup the maximum a posteriori (MAP) estimates are characterized by the minimizers of a generalized Onsager-Machlup functional of the posterior. This is done independently for the so-called weak and strong MAP estimates, which as we show coincide in our context. In addition, we prove a form of weak consistency for the MAP estimators in the infinitely informative data limit. Our results are remarkable for two reasons: first, the prior distribution is non-Gaussian and does not meet the smoothness conditions required in previous research on non-parametric MAP estimates. Second, the result analytically justifies existing uses of the MAP estimate in finite but high dimensional discretizations of Bayesian inverse problems with the considered Besov priors.
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.
Zonta, Zivko J; Flotats, Xavier; Magrí, Albert
2014-08-01
The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.
Hu, Weiming; Tian, Guodong; Kang, Yongxin; Yuan, Chunfeng; Maybank, Stephen
2017-09-25
In this paper, a new nonparametric Bayesian model called the dual sticky hierarchical Dirichlet process hidden Markov model (HDP-HMM) is proposed for mining activities from a collection of time series data such as trajectories. All the time series data are clustered. Each cluster of time series data, corresponding to a motion pattern, is modeled by an HMM. Our model postulates a set of HMMs that share a common set of states (topics in an analogy with topic models for document processing), but have unique transition distributions. For the application to motion trajectory modeling, topics correspond to motion activities. The learnt topics are clustered into atomic activities which are assigned predicates. We propose a Bayesian inference method to decompose a given trajectory into a sequence of atomic activities. On combining the learnt sources and sinks, semantic motion regions, and the learnt sequence of atomic activities, the action represented by the trajectory can be described in natural language in as automatic a way as possible. The effectiveness of our dual sticky HDP-HMM is validated on several trajectory datasets. The effectiveness of the natural language descriptions for motions is demonstrated on the vehicle trajectories extracted from a traffic scene.
Statistical modelling of networked human-automation performance using working memory capacity.
Ahmed, Nisar; de Visser, Ewart; Shaw, Tyler; Mohamed-Ameen, Amira; Campbell, Mark; Parasuraman, Raja
2014-01-01
This study examines the challenging problem of modelling the interaction between individual attentional limitations and decision-making performance in networked human-automation system tasks. Analysis of real experimental data from a task involving networked supervision of multiple unmanned aerial vehicles by human participants shows that both task load and network message quality affect performance, but that these effects are modulated by individual differences in working memory (WM) capacity. These insights were used to assess three statistical approaches for modelling and making predictions with real experimental networked supervisory performance data: classical linear regression, non-parametric Gaussian processes and probabilistic Bayesian networks. It is shown that each of these approaches can help designers of networked human-automated systems cope with various uncertainties in order to accommodate future users by linking expected operating conditions and performance from real experimental data to observable cognitive traits like WM capacity. Practitioner Summary: Working memory (WM) capacity helps account for inter-individual variability in operator performance in networked unmanned aerial vehicle supervisory tasks. This is useful for reliable performance prediction near experimental conditions via linear models; robust statistical prediction beyond experimental conditions via Gaussian process models and probabilistic inference about unknown task conditions/WM capacities via Bayesian network models.
A Bayesian approach to model structural error and input variability in groundwater modeling
NASA Astrophysics Data System (ADS)
Xu, T.; Valocchi, A. J.; Lin, Y. F. F.; Liang, F.
2015-12-01
Effective water resource management typically relies on numerical models to analyze groundwater flow and solute transport processes. Model structural error (due to simplification and/or misrepresentation of the "true" environmental system) and input forcing variability (which commonly arises since some inputs are uncontrolled or estimated with high uncertainty) are ubiquitous in groundwater models. Calibration that overlooks errors in model structure and input data can lead to biased parameter estimates and compromised predictions. We present a fully Bayesian approach for a complete assessment of uncertainty for spatially distributed groundwater models. The approach explicitly recognizes stochastic input and uses data-driven error models based on nonparametric kernel methods to account for model structural error. We employ exploratory data analysis to assist in specifying informative prior for error models to improve identifiability. The inference is facilitated by an efficient sampling algorithm based on DREAM-ZS and a parameter subspace multiple-try strategy to reduce the required number of forward simulations of the groundwater model. We demonstrate the Bayesian approach through a synthetic case study of surface-ground water interaction under changing pumping conditions. It is found that explicit treatment of errors in model structure and input data (groundwater pumping rate) has substantial impact on the posterior distribution of groundwater model parameters. Using error models reduces predictive bias caused by parameter compensation. In addition, input variability increases parametric and predictive uncertainty. The Bayesian approach allows for a comparison among the contributions from various error sources, which could inform future model improvement and data collection efforts on how to best direct resources towards reducing predictive uncertainty.
ERIC Educational Resources Information Center
Si, Yajuan; Reiter, Jerome P.
2013-01-01
In many surveys, the data comprise a large number of categorical variables that suffer from item nonresponse. Standard methods for multiple imputation, like log-linear models or sequential regression imputation, can fail to capture complex dependencies and can be difficult to implement effectively in high dimensions. We present a fully Bayesian,…
CADDIS Volume 4. Data Analysis: PECBO Appendix - R Scripts for Non-Parametric Regressions
Script for computing nonparametric regression analysis. Overview of using scripts to infer environmental conditions from biological observations, statistically estimating species-environment relationships, statistical scripts.
Bayesian Inference and Online Learning in Poisson Neuronal Networks.
Huang, Yanping; Rao, Rajesh P N
2016-08-01
Motivated by the growing evidence for Bayesian computation in the brain, we show how a two-layer recurrent network of Poisson neurons can perform both approximate Bayesian inference and learning for any hidden Markov model. The lower-layer sensory neurons receive noisy measurements of hidden world states. The higher-layer neurons infer a posterior distribution over world states via Bayesian inference from inputs generated by sensory neurons. We demonstrate how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in a higher-layer neuron represents a sample of a particular hidden world state. The spiking activity across the neural population approximates the posterior distribution over hidden states. In this model, variability in spiking is regarded not as a nuisance but as an integral feature that provides the variability necessary for sampling during inference. We demonstrate how the network can learn the likelihood model, as well as the transition probabilities underlying the dynamics, using a Hebbian learning rule. We present results illustrating the ability of the network to perform inference and learning for arbitrary hidden Markov models.
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
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
Inference in the age of big data: Future perspectives on neuroscience.
Bzdok, Danilo; Yeo, B T Thomas
2017-07-15
Neuroscience is undergoing faster changes than ever before. Over 100 years our field qualitatively described and invasively manipulated single or few organisms to gain anatomical, physiological, and pharmacological insights. In the last 10 years neuroscience spawned quantitative datasets of unprecedented breadth (e.g., microanatomy, synaptic connections, and optogenetic brain-behavior assays) and size (e.g., cognition, brain imaging, and genetics). While growing data availability and information granularity have been amply discussed, we direct attention to a less explored question: How will the unprecedented data richness shape data analysis practices? Statistical reasoning is becoming more important to distill neurobiological knowledge from healthy and pathological brain measurements. We argue that large-scale data analysis will use more statistical models that are non-parametric, generative, and mixing frequentist and Bayesian aspects, while supplementing classical hypothesis testing with out-of-sample predictions. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models.
Yu, Kezi; Quirk, J Gerald; Djurić, Petar M
2017-01-01
In this paper, we propose an application of non-parametric Bayesian (NPB) models for classification of fetal heart rate (FHR) recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP) and the Chinese restaurant process with finite capacity (CRFC). Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR) recordings in a real-time setting.
Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models
Yu, Kezi; Quirk, J. Gerald
2017-01-01
In this paper, we propose an application of non-parametric Bayesian (NPB) models for classification of fetal heart rate (FHR) recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP) and the Chinese restaurant process with finite capacity (CRFC). Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR) recordings in a real-time setting. PMID:28953927
Bayesian Nonparametric Ordination for the Analysis of Microbial Communities.
Ren, Boyu; Bacallado, Sergio; Favaro, Stefano; Holmes, Susan; Trippa, Lorenzo
2017-01-01
Human microbiome studies use sequencing technologies to measure the abundance of bacterial species or Operational Taxonomic Units (OTUs) in samples of biological material. Typically the data are organized in contingency tables with OTU counts across heterogeneous biological samples. In the microbial ecology community, ordination methods are frequently used to investigate latent factors or clusters that capture and describe variations of OTU counts across biological samples. It remains important to evaluate how uncertainty in estimates of each biological sample's microbial distribution propagates to ordination analyses, including visualization of clusters and projections of biological samples on low dimensional spaces. We propose a Bayesian analysis for dependent distributions to endow frequently used ordinations with estimates of uncertainty. A Bayesian nonparametric prior for dependent normalized random measures is constructed, which is marginally equivalent to the normalized generalized Gamma process, a well-known prior for nonparametric analyses. In our prior, the dependence and similarity between microbial distributions is represented by latent factors that concentrate in a low dimensional space. We use a shrinkage prior to tune the dimensionality of the latent factors. The resulting posterior samples of model parameters can be used to evaluate uncertainty in analyses routinely applied in microbiome studies. Specifically, by combining them with multivariate data analysis techniques we can visualize credible regions in ecological ordination plots. The characteristics of the proposed model are illustrated through a simulation study and applications in two microbiome datasets.
Bayesian data analysis in population ecology: motivations, methods, and benefits
Dorazio, Robert
2016-01-01
During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.
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
Implementation of Instrumental Variable Bounds for Data Missing Not at Random.
Marden, Jessica R; Wang, Linbo; Tchetgen, Eric J Tchetgen; Walter, Stefan; Glymour, M Maria; Wirth, Kathleen E
2018-05-01
Instrumental variables are routinely used to recover a consistent estimator of an exposure causal effect in the presence of unmeasured confounding. Instrumental variable approaches to account for nonignorable missing data also exist but are less familiar to epidemiologists. Like instrumental variables for exposure causal effects, instrumental variables for missing data rely on exclusion restriction and instrumental variable relevance assumptions. Yet these two conditions alone are insufficient for point identification. For estimation, researchers have invoked a third assumption, typically involving fairly restrictive parametric constraints. Inferences can be sensitive to these parametric assumptions, which are typically not empirically testable. The purpose of our article is to discuss another approach for leveraging a valid instrumental variable. Although the approach is insufficient for nonparametric identification, it can nonetheless provide informative inferences about the presence, direction, and magnitude of selection bias, without invoking a third untestable parametric assumption. An important contribution of this article is an Excel spreadsheet tool that can be used to obtain empirical evidence of selection bias and calculate bounds and corresponding Bayesian 95% credible intervals for a nonidentifiable population proportion. For illustrative purposes, we used the spreadsheet tool to analyze HIV prevalence data collected by the 2007 Zambia Demographic and Health Survey (DHS).
Wilcox, Thomas P; Zwickl, Derrick J; Heath, Tracy A; Hillis, David M
2002-11-01
Four New World genera of dwarf boas (Exiliboa, Trachyboa, Tropidophis, and Ungaliophis) have been placed by many systematists in a single group (traditionally called Tropidophiidae). However, the monophyly of this group has been questioned in several studies. Moreover, the overall relationships among basal snake lineages, including the placement of the dwarf boas, are poorly understood. We obtained mtDNA sequence data for 12S, 16S, and intervening tRNA-val genes from 23 species of snakes representing most major snake lineages, including all four genera of New World dwarf boas. We then examined the phylogenetic position of these species by estimating the phylogeny of the basal snakes. Our phylogenetic analysis suggests that New World dwarf boas are not monophyletic. Instead, we find Exiliboa and Ungaliophis to be most closely related to sand boas (Erycinae), boas (Boinae), and advanced snakes (Caenophidea), whereas Tropidophis and Trachyboa form an independent clade that separated relatively early in snake radiation. Our estimate of snake phylogeny differs significantly in other ways from some previous estimates of snake phylogeny. For instance, pythons do not cluster with boas and sand boas, but instead show a strong relationship with Loxocemus and Xenopeltis. Additionally, uropeltids cluster strongly with Cylindrophis, and together are embedded in what has previously been considered the macrostomatan radiation. These relationships are supported by both bootstrapping (parametric and nonparametric approaches) and Bayesian analysis, although Bayesian support values are consistently higher than those obtained from nonparametric bootstrapping. Simulations show that Bayesian support values represent much better estimates of phylogenetic accuracy than do nonparametric bootstrap support values, at least under the conditions of our study. Copyright 2002 Elsevier Science (USA)
Bayesian Approaches to Imputation, Hypothesis Testing, and Parameter Estimation
ERIC Educational Resources Information Center
Ross, Steven J.; Mackey, Beth
2015-01-01
This chapter introduces three applications of Bayesian inference to common and novel issues in second language research. After a review of the critiques of conventional hypothesis testing, our focus centers on ways Bayesian inference can be used for dealing with missing data, for testing theory-driven substantive hypotheses without a default null…
Bayesian Inference for Time Trends in Parameter Values using Weighted Evidence Sets
DOE Office of Scientific and Technical Information (OSTI.GOV)
D. L. Kelly; A. Malkhasyan
2010-09-01
There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performedmore » for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “in-dustry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an applica-tion of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates an approach to incorporating multiple sources of data via applicability weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dana L. Kelly; Albert Malkhasyan
2010-06-01
There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performedmore » for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “industry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an application of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates the development of a generic prior distribution, which incorporates multiple sources of generic data via weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.« less
Free will in Bayesian and inverse Bayesian inference-driven endo-consciousness.
Gunji, Yukio-Pegio; Minoura, Mai; Kojima, Kei; Horry, Yoichi
2017-12-01
How can we link challenging issues related to consciousness and/or qualia with natural science? The introduction of endo-perspective, instead of exo-perspective, as proposed by Matsuno, Rössler, and Gunji, is considered one of the most promising candidate approaches. Here, we distinguish the endo-from the exo-perspective in terms of whether the external is or is not directly operated. In the endo-perspective, the external can be neither perceived nor recognized directly; rather, one can only indirectly summon something outside of the perspective, which can be illustrated by a causation-reversal pair. On one hand, causation logically proceeds from the cause to the effect. On the other hand, a reversal from the effect to the cause is non-logical and is equipped with a metaphorical structure. We argue that the differences in exo- and endo-perspectives result not from the difference between Western and Eastern cultures, but from differences between modernism and animism. Here, a causation-reversal pair described using a pair of upward (from premise to consequence) and downward (from consequence to premise) causation and a pair of Bayesian and inverse Bayesian inference (BIB inference). Accordingly, the notion of endo-consciousness is proposed as an agent equipped with BIB inference. We also argue that BIB inference can yield both highly efficient computations through Bayesian interference and robust computations through inverse Bayesian inference. By adapting a logical model of the free will theorem to the BIB inference, we show that endo-consciousness can explain free will as a regression of the controllability of voluntary action. Copyright © 2017. Published by Elsevier Ltd.
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.
McCarron, C Elizabeth; Pullenayegum, Eleanor M; Thabane, Lehana; Goeree, Ron; Tarride, Jean-Eric
2013-04-01
Bayesian methods have been proposed as a way of synthesizing all available evidence to inform decision making. However, few practical applications of the use of Bayesian methods for combining patient-level data (i.e., trial) with additional evidence (e.g., literature) exist in the cost-effectiveness literature. The objective of this study was to compare a Bayesian cost-effectiveness analysis using informative priors to a standard non-Bayesian nonparametric method to assess the impact of incorporating additional information into a cost-effectiveness analysis. Patient-level data from a previously published nonrandomized study were analyzed using traditional nonparametric bootstrap techniques and bivariate normal Bayesian models with vague and informative priors. Two different types of informative priors were considered to reflect different valuations of the additional evidence relative to the patient-level data (i.e., "face value" and "skeptical"). The impact of using different distributions and valuations was assessed in a sensitivity analysis. Models were compared in terms of incremental net monetary benefit (INMB) and cost-effectiveness acceptability frontiers (CEAFs). The bootstrapping and Bayesian analyses using vague priors provided similar results. The most pronounced impact of incorporating the informative priors was the increase in estimated life years in the control arm relative to what was observed in the patient-level data alone. Consequently, the incremental difference in life years originally observed in the patient-level data was reduced, and the INMB and CEAF changed accordingly. The results of this study demonstrate the potential impact and importance of incorporating additional information into an analysis of patient-level data, suggesting this could alter decisions as to whether a treatment should be adopted and whether more information should be acquired.
Bayesian dynamic mediation analysis.
Huang, Jing; Yuan, Ying
2017-12-01
Most existing methods for mediation analysis assume that mediation is a stationary, time-invariant process, which overlooks the inherently dynamic nature of many human psychological processes and behavioral activities. In this article, we consider mediation as a dynamic process that continuously changes over time. We propose Bayesian multilevel time-varying coefficient models to describe and estimate such dynamic mediation effects. By taking the nonparametric penalized spline approach, the proposed method is flexible and able to accommodate any shape of the relationship between time and mediation effects. Simulation studies show that the proposed method works well and faithfully reflects the true nature of the mediation process. By modeling mediation effect nonparametrically as a continuous function of time, our method provides a valuable tool to help researchers obtain a more complete understanding of the dynamic nature of the mediation process underlying psychological and behavioral phenomena. We also briefly discuss an alternative approach of using dynamic autoregressive mediation model to estimate the dynamic mediation effect. The computer code is provided to implement the proposed Bayesian dynamic mediation analysis. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
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.
Bayesian isotonic density regression
Wang, Lianming; Dunson, David B.
2011-01-01
Density regression models allow the conditional distribution of the response given predictors to change flexibly over the predictor space. Such models are much more flexible than nonparametric mean regression models with nonparametric residual distributions, and are well supported in many applications. A rich variety of Bayesian methods have been proposed for density regression, but it is not clear whether such priors have full support so that any true data-generating model can be accurately approximated. This article develops a new class of density regression models that incorporate stochastic-ordering constraints which are natural when a response tends to increase or decrease monotonely with a predictor. Theory is developed showing large support. Methods are developed for hypothesis testing, with posterior computation relying on a simple Gibbs sampler. Frequentist properties are illustrated in a simulation study, and an epidemiology application is considered. PMID:22822259
Metis: A Pure Metropolis Markov Chain Monte Carlo Bayesian Inference Library
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bates, Cameron Russell; Mckigney, Edward Allen
The use of Bayesian inference in data analysis has become the standard for large scienti c experiments [1, 2]. The Monte Carlo Codes Group(XCP-3) at Los Alamos has developed a simple set of algorithms currently implemented in C++ and Python to easily perform at-prior Markov Chain Monte Carlo Bayesian inference with pure Metropolis sampling. These implementations are designed to be user friendly and extensible for customization based on speci c application requirements. This document describes the algorithmic choices made and presents two use cases.
ERIC Educational Resources Information Center
Jenkins, Gavin W.; Samuelson, Larissa K.; Smith, Jodi R.; Spencer, John P.
2015-01-01
It is unclear how children learn labels for multiple overlapping categories such as "Labrador," "dog," and "animal." Xu and Tenenbaum (2007a) suggested that learners infer correct meanings with the help of Bayesian inference. They instantiated these claims in a Bayesian model, which they tested with preschoolers and…
Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno
2016-01-01
Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision. PMID:27303323
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
Sparse Bayesian Inference and the Temperature Structure of the Solar Corona
DOE Office of Scientific and Technical Information (OSTI.GOV)
Warren, Harry P.; Byers, Jeff M.; Crump, Nicholas A.
Measuring the temperature structure of the solar atmosphere is critical to understanding how it is heated to high temperatures. Unfortunately, the temperature of the upper atmosphere cannot be observed directly, but must be inferred from spectrally resolved observations of individual emission lines that span a wide range of temperatures. Such observations are “inverted” to determine the distribution of plasma temperatures along the line of sight. This inversion is ill posed and, in the absence of regularization, tends to produce wildly oscillatory solutions. We introduce the application of sparse Bayesian inference to the problem of inferring the temperature structure of themore » solar corona. Within a Bayesian framework a preference for solutions that utilize a minimum number of basis functions can be encoded into the prior and many ad hoc assumptions can be avoided. We demonstrate the efficacy of the Bayesian approach by considering a test library of 40 assumed temperature distributions.« less
NASA Astrophysics Data System (ADS)
Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.
2016-01-01
Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.
Multinomial Bayesian learning for modeling classical and nonclassical receptive field properties.
Hosoya, Haruo
2012-08-01
We study the interplay of Bayesian inference and natural image learning in a hierarchical vision system, in relation to the response properties of early visual cortex. We particularly focus on a Bayesian network with multinomial variables that can represent discrete feature spaces similar to hypercolumns combining minicolumns, enforce sparsity of activation to learn efficient representations, and explain divisive normalization. We demonstrate that maximal-likelihood learning using sampling-based Bayesian inference gives rise to classical receptive field properties similar to V1 simple cells and V2 cells, while inference performed on the trained network yields nonclassical context-dependent response properties such as cross-orientation suppression and filling in. Comparison with known physiological properties reveals some qualitative and quantitative similarities.
A guide to Bayesian model selection for ecologists
Hooten, Mevin B.; Hobbs, N.T.
2015-01-01
The steady upward trend in the use of model selection and Bayesian methods in ecological research has made it clear that both approaches to inference are important for modern analysis of models and data. However, in teaching Bayesian methods and in working with our research colleagues, we have noticed a general dissatisfaction with the available literature on Bayesian model selection and multimodel inference. Students and researchers new to Bayesian methods quickly find that the published advice on model selection is often preferential in its treatment of options for analysis, frequently advocating one particular method above others. The recent appearance of many articles and textbooks on Bayesian modeling has provided welcome background on relevant approaches to model selection in the Bayesian framework, but most of these are either very narrowly focused in scope or inaccessible to ecologists. Moreover, the methodological details of Bayesian model selection approaches are spread thinly throughout the literature, appearing in journals from many different fields. Our aim with this guide is to condense the large body of literature on Bayesian approaches to model selection and multimodel inference and present it specifically for quantitative ecologists as neutrally as possible. We also bring to light a few important and fundamental concepts relating directly to model selection that seem to have gone unnoticed in the ecological literature. Throughout, we provide only a minimal discussion of philosophy, preferring instead to examine the breadth of approaches as well as their practical advantages and disadvantages. This guide serves as a reference for ecologists using Bayesian methods, so that they can better understand their options and can make an informed choice that is best aligned with their goals for inference.
An Intuitive Dashboard for Bayesian Network Inference
NASA Astrophysics Data System (ADS)
Reddy, Vikas; Charisse Farr, Anna; Wu, Paul; Mengersen, Kerrie; Yarlagadda, Prasad K. D. V.
2014-03-01
Current Bayesian network software packages provide good graphical interface for users who design and develop Bayesian networks for various applications. However, the intended end-users of these networks may not necessarily find such an interface appealing and at times it could be overwhelming, particularly when the number of nodes in the network is large. To circumvent this problem, this paper presents an intuitive dashboard, which provides an additional layer of abstraction, enabling the end-users to easily perform inferences over the Bayesian networks. Unlike most software packages, which display the nodes and arcs of the network, the developed tool organises the nodes based on the cause-and-effect relationship, making the user-interaction more intuitive and friendly. In addition to performing various types of inferences, the users can conveniently use the tool to verify the behaviour of the developed Bayesian network. The tool has been developed using QT and SMILE libraries in C++.
Lobach, Iryna; Mallick, Bani; Carroll, Raymond J
2011-01-01
Case-control studies are widely used to detect gene-environment interactions in the etiology of complex diseases. Many variables that are of interest to biomedical researchers are difficult to measure on an individual level, e.g. nutrient intake, cigarette smoking exposure, long-term toxic exposure. Measurement error causes bias in parameter estimates, thus masking key features of data and leading to loss of power and spurious/masked associations. We develop a Bayesian methodology for analysis of case-control studies for the case when measurement error is present in an environmental covariate and the genetic variable has missing data. This approach offers several advantages. It allows prior information to enter the model to make estimation and inference more precise. The environmental covariates measured exactly are modeled completely nonparametrically. Further, information about the probability of disease can be incorporated in the estimation procedure to improve quality of parameter estimates, what cannot be done in conventional case-control studies. A unique feature of the procedure under investigation is that the analysis is based on a pseudo-likelihood function therefore conventional Bayesian techniques may not be technically correct. We propose an approach using Markov Chain Monte Carlo sampling as well as a computationally simple method based on an asymptotic posterior distribution. Simulation experiments demonstrated that our method produced parameter estimates that are nearly unbiased even for small sample sizes. An application of our method is illustrated using a population-based case-control study of the association between calcium intake with the risk of colorectal adenoma development.
Gunji, Yukio-Pegio; Shinohara, Shuji; Haruna, Taichi; Basios, Vasileios
2017-02-01
To overcome the dualism between mind and matter and to implement consciousness in science, a physical entity has to be embedded with a measurement process. Although quantum mechanics have been regarded as a candidate for implementing consciousness, nature at its macroscopic level is inconsistent with quantum mechanics. We propose a measurement-oriented inference system comprising Bayesian and inverse Bayesian inferences. While Bayesian inference contracts probability space, the newly defined inverse one relaxes the space. These two inferences allow an agent to make a decision corresponding to an immediate change in their environment. They generate a particular pattern of joint probability for data and hypotheses, comprising multiple diagonal and noisy matrices. This is expressed as a nondistributive orthomodular lattice equivalent to quantum logic. We also show that an orthomodular lattice can reveal information generated by inverse syllogism as well as the solutions to the frame and symbol-grounding problems. Our model is the first to connect macroscopic cognitive processes with the mathematical structure of quantum mechanics with no additional assumptions. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.
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
Howard, Réka; Carriquiry, Alicia L.; Beavis, William D.
2014-01-01
Parametric and nonparametric methods have been developed for purposes of predicting phenotypes. These methods are based on retrospective analyses of empirical data consisting of genotypic and phenotypic scores. Recent reports have indicated that parametric methods are unable to predict phenotypes of traits with known epistatic genetic architectures. Herein, we review parametric methods including least squares regression, ridge regression, Bayesian ridge regression, least absolute shrinkage and selection operator (LASSO), Bayesian LASSO, best linear unbiased prediction (BLUP), Bayes A, Bayes B, Bayes C, and Bayes Cπ. We also review nonparametric methods including Nadaraya-Watson estimator, reproducing kernel Hilbert space, support vector machine regression, and neural networks. We assess the relative merits of these 14 methods in terms of accuracy and mean squared error (MSE) using simulated genetic architectures consisting of completely additive or two-way epistatic interactions in an F2 population derived from crosses of inbred lines. Each simulated genetic architecture explained either 30% or 70% of the phenotypic variability. The greatest impact on estimates of accuracy and MSE was due to genetic architecture. Parametric methods were unable to predict phenotypic values when the underlying genetic architecture was based entirely on epistasis. Parametric methods were slightly better than nonparametric methods for additive genetic architectures. Distinctions among parametric methods for additive genetic architectures were incremental. Heritability, i.e., proportion of phenotypic variability, had the second greatest impact on estimates of accuracy and MSE. PMID:24727289
Rational approximations to rational models: alternative algorithms for category learning.
Sanborn, Adam N; Griffiths, Thomas L; Navarro, Daniel J
2010-10-01
Rational models of cognition typically consider the abstract computational problems posed by the environment, assuming that people are capable of optimally solving those problems. This differs from more traditional formal models of cognition, which focus on the psychological processes responsible for behavior. A basic challenge for rational models is thus explaining how optimal solutions can be approximated by psychological processes. We outline a general strategy for answering this question, namely to explore the psychological plausibility of approximation algorithms developed in computer science and statistics. In particular, we argue that Monte Carlo methods provide a source of rational process models that connect optimal solutions to psychological processes. We support this argument through a detailed example, applying this approach to Anderson's (1990, 1991) rational model of categorization (RMC), which involves a particularly challenging computational problem. Drawing on a connection between the RMC and ideas from nonparametric Bayesian statistics, we propose 2 alternative algorithms for approximate inference in this model. The algorithms we consider include Gibbs sampling, a procedure appropriate when all stimuli are presented simultaneously, and particle filters, which sequentially approximate the posterior distribution with a small number of samples that are updated as new data become available. Applying these algorithms to several existing datasets shows that a particle filter with a single particle provides a good description of human inferences.
Gasbarra, Dario; Arjas, Elja; Vehtari, Aki; Slama, Rémy; Keiding, Niels
2015-10-01
This paper was inspired by the studies of Niels Keiding and co-authors on estimating the waiting time-to-pregnancy (TTP) distribution, and in particular on using the current duration design in that context. In this design, a cross-sectional sample of women is collected from those who are currently attempting to become pregnant, and then by recording from each the time she has been attempting. Our aim here is to study the identifiability and the estimation of the waiting time distribution on the basis of current duration data. The main difficulty in this stems from the fact that very short waiting times are only rarely selected into the sample of current durations, and this renders their estimation unstable. We introduce here a Bayesian method for this estimation problem, prove its asymptotic consistency, and compare the method to some variants of the non-parametric maximum likelihood estimators, which have been used previously in this context. The properties of the Bayesian estimation method are studied also empirically, using both simulated data and TTP data on current durations collected by Slama et al. (Hum Reprod 27(5):1489-1498, 2012).
Predicting Market Impact Costs Using Nonparametric Machine Learning Models.
Park, Saerom; Lee, Jaewook; Son, Youngdoo
2016-01-01
Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.
Predicting Market Impact Costs Using Nonparametric Machine Learning Models
Park, Saerom; Lee, Jaewook; Son, Youngdoo
2016-01-01
Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance. PMID:26926235
Bayesian Inference on the Radio-quietness of Gamma-ray Pulsars
NASA Astrophysics Data System (ADS)
Yu, Hoi-Fung; Hui, Chung Yue; Kong, Albert K. H.; Takata, Jumpei
2018-04-01
For the first time we demonstrate using a robust Bayesian approach to analyze the populations of radio-quiet (RQ) and radio-loud (RL) gamma-ray pulsars. We quantify their differences and obtain their distributions of the radio-cone opening half-angle δ and the magnetic inclination angle α by Bayesian inference. In contrast to the conventional frequentist point estimations that might be non-representative when the distribution is highly skewed or multi-modal, which is often the case when data points are scarce, Bayesian statistics displays the complete posterior distribution that the uncertainties can be readily obtained regardless of the skewness and modality. We found that the spin period, the magnetic field strength at the light cylinder, the spin-down power, the gamma-ray-to-X-ray flux ratio, and the spectral curvature significance of the two groups of pulsars exhibit significant differences at the 99% level. Using Bayesian inference, we are able to infer the values and uncertainties of δ and α from the distribution of RQ and RL pulsars. We found that δ is between 10° and 35° and the distribution of α is skewed toward large values.
A sub-space greedy search method for efficient Bayesian Network inference.
Zhang, Qing; Cao, Yong; Li, Yong; Zhu, Yanming; Sun, Samuel S M; Guo, Dianjing
2011-09-01
Bayesian network (BN) has been successfully used to infer the regulatory relationships of genes from microarray dataset. However, one major limitation of BN approach is the computational cost because the calculation time grows more than exponentially with the dimension of the dataset. In this paper, we propose a sub-space greedy search method for efficient Bayesian Network inference. Particularly, this method limits the greedy search space by only selecting gene pairs with higher partial correlation coefficients. Using both synthetic and real data, we demonstrate that the proposed method achieved comparable results with standard greedy search method yet saved ∼50% of the computational time. We believe that sub-space search method can be widely used for efficient BN inference in systems biology. Copyright © 2011 Elsevier Ltd. All rights reserved.
Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W
2007-07-01
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.
Bayes factors and multimodel inference
Link, W.A.; Barker, R.J.; Thomson, David L.; Cooch, Evan G.; Conroy, Michael J.
2009-01-01
Multimodel inference has two main themes: model selection, and model averaging. Model averaging is a means of making inference conditional on a model set, rather than on a selected model, allowing formal recognition of the uncertainty associated with model choice. The Bayesian paradigm provides a natural framework for model averaging, and provides a context for evaluation of the commonly used AIC weights. We review Bayesian multimodel inference, noting the importance of Bayes factors. Noting the sensitivity of Bayes factors to the choice of priors on parameters, we define and propose nonpreferential priors as offering a reasonable standard for objective multimodel inference.
ERIC Educational Resources Information Center
Cattaneo, Matias D.; Titiunik, Rocío; Vazquez-Bare, Gonzalo
2017-01-01
The regression discontinuity (RD) design is a popular quasi-experimental design for causal inference and policy evaluation. The most common inference approaches in RD designs employ "flexible" parametric and nonparametric local polynomial methods, which rely on extrapolation and large-sample approximations of conditional expectations…
Fourment, Mathieu; Holmes, Edward C
2014-07-24
Early methods for estimating divergence times from gene sequence data relied on the assumption of a molecular clock. More sophisticated methods were created to model rate variation and used auto-correlation of rates, local clocks, or the so called "uncorrelated relaxed clock" where substitution rates are assumed to be drawn from a parametric distribution. In the case of Bayesian inference methods the impact of the prior on branching times is not clearly understood, and if the amount of data is limited the posterior could be strongly influenced by the prior. We develop a maximum likelihood method--Physher--that uses local or discrete clocks to estimate evolutionary rates and divergence times from heterochronous sequence data. Using two empirical data sets we show that our discrete clock estimates are similar to those obtained by other methods, and that Physher outperformed some methods in the estimation of the root age of an influenza virus data set. A simulation analysis suggests that Physher can outperform a Bayesian method when the real topology contains two long branches below the root node, even when evolution is strongly clock-like. These results suggest it is advisable to use a variety of methods to estimate evolutionary rates and divergence times from heterochronous sequence data. Physher and the associated data sets used here are available online at http://code.google.com/p/physher/.
Frasso, Gianluca; Lambert, Philippe
2016-10-01
SummaryThe 2014 Ebola outbreak in Sierra Leone is analyzed using a susceptible-exposed-infectious-removed (SEIR) epidemic compartmental model. The discrete time-stochastic model for the epidemic evolution is coupled to a set of ordinary differential equations describing the dynamics of the expected proportions of subjects in each epidemic state. The unknown parameters are estimated in a Bayesian framework by combining data on the number of new (laboratory confirmed) Ebola cases reported by the Ministry of Health and prior distributions for the transition rates elicited using information collected by the WHO during the follow-up of specific Ebola cases. The time-varying disease transmission rate is modeled in a flexible way using penalized B-splines. Our framework represents a valuable stochastic tool for the study of an epidemic dynamic even when only irregularly observed and possibly aggregated data are available. Simulations and the analysis of the 2014 Sierra Leone Ebola data highlight the merits of the proposed methodology. In particular, the flexible modeling of the disease transmission rate makes the estimation of the effective reproduction number robust to the misspecification of the initial epidemic states and to underreporting of the infectious cases. © The Author 2016. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Bayesian Inference of High-Dimensional Dynamical Ocean Models
NASA Astrophysics Data System (ADS)
Lin, J.; Lermusiaux, P. F. J.; Lolla, S. V. T.; Gupta, A.; Haley, P. J., Jr.
2015-12-01
This presentation addresses a holistic set of challenges in high-dimension ocean Bayesian nonlinear estimation: i) predict the probability distribution functions (pdfs) of large nonlinear dynamical systems using stochastic partial differential equations (PDEs); ii) assimilate data using Bayes' law with these pdfs; iii) predict the future data that optimally reduce uncertainties; and (iv) rank the known and learn the new model formulations themselves. Overall, we allow the joint inference of the state, equations, geometry, boundary conditions and initial conditions of dynamical models. Examples are provided for time-dependent fluid and ocean flows, including cavity, double-gyre and Strait flows with jets and eddies. The Bayesian model inference, based on limited observations, is illustrated first by the estimation of obstacle shapes and positions in fluid flows. Next, the Bayesian inference of biogeochemical reaction equations and of their states and parameters is presented, illustrating how PDE-based machine learning can rigorously guide the selection and discovery of complex ecosystem models. Finally, the inference of multiscale bottom gravity current dynamics is illustrated, motivated in part by classic overflows and dense water formation sites and their relevance to climate monitoring and dynamics. This is joint work with our MSEAS group at MIT.
Decision generation tools and Bayesian inference
NASA Astrophysics Data System (ADS)
Jannson, Tomasz; Wang, Wenjian; Forrester, Thomas; Kostrzewski, Andrew; Veeris, Christian; Nielsen, Thomas
2014-05-01
Digital Decision Generation (DDG) tools are important software sub-systems of Command and Control (C2) systems and technologies. In this paper, we present a special type of DDGs based on Bayesian Inference, related to adverse (hostile) networks, including such important applications as terrorism-related networks and organized crime ones.
Evaluating Great Lakes bald eagle nesting habitat with Bayesian inference
Teryl G. Grubb; William W. Bowerman; Allen J. Bath; John P. Giesy; D. V. Chip Weseloh
2003-01-01
Bayesian inference facilitated structured interpretation of a nonreplicated, experience-based survey of potential nesting habitat for bald eagles (Haliaeetus leucocephalus) along the five Great Lakes shorelines. We developed a pattern recognition (PATREC) model of our aerial search image with six habitat attributes: (a) tree cover, (b) proximity and...
Word Learning as Bayesian Inference
ERIC Educational Resources Information Center
Xu, Fei; Tenenbaum, Joshua B.
2007-01-01
The authors present a Bayesian framework for understanding how adults and children learn the meanings of words. The theory explains how learners can generalize meaningfully from just one or a few positive examples of a novel word's referents, by making rational inductive inferences that integrate prior knowledge about plausible word meanings with…
Pig Data and Bayesian Inference on Multinomial Probabilities
ERIC Educational Resources Information Center
Kern, John C.
2006-01-01
Bayesian inference on multinomial probabilities is conducted based on data collected from the game Pass the Pigs[R]. Prior information on these probabilities is readily available from the instruction manual, and is easily incorporated in a Dirichlet prior. Posterior analysis of the scoring probabilities quantifies the discrepancy between empirical…
NASA Astrophysics Data System (ADS)
Caticha, Ariel
2011-03-01
In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a posterior probability distribution is tackled through an eliminative induction process that singles out the logarithmic relative entropy as the unique tool for inference. The resulting method of Maximum relative Entropy (ME), includes as special cases both MaxEnt and Bayes' rule, and therefore unifies the two themes of these workshops—the Maximum Entropy and the Bayesian methods—into a single general inference scheme.
Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.
2016-01-01
A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221
NASA Astrophysics Data System (ADS)
Jannson, Tomasz; Wang, Wenjian; Hodelin, Juan; Forrester, Thomas; Romanov, Volodymyr; Kostrzewski, Andrew
2016-05-01
In this paper, Bayesian Binary Sensing (BBS) is discussed as an effective tool for Bayesian Inference (BI) evaluation in interdisciplinary areas such as ISR (and, C3I), Homeland Security, QC, medicine, defense, and many others. In particular, Hilbertian Sine (HS) as an absolute measure of BI, is introduced, while avoiding relativity of decision threshold identification, as in the case of traditional measures of BI, related to false positives and false negatives.
Kharroubi, Samer A; Brazier, John E; McGhee, Sarah
2014-06-01
There is interest in the extent to which valuations of health may differ between different countries and cultures, but few studies have compared preference values of health states obtained in different countries. The present study applies a nonparametric model to estimate and compare two HK and UK standard gamble values for six-dimensional health state short form (derived from short-form 36 health survey) (SF-6D) health states using Bayesian methods. The data set is the HK and UK SF-6D valuation studies in which two samples of 197 and 249 states defined by the SF-6D were valued by representative samples of the HK and UK general populations, respectively, both using the standard gamble technique. We estimated a function applicable across both countries that explicitly accounts for the differences between them, and is estimated using the data from both countries. The results suggest that differences in SF-6D health state valuations between the UK and HK general populations are potentially important. In particular, the valuations of Hong Kong were meaningfully higher than those of the United Kingdom for most of the selected SF-6D health states. The magnitude of these country-specific differences in health state valuation depended, however, in a complex way on the levels of individual dimensions. The new Bayesian nonparametric method is a powerful approach for analyzing data from multiple nationalities or ethnic groups to understand the differences between them and potentially to estimate the underlying utility functions more efficiently. Copyright © 2014 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.
Semiparametric time varying coefficient model for matched case-crossover studies.
Ortega-Villa, Ana Maria; Kim, Inyoung; Kim, H
2017-03-15
In matched case-crossover studies, it is generally accepted that the covariates on which a case and associated controls are matched cannot exert a confounding effect on independent predictors included in the conditional logistic regression model. This is because any stratum effect is removed by the conditioning on the fixed number of sets of the case and controls in the stratum. Hence, the conditional logistic regression model is not able to detect any effects associated with the matching covariates by stratum. However, some matching covariates such as time often play an important role as an effect modification leading to incorrect statistical estimation and prediction. Therefore, we propose three approaches to evaluate effect modification by time. The first is a parametric approach, the second is a semiparametric penalized approach, and the third is a semiparametric Bayesian approach. Our parametric approach is a two-stage method, which uses conditional logistic regression in the first stage and then estimates polynomial regression in the second stage. Our semiparametric penalized and Bayesian approaches are one-stage approaches developed by using regression splines. Our semiparametric one stage approach allows us to not only detect the parametric relationship between the predictor and binary outcomes, but also evaluate nonparametric relationships between the predictor and time. We demonstrate the advantage of our semiparametric one-stage approaches using both a simulation study and an epidemiological example of a 1-4 bi-directional case-crossover study of childhood aseptic meningitis with drinking water turbidity. We also provide statistical inference for the semiparametric Bayesian approach using Bayes Factors. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Explaining Inference on a Population of Independent Agents Using Bayesian Networks
ERIC Educational Resources Information Center
Sutovsky, Peter
2013-01-01
The main goal of this research is to design, implement, and evaluate a novel explanation method, the hierarchical explanation method (HEM), for explaining Bayesian network (BN) inference when the network is modeling a population of conditionally independent agents, each of which is modeled as a subnetwork. For example, consider disease-outbreak…
Adaptability and phenotypic stability of common bean genotypes through Bayesian inference.
Corrêa, A M; Teodoro, P E; Gonçalves, M C; Barroso, L M A; Nascimento, M; Santos, A; Torres, F E
2016-04-27
This study used Bayesian inference to investigate the genotype x environment interaction in common bean grown in Mato Grosso do Sul State, and it also evaluated the efficiency of using informative and minimally informative a priori distributions. Six trials were conducted in randomized blocks, and the grain yield of 13 common bean genotypes was assessed. To represent the minimally informative a priori distributions, a probability distribution with high variance was used, and a meta-analysis concept was adopted to represent the informative a priori distributions. Bayes factors were used to conduct comparisons between the a priori distributions. The Bayesian inference was effective for the selection of upright common bean genotypes with high adaptability and phenotypic stability using the Eberhart and Russell method. Bayes factors indicated that the use of informative a priori distributions provided more accurate results than minimally informative a priori distributions. According to Bayesian inference, the EMGOPA-201, BAMBUÍ, CNF 4999, CNF 4129 A 54, and CNFv 8025 genotypes had specific adaptability to favorable environments, while the IAPAR 14 and IAC CARIOCA ETE genotypes had specific adaptability to unfavorable environments.
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.
Optimal inference with suboptimal models: Addiction and active Bayesian inference
Schwartenbeck, Philipp; FitzGerald, Thomas H.B.; Mathys, Christoph; Dolan, Ray; Wurst, Friedrich; Kronbichler, Martin; Friston, Karl
2015-01-01
When casting behaviour as active (Bayesian) inference, optimal inference is defined with respect to an agent’s beliefs – based on its generative model of the world. This contrasts with normative accounts of choice behaviour, in which optimal actions are considered in relation to the true structure of the environment – as opposed to the agent’s beliefs about worldly states (or the task). This distinction shifts an understanding of suboptimal or pathological behaviour away from aberrant inference as such, to understanding the prior beliefs of a subject that cause them to behave less ‘optimally’ than our prior beliefs suggest they should behave. Put simply, suboptimal or pathological behaviour does not speak against understanding behaviour in terms of (Bayes optimal) inference, but rather calls for a more refined understanding of the subject’s generative model upon which their (optimal) Bayesian inference is based. Here, we discuss this fundamental distinction and its implications for understanding optimality, bounded rationality and pathological (choice) behaviour. We illustrate our argument using addictive choice behaviour in a recently described ‘limited offer’ task. Our simulations of pathological choices and addictive behaviour also generate some clear hypotheses, which we hope to pursue in ongoing empirical work. PMID:25561321
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.
Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi
2015-02-01
We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.
A Comparison of Japan and U.K. SF-6D Health-State Valuations Using a Non-Parametric Bayesian Method.
Kharroubi, Samer A
2015-08-01
There is interest in the extent to which valuations of health may differ between different countries and cultures, but few studies have compared preference values of health states obtained in different countries. We sought to estimate and compare two directly elicited valuations for SF-6D health states between the Japan and U.K. general adult populations using Bayesian methods. We analysed data from two SF-6D valuation studies where, using similar standard gamble protocols, values for 241 and 249 states were elicited from representative samples of the Japan and U.K. general adult populations, respectively. We estimate a function applicable across both countries that explicitly accounts for the differences between them, and is estimated using data from both countries. The results suggest that differences in SF-6D health-state valuations between the Japan and U.K. general populations are potentially important. The magnitude of these country-specific differences in health-state valuation depended, however, in a complex way on the levels of individual dimensions. The new Bayesian non-parametric method is a powerful approach for analysing data from multiple nationalities or ethnic groups, to understand the differences between them and potentially to estimate the underlying utility functions more efficiently.
Natural frequencies improve Bayesian reasoning in simple and complex inference tasks
Hoffrage, Ulrich; Krauss, Stefan; Martignon, Laura; Gigerenzer, Gerd
2015-01-01
Representing statistical information in terms of natural frequencies rather than probabilities improves performance in Bayesian inference tasks. This beneficial effect of natural frequencies has been demonstrated in a variety of applied domains such as medicine, law, and education. Yet all the research and applications so far have been limited to situations where one dichotomous cue is used to infer which of two hypotheses is true. Real-life applications, however, often involve situations where cues (e.g., medical tests) have more than one value, where more than two hypotheses (e.g., diseases) are considered, or where more than one cue is available. In Study 1, we show that natural frequencies, compared to information stated in terms of probabilities, consistently increase the proportion of Bayesian inferences made by medical students in four conditions—three cue values, three hypotheses, two cues, or three cues—by an average of 37 percentage points. In Study 2, we show that teaching natural frequencies for simple tasks with one dichotomous cue and two hypotheses leads to a transfer of learning to complex tasks with three cue values and two cues, with a proportion of 40 and 81% correct inferences, respectively. Thus, natural frequencies facilitate Bayesian reasoning in a much broader class of situations than previously thought. PMID:26528197
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.
Model averaging, optimal inference, and habit formation
FitzGerald, Thomas H. B.; Dolan, Raymond J.; Friston, Karl J.
2014-01-01
Postulating that the brain performs approximate Bayesian inference generates principled and empirically testable models of neuronal function—the subject of much current interest in neuroscience and related disciplines. Current formulations address inference and learning under some assumed and particular model. In reality, organisms are often faced with an additional challenge—that of determining which model or models of their environment are the best for guiding behavior. Bayesian model averaging—which says that an agent should weight the predictions of different models according to their evidence—provides a principled way to solve this problem. Importantly, because model evidence is determined by both the accuracy and complexity of the model, optimal inference requires that these be traded off against one another. This means an agent's behavior should show an equivalent balance. We hypothesize that Bayesian model averaging plays an important role in cognition, given that it is both optimal and realizable within a plausible neuronal architecture. We outline model averaging and how it might be implemented, and then explore a number of implications for brain and behavior. In particular, we propose that model averaging can explain a number of apparently suboptimal phenomena within the framework of approximate (bounded) Bayesian inference, focusing particularly upon the relationship between goal-directed and habitual behavior. PMID:25018724
Ye, Xin; Pendyala, Ram M.; Zou, Yajie
2017-01-01
A semi-nonparametric generalized multinomial logit model, formulated using orthonormal Legendre polynomials to extend the standard Gumbel distribution, is presented in this paper. The resulting semi-nonparametric function can represent a probability density function for a large family of multimodal distributions. The model has a closed-form log-likelihood function that facilitates model estimation. The proposed method is applied to model commute mode choice among four alternatives (auto, transit, bicycle and walk) using travel behavior data from Argau, Switzerland. Comparisons between the multinomial logit model and the proposed semi-nonparametric model show that violations of the standard Gumbel distribution assumption lead to considerable inconsistency in parameter estimates and model inferences. PMID:29073152
Wang, Ke; Ye, Xin; Pendyala, Ram M; Zou, Yajie
2017-01-01
A semi-nonparametric generalized multinomial logit model, formulated using orthonormal Legendre polynomials to extend the standard Gumbel distribution, is presented in this paper. The resulting semi-nonparametric function can represent a probability density function for a large family of multimodal distributions. The model has a closed-form log-likelihood function that facilitates model estimation. The proposed method is applied to model commute mode choice among four alternatives (auto, transit, bicycle and walk) using travel behavior data from Argau, Switzerland. Comparisons between the multinomial logit model and the proposed semi-nonparametric model show that violations of the standard Gumbel distribution assumption lead to considerable inconsistency in parameter estimates and model inferences.
Mathematical models for nonparametric inferences from line transect data
Burnham, K.P.; Anderson, D.R.
1976-01-01
A general mathematical theory of line transects is develoepd which supplies a framework for nonparametric density estimation based on either right angle or sighting distances. The probability of observing a point given its right angle distance (y) from the line is generalized to an arbitrary function g(y). Given only that g(O) = 1, it is shown there are nonparametric approaches to density estimation using the observed right angle distances. The model is then generalized to include sighting distances (r). Let f(y/r) be the conditional distribution of right angle distance given sighting distance. It is shown that nonparametric estimation based only on sighting distances requires we know the transformation of r given by f(O/r).
Stan: A Probabilistic Programming Language for Bayesian Inference and Optimization
ERIC Educational Resources Information Center
Gelman, Andrew; Lee, Daniel; Guo, Jiqiang
2015-01-01
Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and has great promise for fitting large and complex statistical models in many areas of application. We discuss Stan from users' and developers'…
The researcher and the consultant: from testing to probability statements.
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.
Nonadditive entropy maximization is inconsistent with Bayesian updating
NASA Astrophysics Data System (ADS)
Pressé, Steve
2014-11-01
The maximum entropy method—used to infer probabilistic models from data—is a special case of Bayes's model inference prescription which, in turn, is grounded in basic propositional logic. By contrast to the maximum entropy method, the compatibility of nonadditive entropy maximization with Bayes's model inference prescription has never been established. Here we demonstrate that nonadditive entropy maximization is incompatible with Bayesian updating and discuss the immediate implications of this finding. We focus our attention on special cases as illustrations.
Nonadditive entropy maximization is inconsistent with Bayesian updating.
Pressé, Steve
2014-11-01
The maximum entropy method-used to infer probabilistic models from data-is a special case of Bayes's model inference prescription which, in turn, is grounded in basic propositional logic. By contrast to the maximum entropy method, the compatibility of nonadditive entropy maximization with Bayes's model inference prescription has never been established. Here we demonstrate that nonadditive entropy maximization is incompatible with Bayesian updating and discuss the immediate implications of this finding. We focus our attention on special cases as illustrations.
Bayesian model reduction and empirical Bayes for group (DCM) studies
Friston, Karl J.; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E.; van Wijk, Bernadette C.M.; Ziegler, Gabriel; Zeidman, Peter
2016-01-01
This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level – e.g., dynamic causal models – and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. PMID:26569570
Philosophy and the practice of Bayesian statistics
Gelman, Andrew; Shalizi, Cosma Rohilla
2015-01-01
A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. PMID:22364575
Philosophy and the practice of Bayesian statistics.
Gelman, Andrew; Shalizi, Cosma Rohilla
2013-02-01
A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. © 2012 The British Psychological Society.
Bayesian Inference in the Modern Design of Experiments
NASA Technical Reports Server (NTRS)
DeLoach, Richard
2008-01-01
This paper provides an elementary tutorial overview of Bayesian inference and its potential for application in aerospace experimentation in general and wind tunnel testing in particular. Bayes Theorem is reviewed and examples are provided to illustrate how it can be applied to objectively revise prior knowledge by incorporating insights subsequently obtained from additional observations, resulting in new (posterior) knowledge that combines information from both sources. A logical merger of Bayesian methods and certain aspects of Response Surface Modeling is explored. Specific applications to wind tunnel testing, computational code validation, and instrumentation calibration are discussed.
Bayesian Networks Improve Causal Environmental Assessments for Evidence-Based Policy.
Carriger, John F; Barron, Mace G; Newman, Michael C
2016-12-20
Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on valued ecological resources. These aspects are demonstrated through hypothetical problem scenarios that explore some major benefits of using Bayesian networks for reasoning and making inferences in evidence-based policy.
A comment on priors for Bayesian occupancy models.
Northrup, Joseph M; Gerber, Brian D
2018-01-01
Understanding patterns of species occurrence and the processes underlying these patterns is fundamental to the study of ecology. One of the more commonly used approaches to investigate species occurrence patterns is occupancy modeling, which can account for imperfect detection of a species during surveys. In recent years, there has been a proliferation of Bayesian modeling in ecology, which includes fitting Bayesian occupancy models. The Bayesian framework is appealing to ecologists for many reasons, including the ability to incorporate prior information through the specification of prior distributions on parameters. While ecologists almost exclusively intend to choose priors so that they are "uninformative" or "vague", such priors can easily be unintentionally highly informative. Here we report on how the specification of a "vague" normally distributed (i.e., Gaussian) prior on coefficients in Bayesian occupancy models can unintentionally influence parameter estimation. Using both simulated data and empirical examples, we illustrate how this issue likely compromises inference about species-habitat relationships. While the extent to which these informative priors influence inference depends on the data set, researchers fitting Bayesian occupancy models should conduct sensitivity analyses to ensure intended inference, or employ less commonly used priors that are less informative (e.g., logistic or t prior distributions). We provide suggestions for addressing this issue in occupancy studies, and an online tool for exploring this issue under different contexts.
Perception as Evidence Accumulation and Bayesian Inference: Insights from Masked Priming
ERIC Educational Resources Information Center
Norris, Dennis; Kinoshita, Sachiko
2008-01-01
The authors argue that perception is Bayesian inference based on accumulation of noisy evidence and that, in masked priming, the perceptual system is tricked into treating the prime and the target as a single object. Of the 2 algorithms considered for formalizing how the evidence sampled from a prime and target is combined, only 1 was shown to be…
Inferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors.
Peterson, Christine; Vannucci, Marina; Karakas, Cemal; Choi, William; Ma, Lihua; Maletić-Savatić, Mirjana
2013-10-01
Metabolic processes are essential for cellular function and survival. We are interested in inferring a metabolic network in activated microglia, a major neuroimmune cell in the brain responsible for the neuroinflammation associated with neurological diseases, based on a set of quantified metabolites. To achieve this, we apply the Bayesian adaptive graphical lasso with informative priors that incorporate known relationships between covariates. To encourage sparsity, the Bayesian graphical lasso places double exponential priors on the off-diagonal entries of the precision matrix. The Bayesian adaptive graphical lasso allows each double exponential prior to have a unique shrinkage parameter. These shrinkage parameters share a common gamma hyperprior. We extend this model to create an informative prior structure by formulating tailored hyperpriors on the shrinkage parameters. By choosing parameter values for each hyperprior that shift probability mass toward zero for nodes that are close together in a reference network, we encourage edges between covariates with known relationships. This approach can improve the reliability of network inference when the sample size is small relative to the number of parameters to be estimated. When applied to the data on activated microglia, the inferred network includes both known relationships and associations of potential interest for further investigation.
Inferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors
PETERSON, CHRISTINE; VANNUCCI, MARINA; KARAKAS, CEMAL; CHOI, WILLIAM; MA, LIHUA; MALETIĆ-SAVATIĆ, MIRJANA
2014-01-01
Metabolic processes are essential for cellular function and survival. We are interested in inferring a metabolic network in activated microglia, a major neuroimmune cell in the brain responsible for the neuroinflammation associated with neurological diseases, based on a set of quantified metabolites. To achieve this, we apply the Bayesian adaptive graphical lasso with informative priors that incorporate known relationships between covariates. To encourage sparsity, the Bayesian graphical lasso places double exponential priors on the off-diagonal entries of the precision matrix. The Bayesian adaptive graphical lasso allows each double exponential prior to have a unique shrinkage parameter. These shrinkage parameters share a common gamma hyperprior. We extend this model to create an informative prior structure by formulating tailored hyperpriors on the shrinkage parameters. By choosing parameter values for each hyperprior that shift probability mass toward zero for nodes that are close together in a reference network, we encourage edges between covariates with known relationships. This approach can improve the reliability of network inference when the sample size is small relative to the number of parameters to be estimated. When applied to the data on activated microglia, the inferred network includes both known relationships and associations of potential interest for further investigation. PMID:24533172
A Rational Analysis of the Acquisition of Multisensory Representations
ERIC Educational Resources Information Center
Yildirim, Ilker; Jacobs, Robert A.
2012-01-01
How do people learn multisensory, or amodal, representations, and what consequences do these representations have for perceptual performance? We address this question by performing a rational analysis of the problem of learning multisensory representations. This analysis makes use of a Bayesian nonparametric model that acquires latent multisensory…
A Bayesian Nonparametric Meta-Analysis Model
ERIC Educational Resources Information Center
Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.
2015-01-01
In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…
A Bayesian Semiparametric Latent Variable Model for Mixed Responses
ERIC Educational Resources Information Center
Fahrmeir, Ludwig; Raach, Alexander
2007-01-01
In this paper we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric Gaussian regression model. We extend existing LVMs with the usual linear covariate effects by including nonparametric components for nonlinear…
Detection of multiple damages employing best achievable eigenvectors under Bayesian inference
NASA Astrophysics Data System (ADS)
Prajapat, Kanta; Ray-Chaudhuri, Samit
2018-05-01
A novel approach is presented in this work to localize simultaneously multiple damaged elements in a structure along with the estimation of damage severity for each of the damaged elements. For detection of damaged elements, a best achievable eigenvector based formulation has been derived. To deal with noisy data, Bayesian inference is employed in the formulation wherein the likelihood of the Bayesian algorithm is formed on the basis of errors between the best achievable eigenvectors and the measured modes. In this approach, the most probable damage locations are evaluated under Bayesian inference by generating combinations of various possible damaged elements. Once damage locations are identified, damage severities are estimated using a Bayesian inference Markov chain Monte Carlo simulation. The efficiency of the proposed approach has been demonstrated by carrying out a numerical study involving a 12-story shear building. It has been found from this study that damage scenarios involving as low as 10% loss of stiffness in multiple elements are accurately determined (localized and severities quantified) even when 2% noise contaminated modal data are utilized. Further, this study introduces a term parameter impact (evaluated based on sensitivity of modal parameters towards structural parameters) to decide the suitability of selecting a particular mode, if some idea about the damaged elements are available. It has been demonstrated here that the accuracy and efficiency of the Bayesian quantification algorithm increases if damage localization is carried out a-priori. An experimental study involving a laboratory scale shear building and different stiffness modification scenarios shows that the proposed approach is efficient enough to localize the stories with stiffness modification.
Model-based Bayesian inference for ROC data analysis
NASA Astrophysics Data System (ADS)
Lei, Tianhu; Bae, K. Ty
2013-03-01
This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.
Inference of emission rates from multiple sources using Bayesian probability theory.
Yee, Eugene; Flesch, Thomas K
2010-03-01
The determination of atmospheric emission rates from multiple sources using inversion (regularized least-squares or best-fit technique) is known to be very susceptible to measurement and model errors in the problem, rendering the solution unusable. In this paper, a new perspective is offered for this problem: namely, it is argued that the problem should be addressed as one of inference rather than inversion. Towards this objective, Bayesian probability theory is used to estimate the emission rates from multiple sources. The posterior probability distribution for the emission rates is derived, accounting fully for the measurement errors in the concentration data and the model errors in the dispersion model used to interpret the data. The Bayesian inferential methodology for emission rate recovery is validated against real dispersion data, obtained from a field experiment involving various source-sensor geometries (scenarios) consisting of four synthetic area sources and eight concentration sensors. The recovery of discrete emission rates from three different scenarios obtained using Bayesian inference and singular value decomposition inversion are compared and contrasted.
Inferring Phylogenetic Networks Using PhyloNet.
Wen, Dingqiao; Yu, Yun; Zhu, Jiafan; Nakhleh, Luay
2018-07-01
PhyloNet was released in 2008 as a software package for representing and analyzing phylogenetic networks. At the time of its release, the main functionalities in PhyloNet consisted of measures for comparing network topologies and a single heuristic for reconciling gene trees with a species tree. Since then, PhyloNet has grown significantly. The software package now includes a wide array of methods for inferring phylogenetic networks from data sets of unlinked loci while accounting for both reticulation (e.g., hybridization) and incomplete lineage sorting. In particular, PhyloNet now allows for maximum parsimony, maximum likelihood, and Bayesian inference of phylogenetic networks from gene tree estimates. Furthermore, Bayesian inference directly from sequence data (sequence alignments or biallelic markers) is implemented. Maximum parsimony is based on an extension of the "minimizing deep coalescences" criterion to phylogenetic networks, whereas maximum likelihood and Bayesian inference are based on the multispecies network coalescent. All methods allow for multiple individuals per species. As computing the likelihood of a phylogenetic network is computationally hard, PhyloNet allows for evaluation and inference of networks using a pseudolikelihood measure. PhyloNet summarizes the results of the various analyzes and generates phylogenetic networks in the extended Newick format that is readily viewable by existing visualization software.
Stochastic search, optimization and regression with energy applications
NASA Astrophysics Data System (ADS)
Hannah, Lauren A.
Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.
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.
NASA Astrophysics Data System (ADS)
Pumpe, Daniel; Gabler, Michael; Steininger, Theo; Enßlin, Torsten A.
2018-02-01
Quasi-periodic oscillations (QPOs) discovered in the decaying tails of giant flares of magnetars are believed to be torsional oscillations of neutron stars. These QPOs have a high potential to constrain properties of high-density matter. In search for quasi-periodic signals, we study the light curves of the giant flares of SGR 1806-20 and SGR 1900+14, with a non-parametric Bayesian signal inference method called D3PO. The D3PO algorithm models the raw photon counts as a continuous flux and takes the Poissonian shot noise as well as all instrument effects into account. It reconstructs the logarithmic flux and its power spectrum from the data. Using this fully noise-aware method, we do not confirm previously reported frequency lines at ν ≳ 17 Hz because they fall into the noise-dominated regime. However, we find two new potential candidates for oscillations at 9.2 Hz (SGR 1806-20) and 7.7 Hz (SGR 1900+14). If these are real and the fundamental magneto-elastic oscillations of the magnetars, current theoretical models would favour relatively weak magnetic fields B̅ 6× 1013-3 × 1014 G (SGR 1806-20) and a relatively low shear velocity inside the crust compared to previous findings. Data are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (http://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/610/A61
Benchmark dose analysis via nonparametric regression modeling
Piegorsch, Walter W.; Xiong, Hui; Bhattacharya, Rabi N.; Lin, Lizhen
2013-01-01
Estimation of benchmark doses (BMDs) in quantitative risk assessment traditionally is based upon parametric dose-response modeling. It is a well-known concern, however, that if the chosen parametric model is uncertain and/or misspecified, inaccurate and possibly unsafe low-dose inferences can result. We describe a nonparametric approach for estimating BMDs with quantal-response data based on an isotonic regression method, and also study use of corresponding, nonparametric, bootstrap-based confidence limits for the BMD. We explore the confidence limits’ small-sample properties via a simulation study, and illustrate the calculations with an example from cancer risk assessment. It is seen that this nonparametric approach can provide a useful alternative for BMD estimation when faced with the problem of parametric model uncertainty. PMID:23683057
Mathematical models for non-parametric inferences from line transect data
Burnham, K.P.; Anderson, D.R.
1976-01-01
A general mathematical theory of line transects is developed which supplies a framework for nonparametric density estimation based on either right angle or sighting distances. The probability of observing a point given its right angle distance (y) from the line is generalized to an arbitrary function g(y). Given only that g(0) = 1, it is shown there are nonparametric approaches to density estimation using the observed right angle distances. The model is then generalized to include sighting distances (r). Let f(y I r) be the conditional distribution of right angle distance given sighting distance. It is shown that nonparametric estimation based only on sighting distances requires we know the transformation of r given by f(0 I r).
Bayesian power spectrum inference with foreground and target contamination treatment
NASA Astrophysics Data System (ADS)
Jasche, J.; Lavaux, G.
2017-10-01
This work presents a joint and self-consistent Bayesian treatment of various foreground and target contaminations when inferring cosmological power spectra and three-dimensional density fields from galaxy redshift surveys. This is achieved by introducing additional block-sampling procedures for unknown coefficients of foreground and target contamination templates to the previously presented ARES framework for Bayesian large-scale structure analyses. As a result, the method infers jointly and fully self-consistently three-dimensional density fields, cosmological power spectra, luminosity-dependent galaxy biases, noise levels of the respective galaxy distributions, and coefficients for a set of a priori specified foreground templates. In addition, this fully Bayesian approach permits detailed quantification of correlated uncertainties amongst all inferred quantities and correctly marginalizes over observational systematic effects. We demonstrate the validity and efficiency of our approach in obtaining unbiased estimates of power spectra via applications to realistic mock galaxy observations that are subject to stellar contamination and dust extinction. While simultaneously accounting for galaxy biases and unknown noise levels, our method reliably and robustly infers three-dimensional density fields and corresponding cosmological power spectra from deep galaxy surveys. Furthermore, our approach correctly accounts for joint and correlated uncertainties between unknown coefficients of foreground templates and the amplitudes of the power spectrum. This effect amounts to correlations and anti-correlations of up to 10 per cent across wide ranges in Fourier space.
Advances in Bayesian Modeling in Educational Research
ERIC Educational Resources Information Center
Levy, Roy
2016-01-01
In this article, I provide a conceptually oriented overview of Bayesian approaches to statistical inference and contrast them with frequentist approaches that currently dominate conventional practice in educational research. The features and advantages of Bayesian approaches are illustrated with examples spanning several statistical modeling…
Testing adaptive toolbox models: a Bayesian hierarchical approach.
Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan
2013-01-01
Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.
Rapid Non-Gaussian Uncertainty Quantification of Seismic Velocity Models and Images
NASA Astrophysics Data System (ADS)
Ely, G.; Malcolm, A. E.; Poliannikov, O. V.
2017-12-01
Conventional seismic imaging typically provides a single estimate of the subsurface without any error bounds. Noise in the observed raw traces as well as the uncertainty of the velocity model directly impact the uncertainty of the final seismic image and its resulting interpretation. We present a Bayesian inference framework to quantify uncertainty in both the velocity model and seismic images, given noise statistics of the observed data.To estimate velocity model uncertainty, we combine the field expansion method, a fast frequency domain wave equation solver, with the adaptive Metropolis-Hastings algorithm. The speed of the field expansion method and its reduced parameterization allows us to perform the tens or hundreds of thousands of forward solves needed for non-parametric posterior estimations. We then migrate the observed data with the distribution of velocity models to generate uncertainty estimates of the resulting subsurface image. This procedure allows us to create both qualitative descriptions of seismic image uncertainty and put error bounds on quantities of interest such as the dip angle of a subduction slab or thickness of a stratigraphic layer.
Nonparametric Hierarchical Bayesian Model for Functional Brain Parcellation
Lashkari, Danial; Sridharan, Ramesh; Vul, Edward; Hsieh, Po-Jang; Kanwisher, Nancy; Golland, Polina
2011-01-01
We develop a method for unsupervised analysis of functional brain images that learns group-level patterns of functional response. Our algorithm is based on a generative model that comprises two main layers. At the lower level, we express the functional brain response to each stimulus as a binary activation variable. At the next level, we define a prior over the sets of activation variables in all subjects. We use a Hierarchical Dirichlet Process as the prior in order to simultaneously learn the patterns of response that are shared across the group, and to estimate the number of these patterns supported by data. Inference based on this model enables automatic discovery and characterization of salient and consistent patterns in functional signals. We apply our method to data from a study that explores the response of the visual cortex to a collection of images. The discovered profiles of activation correspond to selectivity to a number of image categories such as faces, bodies, and scenes. More generally, our results appear superior to the results of alternative data-driven methods in capturing the category structure in the space of stimuli. PMID:21841977
Predicting Viral Infection From High-Dimensional Biomarker Trajectories
Chen, Minhua; Zaas, Aimee; Woods, Christopher; Ginsburg, Geoffrey S.; Lucas, Joseph; Dunson, David; Carin, Lawrence
2013-01-01
There is often interest in predicting an individual’s latent health status based on high-dimensional biomarkers that vary over time. Motivated by time-course gene expression array data that we have collected in two influenza challenge studies performed with healthy human volunteers, we develop a novel time-aligned Bayesian dynamic factor analysis methodology. The time course trajectories in the gene expressions are related to a relatively low-dimensional vector of latent factors, which vary dynamically starting at the latent initiation time of infection. Using a nonparametric cure rate model for the latent initiation times, we allow selection of the genes in the viral response pathway, variability among individuals in infection times, and a subset of individuals who are not infected. As we demonstrate using held-out data, this statistical framework allows accurate predictions of infected individuals in advance of the development of clinical symptoms, without labeled data and even when the number of biomarkers vastly exceeds the number of individuals under study. Biological interpretation of several of the inferred pathways (factors) is provided. PMID:23704802
Inference of epidemiological parameters from household stratified data
Walker, James N.; Ross, Joshua V.
2017-01-01
We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters—governing within-household transmission, recovery, and between-household transmission—from data of the day upon which each individual became infectious and the household in which each infection occurred, as might be available from First Few Hundred studies. Each method is a form of Bayesian Markov Chain Monte Carlo that allows us to calculate a joint posterior distribution for all parameters and hence the household reproduction number and the early growth rate of the epidemic. The first method performs exact Bayesian inference using a standard data-augmentation approach; the second performs approximate Bayesian inference based on a likelihood approximation derived from branching processes. These methods are compared for computational efficiency and posteriors from each are compared. The branching process is shown to be a good approximation and remains computationally efficient as the amount of data is increased. PMID:29045456
Model selection and Bayesian inference for high-resolution seabed reflection inversion.
Dettmer, Jan; Dosso, Stan E; Holland, Charles W
2009-02-01
This paper applies Bayesian inference, including model selection and posterior parameter inference, to inversion of seabed reflection data to resolve sediment structure at a spatial scale below the pulse length of the acoustic source. A practical approach to model selection is used, employing the Bayesian information criterion to decide on the number of sediment layers needed to sufficiently fit the data while satisfying parsimony to avoid overparametrization. Posterior parameter inference is carried out using an efficient Metropolis-Hastings algorithm for high-dimensional models, and results are presented as marginal-probability depth distributions for sound velocity, density, and attenuation. The approach is applied to plane-wave reflection-coefficient inversion of single-bounce data collected on the Malta Plateau, Mediterranean Sea, which indicate complex fine structure close to the water-sediment interface. This fine structure is resolved in the geoacoustic inversion results in terms of four layers within the upper meter of sediments. The inversion results are in good agreement with parameter estimates from a gravity core taken at the experiment site.
NASA Astrophysics Data System (ADS)
Wilting, Jens; Lehnertz, Klaus
2015-08-01
We investigate a recently published analysis framework based on Bayesian inference for the time-resolved characterization of interaction properties of noisy, coupled dynamical systems. It promises wide applicability and a better time resolution than well-established methods. At the example of representative model systems, we show that the analysis framework has the same weaknesses as previous methods, particularly when investigating interacting, structurally different non-linear oscillators. We also inspect the tracking of time-varying interaction properties and propose a further modification of the algorithm, which improves the reliability of obtained results. We exemplarily investigate the suitability of this algorithm to infer strength and direction of interactions between various regions of the human brain during an epileptic seizure. Within the limitations of the applicability of this analysis tool, we show that the modified algorithm indeed allows a better time resolution through Bayesian inference when compared to previous methods based on least square fits.
Comparing Families of Dynamic Causal Models
Penny, Will D.; Stephan, Klaas E.; Daunizeau, Jean; Rosa, Maria J.; Friston, Karl J.; Schofield, Thomas M.; Leff, Alex P.
2010-01-01
Mathematical models of scientific data can be formally compared using Bayesian model evidence. Previous applications in the biological sciences have mainly focussed on model selection in which one first selects the model with the highest evidence and then makes inferences based on the parameters of that model. This “best model” approach is very useful but can become brittle if there are a large number of models to compare, and if different subjects use different models. To overcome this shortcoming we propose the combination of two further approaches: (i) family level inference and (ii) Bayesian model averaging within families. Family level inference removes uncertainty about aspects of model structure other than the characteristic of interest. For example: What are the inputs to the system? Is processing serial or parallel? Is it linear or nonlinear? Is it mediated by a single, crucial connection? We apply Bayesian model averaging within families to provide inferences about parameters that are independent of further assumptions about model structure. We illustrate the methods using Dynamic Causal Models of brain imaging data. PMID:20300649
Bayesian model reduction and empirical Bayes for group (DCM) studies.
Friston, Karl J; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E; van Wijk, Bernadette C M; Ziegler, Gabriel; Zeidman, Peter
2016-03-01
This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level - e.g., dynamic causal models - and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.
When mechanism matters: Bayesian forecasting using models of ecological diffusion
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.
Zhang, Wangshu; Coba, Marcelo P; Sun, Fengzhu
2016-01-11
Protein domains can be viewed as portable units of biological function that defines the functional properties of proteins. Therefore, if a protein is associated with a disease, protein domains might also be associated and define disease endophenotypes. However, knowledge about such domain-disease relationships is rarely available. Thus, identification of domains associated with human diseases would greatly improve our understanding of the mechanism of human complex diseases and further improve the prevention, diagnosis and treatment of these diseases. Based on phenotypic similarities among diseases, we first group diseases into overlapping modules. We then develop a framework to infer associations between domains and diseases through known relationships between diseases and modules, domains and proteins, as well as proteins and disease modules. Different methods including Association, Maximum likelihood estimation (MLE), Domain-disease pair exclusion analysis (DPEA), Bayesian, and Parsimonious explanation (PE) approaches are developed to predict domain-disease associations. We demonstrate the effectiveness of all the five approaches via a series of validation experiments, and show the robustness of the MLE, Bayesian and PE approaches to the involved parameters. We also study the effects of disease modularization in inferring novel domain-disease associations. Through validation, the AUC (Area Under the operating characteristic Curve) scores for Bayesian, MLE, DPEA, PE, and Association approaches are 0.86, 0.84, 0.83, 0.83 and 0.79, respectively, indicating the usefulness of these approaches for predicting domain-disease relationships. Finally, we choose the Bayesian approach to infer domains associated with two common diseases, Crohn's disease and type 2 diabetes. The Bayesian approach has the best performance for the inference of domain-disease relationships. The predicted landscape between domains and diseases provides a more detailed view about the disease mechanisms.
Computational Neuropsychology and Bayesian Inference.
Parr, Thomas; Rees, Geraint; Friston, Karl J
2018-01-01
Computational theories of brain function have become very influential in neuroscience. They have facilitated the growth of formal approaches to disease, particularly in psychiatric research. In this paper, we provide a narrative review of the body of computational research addressing neuropsychological syndromes, and focus on those that employ Bayesian frameworks. Bayesian approaches to understanding brain function formulate perception and action as inferential processes. These inferences combine 'prior' beliefs with a generative (predictive) model to explain the causes of sensations. Under this view, neuropsychological deficits can be thought of as false inferences that arise due to aberrant prior beliefs (that are poor fits to the real world). This draws upon the notion of a Bayes optimal pathology - optimal inference with suboptimal priors - and provides a means for computational phenotyping. In principle, any given neuropsychological disorder could be characterized by the set of prior beliefs that would make a patient's behavior appear Bayes optimal. We start with an overview of some key theoretical constructs and use these to motivate a form of computational neuropsychology that relates anatomical structures in the brain to the computations they perform. Throughout, we draw upon computational accounts of neuropsychological syndromes. These are selected to emphasize the key features of a Bayesian approach, and the possible types of pathological prior that may be present. They range from visual neglect through hallucinations to autism. Through these illustrative examples, we review the use of Bayesian approaches to understand the link between biology and computation that is at the heart of neuropsychology.
Computational Neuropsychology and Bayesian Inference
Parr, Thomas; Rees, Geraint; Friston, Karl J.
2018-01-01
Computational theories of brain function have become very influential in neuroscience. They have facilitated the growth of formal approaches to disease, particularly in psychiatric research. In this paper, we provide a narrative review of the body of computational research addressing neuropsychological syndromes, and focus on those that employ Bayesian frameworks. Bayesian approaches to understanding brain function formulate perception and action as inferential processes. These inferences combine ‘prior’ beliefs with a generative (predictive) model to explain the causes of sensations. Under this view, neuropsychological deficits can be thought of as false inferences that arise due to aberrant prior beliefs (that are poor fits to the real world). This draws upon the notion of a Bayes optimal pathology – optimal inference with suboptimal priors – and provides a means for computational phenotyping. In principle, any given neuropsychological disorder could be characterized by the set of prior beliefs that would make a patient’s behavior appear Bayes optimal. We start with an overview of some key theoretical constructs and use these to motivate a form of computational neuropsychology that relates anatomical structures in the brain to the computations they perform. Throughout, we draw upon computational accounts of neuropsychological syndromes. These are selected to emphasize the key features of a Bayesian approach, and the possible types of pathological prior that may be present. They range from visual neglect through hallucinations to autism. Through these illustrative examples, we review the use of Bayesian approaches to understand the link between biology and computation that is at the heart of neuropsychology. PMID:29527157
Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V E; Stefanovska, Aneta
2012-12-01
Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. [Phys. Rev. Lett. 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.
Evolution in Mind: Evolutionary Dynamics, Cognitive Processes, and Bayesian Inference.
Suchow, Jordan W; Bourgin, David D; Griffiths, Thomas L
2017-07-01
Evolutionary theory describes the dynamics of population change in settings affected by reproduction, selection, mutation, and drift. In the context of human cognition, evolutionary theory is most often invoked to explain the origins of capacities such as language, metacognition, and spatial reasoning, framing them as functional adaptations to an ancestral environment. However, evolutionary theory is useful for understanding the mind in a second way: as a mathematical framework for describing evolving populations of thoughts, ideas, and memories within a single mind. In fact, deep correspondences exist between the mathematics of evolution and of learning, with perhaps the deepest being an equivalence between certain evolutionary dynamics and Bayesian inference. This equivalence permits reinterpretation of evolutionary processes as algorithms for Bayesian inference and has relevance for understanding diverse cognitive capacities, including memory and creativity. Copyright © 2017 Elsevier Ltd. All rights reserved.
A comment on priors for Bayesian occupancy models
Gerber, Brian D.
2018-01-01
Understanding patterns of species occurrence and the processes underlying these patterns is fundamental to the study of ecology. One of the more commonly used approaches to investigate species occurrence patterns is occupancy modeling, which can account for imperfect detection of a species during surveys. In recent years, there has been a proliferation of Bayesian modeling in ecology, which includes fitting Bayesian occupancy models. The Bayesian framework is appealing to ecologists for many reasons, including the ability to incorporate prior information through the specification of prior distributions on parameters. While ecologists almost exclusively intend to choose priors so that they are “uninformative” or “vague”, such priors can easily be unintentionally highly informative. Here we report on how the specification of a “vague” normally distributed (i.e., Gaussian) prior on coefficients in Bayesian occupancy models can unintentionally influence parameter estimation. Using both simulated data and empirical examples, we illustrate how this issue likely compromises inference about species-habitat relationships. While the extent to which these informative priors influence inference depends on the data set, researchers fitting Bayesian occupancy models should conduct sensitivity analyses to ensure intended inference, or employ less commonly used priors that are less informative (e.g., logistic or t prior distributions). We provide suggestions for addressing this issue in occupancy studies, and an online tool for exploring this issue under different contexts. PMID:29481554
Estimators for Clustered Education RCTs Using the Neyman Model for Causal Inference
ERIC Educational Resources Information Center
Schochet, Peter Z.
2013-01-01
This article examines the estimation of two-stage clustered designs for education randomized control trials (RCTs) using the nonparametric Neyman causal inference framework that underlies experiments. The key distinction between the considered causal models is whether potential treatment and control group outcomes are considered to be fixed for…
A Bayesian Nonparametric Causal Model for Regression Discontinuity Designs
ERIC Educational Resources Information Center
Karabatsos, George; Walker, Stephen G.
2013-01-01
The regression discontinuity (RD) design (Thistlewaite & Campbell, 1960; Cook, 2008) provides a framework to identify and estimate causal effects from a non-randomized design. Each subject of a RD design is assigned to the treatment (versus assignment to a non-treatment) whenever her/his observed value of the assignment variable equals or…
Bayesian nonparametric clustering in phylogenetics: modeling antigenic evolution in influenza.
Cybis, Gabriela B; Sinsheimer, Janet S; Bedford, Trevor; Rambaut, Andrew; Lemey, Philippe; Suchard, Marc A
2018-01-30
Influenza is responsible for up to 500,000 deaths every year, and antigenic variability represents much of its epidemiological burden. To visualize antigenic differences across many viral strains, antigenic cartography methods use multidimensional scaling on binding assay data to map influenza antigenicity onto a low-dimensional space. Analysis of such assay data ideally leads to natural clustering of influenza strains of similar antigenicity that correlate with sequence evolution. To understand the dynamics of these antigenic groups, we present a framework that jointly models genetic and antigenic evolution by combining multidimensional scaling of binding assay data, Bayesian phylogenetic machinery and nonparametric clustering methods. We propose a phylogenetic Chinese restaurant process that extends the current process to incorporate the phylogenetic dependency structure between strains in the modeling of antigenic clusters. With this method, we are able to use the genetic information to better understand the evolution of antigenicity throughout epidemics, as shown in applications of this model to H1N1 influenza. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen
2018-07-01
Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper, we use massive asymptotically optimal data compression to reduce the dimensionality of the data space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parametrized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate DELFI with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological data sets.
Bayesian outcome-based strategy classification.
Lee, Michael D
2016-03-01
Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014) recently developed a method for making inferences about the decision processes people use in multi-attribute forced choice tasks. Their paper makes a number of worthwhile theoretical and methodological contributions. Theoretically, they provide an insightful psychological motivation for a probabilistic extension of the widely-used "weighted additive" (WADD) model, and show how this model, as well as other important models like "take-the-best" (TTB), can and should be expressed in terms of meaningful priors. Methodologically, they develop an inference approach based on the Minimum Description Length (MDL) principles that balances both the goodness-of-fit and complexity of the decision models they consider. This paper aims to preserve these useful contributions, but provide a complementary Bayesian approach with some theoretical and methodological advantages. We develop a simple graphical model, implemented in JAGS, that allows for fully Bayesian inferences about which models people use to make decisions. To demonstrate the Bayesian approach, we apply it to the models and data considered by Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014), showing how a prior predictive analysis of the models, and posterior inferences about which models people use and the parameter settings at which they use them, can contribute to our understanding of human decision making.
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.
Nonparametric Inference of Doubly Stochastic Poisson Process Data via the Kernel Method
Zhang, Tingting; Kou, S. C.
2010-01-01
Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based inference method. We conduct a detailed study, including an asymptotic analysis, of the proposed method, and provide guidelines for its practical use, introducing a fast and stable regression method for bandwidth selection. We apply our method to real photon arrival data from recent single-molecule biophysical experiments, investigating proteins' conformational dynamics. Our result shows that conformational fluctuation is widely present in protein systems, and that the fluctuation covers a broad range of time scales, highlighting the dynamic and complex nature of proteins' structure. PMID:21258615
Nonparametric Inference of Doubly Stochastic Poisson Process Data via the Kernel Method.
Zhang, Tingting; Kou, S C
2010-01-01
Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based inference method. We conduct a detailed study, including an asymptotic analysis, of the proposed method, and provide guidelines for its practical use, introducing a fast and stable regression method for bandwidth selection. We apply our method to real photon arrival data from recent single-molecule biophysical experiments, investigating proteins' conformational dynamics. Our result shows that conformational fluctuation is widely present in protein systems, and that the fluctuation covers a broad range of time scales, highlighting the dynamic and complex nature of proteins' structure.
The Dopaminergic Midbrain Encodes the Expected Certainty about Desired Outcomes.
Schwartenbeck, Philipp; FitzGerald, Thomas H B; Mathys, Christoph; Dolan, Ray; Friston, Karl
2015-10-01
Dopamine plays a key role in learning; however, its exact function in decision making and choice remains unclear. Recently, we proposed a generic model based on active (Bayesian) inference wherein dopamine encodes the precision of beliefs about optimal policies. Put simply, dopamine discharges reflect the confidence that a chosen policy will lead to desired outcomes. We designed a novel task to test this hypothesis, where subjects played a "limited offer" game in a functional magnetic resonance imaging experiment. Subjects had to decide how long to wait for a high offer before accepting a low offer, with the risk of losing everything if they waited too long. Bayesian model comparison showed that behavior strongly supported active inference, based on surprise minimization, over classical utility maximization schemes. Furthermore, midbrain activity, encompassing dopamine projection neurons, was accurately predicted by trial-by-trial variations in model-based estimates of precision. Our findings demonstrate that human subjects infer both optimal policies and the precision of those inferences, and thus support the notion that humans perform hierarchical probabilistic Bayesian inference. In other words, subjects have to infer both what they should do as well as how confident they are in their choices, where confidence may be encoded by dopaminergic firing. © The Author 2014. Published by Oxford University Press.
The Dopaminergic Midbrain Encodes the Expected Certainty about Desired Outcomes
Schwartenbeck, Philipp; FitzGerald, Thomas H. B.; Mathys, Christoph; Dolan, Ray; Friston, Karl
2015-01-01
Dopamine plays a key role in learning; however, its exact function in decision making and choice remains unclear. Recently, we proposed a generic model based on active (Bayesian) inference wherein dopamine encodes the precision of beliefs about optimal policies. Put simply, dopamine discharges reflect the confidence that a chosen policy will lead to desired outcomes. We designed a novel task to test this hypothesis, where subjects played a “limited offer” game in a functional magnetic resonance imaging experiment. Subjects had to decide how long to wait for a high offer before accepting a low offer, with the risk of losing everything if they waited too long. Bayesian model comparison showed that behavior strongly supported active inference, based on surprise minimization, over classical utility maximization schemes. Furthermore, midbrain activity, encompassing dopamine projection neurons, was accurately predicted by trial-by-trial variations in model-based estimates of precision. Our findings demonstrate that human subjects infer both optimal policies and the precision of those inferences, and thus support the notion that humans perform hierarchical probabilistic Bayesian inference. In other words, subjects have to infer both what they should do as well as how confident they are in their choices, where confidence may be encoded by dopaminergic firing. PMID:25056572
On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood
ERIC Educational Resources Information Center
Karabatsos, George
2017-01-01
This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon…
Modeling Diagnostic Assessments with Bayesian Networks
ERIC Educational Resources Information Center
Almond, Russell G.; DiBello, Louis V.; Moulder, Brad; Zapata-Rivera, Juan-Diego
2007-01-01
This paper defines Bayesian network models and examines their applications to IRT-based cognitive diagnostic modeling. These models are especially suited to building inference engines designed to be synchronous with the finer grained student models that arise in skills diagnostic assessment. Aspects of the theory and use of Bayesian network models…
Bayesian structural inference for hidden processes.
Strelioff, Christopher C; Crutchfield, James P
2014-04-01
We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ε-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ε-machines, irrespective of estimated transition probabilities. Properties of ε-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.
Bayesian structural inference for hidden processes
NASA Astrophysics Data System (ADS)
Strelioff, Christopher C.; Crutchfield, James P.
2014-04-01
We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ɛ-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ɛ-machines, irrespective of estimated transition probabilities. Properties of ɛ-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.
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.
Spertus, Jacob V; Normand, Sharon-Lise T
2018-04-23
High-dimensional data provide many potential confounders that may bolster the plausibility of the ignorability assumption in causal inference problems. Propensity score methods are powerful causal inference tools, which are popular in health care research and are particularly useful for high-dimensional data. Recent interest has surrounded a Bayesian treatment of propensity scores in order to flexibly model the treatment assignment mechanism and summarize posterior quantities while incorporating variance from the treatment model. We discuss methods for Bayesian propensity score analysis of binary treatments, focusing on modern methods for high-dimensional Bayesian regression and the propagation of uncertainty. We introduce a novel and simple estimator for the average treatment effect that capitalizes on conjugacy of the beta and binomial distributions. Through simulations, we show the utility of horseshoe priors and Bayesian additive regression trees paired with our new estimator, while demonstrating the importance of including variance from the treatment regression model. An application to cardiac stent data with almost 500 confounders and 9000 patients illustrates approaches and facilitates comparison with existing alternatives. As measured by a falsifiability endpoint, we improved confounder adjustment compared with past observational research of the same problem. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Lo, Benjamin W. Y.; Macdonald, R. Loch; Baker, Andrew; Levine, Mitchell A. H.
2013-01-01
Objective. The novel clinical prediction approach of Bayesian neural networks with fuzzy logic inferences is created and applied to derive prognostic decision rules in cerebral aneurysmal subarachnoid hemorrhage (aSAH). Methods. The approach of Bayesian neural networks with fuzzy logic inferences was applied to data from five trials of Tirilazad for aneurysmal subarachnoid hemorrhage (3551 patients). Results. Bayesian meta-analyses of observational studies on aSAH prognostic factors gave generalizable posterior distributions of population mean log odd ratios (ORs). Similar trends were noted in Bayesian and linear regression ORs. Significant outcome predictors include normal motor response, cerebral infarction, history of myocardial infarction, cerebral edema, history of diabetes mellitus, fever on day 8, prior subarachnoid hemorrhage, admission angiographic vasospasm, neurological grade, intraventricular hemorrhage, ruptured aneurysm size, history of hypertension, vasospasm day, age and mean arterial pressure. Heteroscedasticity was present in the nontransformed dataset. Artificial neural networks found nonlinear relationships with 11 hidden variables in 1 layer, using the multilayer perceptron model. Fuzzy logic decision rules (centroid defuzzification technique) denoted cut-off points for poor prognosis at greater than 2.5 clusters. Discussion. This aSAH prognostic system makes use of existing knowledge, recognizes unknown areas, incorporates one's clinical reasoning, and compensates for uncertainty in prognostication. PMID:23690884
Natural frequencies facilitate diagnostic inferences of managers
Hoffrage, Ulrich; Hafenbrädl, Sebastian; Bouquet, Cyril
2015-01-01
In Bayesian inference tasks, information about base rates as well as hit rate and false-alarm rate needs to be integrated according to Bayes’ rule after the result of a diagnostic test became known. Numerous studies have found that presenting information in a Bayesian inference task in terms of natural frequencies leads to better performance compared to variants with information presented in terms of probabilities or percentages. Natural frequencies are the tallies in a natural sample in which hit rate and false-alarm rate are not normalized with respect to base rates. The present research replicates the beneficial effect of natural frequencies with four tasks from the domain of management, and with management students as well as experienced executives as participants. The percentage of Bayesian responses was almost twice as high when information was presented in natural frequencies compared to a presentation in terms of percentages. In contrast to most tasks previously studied, the majority of numerical responses were lower than the Bayesian solutions. Having heard of Bayes’ rule prior to the study did not affect Bayesian performance. An implication of our work is that textbooks explaining Bayes’ rule should teach how to represent information in terms of natural frequencies instead of how to plug probabilities or percentages into a formula. PMID:26157397
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.
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.
Bayesian Inference on Proportional Elections
Brunello, Gabriel Hideki Vatanabe; Nakano, Eduardo Yoshio
2015-01-01
Polls for majoritarian voting systems usually show estimates of the percentage of votes for each candidate. However, proportional vote systems do not necessarily guarantee the candidate with the most percentage of votes will be elected. Thus, traditional methods used in majoritarian elections cannot be applied on proportional elections. In this context, the purpose of this paper was to perform a Bayesian inference on proportional elections considering the Brazilian system of seats distribution. More specifically, a methodology to answer the probability that a given party will have representation on the chamber of deputies was developed. Inferences were made on a Bayesian scenario using the Monte Carlo simulation technique, and the developed methodology was applied on data from the Brazilian elections for Members of the Legislative Assembly and Federal Chamber of Deputies in 2010. A performance rate was also presented to evaluate the efficiency of the methodology. Calculations and simulations were carried out using the free R statistical software. PMID:25786259
The NIFTy way of Bayesian signal inference
NASA Astrophysics Data System (ADS)
Selig, Marco
2014-12-01
We introduce NIFTy, "Numerical Information Field Theory", a software package for the development of Bayesian signal inference algorithms that operate independently from any underlying spatial grid and its resolution. A large number of Bayesian and Maximum Entropy methods for 1D signal reconstruction, 2D imaging, as well as 3D tomography, appear formally similar, but one often finds individualized implementations that are neither flexible nor easily transferable. Signal inference in the framework of NIFTy can be done in an abstract way, such that algorithms, prototyped in 1D, can be applied to real world problems in higher-dimensional settings. NIFTy as a versatile library is applicable and already has been applied in 1D, 2D, 3D and spherical settings. A recent application is the D3PO algorithm targeting the non-trivial task of denoising, deconvolving, and decomposing photon observations in high energy astronomy.
NASA Astrophysics Data System (ADS)
Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V. E.; Stefanovska, Aneta
2012-12-01
Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.109.024101 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.
Bayesian Cue Integration as a Developmental Outcome of Reward Mediated Learning
Weisswange, Thomas H.; Rothkopf, Constantin A.; Rodemann, Tobias; Triesch, Jochen
2011-01-01
Average human behavior in cue combination tasks is well predicted by Bayesian inference models. As this capability is acquired over developmental timescales, the question arises, how it is learned. Here we investigated whether reward dependent learning, that is well established at the computational, behavioral, and neuronal levels, could contribute to this development. It is shown that a model free reinforcement learning algorithm can indeed learn to do cue integration, i.e. weight uncertain cues according to their respective reliabilities and even do so if reliabilities are changing. We also consider the case of causal inference where multimodal signals can originate from one or multiple separate objects and should not always be integrated. In this case, the learner is shown to develop a behavior that is closest to Bayesian model averaging. We conclude that reward mediated learning could be a driving force for the development of cue integration and causal inference. PMID:21750717
Bayesian inference on proportional elections.
Brunello, Gabriel Hideki Vatanabe; Nakano, Eduardo Yoshio
2015-01-01
Polls for majoritarian voting systems usually show estimates of the percentage of votes for each candidate. However, proportional vote systems do not necessarily guarantee the candidate with the most percentage of votes will be elected. Thus, traditional methods used in majoritarian elections cannot be applied on proportional elections. In this context, the purpose of this paper was to perform a Bayesian inference on proportional elections considering the Brazilian system of seats distribution. More specifically, a methodology to answer the probability that a given party will have representation on the chamber of deputies was developed. Inferences were made on a Bayesian scenario using the Monte Carlo simulation technique, and the developed methodology was applied on data from the Brazilian elections for Members of the Legislative Assembly and Federal Chamber of Deputies in 2010. A performance rate was also presented to evaluate the efficiency of the methodology. Calculations and simulations were carried out using the free R statistical software.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brewer, Brendon J.; Foreman-Mackey, Daniel; Hogg, David W., E-mail: bj.brewer@auckland.ac.nz
We present and implement a probabilistic (Bayesian) method for producing catalogs from images of stellar fields. The method is capable of inferring the number of sources N in the image and can also handle the challenges introduced by noise, overlapping sources, and an unknown point-spread function. The luminosity function of the stars can also be inferred, even when the precise luminosity of each star is uncertain, via the use of a hierarchical Bayesian model. The computational feasibility of the method is demonstrated on two simulated images with different numbers of stars. We find that our method successfully recovers the inputmore » parameter values along with principled uncertainties even when the field is crowded. We also compare our results with those obtained from the SExtractor software. While the two approaches largely agree about the fluxes of the bright stars, the Bayesian approach provides more accurate inferences about the faint stars and the number of stars, particularly in the crowded case.« less
Unraveling multiple changes in complex climate time series using Bayesian inference
NASA Astrophysics Data System (ADS)
Berner, Nadine; Trauth, Martin H.; Holschneider, Matthias
2016-04-01
Change points in time series are perceived as heterogeneities in the statistical or dynamical characteristics of observations. Unraveling such transitions yields essential information for the understanding of the observed system. The precise detection and basic characterization of underlying changes is therefore of particular importance in environmental sciences. We present a kernel-based Bayesian inference approach to investigate direct as well as indirect climate observations for multiple generic transition events. In order to develop a diagnostic approach designed to capture a variety of natural processes, the basic statistical features of central tendency and dispersion are used to locally approximate a complex time series by a generic transition model. A Bayesian inversion approach is developed to robustly infer on the location and the generic patterns of such a transition. To systematically investigate time series for multiple changes occurring at different temporal scales, the Bayesian inversion is extended to a kernel-based inference approach. By introducing basic kernel measures, the kernel inference results are composed into a proxy probability to a posterior distribution of multiple transitions. Thus, based on a generic transition model a probability expression is derived that is capable to indicate multiple changes within a complex time series. We discuss the method's performance by investigating direct and indirect climate observations. The approach is applied to environmental time series (about 100 a), from the weather station in Tuscaloosa, Alabama, and confirms documented instrumentation changes. Moreover, the approach is used to investigate a set of complex terrigenous dust records from the ODP sites 659, 721/722 and 967 interpreted as climate indicators of the African region of the Plio-Pleistocene period (about 5 Ma). The detailed inference unravels multiple transitions underlying the indirect climate observations coinciding with established global climate events.
Bayesian Estimation of Small Effects in Exercise and Sports Science.
Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J
2016-01-01
The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.
ERIC Educational Resources Information Center
Dimitrov, Dimiter M.
2007-01-01
The validation of cognitive attributes required for correct answers on binary test items or tasks has been addressed in previous research through the integration of cognitive psychology and psychometric models using parametric or nonparametric item response theory, latent class modeling, and Bayesian modeling. All previous models, each with their…
Rational hypocrisy: a Bayesian analysis based on informal argumentation and slippery slopes.
Rai, Tage S; Holyoak, Keith J
2014-01-01
Moral hypocrisy is typically viewed as an ethical accusation: Someone is applying different moral standards to essentially identical cases, dishonestly claiming that one action is acceptable while otherwise equivalent actions are not. We suggest that in some instances the apparent logical inconsistency stems from different evaluations of a weak argument, rather than dishonesty per se. Extending Corner, Hahn, and Oaksford's (2006) analysis of slippery slope arguments, we develop a Bayesian framework in which accusations of hypocrisy depend on inferences of shared category membership between proposed actions and previous standards, based on prior probabilities that inform the strength of competing hypotheses. Across three experiments, we demonstrate that inferences of hypocrisy increase as perceptions of the likelihood of shared category membership between precedent cases and current cases increase, that these inferences follow established principles of category induction, and that the presence of self-serving motives increases inferences of hypocrisy independent of changes in the actions themselves. Taken together, these results demonstrate that Bayesian analyses of weak arguments may have implications for assessing moral reasoning. © 2014 Cognitive Science Society, Inc.
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.
Bhattacharya, Abhishek; Dunson, David B.
2012-01-01
This article considers a broad class of kernel mixture density models on compact metric spaces and manifolds. Following a Bayesian approach with a nonparametric prior on the location mixing distribution, sufficient conditions are obtained on the kernel, prior and the underlying space for strong posterior consistency at any continuous density. The prior is also allowed to depend on the sample size n and sufficient conditions are obtained for weak and strong consistency. These conditions are verified on compact Euclidean spaces using multivariate Gaussian kernels, on the hypersphere using a von Mises-Fisher kernel and on the planar shape space using complex Watson kernels. PMID:22984295
Inferring the mesoscale structure of layered, edge-valued, and time-varying networks
NASA Astrophysics Data System (ADS)
Peixoto, Tiago P.
2015-10-01
Many network systems are composed of interdependent but distinct types of interactions, which cannot be fully understood in isolation. These different types of interactions are often represented as layers, attributes on the edges, or as a time dependence of the network structure. Although they are crucial for a more comprehensive scientific understanding, these representations offer substantial challenges. Namely, it is an open problem how to precisely characterize the large or mesoscale structure of network systems in relation to these additional aspects. Furthermore, the direct incorporation of these features invariably increases the effective dimension of the network description, and hence aggravates the problem of overfitting, i.e., the use of overly complex characterizations that mistake purely random fluctuations for actual structure. In this work, we propose a robust and principled method to tackle these problems, by constructing generative models of modular network structure, incorporating layered, attributed and time-varying properties, as well as a nonparametric Bayesian methodology to infer the parameters from data and select the most appropriate model according to statistical evidence. We show that the method is capable of revealing hidden structure in layered, edge-valued, and time-varying networks, and that the most appropriate level of granularity with respect to the additional dimensions can be reliably identified. We illustrate our approach on a variety of empirical systems, including a social network of physicians, the voting correlations of deputies in the Brazilian national congress, the global airport network, and a proximity network of high-school students.
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen
2013-10-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van
2013-01-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521
IMAGINE: Interstellar MAGnetic field INference Engine
NASA Astrophysics Data System (ADS)
Steininger, Theo
2018-03-01
IMAGINE (Interstellar MAGnetic field INference Engine) performs inference on generic parametric models of the Galaxy. The modular open source framework uses highly optimized tools and technology such as the MultiNest sampler (ascl:1109.006) and the information field theory framework NIFTy (ascl:1302.013) to create an instance of the Milky Way based on a set of parameters for physical observables, using Bayesian statistics to judge the mismatch between measured data and model prediction. The flexibility of the IMAGINE framework allows for simple refitting for newly available data sets and makes state-of-the-art Bayesian methods easily accessible particularly for random components of the Galactic magnetic field.
Estimating mountain basin-mean precipitation from streamflow using Bayesian inference
NASA Astrophysics Data System (ADS)
Henn, Brian; Clark, Martyn P.; Kavetski, Dmitri; Lundquist, Jessica D.
2015-10-01
Estimating basin-mean precipitation in complex terrain is difficult due to uncertainty in the topographical representativeness of precipitation gauges relative to the basin. To address this issue, we use Bayesian methodology coupled with a multimodel framework to infer basin-mean precipitation from streamflow observations, and we apply this approach to snow-dominated basins in the Sierra Nevada of California. Using streamflow observations, forcing data from lower-elevation stations, the Bayesian Total Error Analysis (BATEA) methodology and the Framework for Understanding Structural Errors (FUSE), we infer basin-mean precipitation, and compare it to basin-mean precipitation estimated using topographically informed interpolation from gauges (PRISM, the Parameter-elevation Regression on Independent Slopes Model). The BATEA-inferred spatial patterns of precipitation show agreement with PRISM in terms of the rank of basins from wet to dry but differ in absolute values. In some of the basins, these differences may reflect biases in PRISM, because some implied PRISM runoff ratios may be inconsistent with the regional climate. We also infer annual time series of basin precipitation using a two-step calibration approach. Assessment of the precision and robustness of the BATEA approach suggests that uncertainty in the BATEA-inferred precipitation is primarily related to uncertainties in hydrologic model structure. Despite these limitations, time series of inferred annual precipitation under different model and parameter assumptions are strongly correlated with one another, suggesting that this approach is capable of resolving year-to-year variability in basin-mean precipitation.
A formal model of interpersonal inference
Moutoussis, Michael; Trujillo-Barreto, Nelson J.; El-Deredy, Wael; Dolan, Raymond J.; Friston, Karl J.
2014-01-01
Introduction: We propose that active Bayesian inference—a general framework for decision-making—can equally be applied to interpersonal exchanges. Social cognition, however, entails special challenges. We address these challenges through a novel formulation of a formal model and demonstrate its psychological significance. Method: We review relevant literature, especially with regards to interpersonal representations, formulate a mathematical model and present a simulation study. The model accommodates normative models from utility theory and places them within the broader setting of Bayesian inference. Crucially, we endow people's prior beliefs, into which utilities are absorbed, with preferences of self and others. The simulation illustrates the model's dynamics and furnishes elementary predictions of the theory. Results: (1) Because beliefs about self and others inform both the desirability and plausibility of outcomes, in this framework interpersonal representations become beliefs that have to be actively inferred. This inference, akin to “mentalizing” in the psychological literature, is based upon the outcomes of interpersonal exchanges. (2) We show how some well-known social-psychological phenomena (e.g., self-serving biases) can be explained in terms of active interpersonal inference. (3) Mentalizing naturally entails Bayesian updating of how people value social outcomes. Crucially this includes inference about one's own qualities and preferences. Conclusion: We inaugurate a Bayes optimal framework for modeling intersubject variability in mentalizing during interpersonal exchanges. Here, interpersonal representations are endowed with explicit functional and affective properties. We suggest the active inference framework lends itself to the study of psychiatric conditions where mentalizing is distorted. PMID:24723872
Approximate Bayesian computation in large-scale structure: constraining the galaxy-halo connection
NASA Astrophysics Data System (ADS)
Hahn, ChangHoon; Vakili, Mohammadjavad; Walsh, Kilian; Hearin, Andrew P.; Hogg, David W.; Campbell, Duncan
2017-08-01
Standard approaches to Bayesian parameter inference in large-scale structure assume a Gaussian functional form (chi-squared form) for the likelihood. This assumption, in detail, cannot be correct. Likelihood free inferences such as approximate Bayesian computation (ABC) relax these restrictions and make inference possible without making any assumptions on the likelihood. Instead ABC relies on a forward generative model of the data and a metric for measuring the distance between the model and data. In this work, we demonstrate that ABC is feasible for LSS parameter inference by using it to constrain parameters of the halo occupation distribution (HOD) model for populating dark matter haloes with galaxies. Using specific implementation of ABC supplemented with population Monte Carlo importance sampling, a generative forward model using HOD and a distance metric based on galaxy number density, two-point correlation function and galaxy group multiplicity function, we constrain the HOD parameters of mock observation generated from selected 'true' HOD parameters. The parameter constraints we obtain from ABC are consistent with the 'true' HOD parameters, demonstrating that ABC can be reliably used for parameter inference in LSS. Furthermore, we compare our ABC constraints to constraints we obtain using a pseudo-likelihood function of Gaussian form with MCMC and find consistent HOD parameter constraints. Ultimately, our results suggest that ABC can and should be applied in parameter inference for LSS analyses.
Scale Mixture Models with Applications to Bayesian Inference
NASA Astrophysics Data System (ADS)
Qin, Zhaohui S.; Damien, Paul; Walker, Stephen
2003-11-01
Scale mixtures of uniform distributions are used to model non-normal data in time series and econometrics in a Bayesian framework. Heteroscedastic and skewed data models are also tackled using scale mixture of uniform distributions.
A quantum probability framework for human probabilistic inference.
Trueblood, Jennifer S; Yearsley, James M; Pothos, Emmanuel M
2017-09-01
There is considerable variety in human inference (e.g., a doctor inferring the presence of a disease, a juror inferring the guilt of a defendant, or someone inferring future weight loss based on diet and exercise). As such, people display a wide range of behaviors when making inference judgments. Sometimes, people's judgments appear Bayesian (i.e., normative), but in other cases, judgments deviate from the normative prescription of classical probability theory. How can we combine both Bayesian and non-Bayesian influences in a principled way? We propose a unified explanation of human inference using quantum probability theory. In our approach, we postulate a hierarchy of mental representations, from 'fully' quantum to 'fully' classical, which could be adopted in different situations. In our hierarchy of models, moving from the lowest level to the highest involves changing assumptions about compatibility (i.e., how joint events are represented). Using results from 3 experiments, we show that our modeling approach explains 5 key phenomena in human inference including order effects, reciprocity (i.e., the inverse fallacy), memorylessness, violations of the Markov condition, and antidiscounting. As far as we are aware, no existing theory or model can explain all 5 phenomena. We also explore transitions in our hierarchy, examining how representations change from more quantum to more classical. We show that classical representations provide a better account of data as individuals gain familiarity with a task. We also show that representations vary between individuals, in a way that relates to a simple measure of cognitive style, the Cognitive Reflection Test. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Analogical and category-based inference: a theoretical integration with Bayesian causal models.
Holyoak, Keith J; Lee, Hee Seung; Lu, Hongjing
2010-11-01
A fundamental issue for theories of human induction is to specify constraints on potential inferences. For inferences based on shared category membership, an analogy, and/or a relational schema, it appears that the basic goal of induction is to make accurate and goal-relevant inferences that are sensitive to uncertainty. People can use source information at various levels of abstraction (including both specific instances and more general categories), coupled with prior causal knowledge, to build a causal model for a target situation, which in turn constrains inferences about the target. We propose a computational theory in the framework of Bayesian inference and test its predictions (parameter-free for the cases we consider) in a series of experiments in which people were asked to assess the probabilities of various causal predictions and attributions about a target on the basis of source knowledge about generative and preventive causes. The theory proved successful in accounting for systematic patterns of judgments about interrelated types of causal inferences, including evidence that analogical inferences are partially dissociable from overall mapping quality.
Shah, Abhik; Woolf, Peter
2009-01-01
Summary In this paper, we introduce pebl, a Python library and application for learning Bayesian network structure from data and prior knowledge that provides features unmatched by alternative software packages: the ability to use interventional data, flexible specification of structural priors, modeling with hidden variables and exploitation of parallel processing. PMID:20161541
Toward an ecological analysis of Bayesian inferences: how task characteristics influence responses
Hafenbrädl, Sebastian; Hoffrage, Ulrich
2015-01-01
In research on Bayesian inferences, the specific tasks, with their narratives and characteristics, are typically seen as exchangeable vehicles that merely transport the structure of the problem to research participants. In the present paper, we explore whether, and possibly how, task characteristics that are usually ignored influence participants’ responses in these tasks. We focus on both quantitative dimensions of the tasks, such as their base rates, hit rates, and false-alarm rates, as well as qualitative characteristics, such as whether the task involves a norm violation or not, whether the stakes are high or low, and whether the focus is on the individual case or on the numbers. Using a data set of 19 different tasks presented to 500 different participants who provided a total of 1,773 responses, we analyze these responses in two ways: first, on the level of the numerical estimates themselves, and second, on the level of various response strategies, Bayesian and non-Bayesian, that might have produced the estimates. We identified various contingencies, and most of the task characteristics had an influence on participants’ responses. Typically, this influence has been stronger when the numerical information in the tasks was presented in terms of probabilities or percentages, compared to natural frequencies – and this effect cannot be fully explained by a higher proportion of Bayesian responses when natural frequencies were used. One characteristic that did not seem to influence participants’ response strategy was the numerical value of the Bayesian solution itself. Our exploratory study is a first step toward an ecological analysis of Bayesian inferences, and highlights new avenues for future research. PMID:26300791
Bayesian Statistical Inference in Ion-Channel Models with Exact Missed Event Correction.
Epstein, Michael; Calderhead, Ben; Girolami, Mark A; Sivilotti, Lucia G
2016-07-26
The stochastic behavior of single ion channels is most often described as an aggregated continuous-time Markov process with discrete states. For ligand-gated channels each state can represent a different conformation of the channel protein or a different number of bound ligands. Single-channel recordings show only whether the channel is open or shut: states of equal conductance are aggregated, so transitions between them have to be inferred indirectly. The requirement to filter noise from the raw signal further complicates the modeling process, as it limits the time resolution of the data. The consequence of the reduced bandwidth is that openings or shuttings that are shorter than the resolution cannot be observed; these are known as missed events. Postulated models fitted using filtered data must therefore explicitly account for missed events to avoid bias in the estimation of rate parameters and therefore assess parameter identifiability accurately. In this article, we present the first, to our knowledge, Bayesian modeling of ion-channels with exact missed events correction. Bayesian analysis represents uncertain knowledge of the true value of model parameters by considering these parameters as random variables. This allows us to gain a full appreciation of parameter identifiability and uncertainty when estimating values for model parameters. However, Bayesian inference is particularly challenging in this context as the correction for missed events increases the computational complexity of the model likelihood. Nonetheless, we successfully implemented a two-step Markov chain Monte Carlo method that we called "BICME", which performs Bayesian inference in models of realistic complexity. The method is demonstrated on synthetic and real single-channel data from muscle nicotinic acetylcholine channels. We show that parameter uncertainty can be characterized more accurately than with maximum-likelihood methods. Our code for performing inference in these ion channel models is publicly available. Copyright © 2016 Biophysical Society. Published by Elsevier Inc. All rights reserved.
A general framework for updating belief distributions.
Bissiri, P G; Holmes, C C; Walker, S G
2016-11-01
We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the traditional likelihood function, which is recovered as a special case. Modern application areas make it increasingly challenging for Bayesians to attempt to model the true data-generating mechanism. For instance, when the object of interest is low dimensional, such as a mean or median, it is cumbersome to have to achieve this via a complete model for the whole data distribution. More importantly, there are settings where the parameter of interest does not directly index a family of density functions and thus the Bayesian approach to learning about such parameters is currently regarded as problematic. Our framework uses loss functions to connect information in the data to functionals of interest. The updating of beliefs then follows from a decision theoretic approach involving cumulative loss functions. Importantly, the procedure coincides with Bayesian updating when a true likelihood is known yet provides coherent subjective inference in much more general settings. Connections to other inference frameworks are highlighted.
Quantum Inference on Bayesian Networks
NASA Astrophysics Data System (ADS)
Yoder, Theodore; Low, Guang Hao; Chuang, Isaac
2014-03-01
Because quantum physics is naturally probabilistic, it seems reasonable to expect physical systems to describe probabilities and their evolution in a natural fashion. Here, we use quantum computation to speedup sampling from a graphical probability model, the Bayesian network. A specialization of this sampling problem is approximate Bayesian inference, where the distribution on query variables is sampled given the values e of evidence variables. Inference is a key part of modern machine learning and artificial intelligence tasks, but is known to be NP-hard. Classically, a single unbiased sample is obtained from a Bayesian network on n variables with at most m parents per node in time (nmP(e) - 1 / 2) , depending critically on P(e) , the probability the evidence might occur in the first place. However, by implementing a quantum version of rejection sampling, we obtain a square-root speedup, taking (n2m P(e) -1/2) time per sample. The speedup is the result of amplitude amplification, which is proving to be broadly applicable in sampling and machine learning tasks. In particular, we provide an explicit and efficient circuit construction that implements the algorithm without the need for oracle access.
Liu, Fang; Eugenio, Evercita C
2018-04-01
Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.
Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks
NASA Astrophysics Data System (ADS)
Sun, Wei; Chang, K. C.
2005-05-01
Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.
Bayesian Inference in Satellite Gravity Inversion
NASA Technical Reports Server (NTRS)
Kis, K. I.; Taylor, Patrick T.; Wittmann, G.; Kim, Hyung Rae; Torony, B.; Mayer-Guerr, T.
2005-01-01
To solve a geophysical inverse problem means applying measurements to determine the parameters of the selected model. The inverse problem is formulated as the Bayesian inference. The Gaussian probability density functions are applied in the Bayes's equation. The CHAMP satellite gravity data are determined at the altitude of 400 kilometer altitude over the South part of the Pannonian basin. The model of interpretation is the right vertical cylinder. The parameters of the model are obtained from the minimum problem solved by the Simplex method.
Modeling the Perception of Audiovisual Distance: Bayesian Causal Inference and Other Models
2016-01-01
Studies of audiovisual perception of distance are rare. Here, visual and auditory cue interactions in distance are tested against several multisensory models, including a modified causal inference model. In this causal inference model predictions of estimate distributions are included. In our study, the audiovisual perception of distance was overall better explained by Bayesian causal inference than by other traditional models, such as sensory dominance and mandatory integration, and no interaction. Causal inference resolved with probability matching yielded the best fit to the data. Finally, we propose that sensory weights can also be estimated from causal inference. The analysis of the sensory weights allows us to obtain windows within which there is an interaction between the audiovisual stimuli. We find that the visual stimulus always contributes by more than 80% to the perception of visual distance. The visual stimulus also contributes by more than 50% to the perception of auditory distance, but only within a mobile window of interaction, which ranges from 1 to 4 m. PMID:27959919
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.
ERIC Educational Resources Information Center
Finch, Holmes; Edwards, Julianne M.
2016-01-01
Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…
Kharroubi, Samer A
2017-10-06
Valuations of health state descriptors such as EQ-5D or SF6D have been conducted in different countries. There is a scope to make use of the results in one country as informative priors to help with the analysis of a study in another, for this to enable better estimation to be obtained in the new country than analyzing its data separately. Data from 2 EQ-5D valuation studies were analyzed using the time trade-off technique, where values for 42 health states were devised from representative samples of the UK and US populations. A Bayesian non-parametric approach has been applied to predict the health utilities of the US population, where the UK results were used as informative priors in the model to improve their estimation. The findings showed that employing additional information from the UK data helped in the production of US utility estimates much more precisely than would have been possible using the US study data alone. It is very plausible that this method would serve useful in countries where the conduction of large evaluation studies is not very feasible.
Nonparametric Bayesian clustering to detect bipolar methylated genomic loci.
Wu, Xiaowei; Sun, Ming-An; Zhu, Hongxiao; Xie, Hehuang
2015-01-16
With recent development in sequencing technology, a large number of genome-wide DNA methylation studies have generated massive amounts of bisulfite sequencing data. The analysis of DNA methylation patterns helps researchers understand epigenetic regulatory mechanisms. Highly variable methylation patterns reflect stochastic fluctuations in DNA methylation, whereas well-structured methylation patterns imply deterministic methylation events. Among these methylation patterns, bipolar patterns are important as they may originate from allele-specific methylation (ASM) or cell-specific methylation (CSM). Utilizing nonparametric Bayesian clustering followed by hypothesis testing, we have developed a novel statistical approach to identify bipolar methylated genomic regions in bisulfite sequencing data. Simulation studies demonstrate that the proposed method achieves good performance in terms of specificity and sensitivity. We used the method to analyze data from mouse brain and human blood methylomes. The bipolar methylated segments detected are found highly consistent with the differentially methylated regions identified by using purified cell subsets. Bipolar DNA methylation often indicates epigenetic heterogeneity caused by ASM or CSM. With allele-specific events filtered out or appropriately taken into account, our proposed approach sheds light on the identification of cell-specific genes/pathways under strong epigenetic control in a heterogeneous cell population.
Zhang, Hanze; Huang, Yangxin; Wang, Wei; Chen, Henian; Langland-Orban, Barbara
2017-01-01
In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.
Bayesian Estimation and Inference Using Stochastic Electronics
Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M.; Hamilton, Tara J.; Tapson, Jonathan; van Schaik, André
2016-01-01
In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326
Bayesian Estimation and Inference Using Stochastic Electronics.
Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André
2016-01-01
In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.
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.
Krishnan, Neeraja M; Seligmann, Hervé; Stewart, Caro-Beth; De Koning, A P Jason; Pollock, David D
2004-10-01
Reconstruction of ancestral DNA and amino acid sequences is an important means of inferring information about past evolutionary events. Such reconstructions suggest changes in molecular function and evolutionary processes over the course of evolution and are used to infer adaptation and convergence. Maximum likelihood (ML) is generally thought to provide relatively accurate reconstructed sequences compared to parsimony, but both methods lead to the inference of multiple directional changes in nucleotide frequencies in primate mitochondrial DNA (mtDNA). To better understand this surprising result, as well as to better understand how parsimony and ML differ, we constructed a series of computationally simple "conditional pathway" methods that differed in the number of substitutions allowed per site along each branch, and we also evaluated the entire Bayesian posterior frequency distribution of reconstructed ancestral states. We analyzed primate mitochondrial cytochrome b (Cyt-b) and cytochrome oxidase subunit I (COI) genes and found that ML reconstructs ancestral frequencies that are often more different from tip sequences than are parsimony reconstructions. In contrast, frequency reconstructions based on the posterior ensemble more closely resemble extant nucleotide frequencies. Simulations indicate that these differences in ancestral sequence inference are probably due to deterministic bias caused by high uncertainty in the optimization-based ancestral reconstruction methods (parsimony, ML, Bayesian maximum a posteriori). In contrast, ancestral nucleotide frequencies based on an average of the Bayesian set of credible ancestral sequences are much less biased. The methods involving simpler conditional pathway calculations have slightly reduced likelihood values compared to full likelihood calculations, but they can provide fairly unbiased nucleotide reconstructions and may be useful in more complex phylogenetic analyses than considered here due to their speed and flexibility. To determine whether biased reconstructions using optimization methods might affect inferences of functional properties, ancestral primate mitochondrial tRNA sequences were inferred and helix-forming propensities for conserved pairs were evaluated in silico. For ambiguously reconstructed nucleotides at sites with high base composition variability, ancestral tRNA sequences from Bayesian analyses were more compatible with canonical base pairing than were those inferred by other methods. Thus, nucleotide bias in reconstructed sequences apparently can lead to serious bias and inaccuracies in functional predictions.
Analogical and Category-Based Inference: A Theoretical Integration with Bayesian Causal Models
ERIC Educational Resources Information Center
Holyoak, Keith J.; Lee, Hee Seung; Lu, Hongjing
2010-01-01
A fundamental issue for theories of human induction is to specify constraints on potential inferences. For inferences based on shared category membership, an analogy, and/or a relational schema, it appears that the basic goal of induction is to make accurate and goal-relevant inferences that are sensitive to uncertainty. People can use source…
Advanced Imaging Methods for Long-Baseline Optical Interferometry
NASA Astrophysics Data System (ADS)
Le Besnerais, G.; Lacour, S.; Mugnier, L. M.; Thiebaut, E.; Perrin, G.; Meimon, S.
2008-11-01
We address the data processing methods needed for imaging with a long baseline optical interferometer. We first describe parametric reconstruction approaches and adopt a general formulation of nonparametric image reconstruction as the solution of a constrained optimization problem. Within this framework, we present two recent reconstruction methods, Mira and Wisard, representative of the two generic approaches for dealing with the missing phase information. Mira is based on an implicit approach and a direct optimization of a Bayesian criterion while Wisard adopts a self-calibration approach and an alternate minimization scheme inspired from radio-astronomy. Both methods can handle various regularization criteria. We review commonly used regularization terms and introduce an original quadratic regularization called ldquosoft support constraintrdquo that favors the object compactness. It yields images of quality comparable to nonquadratic regularizations on the synthetic data we have processed. We then perform image reconstructions, both parametric and nonparametric, on astronomical data from the IOTA interferometer, and discuss the respective roles of parametric and nonparametric approaches for optical interferometric imaging.
A Tutorial Introduction to Bayesian Models of Cognitive Development
ERIC Educational Resources Information Center
Perfors, Amy; Tenenbaum, Joshua B.; Griffiths, Thomas L.; Xu, Fei
2011-01-01
We present an introduction to Bayesian inference as it is used in probabilistic models of cognitive development. Our goal is to provide an intuitive and accessible guide to the "what", the "how", and the "why" of the Bayesian approach: what sorts of problems and data the framework is most relevant for, and how and why it may be useful for…
Bayesian networks improve causal environmental ...
Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value
Bayesian analysis of non-homogeneous Markov chains: application to mental health data.
Sung, Minje; Soyer, Refik; Nhan, Nguyen
2007-07-10
In this paper we present a formal treatment of non-homogeneous Markov chains by introducing a hierarchical Bayesian framework. Our work is motivated by the analysis of correlated categorical data which arise in assessment of psychiatric treatment programs. In our development, we introduce a Markovian structure to describe the non-homogeneity of transition patterns. In doing so, we introduce a logistic regression set-up for Markov chains and incorporate covariates in our model. We present a Bayesian model using Markov chain Monte Carlo methods and develop inference procedures to address issues encountered in the analyses of data from psychiatric treatment programs. Our model and inference procedures are implemented to some real data from a psychiatric treatment study. Copyright 2006 John Wiley & Sons, Ltd.
Moving in time: Bayesian causal inference explains movement coordination to auditory beats
Elliott, Mark T.; Wing, Alan M.; Welchman, Andrew E.
2014-01-01
Many everyday skilled actions depend on moving in time with signals that are embedded in complex auditory streams (e.g. musical performance, dancing or simply holding a conversation). Such behaviour is apparently effortless; however, it is not known how humans combine auditory signals to support movement production and coordination. Here, we test how participants synchronize their movements when there are potentially conflicting auditory targets to guide their actions. Participants tapped their fingers in time with two simultaneously presented metronomes of equal tempo, but differing in phase and temporal regularity. Synchronization therefore depended on integrating the two timing cues into a single-event estimate or treating the cues as independent and thereby selecting one signal over the other. We show that a Bayesian inference process explains the situations in which participants choose to integrate or separate signals, and predicts motor timing errors. Simulations of this causal inference process demonstrate that this model provides a better description of the data than other plausible models. Our findings suggest that humans exploit a Bayesian inference process to control movement timing in situations where the origin of auditory signals needs to be resolved. PMID:24850915
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.
Robust non-parametric one-sample tests for the analysis of recurrent events.
Rebora, Paola; Galimberti, Stefania; Valsecchi, Maria Grazia
2010-12-30
One-sample non-parametric tests are proposed here for inference on recurring events. The focus is on the marginal mean function of events and the basis for inference is the standardized distance between the observed and the expected number of events under a specified reference rate. Different weights are considered in order to account for various types of alternative hypotheses on the mean function of the recurrent events process. A robust version and a stratified version of the test are also proposed. The performance of these tests was investigated through simulation studies under various underlying event generation processes, such as homogeneous and nonhomogeneous Poisson processes, autoregressive and renewal processes, with and without frailty effects. The robust versions of the test have been shown to be suitable in a wide variety of event generating processes. The motivating context is a study on gene therapy in a very rare immunodeficiency in children, where a major end-point is the recurrence of severe infections. Robust non-parametric one-sample tests for recurrent events can be useful to assess efficacy and especially safety in non-randomized studies or in epidemiological studies for comparison with a standard population. Copyright © 2010 John Wiley & Sons, Ltd.
Convergence analysis of surrogate-based methods for Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Yan, Liang; Zhang, Yuan-Xiang
2017-12-01
The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.
The Role of Probability-Based Inference in an Intelligent Tutoring System.
ERIC Educational Resources Information Center
Mislevy, Robert J.; Gitomer, Drew H.
Probability-based inference in complex networks of interdependent variables is an active topic in statistical research, spurred by such diverse applications as forecasting, pedigree analysis, troubleshooting, and medical diagnosis. This paper concerns the role of Bayesian inference networks for updating student models in intelligent tutoring…
Carvalho, Pedro; Marques, Rui Cunha
2016-02-15
This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. Copyright © 2015 Elsevier B.V. All rights reserved.
Dynamic Bayesian wavelet transform: New methodology for extraction of repetitive transients
NASA Astrophysics Data System (ADS)
Wang, Dong; Tsui, Kwok-Leung
2017-05-01
Thanks to some recent research works, dynamic Bayesian wavelet transform as new methodology for extraction of repetitive transients is proposed in this short communication to reveal fault signatures hidden in rotating machine. The main idea of the dynamic Bayesian wavelet transform is to iteratively estimate posterior parameters of wavelet transform via artificial observations and dynamic Bayesian inference. First, a prior wavelet parameter distribution can be established by one of many fast detection algorithms, such as the fast kurtogram, the improved kurtogram, the enhanced kurtogram, the sparsogram, the infogram, continuous wavelet transform, discrete wavelet transform, wavelet packets, multiwavelets, empirical wavelet transform, empirical mode decomposition, local mean decomposition, etc.. Second, artificial observations can be constructed based on one of many metrics, such as kurtosis, the sparsity measurement, entropy, approximate entropy, the smoothness index, a synthesized criterion, etc., which are able to quantify repetitive transients. Finally, given artificial observations, the prior wavelet parameter distribution can be posteriorly updated over iterations by using dynamic Bayesian inference. More importantly, the proposed new methodology can be extended to establish the optimal parameters required by many other signal processing methods for extraction of repetitive transients.
BCM: toolkit for Bayesian analysis of Computational Models using samplers.
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.
NASA Astrophysics Data System (ADS)
Kozoderov, V. V.; Kondranin, T. V.; Dmitriev, E. V.
2017-12-01
The basic model for the recognition of natural and anthropogenic objects using their spectral and textural features is described in the problem of hyperspectral air-borne and space-borne imagery processing. The model is based on improvements of the Bayesian classifier that is a computational procedure of statistical decision making in machine-learning methods of pattern recognition. The principal component method is implemented to decompose the hyperspectral measurements on the basis of empirical orthogonal functions. Application examples are shown of various modifications of the Bayesian classifier and Support Vector Machine method. Examples are provided of comparing these classifiers and a metrical classifier that operates on finding the minimal Euclidean distance between different points and sets in the multidimensional feature space. A comparison is also carried out with the " K-weighted neighbors" method that is close to the nonparametric Bayesian classifier.
Moscoso del Prado Martín, Fermín
2013-12-01
I introduce the Bayesian assessment of scaling (BAS), a simple but powerful Bayesian hypothesis contrast methodology that can be used to test hypotheses on the scaling regime exhibited by a sequence of behavioral data. Rather than comparing parametric models, as typically done in previous approaches, the BAS offers a direct, nonparametric way to test whether a time series exhibits fractal scaling. The BAS provides a simpler and faster test than do previous methods, and the code for making the required computations is provided. The method also enables testing of finely specified hypotheses on the scaling indices, something that was not possible with the previously available methods. I then present 4 simulation studies showing that the BAS methodology outperforms the other methods used in the psychological literature. I conclude with a discussion of methodological issues on fractal analyses in experimental psychology. PsycINFO Database Record (c) 2014 APA, all rights reserved.
Bayesian truthing as experimental verification of C4ISR sensors
NASA Astrophysics Data System (ADS)
Jannson, Tomasz; Forrester, Thomas; Romanov, Volodymyr; Wang, Wenjian; Nielsen, Thomas; Kostrzewski, Andrew
2015-05-01
In this paper, the general methodology for experimental verification/validation of C4ISR and other sensors' performance, is presented, based on Bayesian inference, in general, and binary sensors, in particular. This methodology, called Bayesian Truthing, defines Performance Metrics for binary sensors in: physics, optics, electronics, medicine, law enforcement, C3ISR, QC, ATR (Automatic Target Recognition), terrorism related events, and many others. For Bayesian Truthing, the sensing medium itself is not what is truly important; it is how the decision process is affected.
Identification and estimation of survivor average causal effects.
Tchetgen Tchetgen, Eric J
2014-09-20
In longitudinal studies, outcomes ascertained at follow-up are typically undefined for individuals who die prior to the follow-up visit. In such settings, outcomes are said to be truncated by death and inference about the effects of a point treatment or exposure, restricted to individuals alive at the follow-up visit, could be biased even if as in experimental studies, treatment assignment were randomized. To account for truncation by death, the survivor average causal effect (SACE) defines the effect of treatment on the outcome for the subset of individuals who would have survived regardless of exposure status. In this paper, the author nonparametrically identifies SACE by leveraging post-exposure longitudinal correlates of survival and outcome that may also mediate the exposure effects on survival and outcome. Nonparametric identification is achieved by supposing that the longitudinal data arise from a certain nonparametric structural equations model and by making the monotonicity assumption that the effect of exposure on survival agrees in its direction across individuals. A novel weighted analysis involving a consistent estimate of the survival process is shown to produce consistent estimates of SACE. A data illustration is given, and the methods are extended to the context of time-varying exposures. We discuss a sensitivity analysis framework that relaxes assumptions about independent errors in the nonparametric structural equations model and may be used to assess the extent to which inference may be altered by a violation of key identifying assumptions. © 2014 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd.
Identification and estimation of survivor average causal effects
Tchetgen, Eric J Tchetgen
2014-01-01
In longitudinal studies, outcomes ascertained at follow-up are typically undefined for individuals who die prior to the follow-up visit. In such settings, outcomes are said to be truncated by death and inference about the effects of a point treatment or exposure, restricted to individuals alive at the follow-up visit, could be biased even if as in experimental studies, treatment assignment were randomized. To account for truncation by death, the survivor average causal effect (SACE) defines the effect of treatment on the outcome for the subset of individuals who would have survived regardless of exposure status. In this paper, the author nonparametrically identifies SACE by leveraging post-exposure longitudinal correlates of survival and outcome that may also mediate the exposure effects on survival and outcome. Nonparametric identification is achieved by supposing that the longitudinal data arise from a certain nonparametric structural equations model and by making the monotonicity assumption that the effect of exposure on survival agrees in its direction across individuals. A novel weighted analysis involving a consistent estimate of the survival process is shown to produce consistent estimates of SACE. A data illustration is given, and the methods are extended to the context of time-varying exposures. We discuss a sensitivity analysis framework that relaxes assumptions about independent errors in the nonparametric structural equations model and may be used to assess the extent to which inference may be altered by a violation of key identifying assumptions. © 2014 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd. PMID:24889022
ERIC Educational Resources Information Center
Griffiths, Thomas L.; Tenenbaum, Joshua B.
2011-01-01
Predicting the future is a basic problem that people have to solve every day and a component of planning, decision making, memory, and causal reasoning. In this article, we present 5 experiments testing a Bayesian model of predicting the duration or extent of phenomena from their current state. This Bayesian model indicates how people should…
10th Conference on Bayesian Nonparametrics
2016-05-08
RETURN YOUR FORM TO THE ABOVE ADDRESS. North Carolina State University 2701 Sullivan Drive Admin Srvcs III, Box 7514 Raleigh, NC 27695 -7514 ABSTRACT...the conference. The findings from the conference is widely disseminated. The conference web site displays slides of the talks presented in the...being published by the Electronic Journal of Statistics consisting of about 20 papers read at the conference. The conference web site displays
Tau-REx: A new look at the retrieval of exoplanetary atmospheres
NASA Astrophysics Data System (ADS)
Waldmann, Ingo
2014-11-01
The field of exoplanetary spectroscopy is as fast moving as it is new. With an increasing amount of space and ground based instruments obtaining data on a large set of extrasolar planets we are indeed entering the era of exoplanetary characterisation. Permanently at the edge of instrument feasibility, it is as important as it is difficult to find the most optimal and objective methodologies to analysing and interpreting current data. This is particularly true for smaller and fainter Earth and Super-Earth type planets.For low to mid signal to noise (SNR) observations, we are prone to two sources of biases: 1) Prior selection in the data reduction and analysis; 2) Prior constraints on the spectral retrieval. In Waldmann et al. (2013), Morello et al. (2014) and Waldmann (2012, 2014) we have shown a prior-free approach to data analysis based on non-parametric machine learning techniques. Following these approaches we will present a new take on the spectral retrieval of extrasolar planets. Tau-REx (tau-retrieval of exoplanets) is a new line-by-line, atmospheric retrieval framework. In the past the decision on what opacity sources go into an atmospheric model were usually user defined. Manual input can lead to model biases and poor convergence of the atmospheric model to the data. In Tau-REx we have set out to solve this. Through custom built pattern recognition software, Tau-REx is able to rapidly identify the most likely atmospheric opacities from a large number of possible absorbers/emitters (ExoMol or HiTran data bases) and non-parametrically constrain the prior space for the Bayesian retrieval. Unlike other (MCMC based) techniques, Tau-REx is able to fully integrate high-dimensional log-likelihood spaces and to calculate the full Bayesian Evidence of the atmospheric models. We achieve this through a combination of Nested Sampling and a high degree of code parallelisation. This allows for an exact and unbiased Bayesian model selection and a fully mapping of potential model-data degeneracies. Together with non-parametric data de-trending of exoplanetary spectra, we can reach an un- precedented level of objectivity in our atmospheric characterisation of these foreign worlds.
Yu, Rongjie; Abdel-Aty, Mohamed
2013-07-01
The Bayesian inference method has been frequently adopted to develop safety performance functions. One advantage of the Bayesian inference is that prior information for the independent variables can be included in the inference procedures. However, there are few studies that discussed how to formulate informative priors for the independent variables and evaluated the effects of incorporating informative priors in developing safety performance functions. This paper addresses this deficiency by introducing four approaches of developing informative priors for the independent variables based on historical data and expert experience. Merits of these informative priors have been tested along with two types of Bayesian hierarchical models (Poisson-gamma and Poisson-lognormal models). Deviance information criterion (DIC), R-square values, and coefficients of variance for the estimations were utilized as evaluation measures to select the best model(s). Comparison across the models indicated that the Poisson-gamma model is superior with a better model fit and it is much more robust with the informative priors. Moreover, the two-stage Bayesian updating informative priors provided the best goodness-of-fit and coefficient estimation accuracies. Furthermore, informative priors for the inverse dispersion parameter have also been introduced and tested. Different types of informative priors' effects on the model estimations and goodness-of-fit have been compared and concluded. Finally, based on the results, recommendations for future research topics and study applications have been made. Copyright © 2013 Elsevier Ltd. All rights reserved.
Bayesian networks improve causal environmental assessments for evidence-based policy
Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the p...
Theory-based Bayesian models of inductive learning and reasoning.
Tenenbaum, Joshua B; Griffiths, Thomas L; Kemp, Charles
2006-07-01
Inductive inference allows humans to make powerful generalizations from sparse data when learning about word meanings, unobserved properties, causal relationships, and many other aspects of the world. Traditional accounts of induction emphasize either the power of statistical learning, or the importance of strong constraints from structured domain knowledge, intuitive theories or schemas. We argue that both components are necessary to explain the nature, use and acquisition of human knowledge, and we introduce a theory-based Bayesian framework for modeling inductive learning and reasoning as statistical inferences over structured knowledge representations.
An inquiry into computer understanding
NASA Technical Reports Server (NTRS)
Cheeseman, Peter
1988-01-01
The paper examines issues connected with the choice of the best method for representing and reasoning about common sense. McDermott (1978) has shown that a direct translation of common sense reasoning into logical form leads to insurmountable difficulties. It is shown, in the present work, that if Bayesian probability is used instead of logic as the language of such reasoning, none of the technical difficulties found in using logic arise. Bayesian inference is applied to a simple example of linguistic information to illustrate the potential of this type of inference for artificial intelligence.
Source Detection with Bayesian Inference on ROSAT All-Sky Survey Data Sample
NASA Astrophysics Data System (ADS)
Guglielmetti, F.; Voges, W.; Fischer, R.; Boese, G.; Dose, V.
2004-07-01
We employ Bayesian inference for the joint estimation of sources and background on ROSAT All-Sky Survey (RASS) data. The probabilistic method allows for detection improvement of faint extended celestial sources compared to the Standard Analysis Software System (SASS). Background maps were estimated in a single step together with the detection of sources without pixel censoring. Consistent uncertainties of background and sources are provided. The source probability is evaluated for single pixels as well as for pixel domains to enhance source detection of weak and extended sources.
Data free inference with processed data products
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.
Effective Online Bayesian Phylogenetics via Sequential Monte Carlo with Guided Proposals
Fourment, Mathieu; Claywell, Brian C; Dinh, Vu; McCoy, Connor; Matsen IV, Frederick A; Darling, Aaron E
2018-01-01
Abstract Modern infectious disease outbreak surveillance produces continuous streams of sequence data which require phylogenetic analysis as data arrives. Current software packages for Bayesian phylogenetic inference are unable to quickly incorporate new sequences as they become available, making them less useful for dynamically unfolding evolutionary stories. This limitation can be addressed by applying a class of Bayesian statistical inference algorithms called sequential Monte Carlo (SMC) to conduct online inference, wherein new data can be continuously incorporated to update the estimate of the posterior probability distribution. In this article, we describe and evaluate several different online phylogenetic sequential Monte Carlo (OPSMC) algorithms. We show that proposing new phylogenies with a density similar to the Bayesian prior suffers from poor performance, and we develop “guided” proposals that better match the proposal density to the posterior. Furthermore, we show that the simplest guided proposals can exhibit pathological behavior in some situations, leading to poor results, and that the situation can be resolved by heating the proposal density. The results demonstrate that relative to the widely used MCMC-based algorithm implemented in MrBayes, the total time required to compute a series of phylogenetic posteriors as sequences arrive can be significantly reduced by the use of OPSMC, without incurring a significant loss in accuracy. PMID:29186587
Planetary micro-rover operations on Mars using a Bayesian framework for inference and control
NASA Astrophysics Data System (ADS)
Post, Mark A.; Li, Junquan; Quine, Brendan M.
2016-03-01
With the recent progress toward the application of commercially-available hardware to small-scale space missions, it is now becoming feasible for groups of small, efficient robots based on low-power embedded hardware to perform simple tasks on other planets in the place of large-scale, heavy and expensive robots. In this paper, we describe design and programming of the Beaver micro-rover developed for Northern Light, a Canadian initiative to send a small lander and rover to Mars to study the Martian surface and subsurface. For a small, hardware-limited rover to handle an uncertain and mostly unknown environment without constant management by human operators, we use a Bayesian network of discrete random variables as an abstraction of expert knowledge about the rover and its environment, and inference operations for control. A framework for efficient construction and inference into a Bayesian network using only the C language and fixed-point mathematics on embedded hardware has been developed for the Beaver to make intelligent decisions with minimal sensor data. We study the performance of the Beaver as it probabilistically maps a simple outdoor environment with sensor models that include uncertainty. Results indicate that the Beaver and other small and simple robotic platforms can make use of a Bayesian network to make intelligent decisions in uncertain planetary environments.
Receptive Field Inference with Localized Priors
Park, Mijung; Pillow, Jonathan W.
2011-01-01
The linear receptive field describes a mapping from sensory stimuli to a one-dimensional variable governing a neuron's spike response. However, traditional receptive field estimators such as the spike-triggered average converge slowly and often require large amounts of data. Bayesian methods seek to overcome this problem by biasing estimates towards solutions that are more likely a priori, typically those with small, smooth, or sparse coefficients. Here we introduce a novel Bayesian receptive field estimator designed to incorporate locality, a powerful form of prior information about receptive field structure. The key to our approach is a hierarchical receptive field model that flexibly adapts to localized structure in both spacetime and spatiotemporal frequency, using an inference method known as empirical Bayes. We refer to our method as automatic locality determination (ALD), and show that it can accurately recover various types of smooth, sparse, and localized receptive fields. We apply ALD to neural data from retinal ganglion cells and V1 simple cells, and find it achieves error rates several times lower than standard estimators. Thus, estimates of comparable accuracy can be achieved with substantially less data. Finally, we introduce a computationally efficient Markov Chain Monte Carlo (MCMC) algorithm for fully Bayesian inference under the ALD prior, yielding accurate Bayesian confidence intervals for small or noisy datasets. PMID:22046110
Tree-Structured Infinite Sparse Factor Model
Zhang, XianXing; Dunson, David B.; Carin, Lawrence
2013-01-01
A tree-structured multiplicative gamma process (TMGP) is developed, for inferring the depth of a tree-based factor-analysis model. This new model is coupled with the nested Chinese restaurant process, to nonparametrically infer the depth and width (structure) of the tree. In addition to developing the model, theoretical properties of the TMGP are addressed, and a novel MCMC sampler is developed. The structure of the inferred tree is used to learn relationships between high-dimensional data, and the model is also applied to compressive sensing and interpolation of incomplete images. PMID:25279389
NASA Astrophysics Data System (ADS)
Arregui, Iñigo
2018-01-01
In contrast to the situation in a laboratory, the study of the solar atmosphere has to be pursued without direct access to the physical conditions of interest. Information is therefore incomplete and uncertain and inference methods need to be employed to diagnose the physical conditions and processes. One of such methods, solar atmospheric seismology, makes use of observed and theoretically predicted properties of waves to infer plasma and magnetic field properties. A recent development in solar atmospheric seismology consists in the use of inversion and model comparison methods based on Bayesian analysis. In this paper, the philosophy and methodology of Bayesian analysis are first explained. Then, we provide an account of what has been achieved so far from the application of these techniques to solar atmospheric seismology and a prospect of possible future extensions.
Bayesian evidence computation for model selection in non-linear geoacoustic inference problems.
Dettmer, Jan; Dosso, Stan E; Osler, John C
2010-12-01
This paper applies a general Bayesian inference approach, based on Bayesian evidence computation, to geoacoustic inversion of interface-wave dispersion data. Quantitative model selection is carried out by computing the evidence (normalizing constants) for several model parameterizations using annealed importance sampling. The resulting posterior probability density estimate is compared to estimates obtained from Metropolis-Hastings sampling to ensure consistent results. The approach is applied to invert interface-wave dispersion data collected on the Scotian Shelf, off the east coast of Canada for the sediment shear-wave velocity profile. Results are consistent with previous work on these data but extend the analysis to a rigorous approach including model selection and uncertainty analysis. The results are also consistent with core samples and seismic reflection measurements carried out in the area.
Fast model updating coupling Bayesian inference and PGD model reduction
NASA Astrophysics Data System (ADS)
Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic
2018-04-01
The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.
GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model
NASA Astrophysics Data System (ADS)
Takaishi, Tetsuya
2015-01-01
The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran.
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
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.
Semi-blind Bayesian inference of CMB map and power spectrum
NASA Astrophysics Data System (ADS)
Vansyngel, Flavien; Wandelt, Benjamin D.; Cardoso, Jean-François; Benabed, Karim
2016-04-01
We present a new blind formulation of the cosmic microwave background (CMB) inference problem. The approach relies on a phenomenological model of the multifrequency microwave sky without the need for physical models of the individual components. For all-sky and high resolution data, it unifies parts of the analysis that had previously been treated separately such as component separation and power spectrum inference. We describe an efficient sampling scheme that fully explores the component separation uncertainties on the inferred CMB products such as maps and/or power spectra. External information about individual components can be incorporated as a prior giving a flexible way to progressively and continuously introduce physical component separation from a maximally blind approach. We connect our Bayesian formalism to existing approaches such as Commander, spectral mismatch independent component analysis (SMICA), and internal linear combination (ILC), and discuss possible future extensions.
Gilet, Estelle; Diard, Julien; Bessière, Pierre
2011-01-01
In this paper, we study the collaboration of perception and action representations involved in cursive letter recognition and production. We propose a mathematical formulation for the whole perception–action loop, based on probabilistic modeling and Bayesian inference, which we call the Bayesian Action–Perception (BAP) model. Being a model of both perception and action processes, the purpose of this model is to study the interaction of these processes. More precisely, the model includes a feedback loop from motor production, which implements an internal simulation of movement. Motor knowledge can therefore be involved during perception tasks. In this paper, we formally define the BAP model and show how it solves the following six varied cognitive tasks using Bayesian inference: i) letter recognition (purely sensory), ii) writer recognition, iii) letter production (with different effectors), iv) copying of trajectories, v) copying of letters, and vi) letter recognition (with internal simulation of movements). We present computer simulations of each of these cognitive tasks, and discuss experimental predictions and theoretical developments. PMID:21674043
Non-Bayesian Optical Inference Machines
NASA Astrophysics Data System (ADS)
Kadar, Ivan; Eichmann, George
1987-01-01
In a recent paper, Eichmann and Caulfield) presented a preliminary exposition of optical learning machines suited for use in expert systems. In this paper, we extend the previous ideas by introducing learning as a means of reinforcement by information gathering and reasoning with uncertainty in a non-Bayesian framework2. More specifically, the non-Bayesian approach allows the representation of total ignorance (not knowing) as opposed to assuming equally likely prior distributions.
Jones, Matt; Love, Bradley C
2011-08-01
The prominence of Bayesian modeling of cognition has increased recently largely because of mathematical advances in specifying and deriving predictions from complex probabilistic models. Much of this research aims to demonstrate that cognitive behavior can be explained from rational principles alone, without recourse to psychological or neurological processes and representations. We note commonalities between this rational approach and other movements in psychology - namely, Behaviorism and evolutionary psychology - that set aside mechanistic explanations or make use of optimality assumptions. Through these comparisons, we identify a number of challenges that limit the rational program's potential contribution to psychological theory. Specifically, rational Bayesian models are significantly unconstrained, both because they are uninformed by a wide range of process-level data and because their assumptions about the environment are generally not grounded in empirical measurement. The psychological implications of most Bayesian models are also unclear. Bayesian inference itself is conceptually trivial, but strong assumptions are often embedded in the hypothesis sets and the approximation algorithms used to derive model predictions, without a clear delineation between psychological commitments and implementational details. Comparing multiple Bayesian models of the same task is rare, as is the realization that many Bayesian models recapitulate existing (mechanistic level) theories. Despite the expressive power of current Bayesian models, we argue they must be developed in conjunction with mechanistic considerations to offer substantive explanations of cognition. We lay out several means for such an integration, which take into account the representations on which Bayesian inference operates, as well as the algorithms and heuristics that carry it out. We argue this unification will better facilitate lasting contributions to psychological theory, avoiding the pitfalls that have plagued previous theoretical movements.
Wendling, T; Jung, K; Callahan, A; Schuler, A; Shah, N H; Gallego, B
2018-06-03
There is growing interest in using routinely collected data from health care databases to study the safety and effectiveness of therapies in "real-world" conditions, as it can provide complementary evidence to that of randomized controlled trials. Causal inference from health care databases is challenging because the data are typically noisy, high dimensional, and most importantly, observational. It requires methods that can estimate heterogeneous treatment effects while controlling for confounding in high dimensions. Bayesian additive regression trees, causal forests, causal boosting, and causal multivariate adaptive regression splines are off-the-shelf methods that have shown good performance for estimation of heterogeneous treatment effects in observational studies of continuous outcomes. However, it is not clear how these methods would perform in health care database studies where outcomes are often binary and rare and data structures are complex. In this study, we evaluate these methods in simulation studies that recapitulate key characteristics of comparative effectiveness studies. We focus on the conditional average effect of a binary treatment on a binary outcome using the conditional risk difference as an estimand. To emulate health care database studies, we propose a simulation design where real covariate and treatment assignment data are used and only outcomes are simulated based on nonparametric models of the real outcomes. We apply this design to 4 published observational studies that used records from 2 major health care databases in the United States. Our results suggest that Bayesian additive regression trees and causal boosting consistently provide low bias in conditional risk difference estimates in the context of health care database studies. Copyright © 2018 John Wiley & Sons, Ltd.
DOE Office of Scientific and Technical Information (OSTI.GOV)
La Russa, D
Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributionsmore » found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.« less
The anatomy of choice: dopamine and decision-making
Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J.
2014-01-01
This paper considers goal-directed decision-making in terms of embodied or active inference. We associate bounded rationality with approximate Bayesian inference that optimizes a free energy bound on model evidence. Several constructs such as expected utility, exploration or novelty bonuses, softmax choice rules and optimism bias emerge as natural consequences of free energy minimization. Previous accounts of active inference have focused on predictive coding. In this paper, we consider variational Bayes as a scheme that the brain might use for approximate Bayesian inference. This scheme provides formal constraints on the computational anatomy of inference and action, which appear to be remarkably consistent with neuroanatomy. Active inference contextualizes optimal decision theory within embodied inference, where goals become prior beliefs. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (associated with softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution. Crucially, this sensitivity corresponds to the precision of beliefs about behaviour. The changes in precision during variational updates are remarkably reminiscent of empirical dopaminergic responses—and they may provide a new perspective on the role of dopamine in assimilating reward prediction errors to optimize decision-making. PMID:25267823
The anatomy of choice: dopamine and decision-making.
Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J
2014-11-05
This paper considers goal-directed decision-making in terms of embodied or active inference. We associate bounded rationality with approximate Bayesian inference that optimizes a free energy bound on model evidence. Several constructs such as expected utility, exploration or novelty bonuses, softmax choice rules and optimism bias emerge as natural consequences of free energy minimization. Previous accounts of active inference have focused on predictive coding. In this paper, we consider variational Bayes as a scheme that the brain might use for approximate Bayesian inference. This scheme provides formal constraints on the computational anatomy of inference and action, which appear to be remarkably consistent with neuroanatomy. Active inference contextualizes optimal decision theory within embodied inference, where goals become prior beliefs. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (associated with softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution. Crucially, this sensitivity corresponds to the precision of beliefs about behaviour. The changes in precision during variational updates are remarkably reminiscent of empirical dopaminergic responses-and they may provide a new perspective on the role of dopamine in assimilating reward prediction errors to optimize decision-making.
A Bayesian method for detecting pairwise associations in compositional data
Ventz, Steffen; Huttenhower, Curtis
2017-01-01
Compositional data consist of vectors of proportions normalized to a constant sum from a basis of unobserved counts. The sum constraint makes inference on correlations between unconstrained features challenging due to the information loss from normalization. However, such correlations are of long-standing interest in fields including ecology. We propose a novel Bayesian framework (BAnOCC: Bayesian Analysis of Compositional Covariance) to estimate a sparse precision matrix through a LASSO prior. The resulting posterior, generated by MCMC sampling, allows uncertainty quantification of any function of the precision matrix, including the correlation matrix. We also use a first-order Taylor expansion to approximate the transformation from the unobserved counts to the composition in order to investigate what characteristics of the unobserved counts can make the correlations more or less difficult to infer. On simulated datasets, we show that BAnOCC infers the true network as well as previous methods while offering the advantage of posterior inference. Larger and more realistic simulated datasets further showed that BAnOCC performs well as measured by type I and type II error rates. Finally, we apply BAnOCC to a microbial ecology dataset from the Human Microbiome Project, which in addition to reproducing established ecological results revealed unique, competition-based roles for Proteobacteria in multiple distinct habitats. PMID:29140991
2014-10-02
intervals (Neil, Tailor, Marquez, Fenton , & Hear, 2007). This is cumbersome, error prone and usually inaccurate. Even though a universal framework...Science. Neil, M., Tailor, M., Marquez, D., Fenton , N., & Hear. (2007). Inference in Bayesian networks using dynamic discretisation. Statistics
Bayesian Semiparametric Structural Equation Models with Latent Variables
ERIC Educational Resources Information Center
Yang, Mingan; Dunson, David B.
2010-01-01
Structural equation models (SEMs) with latent variables are widely useful for sparse covariance structure modeling and for inferring relationships among latent variables. Bayesian SEMs are appealing in allowing for the incorporation of prior information and in providing exact posterior distributions of unknowns, including the latent variables. In…
A Bayesian network approach for causal inferences in pesticide risk assessment and management
Pesticide risk assessment and management must balance societal benefits and ecosystem protection, based on quantified risks and the strength of the causal linkages between uses of the pesticide and socioeconomic and ecological endpoints of concern. A Bayesian network (BN) is a gr...
Ockham's razor and Bayesian analysis. [statistical theory for systems evaluation
NASA Technical Reports Server (NTRS)
Jefferys, William H.; Berger, James O.
1992-01-01
'Ockham's razor', the ad hoc principle enjoining the greatest possible simplicity in theoretical explanations, is presently shown to be justifiable as a consequence of Bayesian inference; Bayesian analysis can, moreover, clarify the nature of the 'simplest' hypothesis consistent with the given data. By choosing the prior probabilities of hypotheses, it becomes possible to quantify the scientific judgment that simpler hypotheses are more likely to be correct. Bayesian analysis also shows that a hypothesis with fewer adjustable parameters intrinsically possesses an enhanced posterior probability, due to the clarity of its predictions.
Semiparametric regression during 2003–2007*
Ruppert, David; Wand, M.P.; Carroll, Raymond J.
2010-01-01
Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology – thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007. We find semiparametric regression to be a vibrant field with substantial involvement and activity, continual enhancement and widespread application. PMID:20305800
Nonparametric Bayesian Context Learning for Buried Threat Detection
2012-01-01
scans of field-collected GPR data collected on dirt (top) and gravel (bottom) lanes at an Eastern US test site. . . . . . . . . . 47 2.11 Plot of ...partition the data into M components, they differ in the information used to partition the data. First, approaches that as- sume independence of observations...and the advantages and disadvantages of using each are discussed. Furthermore, the merits of incorporating spatial information are also highlighted
Vexler, Albert; Tanajian, Hovig; Hutson, Alan D
In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.
State Space Model with hidden variables for reconstruction of gene regulatory networks.
Wu, Xi; Li, Peng; Wang, Nan; Gong, Ping; Perkins, Edward J; Deng, Youping; Zhang, Chaoyang
2011-01-01
State Space Model (SSM) is a relatively new approach to inferring gene regulatory networks. It requires less computational time than Dynamic Bayesian Networks (DBN). There are two types of variables in the linear SSM, observed variables and hidden variables. SSM uses an iterative method, namely Expectation-Maximization, to infer regulatory relationships from microarray datasets. The hidden variables cannot be directly observed from experiments. How to determine the number of hidden variables has a significant impact on the accuracy of network inference. In this study, we used SSM to infer Gene regulatory networks (GRNs) from synthetic time series datasets, investigated Bayesian Information Criterion (BIC) and Principle Component Analysis (PCA) approaches to determining the number of hidden variables in SSM, and evaluated the performance of SSM in comparison with DBN. True GRNs and synthetic gene expression datasets were generated using GeneNetWeaver. Both DBN and linear SSM were used to infer GRNs from the synthetic datasets. The inferred networks were compared with the true networks. Our results show that inference precision varied with the number of hidden variables. For some regulatory networks, the inference precision of DBN was higher but SSM performed better in other cases. Although the overall performance of the two approaches is compatible, SSM is much faster and capable of inferring much larger networks than DBN. This study provides useful information in handling the hidden variables and improving the inference precision.
Bayesian estimation of differential transcript usage from RNA-seq data.
Papastamoulis, Panagiotis; Rattray, Magnus
2017-11-27
Next generation sequencing allows the identification of genes consisting of differentially expressed transcripts, a term which usually refers to changes in the overall expression level. A specific type of differential expression is differential transcript usage (DTU) and targets changes in the relative within gene expression of a transcript. The contribution of this paper is to: (a) extend the use of cjBitSeq to the DTU context, a previously introduced Bayesian model which is originally designed for identifying changes in overall expression levels and (b) propose a Bayesian version of DRIMSeq, a frequentist model for inferring DTU. cjBitSeq is a read based model and performs fully Bayesian inference by MCMC sampling on the space of latent state of each transcript per gene. BayesDRIMSeq is a count based model and estimates the Bayes Factor of a DTU model against a null model using Laplace's approximation. The proposed models are benchmarked against the existing ones using a recent independent simulation study as well as a real RNA-seq dataset. Our results suggest that the Bayesian methods exhibit similar performance with DRIMSeq in terms of precision/recall but offer better calibration of False Discovery Rate.
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.
NASA Astrophysics Data System (ADS)
Xu, T.; Valocchi, A. J.; Ye, M.; Liang, F.
2016-12-01
Due to simplification and/or misrepresentation of the real aquifer system, numerical groundwater flow and solute transport models are usually subject to model structural error. During model calibration, the hydrogeological parameters may be overly adjusted to compensate for unknown structural error. This may result in biased predictions when models are used to forecast aquifer response to new forcing. In this study, we extend a fully Bayesian method [Xu and Valocchi, 2015] to calibrate a real-world, regional groundwater flow model. The method uses a data-driven error model to describe model structural error and jointly infers model parameters and structural error. In this study, Bayesian inference is facilitated using high performance computing and fast surrogate models. The surrogate models are constructed using machine learning techniques to emulate the response simulated by the computationally expensive groundwater model. We demonstrate in the real-world case study that explicitly accounting for model structural error yields parameter posterior distributions that are substantially different from those derived by the classical Bayesian calibration that does not account for model structural error. In addition, the Bayesian with error model method gives significantly more accurate prediction along with reasonable credible intervals.
ANUBIS: artificial neuromodulation using a Bayesian inference system.
Smith, Benjamin J H; Saaj, Chakravarthini M; Allouis, Elie
2013-01-01
Gain tuning is a crucial part of controller design and depends not only on an accurate understanding of the system in question, but also on the designer's ability to predict what disturbances and other perturbations the system will encounter throughout its operation. This letter presents ANUBIS (artificial neuromodulation using a Bayesian inference system), a novel biologically inspired technique for automatically tuning controller parameters in real time. ANUBIS is based on the Bayesian brain concept and modifies it by incorporating a model of the neuromodulatory system comprising four artificial neuromodulators. It has been applied to the controller of EchinoBot, a prototype walking rover for Martian exploration. ANUBIS has been implemented at three levels of the controller; gait generation, foot trajectory planning using Bézier curves, and foot trajectory tracking using a terminal sliding mode controller. We compare the results to a similar system that has been tuned using a multilayer perceptron. The use of Bayesian inference means that the system retains mathematical interpretability, unlike other intelligent tuning techniques, which use neural networks, fuzzy logic, or evolutionary algorithms. The simulation results show that ANUBIS provides significant improvements in efficiency and adaptability of the three controller components; it allows the robot to react to obstacles and uncertainties faster than the system tuned with the MLP, while maintaining stability and accuracy. As well as advancing rover autonomy, ANUBIS could also be applied to other situations where operating conditions are likely to change or cannot be accurately modeled in advance, such as process control. In addition, it demonstrates one way in which neuromodulation could fit into the Bayesian brain framework.
Kim, Hea-Jung
2014-01-01
This paper considers a hierarchical screened Gaussian model (HSGM) for Bayesian inference of normal models when an interval constraint in the mean parameter space needs to be incorporated in the modeling but when such a restriction is uncertain. An objective measure of the uncertainty, regarding the interval constraint, accounted for by using the HSGM is proposed for the Bayesian inference. For this purpose, we drive a maximum entropy prior of the normal mean, eliciting the uncertainty regarding the interval constraint, and then obtain the uncertainty measure by considering the relationship between the maximum entropy prior and the marginal prior of the normal mean in HSGM. Bayesian estimation procedure of HSGM is developed and two numerical illustrations pertaining to the properties of the uncertainty measure are provided.
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.
Diagnostics for insufficiencies of posterior calculations in Bayesian signal inference.
Dorn, Sebastian; Oppermann, Niels; Ensslin, Torsten A
2013-11-01
We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform distribution of a quantity constructed for this purpose. We show that this method is able to reveal and discriminate several kinds of numerical and approximation errors, as well as their impact on the posterior distribution. For this we present four typical analytical examples of posteriors with incorrect variance, skewness, position of the maximum, or normalization. We show further how this test can be applied to multidimensional signals.
Language Evolution by Iterated Learning with Bayesian Agents
ERIC Educational Resources Information Center
Griffiths, Thomas L.; Kalish, Michael L.
2007-01-01
Languages are transmitted from person to person and generation to generation via a process of iterated learning: people learn a language from other people who once learned that language themselves. We analyze the consequences of iterated learning for learning algorithms based on the principles of Bayesian inference, assuming that learners compute…
Arenas, Miguel
2015-04-01
NGS technologies present a fast and cheap generation of genomic data. Nevertheless, ancestral genome inference is not so straightforward due to complex evolutionary processes acting on this material such as inversions, translocations, and other genome rearrangements that, in addition to their implicit complexity, can co-occur and confound ancestral inferences. Recently, models of genome evolution that accommodate such complex genomic events are emerging. This letter explores these novel evolutionary models and proposes their incorporation into robust statistical approaches based on computer simulations, such as approximate Bayesian computation, that may produce a more realistic evolutionary analysis of genomic data. Advantages and pitfalls in using these analytical methods are discussed. Potential applications of these ancestral genomic inferences are also pointed out.
The visual system’s internal model of the world
Lee, Tai Sing
2015-01-01
The Bayesian paradigm has provided a useful conceptual theory for understanding perceptual computation in the brain. While the detailed neural mechanisms of Bayesian inference are not fully understood, recent computational and neurophysiological works have illuminated the underlying computational principles and representational architecture. The fundamental insights are that the visual system is organized as a modular hierarchy to encode an internal model of the world, and that perception is realized by statistical inference based on such internal model. In this paper, I will discuss and analyze the varieties of representational schemes of these internal models and how they might be used to perform learning and inference. I will argue for a unified theoretical framework for relating the internal models to the observed neural phenomena and mechanisms in the visual cortex. PMID:26566294
Neuronal integration of dynamic sources: Bayesian learning and Bayesian inference.
Siegelmann, Hava T; Holzman, Lars E
2010-09-01
One of the brain's most basic functions is integrating sensory data from diverse sources. This ability causes us to question whether the neural system is computationally capable of intelligently integrating data, not only when sources have known, fixed relative dependencies but also when it must determine such relative weightings based on dynamic conditions, and then use these learned weightings to accurately infer information about the world. We suggest that the brain is, in fact, fully capable of computing this parallel task in a single network and describe a neural inspired circuit with this property. Our implementation suggests the possibility that evidence learning requires a more complex organization of the network than was previously assumed, where neurons have different specialties, whose emergence brings the desired adaptivity seen in human online inference.
Weiss, Scott T.
2014-01-01
Bayesian Networks (BN) have been a popular predictive modeling formalism in bioinformatics, but their application in modern genomics has been slowed by an inability to cleanly handle domains with mixed discrete and continuous variables. Existing free BN software packages either discretize continuous variables, which can lead to information loss, or do not include inference routines, which makes prediction with the BN impossible. We present CGBayesNets, a BN package focused around prediction of a clinical phenotype from mixed discrete and continuous variables, which fills these gaps. CGBayesNets implements Bayesian likelihood and inference algorithms for the conditional Gaussian Bayesian network (CGBNs) formalism, one appropriate for predicting an outcome of interest from, e.g., multimodal genomic data. We provide four different network learning algorithms, each making a different tradeoff between computational cost and network likelihood. CGBayesNets provides a full suite of functions for model exploration and verification, including cross validation, bootstrapping, and AUC manipulation. We highlight several results obtained previously with CGBayesNets, including predictive models of wood properties from tree genomics, leukemia subtype classification from mixed genomic data, and robust prediction of intensive care unit mortality outcomes from metabolomic profiles. We also provide detailed example analysis on public metabolomic and gene expression datasets. CGBayesNets is implemented in MATLAB and available as MATLAB source code, under an Open Source license and anonymous download at http://www.cgbayesnets.com. PMID:24922310
Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations
Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth
2016-01-01
Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173
McGeachie, Michael J; Chang, Hsun-Hsien; Weiss, Scott T
2014-06-01
Bayesian Networks (BN) have been a popular predictive modeling formalism in bioinformatics, but their application in modern genomics has been slowed by an inability to cleanly handle domains with mixed discrete and continuous variables. Existing free BN software packages either discretize continuous variables, which can lead to information loss, or do not include inference routines, which makes prediction with the BN impossible. We present CGBayesNets, a BN package focused around prediction of a clinical phenotype from mixed discrete and continuous variables, which fills these gaps. CGBayesNets implements Bayesian likelihood and inference algorithms for the conditional Gaussian Bayesian network (CGBNs) formalism, one appropriate for predicting an outcome of interest from, e.g., multimodal genomic data. We provide four different network learning algorithms, each making a different tradeoff between computational cost and network likelihood. CGBayesNets provides a full suite of functions for model exploration and verification, including cross validation, bootstrapping, and AUC manipulation. We highlight several results obtained previously with CGBayesNets, including predictive models of wood properties from tree genomics, leukemia subtype classification from mixed genomic data, and robust prediction of intensive care unit mortality outcomes from metabolomic profiles. We also provide detailed example analysis on public metabolomic and gene expression datasets. CGBayesNets is implemented in MATLAB and available as MATLAB source code, under an Open Source license and anonymous download at http://www.cgbayesnets.com.
Application of Bayesian Approach in Cancer Clinical Trial
Bhattacharjee, Atanu
2014-01-01
The application of Bayesian approach in clinical trials becomes more useful over classical method. It is beneficial from design to analysis phase. The straight forward statement is possible to obtain through Bayesian about the drug treatment effect. Complex computational problems are simple to handle with Bayesian techniques. The technique is only feasible to performing presence of prior information of the data. The inference is possible to establish through posterior estimates. However, some limitations are present in this method. The objective of this work was to explore the several merits and demerits of Bayesian approach in cancer research. The review of the technique will be helpful for the clinical researcher involved in the oncology to explore the limitation and power of Bayesian techniques. PMID:29147387
BiomeNet: A Bayesian Model for Inference of Metabolic Divergence among Microbial Communities
Chipman, Hugh; Gu, Hong; Bielawski, Joseph P.
2014-01-01
Metagenomics yields enormous numbers of microbial sequences that can be assigned a metabolic function. Using such data to infer community-level metabolic divergence is hindered by the lack of a suitable statistical framework. Here, we describe a novel hierarchical Bayesian model, called BiomeNet (Bayesian inference of metabolic networks), for inferring differential prevalence of metabolic subnetworks among microbial communities. To infer the structure of community-level metabolic interactions, BiomeNet applies a mixed-membership modelling framework to enzyme abundance information. The basic idea is that the mixture components of the model (metabolic reactions, subnetworks, and networks) are shared across all groups (microbiome samples), but the mixture proportions vary from group to group. Through this framework, the model can capture nested structures within the data. BiomeNet is unique in modeling each metagenome sample as a mixture of complex metabolic systems (metabosystems). The metabosystems are composed of mixtures of tightly connected metabolic subnetworks. BiomeNet differs from other unsupervised methods by allowing researchers to discriminate groups of samples through the metabolic patterns it discovers in the data, and by providing a framework for interpreting them. We describe a collapsed Gibbs sampler for inference of the mixture weights under BiomeNet, and we use simulation to validate the inference algorithm. Application of BiomeNet to human gut metagenomes revealed a metabosystem with greater prevalence among inflammatory bowel disease (IBD) patients. Based on the discriminatory subnetworks for this metabosystem, we inferred that the community is likely to be closely associated with the human gut epithelium, resistant to dietary interventions, and interfere with human uptake of an antioxidant connected to IBD. Because this metabosystem has a greater capacity to exploit host-associated glycans, we speculate that IBD-associated communities might arise from opportunist growth of bacteria that can circumvent the host's nutrient-based mechanism for bacterial partner selection. PMID:25412107
Bayes in biological anthropology.
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.
Feder, Paul I; Ma, Zhenxu J; Bull, Richard J; Teuschler, Linda K; Rice, Glenn
2009-01-01
In chemical mixtures risk assessment, the use of dose-response data developed for one mixture to estimate risk posed by a second mixture depends on whether the two mixtures are sufficiently similar. While evaluations of similarity may be made using qualitative judgments, this article uses nonparametric statistical methods based on the "bootstrap" resampling technique to address the question of similarity among mixtures of chemical disinfectant by-products (DBP) in drinking water. The bootstrap resampling technique is a general-purpose, computer-intensive approach to statistical inference that substitutes empirical sampling for theoretically based parametric mathematical modeling. Nonparametric, bootstrap-based inference involves fewer assumptions than parametric normal theory based inference. The bootstrap procedure is appropriate, at least in an asymptotic sense, whether or not the parametric, distributional assumptions hold, even approximately. The statistical analysis procedures in this article are initially illustrated with data from 5 water treatment plants (Schenck et al., 2009), and then extended using data developed from a study of 35 drinking-water utilities (U.S. EPA/AMWA, 1989), which permits inclusion of a greater number of water constituents and increased structure in the statistical models.
NASA Astrophysics Data System (ADS)
Rezaei Kh., S.; Bailer-Jones, C. A. L.; Hanson, R. J.; Fouesneau, M.
2017-02-01
We present a non-parametric model for inferring the three-dimensional (3D) distribution of dust density in the Milky Way. Our approach uses the extinction measured towards stars at different locations in the Galaxy at approximately known distances. Each extinction measurement is proportional to the integrated dust density along its line of sight (LoS). Making simple assumptions about the spatial correlation of the dust density, we can infer the most probable 3D distribution of dust across the entire observed region, including along sight lines which were not observed. This is possible because our model employs a Gaussian process to connect all LoS. We demonstrate the capability of our model to capture detailed dust density variations using mock data and simulated data from the Gaia Universe Model Snapshot. We then apply our method to a sample of giant stars observed by APOGEE and Kepler to construct a 3D dust map over a small region of the Galaxy. Owing to our smoothness constraint and its isotropy, we provide one of the first maps which does not show the "fingers of God" effect.
Impact of Bayesian Priors on the Characterization of Binary Black Hole Coalescences
NASA Astrophysics Data System (ADS)
Vitale, Salvatore; Gerosa, Davide; Haster, Carl-Johan; Chatziioannou, Katerina; Zimmerman, Aaron
2017-12-01
In a regime where data are only mildly informative, prior choices can play a significant role in Bayesian statistical inference, potentially affecting the inferred physics. We show this is indeed the case for some of the parameters inferred from current gravitational-wave measurements of binary black hole coalescences. We reanalyze the first detections performed by the twin LIGO interferometers using alternative (and astrophysically motivated) prior assumptions. We find different prior distributions can introduce deviations in the resulting posteriors that impact the physical interpretation of these systems. For instance, (i) limits on the 90% credible interval on the effective black hole spin χeff are subject to variations of ˜10 % if a prior with black hole spins mostly aligned to the binary's angular momentum is considered instead of the standard choice of isotropic spin directions, and (ii) under priors motivated by the initial stellar mass function, we infer tighter constraints on the black hole masses, and in particular, we find no support for any of the inferred masses within the putative mass gap M ≲5 M⊙.
Impact of Bayesian Priors on the Characterization of Binary Black Hole Coalescences.
Vitale, Salvatore; Gerosa, Davide; Haster, Carl-Johan; Chatziioannou, Katerina; Zimmerman, Aaron
2017-12-22
In a regime where data are only mildly informative, prior choices can play a significant role in Bayesian statistical inference, potentially affecting the inferred physics. We show this is indeed the case for some of the parameters inferred from current gravitational-wave measurements of binary black hole coalescences. We reanalyze the first detections performed by the twin LIGO interferometers using alternative (and astrophysically motivated) prior assumptions. We find different prior distributions can introduce deviations in the resulting posteriors that impact the physical interpretation of these systems. For instance, (i) limits on the 90% credible interval on the effective black hole spin χ_{eff} are subject to variations of ∼10% if a prior with black hole spins mostly aligned to the binary's angular momentum is considered instead of the standard choice of isotropic spin directions, and (ii) under priors motivated by the initial stellar mass function, we infer tighter constraints on the black hole masses, and in particular, we find no support for any of the inferred masses within the putative mass gap M≲5 M_{⊙}.
"Magnitude-based inference": a statistical review.
Welsh, Alan H; Knight, Emma J
2015-04-01
We consider "magnitude-based inference" and its interpretation by examining in detail its use in the problem of comparing two means. We extract from the spreadsheets, which are provided to users of the analysis (http://www.sportsci.org/), a precise description of how "magnitude-based inference" is implemented. We compare the implemented version of the method with general descriptions of it and interpret the method in familiar statistical terms. We show that "magnitude-based inference" is not a progressive improvement on modern statistics. The additional probabilities introduced are not directly related to the confidence interval but, rather, are interpretable either as P values for two different nonstandard tests (for different null hypotheses) or as approximate Bayesian calculations, which also lead to a type of test. We also discuss sample size calculations associated with "magnitude-based inference" and show that the substantial reduction in sample sizes claimed for the method (30% of the sample size obtained from standard frequentist calculations) is not justifiable so the sample size calculations should not be used. Rather than using "magnitude-based inference," a better solution is to be realistic about the limitations of the data and use either confidence intervals or a fully Bayesian analysis.
NASA Astrophysics Data System (ADS)
Raithel, Carolyn A.; Özel, Feryal; Psaltis, Dimitrios
2017-08-01
One of the key goals of observing neutron stars is to infer the equation of state (EoS) of the cold, ultradense matter in their interiors. Here, we present a Bayesian statistical method of inferring the pressures at five fixed densities, from a sample of mock neutron star masses and radii. We show that while five polytropic segments are needed for maximum flexibility in the absence of any prior knowledge of the EoS, regularizers are also necessary to ensure that simple underlying EoS are not over-parameterized. For ideal data with small measurement uncertainties, we show that the pressure at roughly twice the nuclear saturation density, {ρ }{sat}, can be inferred to within 0.3 dex for many realizations of potential sources of uncertainties. The pressures of more complicated EoS with significant phase transitions can also be inferred to within ˜30%. We also find that marginalizing the multi-dimensional parameter space of pressure to infer a mass-radius relation can lead to biases of nearly 1 km in radius, toward larger radii. Using the full, five-dimensional posterior likelihoods avoids this bias.
Schörgendorfer, Angela; Branscum, Adam J; Hanson, Timothy E
2013-06-01
Logistic regression is a popular tool for risk analysis in medical and population health science. With continuous response data, it is common to create a dichotomous outcome for logistic regression analysis by specifying a threshold for positivity. Fitting a linear regression to the nondichotomized response variable assuming a logistic sampling model for the data has been empirically shown to yield more efficient estimates of odds ratios than ordinary logistic regression of the dichotomized endpoint. We illustrate that risk inference is not robust to departures from the parametric logistic distribution. Moreover, the model assumption of proportional odds is generally not satisfied when the condition of a logistic distribution for the data is violated, leading to biased inference from a parametric logistic analysis. We develop novel Bayesian semiparametric methodology for testing goodness of fit of parametric logistic regression with continuous measurement data. The testing procedures hold for any cutoff threshold and our approach simultaneously provides the ability to perform semiparametric risk estimation. Bayes factors are calculated using the Savage-Dickey ratio for testing the null hypothesis of logistic regression versus a semiparametric generalization. We propose a fully Bayesian and a computationally efficient empirical Bayesian approach to testing, and we present methods for semiparametric estimation of risks, relative risks, and odds ratios when parametric logistic regression fails. Theoretical results establish the consistency of the empirical Bayes test. Results from simulated data show that the proposed approach provides accurate inference irrespective of whether parametric assumptions hold or not. Evaluation of risk factors for obesity shows that different inferences are derived from an analysis of a real data set when deviations from a logistic distribution are permissible in a flexible semiparametric framework. © 2013, The International Biometric Society.
2014-10-01
de l’exactitude et de la précision), comparativement au modèle de mesure plus simple qui n’utilise pas de multiplicateurs. Importance pour la défense...3) Bayesian experimental design for receptor placement in order to maximize the expected information in the measured concen- tration data for...applications of the Bayesian inferential methodology for source recon- struction have used high-quality concentration data from well- designed atmospheric
[Bayesian approach for the cost-effectiveness evaluation of healthcare technologies].
Berchialla, Paola; Gregori, Dario; Brunello, Franco; Veltri, Andrea; Petrinco, Michele; Pagano, Eva
2009-01-01
The development of Bayesian statistical methods for the assessment of the cost-effectiveness of health care technologies is reviewed. Although many studies adopt a frequentist approach, several authors have advocated the use of Bayesian methods in health economics. Emphasis has been placed on the advantages of the Bayesian approach, which include: (i) the ability to make more intuitive and meaningful inferences; (ii) the ability to tackle complex problems, such as allowing for the inclusion of patients who generate no cost, thanks to the availability of powerful computational algorithms; (iii) the importance of a full use of quantitative and structural prior information to produce realistic inferences. Much literature comparing the cost-effectiveness of two treatments is based on the incremental cost-effectiveness ratio. However, new methods are arising with the purpose of decision making. These methods are based on a net benefits approach. In the present context, the cost-effectiveness acceptability curves have been pointed out to be intrinsically Bayesian in their formulation. They plot the probability of a positive net benefit against the threshold cost of a unit increase in efficacy.A case study is presented in order to illustrate the Bayesian statistics in the cost-effectiveness analysis. Emphasis is placed on the cost-effectiveness acceptability curves. Advantages and disadvantages of the method described in this paper have been compared to frequentist methods and discussed.
Bayesian decoding using unsorted spikes in the rat hippocampus
Layton, Stuart P.; Chen, Zhe; Wilson, Matthew A.
2013-01-01
A fundamental task in neuroscience is to understand how neural ensembles represent information. Population decoding is a useful tool to extract information from neuronal populations based on the ensemble spiking activity. We propose a novel Bayesian decoding paradigm to decode unsorted spikes in the rat hippocampus. Our approach uses a direct mapping between spike waveform features and covariates of interest and avoids accumulation of spike sorting errors. Our decoding paradigm is nonparametric, encoding model-free for representing stimuli, and extracts information from all available spikes and their waveform features. We apply the proposed Bayesian decoding algorithm to a position reconstruction task for freely behaving rats based on tetrode recordings of rat hippocampal neuronal activity. Our detailed decoding analyses demonstrate that our approach is efficient and better utilizes the available information in the nonsortable hash than the standard sorting-based decoding algorithm. Our approach can be adapted to an online encoding/decoding framework for applications that require real-time decoding, such as brain-machine interfaces. PMID:24089403
[Bayesian 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.
Measuring Learning Progressions Using Bayesian Modeling in Complex Assessments
ERIC Educational Resources Information Center
Rutstein, Daisy Wise
2012-01-01
This research examines issues regarding model estimation and robustness in the use of Bayesian Inference Networks (BINs) for measuring Learning Progressions (LPs). It provides background information on LPs and how they might be used in practice. Two simulation studies are performed, along with real data examples. The first study examines the case…
Predicting site locations for biomass using facilities with Bayesian methods
Timothy M. Young; James H. Perdue; Xia Huang
2017-01-01
Logistic regression models combined with Bayesian inference were developed to predict locations and quantify factors that influence the siting of biomass-using facilities that use woody biomass in the Southeastern United States. Predictions were developed for two groups of mills, one representing larger capacity mills similar to pulp and paper mills (Group II...
Pretense, Counterfactuals, and Bayesian Causal Models: Why What Is Not Real Really Matters
ERIC Educational Resources Information Center
Weisberg, Deena S.; Gopnik, Alison
2013-01-01
Young children spend a large portion of their time pretending about non-real situations. Why? We answer this question by using the framework of Bayesian causal models to argue that pretending and counterfactual reasoning engage the same component cognitive abilities: disengaging with current reality, making inferences about an alternative…
Modeling Error Distributions of Growth Curve Models through Bayesian Methods
ERIC Educational Resources Information Center
Zhang, Zhiyong
2016-01-01
Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is…
Bayesian statistics: estimating plant demographic parameters
James S. Clark; Michael Lavine
2001-01-01
There are times when external information should be brought tobear on an ecological analysis. experiments are never conducted in a knowledge-free context. The inference we draw from an observation may depend on everything else we know about the process. Bayesian analysis is a method that brings outside evidence into the analysis of experimental and observational data...
Bayesian Estimation of the Logistic Positive Exponent IRT Model
ERIC Educational Resources Information Center
Bolfarine, Heleno; Bazan, Jorge Luis
2010-01-01
A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…
Anderson, Eric C; Ng, Thomas C
2016-02-01
We develop a computational framework for addressing pedigree inference problems using small numbers (80-400) of single nucleotide polymorphisms (SNPs). Our approach relaxes the assumptions, which are commonly made, that sampling is complete with respect to the pedigree and that there is no genotyping error. It relies on representing the inferred pedigree as a factor graph and invoking the Sum-Product algorithm to compute and store quantities that allow the joint probability of the data to be rapidly computed under a large class of rearrangements of the pedigree structure. This allows efficient MCMC sampling over the space of pedigrees, and, hence, Bayesian inference of pedigree structure. In this paper we restrict ourselves to inference of pedigrees without loops using SNPs assumed to be unlinked. We present the methodology in general for multigenerational inference, and we illustrate the method by applying it to the inference of full sibling groups in a large sample (n=1157) of Chinook salmon typed at 95 SNPs. The results show that our method provides a better point estimate and estimate of uncertainty than the currently best-available maximum-likelihood sibling reconstruction method. Extensions of this work to more complex scenarios are briefly discussed. Published by Elsevier Inc.
Enhanced optical alignment of a digital micro mirror device through Bayesian adaptive exploration
NASA Astrophysics Data System (ADS)
Wynne, Kevin B.; Knuth, Kevin H.; Petruccelli, Jonathan
2017-12-01
As the use of Digital Micro Mirror Devices (DMDs) becomes more prevalent in optics research, the ability to precisely locate the Fourier "footprint" of an image beam at the Fourier plane becomes a pressing need. In this approach, Bayesian adaptive exploration techniques were employed to characterize the size and position of the beam on a DMD located at the Fourier plane. It couples a Bayesian inference engine with an inquiry engine to implement the search. The inquiry engine explores the DMD by engaging mirrors and recording light intensity values based on the maximization of the expected information gain. Using the data collected from this exploration, the Bayesian inference engine updates the posterior probability describing the beam's characteristics. The process is iterated until the beam is located to within the desired precision. This methodology not only locates the center and radius of the beam with remarkable precision but accomplishes the task in far less time than a brute force search. The employed approach has applications to system alignment for both Fourier processing and coded aperture design.
Encoding probabilistic brain atlases using Bayesian inference.
Van Leemput, Koen
2009-06-01
This paper addresses the problem of creating probabilistic brain atlases from manually labeled training data. Probabilistic atlases are typically constructed by counting the relative frequency of occurrence of labels in corresponding locations across the training images. However, such an "averaging" approach generalizes poorly to unseen cases when the number of training images is limited, and provides no principled way of aligning the training datasets using deformable registration. In this paper, we generalize the generative image model implicitly underlying standard "average" atlases, using mesh-based representations endowed with an explicit deformation model. Bayesian inference is used to infer the optimal model parameters from the training data, leading to a simultaneous group-wise registration and atlas estimation scheme that encompasses standard averaging as a special case. We also use Bayesian inference to compare alternative atlas models in light of the training data, and show how this leads to a data compression problem that is intuitive to interpret and computationally feasible. Using this technique, we automatically determine the optimal amount of spatial blurring, the best deformation field flexibility, and the most compact mesh representation. We demonstrate, using 2-D training datasets, that the resulting models are better at capturing the structure in the training data than conventional probabilistic atlases. We also present experiments of the proposed atlas construction technique in 3-D, and show the resulting atlases' potential in fully-automated, pulse sequence-adaptive segmentation of 36 neuroanatomical structures in brain MRI scans.
Using Stan for Item Response Theory Models
ERIC Educational Resources Information Center
Ames, Allison J.; Au, Chi Hang
2018-01-01
Stan is a flexible probabilistic programming language providing full Bayesian inference through Hamiltonian Monte Carlo algorithms. The benefits of Hamiltonian Monte Carlo include improved efficiency and faster inference, when compared to other MCMC software implementations. Users can interface with Stan through a variety of computing…
NASA Astrophysics Data System (ADS)
Tsionas, Mike G.; Michaelides, Panayotis G.
2017-09-01
We use a novel Bayesian inference procedure for the Lyapunov exponent in the dynamical system of returns and their unobserved volatility. In the dynamical system, computation of largest Lyapunov exponent by traditional methods is impossible as the stochastic nature has to be taken explicitly into account due to unobserved volatility. We apply the new techniques to daily stock return data for a group of six countries, namely USA, UK, Switzerland, Netherlands, Germany and France, from 2003 to 2014, by means of Sequential Monte Carlo for Bayesian inference. The evidence points to the direction that there is indeed noisy chaos both before and after the recent financial crisis. However, when a much simpler model is examined where the interaction between returns and volatility is not taken into consideration jointly, the hypothesis of chaotic dynamics does not receive much support by the data ("neglected chaos").
F-MAP: A Bayesian approach to infer the gene regulatory network using external hints
Shahdoust, Maryam; Mahjub, Hossein; Sadeghi, Mehdi
2017-01-01
The Common topological features of related species gene regulatory networks suggest reconstruction of the network of one species by using the further information from gene expressions profile of related species. We present an algorithm to reconstruct the gene regulatory network named; F-MAP, which applies the knowledge about gene interactions from related species. Our algorithm sets a Bayesian framework to estimate the precision matrix of one species microarray gene expressions dataset to infer the Gaussian Graphical model of the network. The conjugate Wishart prior is used and the information from related species is applied to estimate the hyperparameters of the prior distribution by using the factor analysis. Applying the proposed algorithm on six related species of drosophila shows that the precision of reconstructed networks is improved considerably compared to the precision of networks constructed by other Bayesian approaches. PMID:28938012
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.
When Absence of Evidence Is Evidence of Absence: Rational Inferences From Absent Data.
Hsu, Anne S; Horng, Andy; Griffiths, Thomas L; Chater, Nick
2017-05-01
Identifying patterns in the world requires noticing not only unusual occurrences, but also unusual absences. We examined how people learn from absences, manipulating the extent to which an absence is expected. People can make two types of inferences from the absence of an event: either the event is possible but has not yet occurred, or the event never occurs. A rational analysis using Bayesian inference predicts that inferences from absent data should depend on how much the absence is expected to occur, with less probable absences being more salient. We tested this prediction in two experiments in which we elicited people's judgments about patterns in the data as a function of absence salience. We found that people were able to decide that absences either were mere coincidences or were indicative of a significant pattern in the data in a manner that was consistent with predictions of a simple Bayesian model. Copyright © 2016 Cognitive Science Society, Inc.
MultiNest: Efficient and Robust Bayesian Inference
NASA Astrophysics Data System (ADS)
Feroz, F.; Hobson, M. P.; Bridges, M.
2011-09-01
We present further development and the first public release of our multimodal nested sampling algorithm, called MultiNest. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior samples from distributions that may contain multiple modes and pronounced (curving) degeneracies in high dimensions. The developments presented here lead to further substantial improvements in sampling efficiency and robustness, as compared to the original algorithm presented in Feroz & Hobson (2008), which itself significantly outperformed existing MCMC techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MultiNest algorithm is demonstrated by application to two toy problems and to a cosmological inference problem focusing on the extension of the vanilla LambdaCDM model to include spatial curvature and a varying equation of state for dark energy. The MultiNest software is fully parallelized using MPI and includes an interface to CosmoMC. It will also be released as part of the SuperBayeS package, for the analysis of supersymmetric theories of particle physics, at this http URL.
Friston, Karl J.; Dolan, Raymond J.
2017-01-01
Normative models of human cognition often appeal to Bayesian filtering, which provides optimal online estimates of unknown or hidden states of the world, based on previous observations. However, in many cases it is necessary to optimise beliefs about sequences of states rather than just the current state. Importantly, Bayesian filtering and sequential inference strategies make different predictions about beliefs and subsequent choices, rendering them behaviourally dissociable. Taking data from a probabilistic reversal task we show that subjects’ choices provide strong evidence that they are representing short sequences of states. Between-subject measures of this implicit sequential inference strategy had a neurobiological underpinning and correlated with grey matter density in prefrontal and parietal cortex, as well as the hippocampus. Our findings provide, to our knowledge, the first evidence for sequential inference in human cognition, and by exploiting between-subject variation in this measure we provide pointers to its neuronal substrates. PMID:28486504
Park, Taeyoung; Krafty, Robert T; Sánchez, Alvaro I
2012-07-27
A Poisson regression model with an offset assumes a constant baseline rate after accounting for measured covariates, which may lead to biased estimates of coefficients in an inhomogeneous Poisson process. To correctly estimate the effect of time-dependent covariates, we propose a Poisson change-point regression model with an offset that allows a time-varying baseline rate. When the nonconstant pattern of a log baseline rate is modeled with a nonparametric step function, the resulting semi-parametric model involves a model component of varying dimension and thus requires a sophisticated varying-dimensional inference to obtain correct estimates of model parameters of fixed dimension. To fit the proposed varying-dimensional model, we devise a state-of-the-art MCMC-type algorithm based on partial collapse. The proposed model and methods are used to investigate an association between daily homicide rates in Cali, Colombia and policies that restrict the hours during which the legal sale of alcoholic beverages is permitted. While simultaneously identifying the latent changes in the baseline homicide rate which correspond to the incidence of sociopolitical events, we explore the effect of policies governing the sale of alcohol on homicide rates and seek a policy that balances the economic and cultural dependencies on alcohol sales to the health of the public.
A product of independent beta probabilities dose escalation design for dual-agent phase I trials.
Mander, Adrian P; Sweeting, Michael J
2015-04-15
Dual-agent trials are now increasingly common in oncology research, and many proposed dose-escalation designs are available in the statistical literature. Despite this, the translation from statistical design to practical application is slow, as has been highlighted in single-agent phase I trials, where a 3 + 3 rule-based design is often still used. To expedite this process, new dose-escalation designs need to be not only scientifically beneficial but also easy to understand and implement by clinicians. In this paper, we propose a curve-free (nonparametric) design for a dual-agent trial in which the model parameters are the probabilities of toxicity at each of the dose combinations. We show that it is relatively trivial for a clinician's prior beliefs or historical information to be incorporated in the model and updating is fast and computationally simple through the use of conjugate Bayesian inference. Monotonicity is ensured by considering only a set of monotonic contours for the distribution of the maximum tolerated contour, which defines the dose-escalation decision process. Varied experimentation around the contour is achievable, and multiple dose combinations can be recommended to take forward to phase II. Code for R, Stata and Excel are available for implementation. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Hepatitis disease detection using Bayesian theory
NASA Astrophysics Data System (ADS)
Maseleno, Andino; Hidayati, Rohmah Zahroh
2017-02-01
This paper presents hepatitis disease diagnosis using a Bayesian theory for better understanding of the theory. In this research, we used a Bayesian theory for detecting hepatitis disease and displaying the result of diagnosis process. Bayesian algorithm theory is rediscovered and perfected by Laplace, the basic idea is using of the known prior probability and conditional probability density parameter, based on Bayes theorem to calculate the corresponding posterior probability, and then obtained the posterior probability to infer and make decisions. Bayesian methods combine existing knowledge, prior probabilities, with additional knowledge derived from new data, the likelihood function. The initial symptoms of hepatitis which include malaise, fever and headache. The probability of hepatitis given the presence of malaise, fever, and headache. The result revealed that a Bayesian theory has successfully identified the existence of hepatitis disease.
NASA Astrophysics Data System (ADS)
Paudel, Y.; Botzen, W. J. W.; Aerts, J. C. J. H.
2013-03-01
This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on these results, flood insurance premiums are estimated using two different practical methods that each account in different ways for an insurer's risk aversion and the dispersion rate of loss data. This study is of practical relevance because insurers have been considering the introduction of flood insurance in the Netherlands, which is currently not generally available.
Joint Bayesian inference for near-surface explosion yield
NASA Astrophysics Data System (ADS)
Bulaevskaya, V.; Ford, S. R.; Ramirez, A. L.; Rodgers, A. J.
2016-12-01
A near-surface explosion generates seismo-acoustic motion that is related to its yield. However, the recorded motion is affected by near-source effects such as depth-of-burial, and propagation-path effects such as variable geology. We incorporate these effects in a forward model relating yield to seismo-acoustic motion, and use Bayesian inference to estimate yield given recordings of the seismo-acoustic wavefield. The Bayesian approach to this inverse problem allows us to obtain the probability distribution of plausible yield values and thus quantify the uncertainty in the yield estimate. Moreover, the sensitivity of the acoustic signal falls as a function of the depth-of-burial, while the opposite relationship holds for the seismic signal. Therefore, using both the acoustic and seismic wavefield data allows us to avoid the trade-offs associated with using only one of these signals alone. In addition, our inference framework allows for correlated features of the same data type (seismic or acoustic) to be incorporated in the estimation of yield in order to make use of as much information from the same waveform as possible. We demonstrate our approach with a historical dataset and a contemporary field experiment.
NASA Astrophysics Data System (ADS)
Zhou, X.; Albertson, J. D.
2016-12-01
Natural gas is considered as a bridge fuel towards clean energy due to its potential lower greenhouse gas emission comparing with other fossil fuels. Despite numerous efforts, an efficient and cost-effective approach to monitor fugitive methane emissions along the natural gas production-supply chain has not been developed yet. Recently, mobile methane measurement has been introduced which applies a Bayesian approach to probabilistically infer methane emission rates and update estimates recursively when new measurements become available. However, the likelihood function, especially the error term which determines the shape of the estimate uncertainty, is not rigorously defined and evaluated with field data. To address this issue, we performed a series of near-source (< 30 m) controlled methane release experiments using a specialized vehicle mounted with fast response methane analyzers and a GPS unit. Methane concentrations were measured at two different heights along mobile traversals downwind of the sources, and concurrent wind and temperature data are recorded by nearby 3-D sonic anemometers. With known methane release rates, the measurements were used to determine the functional form and the parameterization of the likelihood function in the Bayesian inference scheme under different meteorological conditions.
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 Inference for Generalized Linear Models for Spiking Neurons
Gerwinn, Sebastian; Macke, Jakob H.; Bethge, Matthias
2010-01-01
Generalized Linear Models (GLMs) are commonly used statistical methods for modelling the relationship between neural population activity and presented stimuli. When the dimension of the parameter space is large, strong regularization has to be used in order to fit GLMs to datasets of realistic size without overfitting. By imposing properly chosen priors over parameters, Bayesian inference provides an effective and principled approach for achieving regularization. Here we show how the posterior distribution over model parameters of GLMs can be approximated by a Gaussian using the Expectation Propagation algorithm. In this way, we obtain an estimate of the posterior mean and posterior covariance, allowing us to calculate Bayesian confidence intervals that characterize the uncertainty about the optimal solution. From the posterior we also obtain a different point estimate, namely the posterior mean as opposed to the commonly used maximum a posteriori estimate. We systematically compare the different inference techniques on simulated as well as on multi-electrode recordings of retinal ganglion cells, and explore the effects of the chosen prior and the performance measure used. We find that good performance can be achieved by choosing an Laplace prior together with the posterior mean estimate. PMID:20577627
Bayesian reconstruction of transmission within outbreaks using genomic variants.
De Maio, Nicola; Worby, Colin J; Wilson, Daniel J; Stoesser, Nicole
2018-04-01
Pathogen genome sequencing can reveal details of transmission histories and is a powerful tool in the fight against infectious disease. In particular, within-host pathogen genomic variants identified through heterozygous nucleotide base calls are a potential source of information to identify linked cases and infer direction and time of transmission. However, using such data effectively to model disease transmission presents a number of challenges, including differentiating genuine variants from those observed due to sequencing error, as well as the specification of a realistic model for within-host pathogen population dynamics. Here we propose a new Bayesian approach to transmission inference, BadTrIP (BAyesian epiDemiological TRansmission Inference from Polymorphisms), that explicitly models evolution of pathogen populations in an outbreak, transmission (including transmission bottlenecks), and sequencing error. BadTrIP enables the inference of host-to-host transmission from pathogen sequencing data and epidemiological data. By assuming that genomic variants are unlinked, our method does not require the computationally intensive and unreliable reconstruction of individual haplotypes. Using simulations we show that BadTrIP is robust in most scenarios and can accurately infer transmission events by efficiently combining information from genetic and epidemiological sources; thanks to its realistic model of pathogen evolution and the inclusion of epidemiological data, BadTrIP is also more accurate than existing approaches. BadTrIP is distributed as an open source package (https://bitbucket.org/nicofmay/badtrip) for the phylogenetic software BEAST2. We apply our method to reconstruct transmission history at the early stages of the 2014 Ebola outbreak, showcasing the power of within-host genomic variants to reconstruct transmission events.
Inferring gene and protein interactions using PubMed citations and consensus Bayesian networks.
Deeter, Anthony; Dalman, Mark; Haddad, Joseph; Duan, Zhong-Hui
2017-01-01
The PubMed database offers an extensive set of publication data that can be useful, yet inherently complex to use without automated computational techniques. Data repositories such as the Genomic Data Commons (GDC) and the Gene Expression Omnibus (GEO) offer experimental data storage and retrieval as well as curated gene expression profiles. Genetic interaction databases, including Reactome and Ingenuity Pathway Analysis, offer pathway and experiment data analysis using data curated from these publications and data repositories. We have created a method to generate and analyze consensus networks, inferring potential gene interactions, using large numbers of Bayesian networks generated by data mining publications in the PubMed database. Through the concept of network resolution, these consensus networks can be tailored to represent possible genetic interactions. We designed a set of experiments to confirm that our method is stable across variation in both sample and topological input sizes. Using gene product interactions from the KEGG pathway database and data mining PubMed publication abstracts, we verify that regardless of the network resolution or the inferred consensus network, our method is capable of inferring meaningful gene interactions through consensus Bayesian network generation with multiple, randomized topological orderings. Our method can not only confirm the existence of currently accepted interactions, but has the potential to hypothesize new ones as well. We show our method confirms the existence of known gene interactions such as JAK-STAT-PI3K-AKT-mTOR, infers novel gene interactions such as RAS- Bcl-2 and RAS-AKT, and found significant pathway-pathway interactions between the JAK-STAT signaling and Cardiac Muscle Contraction KEGG pathways.
Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach
NASA Technical Reports Server (NTRS)
Warner, James E.; Hochhalter, Jacob D.
2016-01-01
This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.
On 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…
Burroughs, N J; Pillay, D; Mutimer, D
1999-01-01
Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine-resistant mutants grow faster in transplant patients than in chronic carriers, which probably explains the differences in emergence times and failure rates between these two sets of patients. Incorporation of dynamic models into Bayesian parameter analysis is of general applicability in medical statistics. PMID:10643081
Redding, David W; Lucas, Tim C D; Blackburn, Tim M; Jones, Kate E
2017-01-01
Statistical approaches for inferring the spatial distribution of taxa (Species Distribution Models, SDMs) commonly rely on available occurrence data, which is often clumped and geographically restricted. Although available SDM methods address some of these factors, they could be more directly and accurately modelled using a spatially-explicit approach. Software to fit models with spatial autocorrelation parameters in SDMs are now widely available, but whether such approaches for inferring SDMs aid predictions compared to other methodologies is unknown. Here, within a simulated environment using 1000 generated species' ranges, we compared the performance of two commonly used non-spatial SDM methods (Maximum Entropy Modelling, MAXENT and boosted regression trees, BRT), to a spatial Bayesian SDM method (fitted using R-INLA), when the underlying data exhibit varying combinations of clumping and geographic restriction. Finally, we tested how any recommended methodological settings designed to account for spatially non-random patterns in the data impact inference. Spatial Bayesian SDM method was the most consistently accurate method, being in the top 2 most accurate methods in 7 out of 8 data sampling scenarios. Within high-coverage sample datasets, all methods performed fairly similarly. When sampling points were randomly spread, BRT had a 1-3% greater accuracy over the other methods and when samples were clumped, the spatial Bayesian SDM method had a 4%-8% better AUC score. Alternatively, when sampling points were restricted to a small section of the true range all methods were on average 10-12% less accurate, with greater variation among the methods. Model inference under the recommended settings to account for autocorrelation was not impacted by clumping or restriction of data, except for the complexity of the spatial regression term in the spatial Bayesian model. Methods, such as those made available by R-INLA, can be successfully used to account for spatial autocorrelation in an SDM context and, by taking account of random effects, produce outputs that can better elucidate the role of covariates in predicting species occurrence. Given that it is often unclear what the drivers are behind data clumping in an empirical occurrence dataset, or indeed how geographically restricted these data are, spatially-explicit Bayesian SDMs may be the better choice when modelling the spatial distribution of target species.
Bagley, Justin C.; Alda, Fernando; Breitman, M. Florencia; Bermingham, Eldredge; van den Berghe, Eric P.; Johnson, Jerald B.
2015-01-01
Accurately delimiting species is fundamentally important for understanding species diversity and distributions and devising effective strategies to conserve biodiversity. However, species delimitation is problematic in many taxa, including ‘non-adaptive radiations’ containing morphologically cryptic lineages. Fortunately, coalescent-based species delimitation methods hold promise for objectively estimating species limits in such radiations, using multilocus genetic data. Using coalescent-based approaches, we delimit species and infer evolutionary relationships in a morphologically conserved group of Central American freshwater fishes, the Poecilia sphenops species complex. Phylogenetic analyses of multiple genetic markers (sequences of two mitochondrial DNA genes and five nuclear loci) from 10/15 species and genetic lineages recognized in the group support the P. sphenops species complex as monophyletic with respect to outgroups, with eight mitochondrial ‘major-lineages’ diverged by ≥2% pairwise genetic distances. From general mixed Yule-coalescent models, we discovered (conservatively) 10 species within our concatenated mitochondrial DNA dataset, 9 of which were strongly supported by subsequent multilocus Bayesian species delimitation and species tree analyses. Results suggested species-level diversity is underestimated or overestimated by at least ~15% in different lineages in the complex. Nonparametric statistics and coalescent simulations indicate genealogical discordance among our gene tree results has mainly derived from interspecific hybridization in the nuclear genome. However, mitochondrial DNA show little evidence for introgression, and our species delimitation results appear robust to effects of this process. Overall, our findings support the utility of combining multiple lines of genetic evidence and broad phylogeographical sampling to discover and validate species using coalescent-based methods. Our study also highlights the importance of testing for hybridization versus incomplete lineage sorting, which aids inference of not only species limits but also evolutionary processes influencing genetic diversity. PMID:25849959
Obscuration-dependent Evolution of Active Galactic Nuclei
NASA Astrophysics Data System (ADS)
Buchner, Johannes; Georgakakis, Antonis; Nandra, Kirpal; Brightman, Murray; Menzel, Marie-Luise; Liu, Zhu; Hsu, Li-Ting; Salvato, Mara; Rangel, Cyprian; Aird, James; Merloni, Andrea; Ross, Nicholas
2015-04-01
We aim to constrain the evolution of active galactic nuclei (AGNs) as a function of obscuration using an X-ray-selected sample of ~2000 AGNs from a multi-tiered survey including the CDFS, AEGIS-XD, COSMOS, and XMM-XXL fields. The spectra of individual X-ray sources are analyzed using a Bayesian methodology with a physically realistic model to infer the posterior distribution of the hydrogen column density and intrinsic X-ray luminosity. We develop a novel non-parametric method that allows us to robustly infer the distribution of the AGN population in X-ray luminosity, redshift, and obscuring column density, relying only on minimal smoothness assumptions. Our analysis properly incorporates uncertainties from low count spectra, photometric redshift measurements, association incompleteness, and the limited sample size. We find that obscured AGNs with N H > 1022 cm-2 account for {77}+4-5% of the number density and luminosity density of the accretion supermassive black hole population with L X > 1043 erg s-1, averaged over cosmic time. Compton-thick AGNs account for approximately half the number and luminosity density of the obscured population, and {38}+8-7% of the total. We also find evidence that the evolution is obscuration dependent, with the strongest evolution around N H ≈ 1023 cm-2. We highlight this by measuring the obscured fraction in Compton-thin AGNs, which increases toward z ~ 3, where it is 25% higher than the local value. In contrast, the fraction of Compton-thick AGNs is consistent with being constant at ≈35%, independent of redshift and accretion luminosity. We discuss our findings in the context of existing models and conclude that the observed evolution is, to first order, a side effect of anti-hierarchical growth.
Bagley, Justin C; Alda, Fernando; Breitman, M Florencia; Bermingham, Eldredge; van den Berghe, Eric P; Johnson, Jerald B
2015-01-01
Accurately delimiting species is fundamentally important for understanding species diversity and distributions and devising effective strategies to conserve biodiversity. However, species delimitation is problematic in many taxa, including 'non-adaptive radiations' containing morphologically cryptic lineages. Fortunately, coalescent-based species delimitation methods hold promise for objectively estimating species limits in such radiations, using multilocus genetic data. Using coalescent-based approaches, we delimit species and infer evolutionary relationships in a morphologically conserved group of Central American freshwater fishes, the Poecilia sphenops species complex. Phylogenetic analyses of multiple genetic markers (sequences of two mitochondrial DNA genes and five nuclear loci) from 10/15 species and genetic lineages recognized in the group support the P. sphenops species complex as monophyletic with respect to outgroups, with eight mitochondrial 'major-lineages' diverged by ≥2% pairwise genetic distances. From general mixed Yule-coalescent models, we discovered (conservatively) 10 species within our concatenated mitochondrial DNA dataset, 9 of which were strongly supported by subsequent multilocus Bayesian species delimitation and species tree analyses. Results suggested species-level diversity is underestimated or overestimated by at least ~15% in different lineages in the complex. Nonparametric statistics and coalescent simulations indicate genealogical discordance among our gene tree results has mainly derived from interspecific hybridization in the nuclear genome. However, mitochondrial DNA show little evidence for introgression, and our species delimitation results appear robust to effects of this process. Overall, our findings support the utility of combining multiple lines of genetic evidence and broad phylogeographical sampling to discover and validate species using coalescent-based methods. Our study also highlights the importance of testing for hybridization versus incomplete lineage sorting, which aids inference of not only species limits but also evolutionary processes influencing genetic diversity.
Little Bayesians or Little Einsteins? Probability and Explanatory Virtue in Children's Inferences
ERIC Educational Resources Information Center
Johnston, Angie M.; Johnson, Samuel G. B.; Koven, Marissa L.; Keil, Frank C.
2017-01-01
Like scientists, children seek ways to explain causal systems in the world. But are children scientists in the strict Bayesian tradition of maximizing posterior probability? Or do they attend to other explanatory considerations, as laypeople and scientists--such as Einstein--do? Four experiments support the latter possibility. In particular, we…
Bayesian Inference for Growth Mixture Models with Latent Class Dependent Missing Data
ERIC Educational Resources Information Center
Lu, Zhenqiu Laura; Zhang, Zhiyong; Lubke, Gitta
2011-01-01
"Growth mixture models" (GMMs) with nonignorable missing data have drawn increasing attention in research communities but have not been fully studied. The goal of this article is to propose and to evaluate a Bayesian method to estimate the GMMs with latent class dependent missing data. An extended GMM is first presented in which class…
XID+: Next generation XID development
NASA Astrophysics Data System (ADS)
Hurley, Peter
2017-04-01
XID+ is a prior-based source extraction tool which carries out photometry in the Herschel SPIRE (Spectral and Photometric Imaging Receiver) maps at the positions of known sources. It uses a probabilistic Bayesian framework that provides a natural framework in which to include prior information, and uses the Bayesian inference tool Stan to obtain the full posterior probability distribution on flux estimates.
ERIC Educational Resources Information Center
Skewes, Joshua C.; Gebauer, Line
2016-01-01
Convergent research suggests that people with ASD have difficulties localizing sounds in space. These difficulties have implications for communication, the development of social behavior, and quality of life. Recently, a theory has emerged which treats perceptual symptoms in ASD as the product of impairments in implicit Bayesian inference; as…
Statistical inference for tumor growth inhibition T/C ratio.
Wu, Jianrong
2010-09-01
The tumor growth inhibition T/C ratio is commonly used to quantify treatment effects in drug screening tumor xenograft experiments. The T/C ratio is converted to an antitumor activity rating using an arbitrary cutoff point and often without any formal statistical inference. Here, we applied a nonparametric bootstrap method and a small sample likelihood ratio statistic to make a statistical inference of the T/C ratio, including both hypothesis testing and a confidence interval estimate. Furthermore, sample size and power are also discussed for statistical design of tumor xenograft experiments. Tumor xenograft data from an actual experiment were analyzed to illustrate the application.
Why environmental scientists are becoming Bayesians
James S. Clark
2005-01-01
Advances in computational statistics provide a general framework for the high dimensional models typically needed for ecological inference and prediction. Hierarchical Bayes (HB) represents a modelling structure with capacity to exploit diverse sources of information, to accommodate influences that are unknown (or unknowable), and to draw inference on large numbers of...
Data Analysis Techniques for Physical Scientists
NASA Astrophysics Data System (ADS)
Pruneau, Claude A.
2017-10-01
Preface; How to read this book; 1. The scientific method; Part I. Foundation in Probability and Statistics: 2. Probability; 3. Probability models; 4. Classical inference I: estimators; 5. Classical inference II: optimization; 6. Classical inference III: confidence intervals and statistical tests; 7. Bayesian inference; Part II. Measurement Techniques: 8. Basic measurements; 9. Event reconstruction; 10. Correlation functions; 11. The multiple facets of correlation functions; 12. Data correction methods; Part III. Simulation Techniques: 13. Monte Carlo methods; 14. Collision and detector modeling; List of references; Index.
Li, Shi; Mukherjee, Bhramar; Batterman, Stuart; Ghosh, Malay
2013-12-01
Case-crossover designs are widely used to study short-term exposure effects on the risk of acute adverse health events. While the frequentist literature on this topic is vast, there is no Bayesian work in this general area. The contribution of this paper is twofold. First, the paper establishes Bayesian equivalence results that require characterization of the set of priors under which the posterior distributions of the risk ratio parameters based on a case-crossover and time-series analysis are identical. Second, the paper studies inferential issues under case-crossover designs in a Bayesian framework. Traditionally, a conditional logistic regression is used for inference on risk-ratio parameters in case-crossover studies. We consider instead a more general full likelihood-based approach which makes less restrictive assumptions on the risk functions. Formulation of a full likelihood leads to growth in the number of parameters proportional to the sample size. We propose a semi-parametric Bayesian approach using a Dirichlet process prior to handle the random nuisance parameters that appear in a full likelihood formulation. We carry out a simulation study to compare the Bayesian methods based on full and conditional likelihood with the standard frequentist approaches for case-crossover and time-series analysis. The proposed methods are illustrated through the Detroit Asthma Morbidity, Air Quality and Traffic study, which examines the association between acute asthma risk and ambient air pollutant concentrations. © 2013, The International Biometric Society.
An Excel sheet for inferring children's number-knower levels from give-N data.
Negen, James; Sarnecka, Barbara W; Lee, Michael D
2012-03-01
Number-knower levels are a series of stages of number concept development in early childhood. A child's number-knower level is typically assessed using the give-N task. Although the task procedure has been highly refined, the standard ways of analyzing give-N data remain somewhat crude. Lee and Sarnecka (Cogn Sci 34:51-67, 2010, in press) have developed a Bayesian model of children's performance on the give-N task that allows knower level to be inferred in a more principled way. However, this model requires considerable expertise and computational effort to implement and apply to data. Here, we present an approximation to the model's inference that can be computed with Microsoft Excel. We demonstrate the accuracy of the approximation and provide instructions for its use. This makes the powerful inferential capabilities of the Bayesian model accessible to developmental researchers interested in estimating knower levels from give-N data.
Inference of missing data and chemical model parameters using experimental statistics
NASA Astrophysics Data System (ADS)
Casey, Tiernan; Najm, Habib
2017-11-01
A method for determining the joint parameter density of Arrhenius rate expressions through the inference of missing experimental data is presented. This approach proposes noisy hypothetical data sets from target experiments and accepts those which agree with the reported statistics, in the form of nominal parameter values and their associated uncertainties. The data exploration procedure is formalized using Bayesian inference, employing maximum entropy and approximate Bayesian computation methods to arrive at a joint density on data and parameters. The method is demonstrated in the context of reactions in the H2-O2 system for predictive modeling of combustion systems of interest. Work supported by the US DOE BES CSGB. Sandia National Labs is a multimission lab managed and operated by Nat. Technology and Eng'g Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell Intl, for the US DOE NCSA under contract DE-NA-0003525.
NASA Astrophysics Data System (ADS)
von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo
2014-06-01
Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.
NONPARAMETRIC MANOVA APPROACHES FOR NON-NORMAL MULTIVARIATE OUTCOMES WITH MISSING VALUES
He, Fanyin; Mazumdar, Sati; Tang, Gong; Bhatia, Triptish; Anderson, Stewart J.; Dew, Mary Amanda; Krafty, Robert; Nimgaonkar, Vishwajit; Deshpande, Smita; Hall, Martica; Reynolds, Charles F.
2017-01-01
Between-group comparisons often entail many correlated response variables. The multivariate linear model, with its assumption of multivariate normality, is the accepted standard tool for these tests. When this assumption is violated, the nonparametric multivariate Kruskal-Wallis (MKW) test is frequently used. However, this test requires complete cases with no missing values in response variables. Deletion of cases with missing values likely leads to inefficient statistical inference. Here we extend the MKW test to retain information from partially-observed cases. Results of simulated studies and analysis of real data show that the proposed method provides adequate coverage and superior power to complete-case analyses. PMID:29416225
Efficient Bayesian inference for natural time series using ARFIMA processes
NASA Astrophysics Data System (ADS)
Graves, T.; Gramacy, R. B.; Franzke, C. L. E.; Watkins, N. W.
2015-11-01
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. In this paper we present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators. For CET we also extend our method to seasonal long memory.
Higher-level phylogeny of paraneopteran insects inferred from mitochondrial genome sequences
Li, Hu; Shao, Renfu; Song, Nan; Song, Fan; Jiang, Pei; Li, Zhihong; Cai, Wanzhi
2015-01-01
Mitochondrial (mt) genome data have been proven to be informative for animal phylogenetic studies but may also suffer from systematic errors, due to the effects of accelerated substitution rate and compositional heterogeneity. We analyzed the mt genomes of 25 insect species from the four paraneopteran orders, aiming to better understand how accelerated substitution rate and compositional heterogeneity affect the inferences of the higher-level phylogeny of this diverse group of hemimetabolous insects. We found substantial heterogeneity in base composition and contrasting rates in nucleotide substitution among these paraneopteran insects, which complicate the inference of higher-level phylogeny. The phylogenies inferred with concatenated sequences of mt genes using maximum likelihood and Bayesian methods and homogeneous models failed to recover Psocodea and Hemiptera as monophyletic groups but grouped, instead, the taxa that had accelerated substitution rates together, including Sternorrhyncha (a suborder of Hemiptera), Thysanoptera, Phthiraptera and Liposcelididae (a family of Psocoptera). Bayesian inference with nucleotide sequences and heterogeneous models (CAT and CAT + GTR), however, recovered Psocodea, Thysanoptera and Hemiptera each as a monophyletic group. Within Psocodea, Liposcelididae is more closely related to Phthiraptera than to other species of Psocoptera. Furthermore, Thysanoptera was recovered as the sister group to Hemiptera. PMID:25704094
Causal learning and inference as a rational process: the new synthesis.
Holyoak, Keith J; Cheng, Patricia W
2011-01-01
Over the past decade, an active line of research within the field of human causal learning and inference has converged on a general representational framework: causal models integrated with bayesian probabilistic inference. We describe this new synthesis, which views causal learning and inference as a fundamentally rational process, and review a sample of the empirical findings that support the causal framework over associative alternatives. Causal events, like all events in the distal world as opposed to our proximal perceptual input, are inherently unobservable. A central assumption of the causal approach is that humans (and potentially nonhuman animals) have been designed in such a way as to infer the most invariant causal relations for achieving their goals based on observed events. In contrast, the associative approach assumes that learners only acquire associations among important observed events, omitting the representation of the distal relations. By incorporating bayesian inference over distributions of causal strength and causal structures, along with noisy-logical (i.e., causal) functions for integrating the influences of multiple causes on a single effect, human judgments about causal strength and structure can be predicted accurately for relatively simple causal structures. Dynamic models of learning based on the causal framework can explain patterns of acquisition observed with serial presentation of contingency data and are consistent with available neuroimaging data. The approach has been extended to a diverse range of inductive tasks, including category-based and analogical inferences.
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.
Calibrated birth-death phylogenetic time-tree priors for bayesian inference.
Heled, Joseph; Drummond, Alexei J
2015-05-01
Here we introduce a general class of multiple calibration birth-death tree priors for use in Bayesian phylogenetic inference. All tree priors in this class separate ancestral node heights into a set of "calibrated nodes" and "uncalibrated nodes" such that the marginal distribution of the calibrated nodes is user-specified whereas the density ratio of the birth-death prior is retained for trees with equal values for the calibrated nodes. We describe two formulations, one in which the calibration information informs the prior on ranked tree topologies, through the (conditional) prior, and the other which factorizes the prior on divergence times and ranked topologies, thus allowing uniform, or any arbitrary prior distribution on ranked topologies. Although the first of these formulations has some attractive properties, the algorithm we present for computing its prior density is computationally intensive. However, the second formulation is always faster and computationally efficient for up to six calibrations. We demonstrate the utility of the new class of multiple-calibration tree priors using both small simulations and a real-world analysis and compare the results to existing schemes. The two new calibrated tree priors described in this article offer greater flexibility and control of prior specification in calibrated time-tree inference and divergence time dating, and will remove the need for indirect approaches to the assessment of the combined effect of calibration densities and tree priors in Bayesian phylogenetic inference. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
NASA Technical Reports Server (NTRS)
Sankararaman, Shankar
2016-01-01
This paper presents a computational framework for uncertainty characterization and propagation, and sensitivity analysis under the presence of aleatory and epistemic un- certainty, and develops a rigorous methodology for efficient refinement of epistemic un- certainty by identifying important epistemic variables that significantly affect the overall performance of an engineering system. The proposed methodology is illustrated using the NASA Langley Uncertainty Quantification Challenge (NASA-LUQC) problem that deals with uncertainty analysis of a generic transport model (GTM). First, Bayesian inference is used to infer subsystem-level epistemic quantities using the subsystem-level model and corresponding data. Second, tools of variance-based global sensitivity analysis are used to identify four important epistemic variables (this limitation specified in the NASA-LUQC is reflective of practical engineering situations where not all epistemic variables can be refined due to time/budget constraints) that significantly affect system-level performance. The most significant contribution of this paper is the development of the sequential refine- ment methodology, where epistemic variables for refinement are not identified all-at-once. Instead, only one variable is first identified, and then, Bayesian inference and global sensi- tivity calculations are repeated to identify the next important variable. This procedure is continued until all 4 variables are identified and the refinement in the system-level perfor- mance is computed. The advantages of the proposed sequential refinement methodology over the all-at-once uncertainty refinement approach are explained, and then applied to the NASA Langley Uncertainty Quantification Challenge problem.
Learning abstract visual concepts via probabilistic program induction in a Language of Thought.
Overlan, Matthew C; Jacobs, Robert A; Piantadosi, Steven T
2017-11-01
The ability to learn abstract concepts is a powerful component of human cognition. It has been argued that variable binding is the key element enabling this ability, but the computational aspects of variable binding remain poorly understood. Here, we address this shortcoming by formalizing the Hierarchical Language of Thought (HLOT) model of rule learning. Given a set of data items, the model uses Bayesian inference to infer a probability distribution over stochastic programs that implement variable binding. Because the model makes use of symbolic variables as well as Bayesian inference and programs with stochastic primitives, it combines many of the advantages of both symbolic and statistical approaches to cognitive modeling. To evaluate the model, we conducted an experiment in which human subjects viewed training items and then judged which test items belong to the same concept as the training items. We found that the HLOT model provides a close match to human generalization patterns, significantly outperforming two variants of the Generalized Context Model, one variant based on string similarity and the other based on visual similarity using features from a deep convolutional neural network. Additional results suggest that variable binding happens automatically, implying that binding operations do not add complexity to peoples' hypothesized rules. Overall, this work demonstrates that a cognitive model combining symbolic variables with Bayesian inference and stochastic program primitives provides a new perspective for understanding people's patterns of generalization. Copyright © 2017 Elsevier B.V. All rights reserved.
Halliday, David M; Senik, Mohd Harizal; Stevenson, Carl W; Mason, Rob
2016-08-01
The ability to infer network structure from multivariate neuronal signals is central to computational neuroscience. Directed network analyses typically use parametric approaches based on auto-regressive (AR) models, where networks are constructed from estimates of AR model parameters. However, the validity of using low order AR models for neurophysiological signals has been questioned. A recent article introduced a non-parametric approach to estimate directionality in bivariate data, non-parametric approaches are free from concerns over model validity. We extend the non-parametric framework to include measures of directed conditional independence, using scalar measures that decompose the overall partial correlation coefficient summatively by direction, and a set of functions that decompose the partial coherence summatively by direction. A time domain partial correlation function allows both time and frequency views of the data to be constructed. The conditional independence estimates are conditioned on a single predictor. The framework is applied to simulated cortical neuron networks and mixtures of Gaussian time series data with known interactions. It is applied to experimental data consisting of local field potential recordings from bilateral hippocampus in anaesthetised rats. The framework offers a non-parametric approach to estimation of directed interactions in multivariate neuronal recordings, and increased flexibility in dealing with both spike train and time series data. The framework offers a novel alternative non-parametric approach to estimate directed interactions in multivariate neuronal recordings, and is applicable to spike train and time series data. Copyright © 2016 Elsevier B.V. All rights reserved.
cosmoabc: Likelihood-free inference for cosmology
NASA Astrophysics Data System (ADS)
Ishida, Emille E. O.; Vitenti, Sandro D. P.; Penna-Lima, Mariana; Trindade, Arlindo M.; Cisewski, Jessi; M.; de Souza, Rafael; Cameron, Ewan; Busti, Vinicius C.
2015-05-01
Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogs. cosmoabc is a Python Approximate Bayesian Computation (ABC) sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code can be coupled to an external simulator to allow incorporation of arbitrary distance and prior functions. When coupled with the numcosmo library, it has been used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function.
Inferring the Growth of Massive Galaxies Using Bayesian Spectral Synthesis Modeling
NASA Astrophysics Data System (ADS)
Stillman, Coley Michael; Poremba, Megan R.; Moustakas, John
2018-01-01
The most massive galaxies in the universe are typically found at the centers of massive galaxy clusters. Studying these galaxies can provide valuable insight into the hierarchical growth of massive dark matter halos. One of the key challenges of measuring the stellar mass growth of massive galaxies is converting the measured light profiles into stellar mass. We use Prospector, a state-of-the-art Bayesian spectral synthesis modeling code, to infer the total stellar masses of a pilot sample of massive central galaxies selected from the Sloan Digital Sky Survey. We compare our stellar mass estimates to previous measurements, and present some of the quantitative diagnostics provided by Prospector.
A Dynamic Bayesian Network Based Structural Learning towards Automated Handwritten Digit Recognition
NASA Astrophysics Data System (ADS)
Pauplin, Olivier; Jiang, Jianmin
Pattern recognition using Dynamic Bayesian Networks (DBNs) is currently a growing area of study. In this paper, we present DBN models trained for classification of handwritten digit characters. The structure of these models is partly inferred from the training data of each class of digit before performing parameter learning. Classification results are presented for the four described models.
Virtual Representation of IID Observations in Bayesian Belief Networks
1994-04-01
programs for structuring and using Bayesian inference include ERGO ( Noetic Systems, Inc., 1991) and HUGIN (Andersen, Jensen, Olesen, & Jensen, 1989...Nichols, S.. Chipman, & R. Brennan (Eds.), Cognitively diagnostic assessment. Hillsdale, NJ: Erlbaum. Noetic Systems, Inc. (1991). ERGO [computer...Dr Geore Eageiard Jr Chicago IL 60612 US Naval Academy Division of Educational Studies Annapolis MD 21402-5002 Emory University Dr Janice Gifford 210
A Bayesian estimation of a stochastic predator-prey model of economic fluctuations
NASA Astrophysics Data System (ADS)
Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.
2007-06-01
In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.
Daunizeau, J; Friston, K J; Kiebel, S J
2009-11-01
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.
NASA Astrophysics Data System (ADS)
Bowman, C.; Gibson, K. J.; La Haye, R. J.; Groebner, R. J.; Taylor, N. Z.; Grierson, B. A.
2014-10-01
A Bayesian inference framework has been developed for the DIII-D charge-exchange recombination (CER) system, capable of computing probability distribution functions (PDFs) for desired parameters. CER is a key diagnostic system at DIII-D, measuring important physics parameters such as plasma rotation and impurity ion temperature. This work is motivated by a case in which the CER system was used to probe the plasma rotation radial profile around an m/n = 2/1 tearing mode island rotating at ~ 1 kHz. Due to limited resolution in the tearing mode phase and short integration time, it has proven challenging to observe the structure of the rotation profile across the island. We seek to solve this problem by using the Bayesian framework to improve the estimation accuracy of the plasma rotation, helping to reveal details of how it is perturbed in the magnetic island vicinity. Examples of the PDFs obtained through the Bayesian framework will be presented, and compared with results from a conventional least-squares analysis of the CER data. Work supported by the US DOE under DE-FC02-04ER54698 and DE-AC02-09CH11466.
Past and present cosmic structure in the SDSS DR7 main sample
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jasche, J.; Leclercq, F.; Wandelt, B.D., E-mail: jasche@iap.fr, E-mail: florent.leclercq@polytechnique.org, E-mail: wandelt@iap.fr
2015-01-01
We present a chrono-cosmography project, aiming at the inference of the four dimensional formation history of the observed large scale structure from its origin to the present epoch. To do so, we perform a full-scale Bayesian analysis of the northern galactic cap of the Sloan Digital Sky Survey (SDSS) Data Release 7 main galaxy sample, relying on a fully probabilistic, physical model of the non-linearly evolved density field. Besides inferring initial conditions from observations, our methodology naturally and accurately reconstructs non-linear features at the present epoch, such as walls and filaments, corresponding to high-order correlation functions generated by late-time structuremore » formation. Our inference framework self-consistently accounts for typical observational systematic and statistical uncertainties such as noise, survey geometry and selection effects. We further account for luminosity dependent galaxy biases and automatic noise calibration within a fully Bayesian approach. As a result, this analysis provides highly-detailed and accurate reconstructions of the present density field on scales larger than ∼ 3 Mpc/h, constrained by SDSS observations. This approach also leads to the first quantitative inference of plausible formation histories of the dynamic large scale structure underlying the observed galaxy distribution. The results described in this work constitute the first full Bayesian non-linear analysis of the cosmic large scale structure with the demonstrated capability of uncertainty quantification. Some of these results will be made publicly available along with this work. The level of detail of inferred results and the high degree of control on observational uncertainties pave the path towards high precision chrono-cosmography, the subject of simultaneously studying the dynamics and the morphology of the inhomogeneous Universe.« less
NASA Astrophysics Data System (ADS)
Ndu, Obibobi Kamtochukwu
To ensure that estimates of risk and reliability inform design and resource allocation decisions in the development of complex engineering systems, early engagement in the design life cycle is necessary. An unfortunate constraint on the accuracy of such estimates at this stage of concept development is the limited amount of high fidelity design and failure information available on the actual system under development. Applying the human ability to learn from experience and augment our state of knowledge to evolve better solutions mitigates this limitation. However, the challenge lies in formalizing a methodology that takes this highly abstract, but fundamentally human cognitive, ability and extending it to the field of risk analysis while maintaining the tenets of generalization, Bayesian inference, and probabilistic risk analysis. We introduce an integrated framework for inferring the reliability, or other probabilistic measures of interest, of a new system or a conceptual variant of an existing system. Abstractly, our framework is based on learning from the performance of precedent designs and then applying the acquired knowledge, appropriately adjusted based on degree of relevance, to the inference process. This dissertation presents a method for inferring properties of the conceptual variant using a pseudo-spatial model that describes the spatial configuration of the family of systems to which the concept belongs. Through non-metric multidimensional scaling, we formulate the pseudo-spatial model based on rank-ordered subjective expert perception of design similarity between systems that elucidate the psychological space of the family. By a novel extension of Kriging methods for analysis of geospatial data to our "pseudo-space of comparable engineered systems", we develop a Bayesian inference model that allows prediction of the probabilistic measure of interest.
Inferring gene and protein interactions using PubMed citations and consensus Bayesian networks
Dalman, Mark; Haddad, Joseph; Duan, Zhong-Hui
2017-01-01
The PubMed database offers an extensive set of publication data that can be useful, yet inherently complex to use without automated computational techniques. Data repositories such as the Genomic Data Commons (GDC) and the Gene Expression Omnibus (GEO) offer experimental data storage and retrieval as well as curated gene expression profiles. Genetic interaction databases, including Reactome and Ingenuity Pathway Analysis, offer pathway and experiment data analysis using data curated from these publications and data repositories. We have created a method to generate and analyze consensus networks, inferring potential gene interactions, using large numbers of Bayesian networks generated by data mining publications in the PubMed database. Through the concept of network resolution, these consensus networks can be tailored to represent possible genetic interactions. We designed a set of experiments to confirm that our method is stable across variation in both sample and topological input sizes. Using gene product interactions from the KEGG pathway database and data mining PubMed publication abstracts, we verify that regardless of the network resolution or the inferred consensus network, our method is capable of inferring meaningful gene interactions through consensus Bayesian network generation with multiple, randomized topological orderings. Our method can not only confirm the existence of currently accepted interactions, but has the potential to hypothesize new ones as well. We show our method confirms the existence of known gene interactions such as JAK-STAT-PI3K-AKT-mTOR, infers novel gene interactions such as RAS- Bcl-2 and RAS-AKT, and found significant pathway-pathway interactions between the JAK-STAT signaling and Cardiac Muscle Contraction KEGG pathways. PMID:29049295
Cau, Andrea
2017-01-01
Bayesian phylogenetic methods integrating simultaneously morphological and stratigraphic information have been applied increasingly among paleontologists. Most of these studies have used Bayesian methods as an alternative to the widely-used parsimony analysis, to infer macroevolutionary patterns and relationships among species-level or higher taxa. Among recently introduced Bayesian methodologies, the Fossilized Birth-Death (FBD) model allows incorporation of hypotheses on ancestor-descendant relationships in phylogenetic analyses including fossil taxa. Here, the FBD model is used to infer the relationships among an ingroup formed exclusively by fossil individuals, i.e., dipnoan tooth plates from four localities in the Ain el Guettar Formation of Tunisia. Previous analyses of this sample compared the results of phylogenetic analysis using parsimony with stratigraphic methods, inferred a high diversity (five or more genera) in the Ain el Guettar Formation, and interpreted it as an artifact inflated by depositional factors. In the analysis performed here, the uncertainty on the chronostratigraphic relationships among the specimens was included among the prior settings. The results of the analysis confirm the referral of most of the specimens to the taxa Asiatoceratodus , Equinoxiodus, Lavocatodus and Neoceratodus , but reject those to Ceratodus and Ferganoceratodus . The resulting phylogeny constrained the evolution of the Tunisian sample exclusively in the Early Cretaceous, contrasting with the previous scenario inferred by the stratigraphically-calibrated topology resulting from parsimony analysis. The phylogenetic framework also suggests that (1) the sampled localities are laterally equivalent, (2) but three localities are restricted to the youngest part of the section; both results are in agreement with previous stratigraphic analyses of these localities. The FBD model of specimen-level units provides a novel tool for phylogenetic inference among fossils but also for independent tests of stratigraphic scenarios.
Inferring on the Intentions of Others by Hierarchical Bayesian Learning
Diaconescu, Andreea O.; Mathys, Christoph; Weber, Lilian A. E.; Daunizeau, Jean; Kasper, Lars; Lomakina, Ekaterina I.; Fehr, Ernst; Stephan, Klaas E.
2014-01-01
Inferring on others' (potentially time-varying) intentions is a fundamental problem during many social transactions. To investigate the underlying mechanisms, we applied computational modeling to behavioral data from an economic game in which 16 pairs of volunteers (randomly assigned to “player” or “adviser” roles) interacted. The player performed a probabilistic reinforcement learning task, receiving information about a binary lottery from a visual pie chart. The adviser, who received more predictive information, issued an additional recommendation. Critically, the game was structured such that the adviser's incentives to provide helpful or misleading information varied in time. Using a meta-Bayesian modeling framework, we found that the players' behavior was best explained by the deployment of hierarchical learning: they inferred upon the volatility of the advisers' intentions in order to optimize their predictions about the validity of their advice. Beyond learning, volatility estimates also affected the trial-by-trial variability of decisions: participants were more likely to rely on their estimates of advice accuracy for making choices when they believed that the adviser's intentions were presently stable. Finally, our model of the players' inference predicted the players' interpersonal reactivity index (IRI) scores, explicit ratings of the advisers' helpfulness and the advisers' self-reports on their chosen strategy. Overall, our results suggest that humans (i) employ hierarchical generative models to infer on the changing intentions of others, (ii) use volatility estimates to inform decision-making in social interactions, and (iii) integrate estimates of advice accuracy with non-social sources of information. The Bayesian framework presented here can quantify individual differences in these mechanisms from simple behavioral readouts and may prove useful in future clinical studies of maladaptive social cognition. PMID:25187943
Statistical Inference in the Learning of Novel Phonetic Categories
ERIC Educational Resources Information Center
Zhao, Yuan
2010-01-01
Learning a phonetic category (or any linguistic category) requires integrating different sources of information. A crucial unsolved problem for phonetic learning is how this integration occurs: how can we update our previous knowledge about a phonetic category as we hear new exemplars of the category? One model of learning is Bayesian Inference,…
Finite‐fault Bayesian inversion of teleseismic body waves
Clayton, Brandon; Hartzell, Stephen; Moschetti, Morgan P.; Minson, Sarah E.
2017-01-01
Inverting geophysical data has provided fundamental information about the behavior of earthquake rupture. However, inferring kinematic source model parameters for finite‐fault ruptures is an intrinsically underdetermined problem (the problem of nonuniqueness), because we are restricted to finite noisy observations. Although many studies use least‐squares techniques to make the finite‐fault problem tractable, these methods generally lack the ability to apply non‐Gaussian error analysis and the imposition of nonlinear constraints. However, the Bayesian approach can be employed to find a Gaussian or non‐Gaussian distribution of all probable model parameters, while utilizing nonlinear constraints. We present case studies to quantify the resolving power and associated uncertainties using only teleseismic body waves in a Bayesian framework to infer the slip history for a synthetic case and two earthquakes: the 2011 Mw 7.1 Van, east Turkey, earthquake and the 2010 Mw 7.2 El Mayor–Cucapah, Baja California, earthquake. In implementing the Bayesian method, we further present two distinct solutions to investigate the uncertainties by performing the inversion with and without velocity structure perturbations. We find that the posterior ensemble becomes broader when including velocity structure variability and introduces a spatial smearing of slip. Using the Bayesian framework solely on teleseismic body waves, we find rake is poorly constrained by the observations and rise time is poorly resolved when slip amplitude is low.
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.
Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling
NASA Astrophysics Data System (ADS)
Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.
2017-04-01
Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.
Bayesian inference based on stationary Fokker-Planck sampling.
Berrones, Arturo
2010-06-01
A novel formalism for bayesian learning in the context of complex inference models is proposed. The method is based on the use of the stationary Fokker-Planck (SFP) approach to sample from the posterior density. Stationary Fokker-Planck sampling generalizes the Gibbs sampler algorithm for arbitrary and unknown conditional densities. By the SFP procedure, approximate analytical expressions for the conditionals and marginals of the posterior can be constructed. At each stage of SFP, the approximate conditionals are used to define a Gibbs sampling process, which is convergent to the full joint posterior. By the analytical marginals efficient learning methods in the context of artificial neural networks are outlined. Offline and incremental bayesian inference and maximum likelihood estimation from the posterior are performed in classification and regression examples. A comparison of SFP with other Monte Carlo strategies in the general problem of sampling from arbitrary densities is also presented. It is shown that SFP is able to jump large low-probability regions without the need of a careful tuning of any step-size parameter. In fact, the SFP method requires only a small set of meaningful parameters that can be selected following clear, problem-independent guidelines. The computation cost of SFP, measured in terms of loss function evaluations, grows linearly with the given model's dimension.
NASA Astrophysics Data System (ADS)
Nguyen, Emmanuel; Antoni, Jerome; Grondin, Olivier
2009-12-01
In the automotive industry, the necessary reduction of pollutant emission for new Diesel engines requires the control of combustion events. This control is efficient provided combustion parameters such as combustion occurrence and combustion energy are relevant. Combustion parameters are traditionally measured from cylinder pressure sensors. However this kind of sensor is expensive and has a limited lifetime. Thus this paper proposes to use only one cylinder pressure on a multi-cylinder engine and to extract combustion parameters from the other cylinders with low cost knock sensors. Knock sensors measure the vibration circulating on the engine block, hence they do not all contain the information on the combustion processes, but they are also contaminated by other mechanical noises that disorder the signal. The question is how to combine the information coming from one cylinder pressure and knock sensors to obtain the most relevant combustion parameters in all engine cylinders. In this paper, the issue is addressed trough the Bayesian inference formalism. In that cylinder where a cylinder pressure sensor is mounted, combustion parameters will be measured directly. In the other cylinders, they will be measured indirectly from Bayesian inference. Experimental results obtained on a four cylinder Diesel engine demonstrate the effectiveness of the proposed algorithm toward that purpose.
Zeng, Jia; Hannenhalli, Sridhar
2013-01-01
Gene duplication, followed by functional evolution of duplicate genes, is a primary engine of evolutionary innovation. In turn, gene expression evolution is a critical component of overall functional evolution of paralogs. Inferring evolutionary history of gene expression among paralogs is therefore a problem of considerable interest. It also represents significant challenges. The standard approaches of evolutionary reconstruction assume that at an internal node of the duplication tree, the two duplicates evolve independently. However, because of various selection pressures functional evolution of the two paralogs may be coupled. The coupling of paralog evolution corresponds to three major fates of gene duplicates: subfunctionalization (SF), conserved function (CF) or neofunctionalization (NF). Quantitative analysis of these fates is of great interest and clearly influences evolutionary inference of expression. These two interrelated problems of inferring gene expression and evolutionary fates of gene duplicates have not been studied together previously and motivate the present study. Here we propose a novel probabilistic framework and algorithm to simultaneously infer (i) ancestral gene expression and (ii) the likely fate (SF, NF, CF) at each duplication event during the evolution of gene family. Using tissue-specific gene expression data, we develop a nonparametric belief propagation (NBP) algorithm to predict the ancestral expression level as a proxy for function, and describe a novel probabilistic model that relates the predicted and known expression levels to the possible evolutionary fates. We validate our model using simulation and then apply it to a genome-wide set of gene duplicates in human. Our results suggest that SF tends to be more frequent at the earlier stage of gene family expansion, while NF occurs more frequently later on.
Ultrafast current imaging by Bayesian inversion
Somnath, Suhas; Law, Kody J. H.; Morozovska, Anna; Maksymovych, Petro; Kim, Yunseok; Lu, Xiaoli; Alexe, Marin; Archibald, Richard K; Kalinin, Sergei V; Jesse, Stephen; Vasudevan, Rama K
2016-01-01
Spectroscopic measurements of current-voltage curves in scanning probe microscopy is the earliest and one of the most common methods for characterizing local energy-dependent electronic properties, providing insight into superconductive, semiconductor, and memristive behaviors. However, the quasistatic nature of these measurements renders them extremely slow. Here, we demonstrate a fundamentally new approach for dynamic spectroscopic current imaging via full information capture and Bayesian inference analysis. This "general-mode I-V"method allows three orders of magnitude faster rates than presently possible. The technique is demonstrated by acquiring I-V curves in ferroelectric nanocapacitors, yielding >100,000 I-V curves in <20 minutes. This allows detection of switching currents in the nanoscale capacitors, as well as determination of dielectric constant. These experiments show the potential for the use of full information capture and Bayesian inference towards extracting physics from rapid I-V measurements, and can be used for transport measurements in both atomic force and scanning tunneling microscopy. The data was analyzed using pycroscopy - an open-source python package available at https://github.com/pycroscopy/pycroscopy
Bayesian hierarchical functional data analysis via contaminated informative priors.
Scarpa, Bruno; Dunson, David B
2009-09-01
A variety of flexible approaches have been proposed for functional data analysis, allowing both the mean curve and the distribution about the mean to be unknown. Such methods are most useful when there is limited prior information. Motivated by applications to modeling of temperature curves in the menstrual cycle, this article proposes a flexible approach for incorporating prior information in semiparametric Bayesian analyses of hierarchical functional data. The proposed approach is based on specifying the distribution of functions as a mixture of a parametric hierarchical model and a nonparametric contamination. The parametric component is chosen based on prior knowledge, while the contamination is characterized as a functional Dirichlet process. In the motivating application, the contamination component allows unanticipated curve shapes in unhealthy menstrual cycles. Methods are developed for posterior computation, and the approach is applied to data from a European fecundability study.
Action understanding as inverse planning.
Baker, Chris L; Saxe, Rebecca; Tenenbaum, Joshua B
2009-12-01
Humans are adept at inferring the mental states underlying other agents' actions, such as goals, beliefs, desires, emotions and other thoughts. We propose a computational framework based on Bayesian inverse planning for modeling human action understanding. The framework represents an intuitive theory of intentional agents' behavior based on the principle of rationality: the expectation that agents will plan approximately rationally to achieve their goals, given their beliefs about the world. The mental states that caused an agent's behavior are inferred by inverting this model of rational planning using Bayesian inference, integrating the likelihood of the observed actions with the prior over mental states. This approach formalizes in precise probabilistic terms the essence of previous qualitative approaches to action understanding based on an "intentional stance" [Dennett, D. C. (1987). The intentional stance. Cambridge, MA: MIT Press] or a "teleological stance" [Gergely, G., Nádasdy, Z., Csibra, G., & Biró, S. (1995). Taking the intentional stance at 12 months of age. Cognition, 56, 165-193]. In three psychophysical experiments using animated stimuli of agents moving in simple mazes, we assess how well different inverse planning models based on different goal priors can predict human goal inferences. The results provide quantitative evidence for an approximately rational inference mechanism in human goal inference within our simplified stimulus paradigm, and for the flexible nature of goal representations that human observers can adopt. We discuss the implications of our experimental results for human action understanding in real-world contexts, and suggest how our framework might be extended to capture other kinds of mental state inferences, such as inferences about beliefs, or inferring whether an entity is an intentional agent.
Evidence cross-validation and Bayesian inference of MAST plasma equilibria
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nessi, G. T. von; Hole, M. J.; Svensson, J.
2012-01-15
In this paper, current profiles for plasma discharges on the mega-ampere spherical tokamak are directly calculated from pickup coil, flux loop, and motional-Stark effect observations via methods based in the statistical theory of Bayesian analysis. By representing toroidal plasma current as a series of axisymmetric current beams with rectangular cross-section and inferring the current for each one of these beams, flux-surface geometry and q-profiles are subsequently calculated by elementary application of Biot-Savart's law. The use of this plasma model in the context of Bayesian analysis was pioneered by Svensson and Werner on the joint-European tokamak [Svensson and Werner,Plasma Phys. Controlledmore » Fusion 50(8), 085002 (2008)]. In this framework, linear forward models are used to generate diagnostic predictions, and the probability distribution for the currents in the collection of plasma beams was subsequently calculated directly via application of Bayes' formula. In this work, we introduce a new diagnostic technique to identify and remove outlier observations associated with diagnostics falling out of calibration or suffering from an unidentified malfunction. These modifications enable a good agreement between Bayesian inference of the last-closed flux-surface with other corroborating data, such as that from force balance considerations using EFIT++[Appel et al., ''A unified approach to equilibrium reconstruction'' Proceedings of the 33rd EPS Conference on Plasma Physics (Rome, Italy, 2006)]. In addition, this analysis also yields errors on the plasma current profile and flux-surface geometry as well as directly predicting the Shafranov shift of the plasma core.« less
Applying dynamic Bayesian networks to perturbed gene expression data.
Dojer, Norbert; Gambin, Anna; Mizera, Andrzej; Wilczyński, Bartek; Tiuryn, Jerzy
2006-05-08
A central goal of molecular biology is to understand the regulatory mechanisms of gene transcription and protein synthesis. Because of their solid basis in statistics, allowing to deal with the stochastic aspects of gene expressions and noisy measurements in a natural way, Bayesian networks appear attractive in the field of inferring gene interactions structure from microarray experiments data. However, the basic formalism has some disadvantages, e.g. it is sometimes hard to distinguish between the origin and the target of an interaction. Two kinds of microarray experiments yield data particularly rich in information regarding the direction of interactions: time series and perturbation experiments. In order to correctly handle them, the basic formalism must be modified. For example, dynamic Bayesian networks (DBN) apply to time series microarray data. To our knowledge the DBN technique has not been applied in the context of perturbation experiments. We extend the framework of dynamic Bayesian networks in order to incorporate perturbations. Moreover, an exact algorithm for inferring an optimal network is proposed and a discretization method specialized for time series data from perturbation experiments is introduced. We apply our procedure to realistic simulations data. The results are compared with those obtained by standard DBN learning techniques. Moreover, the advantages of using exact learning algorithm instead of heuristic methods are analyzed. We show that the quality of inferred networks dramatically improves when using data from perturbation experiments. We also conclude that the exact algorithm should be used when it is possible, i.e. when considered set of genes is small enough.
Huang, Yi-Fei; Golding, G Brian
2015-02-15
A number of statistical phylogenetic methods have been developed to infer conserved functional sites or regions in proteins. Many methods, e.g. Rate4Site, apply the standard phylogenetic models to infer site-specific substitution rates and totally ignore the spatial correlation of substitution rates in protein tertiary structures, which may reduce their power to identify conserved functional patches in protein tertiary structures when the sequences used in the analysis are highly similar. The 3D sliding window method has been proposed to infer conserved functional patches in protein tertiary structures, but the window size, which reflects the strength of the spatial correlation, must be predefined and is not inferred from data. We recently developed GP4Rate to solve these problems under the Bayesian framework. Unfortunately, GP4Rate is computationally slow. Here, we present an intuitive web server, FuncPatch, to perform a fast approximate Bayesian inference of conserved functional patches in protein tertiary structures. Both simulations and four case studies based on empirical data suggest that FuncPatch is a good approximation to GP4Rate. However, FuncPatch is orders of magnitudes faster than GP4Rate. In addition, simulations suggest that FuncPatch is potentially a useful tool complementary to Rate4Site, but the 3D sliding window method is less powerful than FuncPatch and Rate4Site. The functional patches predicted by FuncPatch in the four case studies are supported by experimental evidence, which corroborates the usefulness of FuncPatch. The software FuncPatch is freely available at the web site, http://info.mcmaster.ca/yifei/FuncPatch golding@mcmaster.ca Supplementary data are available at Bioinformatics online. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
NASA Astrophysics Data System (ADS)
Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix
2017-04-01
It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.
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.
A Test by Any Other Name: P Values, Bayes Factors, and Statistical Inference.
Stern, Hal S
2016-01-01
Procedures used for statistical inference are receiving increased scrutiny as the scientific community studies the factors associated with insuring reproducible research. This note addresses recent negative attention directed at p values, the relationship of confidence intervals and tests, and the role of Bayesian inference and Bayes factors, with an eye toward better understanding these different strategies for statistical inference. We argue that researchers and data analysts too often resort to binary decisions (e.g., whether to reject or accept the null hypothesis) in settings where this may not be required.
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
ERIC Educational Resources Information Center
Pan, Yilin
2016-01-01
Given the necessity to bridge the gap between what happened and what is likely to happen, this paper aims to explore how to apply Bayesian inference to cost-effectiveness analysis so as to capture the uncertainty of a ratio-type efficiency measure. The first part of the paper summarizes the characteristics of the evaluation data that are commonly…
Wei Wu; James Clark; James Vose
2010-01-01
Hierarchical Bayesian (HB) modeling allows for multiple sources of uncertainty by factoring complex relationships into conditional distributions that can be used to draw inference and make predictions. We applied an HB model to estimate the parameters and state variables of a parsimonious hydrological model â GR4J â by coherently assimilating the uncertainties from the...
Efficient Effects-Based Military Planning Final Report
2010-11-13
using probabilistic infer- ence methods,” in Proc. 8th Annu. Conf. Uncertainty Artificial Intelli - gence (UAI), Stanford, CA. San Mateo, CA: Morgan...Imprecise Probabilities, the 24th Conference on Uncertainty in Artificial Intelligence (UAI), 2008. 7. Yan Tong and Qiang Ji, Learning Bayesian Networks...Bayesian Networks using Constraints Cassio P. de Campos cassiopc@acm.org Dalle Molle Institute for Artificial Intelligence Galleria 2, Manno 6928
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…
Automated Bayesian model development for frequency detection in biological time series.
Granqvist, Emma; Oldroyd, Giles E D; Morris, Richard J
2011-06-24
A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time series often deviate significantly from the requirements of optimality for Fourier transformation. In this paper we present an alternative approach based on Bayesian inference. We show the value of placing spectral analysis in the framework of Bayesian inference and demonstrate how model comparison can automate this procedure.
Automated Bayesian model development for frequency detection in biological time series
2011-01-01
Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time series often deviate significantly from the requirements of optimality for Fourier transformation. In this paper we present an alternative approach based on Bayesian inference. We show the value of placing spectral analysis in the framework of Bayesian inference and demonstrate how model comparison can automate this procedure. PMID:21702910
The anatomy of choice: active inference and agency.
Friston, Karl; Schwartenbeck, Philipp; Fitzgerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J
2013-01-01
This paper considers agency in the setting of embodied or active inference. In brief, we associate a sense of agency with prior beliefs about action and ask what sorts of beliefs underlie optimal behavior. In particular, we consider prior beliefs that action minimizes the Kullback-Leibler (KL) divergence between desired states and attainable states in the future. This allows one to formulate bounded rationality as approximate Bayesian inference that optimizes a free energy bound on model evidence. We show that constructs like expected utility, exploration bonuses, softmax choice rules and optimism bias emerge as natural consequences of this formulation. Previous accounts of active inference have focused on predictive coding and Bayesian filtering schemes for minimizing free energy. Here, we consider variational Bayes as an alternative scheme that provides formal constraints on the computational anatomy of inference and action-constraints that are remarkably consistent with neuroanatomy. Furthermore, this scheme contextualizes optimal decision theory and economic (utilitarian) formulations as pure inference problems. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (of softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution-that minimizes free energy. This sensitivity corresponds to the precision of beliefs about behavior, such that attainable goals are afforded a higher precision or confidence. In turn, this means that optimal behavior entails a representation of confidence about outcomes that are under an agent's control.
Lee, Minjung; Dignam, James J.; Han, Junhee
2014-01-01
We propose a nonparametric approach for cumulative incidence estimation when causes of failure are unknown or missing for some subjects. Under the missing at random assumption, we estimate the cumulative incidence function using multiple imputation methods. We develop asymptotic theory for the cumulative incidence estimators obtained from multiple imputation methods. We also discuss how to construct confidence intervals for the cumulative incidence function and perform a test for comparing the cumulative incidence functions in two samples with missing cause of failure. Through simulation studies, we show that the proposed methods perform well. The methods are illustrated with data from a randomized clinical trial in early stage breast cancer. PMID:25043107
Bansal, Ravi; Peterson, Bradley S
2018-06-01
Identifying regional effects of interest in MRI datasets usually entails testing a priori hypotheses across many thousands of brain voxels, requiring control for false positive findings in these multiple hypotheses testing. Recent studies have suggested that parametric statistical methods may have incorrectly modeled functional MRI data, thereby leading to higher false positive rates than their nominal rates. Nonparametric methods for statistical inference when conducting multiple statistical tests, in contrast, are thought to produce false positives at the nominal rate, which has thus led to the suggestion that previously reported studies should reanalyze their fMRI data using nonparametric tools. To understand better why parametric methods may yield excessive false positives, we assessed their performance when applied both to simulated datasets of 1D, 2D, and 3D Gaussian Random Fields (GRFs) and to 710 real-world, resting-state fMRI datasets. We showed that both the simulated 2D and 3D GRFs and the real-world data contain a small percentage (<6%) of very large clusters (on average 60 times larger than the average cluster size), which were not present in 1D GRFs. These unexpectedly large clusters were deemed statistically significant using parametric methods, leading to empirical familywise error rates (FWERs) as high as 65%: the high empirical FWERs were not a consequence of parametric methods failing to model spatial smoothness accurately, but rather of these very large clusters that are inherently present in smooth, high-dimensional random fields. In fact, when discounting these very large clusters, the empirical FWER for parametric methods was 3.24%. Furthermore, even an empirical FWER of 65% would yield on average less than one of those very large clusters in each brain-wide analysis. Nonparametric methods, in contrast, estimated distributions from those large clusters, and therefore, by construct rejected the large clusters as false positives at the nominal FWERs. Those rejected clusters were outlying values in the distribution of cluster size but cannot be distinguished from true positive findings without further analyses, including assessing whether fMRI signal in those regions correlates with other clinical, behavioral, or cognitive measures. Rejecting the large clusters, however, significantly reduced the statistical power of nonparametric methods in detecting true findings compared with parametric methods, which would have detected most true findings that are essential for making valid biological inferences in MRI data. Parametric analyses, in contrast, detected most true findings while generating relatively few false positives: on average, less than one of those very large clusters would be deemed a true finding in each brain-wide analysis. We therefore recommend the continued use of parametric methods that model nonstationary smoothness for cluster-level, familywise control of false positives, particularly when using a Cluster Defining Threshold of 2.5 or higher, and subsequently assessing rigorously the biological plausibility of the findings, even for large clusters. Finally, because nonparametric methods yielded a large reduction in statistical power to detect true positive findings, we conclude that the modest reduction in false positive findings that nonparametric analyses afford does not warrant a re-analysis of previously published fMRI studies using nonparametric techniques. Copyright © 2018 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Mohammad-Djafari, Ali
2015-01-01
The main object of this tutorial article is first to review the main inference tools using Bayesian approach, Entropy, Information theory and their corresponding geometries. This review is focused mainly on the ways these tools have been used in data, signal and image processing. After a short introduction of the different quantities related to the Bayes rule, the entropy and the Maximum Entropy Principle (MEP), relative entropy and the Kullback-Leibler divergence, Fisher information, we will study their use in different fields of data and signal processing such as: entropy in source separation, Fisher information in model order selection, different Maximum Entropy based methods in time series spectral estimation and finally, general linear inverse problems.
Lawson, Daniel J; Holtrop, Grietje; Flint, Harry
2011-07-01
Process models specified by non-linear dynamic differential equations contain many parameters, which often must be inferred from a limited amount of data. We discuss a hierarchical Bayesian approach combining data from multiple related experiments in a meaningful way, which permits more powerful inference than treating each experiment as independent. The approach is illustrated with a simulation study and example data from experiments replicating the aspects of the human gut microbial ecosystem. A predictive model is obtained that contains prediction uncertainty caused by uncertainty in the parameters, and we extend the model to capture situations of interest that cannot easily be studied experimentally. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Long-range dismount activity classification: LODAC
NASA Astrophysics Data System (ADS)
Garagic, Denis; Peskoe, Jacob; Liu, Fang; Cuevas, Manuel; Freeman, Andrew M.; Rhodes, Bradley J.
2014-06-01
Continuous classification of dismount types (including gender, age, ethnicity) and their activities (such as walking, running) evolving over space and time is challenging. Limited sensor resolution (often exacerbated as a function of platform standoff distance) and clutter from shadows in dense target environments, unfavorable environmental conditions, and the normal properties of real data all contribute to the challenge. The unique and innovative aspect of our approach is a synthesis of multimodal signal processing with incremental non-parametric, hierarchical Bayesian machine learning methods to create a new kind of target classification architecture. This architecture is designed from the ground up to optimally exploit correlations among the multiple sensing modalities (multimodal data fusion) and rapidly and continuously learns (online self-tuning) patterns of distinct classes of dismounts given little a priori information. This increases classification performance in the presence of challenges posed by anti-access/area denial (A2/AD) sensing. To fuse multimodal features, Long-range Dismount Activity Classification (LODAC) develops a novel statistical information theoretic approach for multimodal data fusion that jointly models multimodal data (i.e., a probabilistic model for cross-modal signal generation) and discovers the critical cross-modal correlations by identifying components (features) with maximal mutual information (MI) which is efficiently estimated using non-parametric entropy models. LODAC develops a generic probabilistic pattern learning and classification framework based on a new class of hierarchical Bayesian learning algorithms for efficiently discovering recurring patterns (classes of dismounts) in multiple simultaneous time series (sensor modalities) at multiple levels of feature granularity.
Single molecule force spectroscopy at high data acquisition: A Bayesian nonparametric analysis
NASA Astrophysics Data System (ADS)
Sgouralis, Ioannis; Whitmore, Miles; Lapidus, Lisa; Comstock, Matthew J.; Pressé, Steve
2018-03-01
Bayesian nonparametrics (BNPs) are poised to have a deep impact in the analysis of single molecule data as they provide posterior probabilities over entire models consistent with the supplied data, not just model parameters of one preferred model. Thus they provide an elegant and rigorous solution to the difficult problem encountered when selecting an appropriate candidate model. Nevertheless, BNPs' flexibility to learn models and their associated parameters from experimental data is a double-edged sword. Most importantly, BNPs are prone to increasing the complexity of the estimated models due to artifactual features present in time traces. Thus, because of experimental challenges unique to single molecule methods, naive application of available BNP tools is not possible. Here we consider traces with time correlations and, as a specific example, we deal with force spectroscopy traces collected at high acquisition rates. While high acquisition rates are required in order to capture dwells in short-lived molecular states, in this setup, a slow response of the optical trap instrumentation (i.e., trapped beads, ambient fluid, and tethering handles) distorts the molecular signals introducing time correlations into the data that may be misinterpreted as true states by naive BNPs. Our adaptation of BNP tools explicitly takes into consideration these response dynamics, in addition to drift and noise, and makes unsupervised time series analysis of correlated single molecule force spectroscopy measurements possible, even at acquisition rates similar to or below the trap's response times.
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.
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.
Serang, Oliver
2014-01-01
Exact Bayesian inference can sometimes be performed efficiently for special cases where a function has commutative and associative symmetry of its inputs (called "causal independence"). For this reason, it is desirable to exploit such symmetry on big data sets. Here we present a method to exploit a general form of this symmetry on probabilistic adder nodes by transforming those probabilistic adder nodes into a probabilistic convolution tree with which dynamic programming computes exact probabilities. A substantial speedup is demonstrated using an illustration example that can arise when identifying splice forms with bottom-up mass spectrometry-based proteomics. On this example, even state-of-the-art exact inference algorithms require a runtime more than exponential in the number of splice forms considered. By using the probabilistic convolution tree, we reduce the runtime to O(k log(k)2) and the space to O(k log(k)) where k is the number of variables joined by an additive or cardinal operator. This approach, which can also be used with junction tree inference, is applicable to graphs with arbitrary dependency on counting variables or cardinalities and can be used on diverse problems and fields like forward error correcting codes, elemental decomposition, and spectral demixing. The approach also trivially generalizes to multiple dimensions.
Serang, Oliver
2014-01-01
Exact Bayesian inference can sometimes be performed efficiently for special cases where a function has commutative and associative symmetry of its inputs (called “causal independence”). For this reason, it is desirable to exploit such symmetry on big data sets. Here we present a method to exploit a general form of this symmetry on probabilistic adder nodes by transforming those probabilistic adder nodes into a probabilistic convolution tree with which dynamic programming computes exact probabilities. A substantial speedup is demonstrated using an illustration example that can arise when identifying splice forms with bottom-up mass spectrometry-based proteomics. On this example, even state-of-the-art exact inference algorithms require a runtime more than exponential in the number of splice forms considered. By using the probabilistic convolution tree, we reduce the runtime to and the space to where is the number of variables joined by an additive or cardinal operator. This approach, which can also be used with junction tree inference, is applicable to graphs with arbitrary dependency on counting variables or cardinalities and can be used on diverse problems and fields like forward error correcting codes, elemental decomposition, and spectral demixing. The approach also trivially generalizes to multiple dimensions. PMID:24626234
Visual shape perception as Bayesian inference of 3D object-centered shape representations.
Erdogan, Goker; Jacobs, Robert A
2017-11-01
Despite decades of research, little is known about how people visually perceive object shape. We hypothesize that a promising approach to shape perception is provided by a "visual perception as Bayesian inference" framework which augments an emphasis on visual representation with an emphasis on the idea that shape perception is a form of statistical inference. Our hypothesis claims that shape perception of unfamiliar objects can be characterized as statistical inference of 3D shape in an object-centered coordinate system. We describe a computational model based on our theoretical framework, and provide evidence for the model along two lines. First, we show that, counterintuitively, the model accounts for viewpoint-dependency of object recognition, traditionally regarded as evidence against people's use of 3D object-centered shape representations. Second, we report the results of an experiment using a shape similarity task, and present an extensive evaluation of existing models' abilities to account for the experimental data. We find that our shape inference model captures subjects' behaviors better than competing models. Taken as a whole, our experimental and computational results illustrate the promise of our approach and suggest that people's shape representations of unfamiliar objects are probabilistic, 3D, and object-centered. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Hierarchical Bayesian Modeling of Fluid-Induced Seismicity
NASA Astrophysics Data System (ADS)
Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.
2017-11-01
In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.
NASA Astrophysics Data System (ADS)
Jannson, Tomasz; Kostrzewski, Andrew; Patton, Edward; Pradhan, Ranjit; Shih, Min-Yi; Walter, Kevin; Savant, Gajendra; Shie, Rick; Forrester, Thomas
2010-04-01
In this paper, Bayesian inference is applied to performance metrics definition of the important class of recent Homeland Security and defense systems called binary sensors, including both (internal) system performance and (external) CONOPS. The medical analogy is used to define the PPV (Positive Predictive Value), the basic Bayesian metrics parameter of the binary sensors. Also, Small System Integration (SSI) is discussed in the context of recent Homeland Security and defense applications, emphasizing a highly multi-technological approach, within the broad range of clusters ("nexus") of electronics, optics, X-ray physics, γ-ray physics, and other disciplines.
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].
Weighted community detection and data clustering using message passing
NASA Astrophysics Data System (ADS)
Shi, Cheng; Liu, Yanchen; Zhang, Pan
2018-03-01
Grouping objects into clusters based on the similarities or weights between them is one of the most important problems in science and engineering. In this work, by extending message-passing algorithms and spectral algorithms proposed for an unweighted community detection problem, we develop a non-parametric method based on statistical physics, by mapping the problem to the Potts model at the critical temperature of spin-glass transition and applying belief propagation to solve the marginals corresponding to the Boltzmann distribution. Our algorithm is robust to over-fitting and gives a principled way to determine whether there are significant clusters in the data and how many clusters there are. We apply our method to different clustering tasks. In the community detection problem in weighted and directed networks, we show that our algorithm significantly outperforms existing algorithms. In the clustering problem, where the data were generated by mixture models in the sparse regime, we show that our method works all the way down to the theoretical limit of detectability and gives accuracy very close to that of the optimal Bayesian inference. In the semi-supervised clustering problem, our method only needs several labels to work perfectly in classic datasets. Finally, we further develop Thouless-Anderson-Palmer equations which heavily reduce the computation complexity in dense networks but give almost the same performance as belief propagation.
A mixture model for bovine abortion and foetal survival.
Hanson, Timothy; Bedrick, Edward J; Johnson, Wesley O; Thurmond, Mark C
2003-05-30
The effect of spontaneous abortion on the dairy industry is substantial, costing the industry on the order of US dollars 200 million per year in California alone. We analyse data from a cohort study of nine dairy herds in Central California. A key feature of the analysis is the observation that only a relatively small proportion of cows will abort (around 10;15 per cent), so that it is inappropriate to analyse the time-to-abortion (TTA) data as if it were standard censored survival data, with cows that fail to abort by the end of the study treated as censored observations. We thus broaden the scope to consider the analysis of foetal lifetime distribution (FLD) data for the cows, with the dual goals of characterizing the effects of various risk factors on (i). the likelihood of abortion and, conditional on abortion status, on (ii). the risk of early versus late abortion. A single model is developed to accomplish both goals with two sets of specific herd effects modelled as random effects. Because multimodal foetal hazard functions are expected for the TTA data, both a parametric mixture model and a non-parametric model are developed. Furthermore, the two sets of analyses are linked because of anticipated dependence between the random herd effects. All modelling and inferences are accomplished using modern Bayesian methods. Copyright 2003 John Wiley & Sons, Ltd.
sourceR: Classification and source attribution of infectious agents among heterogeneous populations
French, Nigel
2017-01-01
Zoonotic diseases are a major cause of morbidity, and productivity losses in both human and animal populations. Identifying the source of food-borne zoonoses (e.g. an animal reservoir or food product) is crucial for the identification and prioritisation of food safety interventions. For many zoonotic diseases it is difficult to attribute human cases to sources of infection because there is little epidemiological information on the cases. However, microbial strain typing allows zoonotic pathogens to be categorised, and the relative frequencies of the strain types among the sources and in human cases allows inference on the likely source of each infection. We introduce sourceR, an R package for quantitative source attribution, aimed at food-borne diseases. It implements a Bayesian model using strain-typed surveillance data from both human cases and source samples, capable of identifying important sources of infection. The model measures the force of infection from each source, allowing for varying survivability, pathogenicity and virulence of pathogen strains, and varying abilities of the sources to act as vehicles of infection. A Bayesian non-parametric (Dirichlet process) approach is used to cluster pathogen strain types by epidemiological behaviour, avoiding model overfitting and allowing detection of strain types associated with potentially high “virulence”. sourceR is demonstrated using Campylobacter jejuni isolate data collected in New Zealand between 2005 and 2008. Chicken from a particular poultry supplier was identified as the major source of campylobacteriosis, which is qualitatively similar to results of previous studies using the same dataset. Additionally, the software identifies a cluster of 9 multilocus sequence types with abnormally high ‘virulence’ in humans. sourceR enables straightforward attribution of cases of zoonotic infection to putative sources of infection. As sourceR develops, we intend it to become an important and flexible resource for food-borne disease attribution studies. PMID:28558033
Bayes and blickets: Effects of knowledge on causal induction in children and adults
Griffiths, Thomas L.; Sobel, David M.; Tenenbaum, Joshua B.; Gopnik, Alison
2011-01-01
People are adept at inferring novel causal relations, even from only a few observations. Prior knowledge about the probability of encountering causal relations of various types and the nature of the mechanisms relating causes and effects plays a crucial role in these inferences. We test a formal account of how this knowledge can be used and acquired, based on analyzing causal induction as Bayesian inference. Five studies explored the predictions of this account with adults and 4-year-olds, using tasks in which participants learned about the causal properties of a set of objects. The studies varied the two factors that our Bayesian approach predicted should be relevant to causal induction: the prior probability with which causal relations exist, and the assumption of a deterministic or a probabilistic relation between cause and effect. Adults’ judgments (Experiments 1, 2, and 4) were in close correspondence with the quantitative predictions of the model, and children’s judgments (Experiments 3 and 5) agreed qualitatively with this account. PMID:21972897
Data analysis using scale-space filtering and Bayesian probabilistic reasoning
NASA Technical Reports Server (NTRS)
Kulkarni, Deepak; Kutulakos, Kiriakos; Robinson, Peter
1991-01-01
This paper describes a program for analysis of output curves from Differential Thermal Analyzer (DTA). The program first extracts probabilistic qualitative features from a DTA curve of a soil sample, and then uses Bayesian probabilistic reasoning to infer the mineral in the soil. The qualifier module employs a simple and efficient extension of scale-space filtering suitable for handling DTA data. We have observed that points can vanish from contours in the scale-space image when filtering operations are not highly accurate. To handle the problem of vanishing points, perceptual organizations heuristics are used to group the points into lines. Next, these lines are grouped into contours by using additional heuristics. Probabilities are associated with these contours using domain-specific correlations. A Bayes tree classifier processes probabilistic features to infer the presence of different minerals in the soil. Experiments show that the algorithm that uses domain-specific correlation to infer qualitative features outperforms a domain-independent algorithm that does not.
Campbell, Kieran R; Yau, Christopher
2017-03-15
Modeling bifurcations in single-cell transcriptomics data has become an increasingly popular field of research. Several methods have been proposed to infer bifurcation structure from such data, but all rely on heuristic non-probabilistic inference. Here we propose the first generative, fully probabilistic model for such inference based on a Bayesian hierarchical mixture of factor analyzers. Our model exhibits competitive performance on large datasets despite implementing full Markov-Chain Monte Carlo sampling, and its unique hierarchical prior structure enables automatic determination of genes driving the bifurcation process. We additionally propose an Empirical-Bayes like extension that deals with the high levels of zero-inflation in single-cell RNA-seq data and quantify when such models are useful. We apply or model to both real and simulated single-cell gene expression data and compare the results to existing pseudotime methods. Finally, we discuss both the merits and weaknesses of such a unified, probabilistic approach in the context practical bioinformatics analyses.
Nonparametric predictive inference for combining diagnostic tests with parametric copula
NASA Astrophysics Data System (ADS)
Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.
2017-09-01
Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.
Wavelet-Bayesian inference of cosmic strings embedded in the cosmic microwave background
NASA Astrophysics Data System (ADS)
McEwen, J. D.; Feeney, S. M.; Peiris, H. V.; Wiaux, Y.; Ringeval, C.; Bouchet, F. R.
2017-12-01
Cosmic strings are a well-motivated extension to the standard cosmological model and could induce a subdominant component in the anisotropies of the cosmic microwave background (CMB), in addition to the standard inflationary component. The detection of strings, while observationally challenging, would provide a direct probe of physics at very high-energy scales. We develop a framework for cosmic string inference from observations of the CMB made over the celestial sphere, performing a Bayesian analysis in wavelet space where the string-induced CMB component has distinct statistical properties to the standard inflationary component. Our wavelet-Bayesian framework provides a principled approach to compute the posterior distribution of the string tension Gμ and the Bayesian evidence ratio comparing the string model to the standard inflationary model. Furthermore, we present a technique to recover an estimate of any string-induced CMB map embedded in observational data. Using Planck-like simulations, we demonstrate the application of our framework and evaluate its performance. The method is sensitive to Gμ ∼ 5 × 10-7 for Nambu-Goto string simulations that include an integrated Sachs-Wolfe contribution only and do not include any recombination effects, before any parameters of the analysis are optimized. The sensitivity of the method compares favourably with other techniques applied to the same simulations.
NASA Astrophysics Data System (ADS)
Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.
2009-05-01
Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.
Bayesian posterior distributions without Markov chains.
Cole, Stephen R; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B
2012-03-01
Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.
Heuristics as Bayesian inference under extreme priors.
Parpart, Paula; Jones, Matt; Love, Bradley C
2018-05-01
Simple heuristics are often regarded as tractable decision strategies because they ignore a great deal of information in the input data. One puzzle is why heuristics can outperform full-information models, such as linear regression, which make full use of the available information. These "less-is-more" effects, in which a relatively simpler model outperforms a more complex model, are prevalent throughout cognitive science, and are frequently argued to demonstrate an inherent advantage of simplifying computation or ignoring information. In contrast, we show at the computational level (where algorithmic restrictions are set aside) that it is never optimal to discard information. Through a formal Bayesian analysis, we prove that popular heuristics, such as tallying and take-the-best, are formally equivalent to Bayesian inference under the limit of infinitely strong priors. Varying the strength of the prior yields a continuum of Bayesian models with the heuristics at one end and ordinary regression at the other. Critically, intermediate models perform better across all our simulations, suggesting that down-weighting information with the appropriate prior is preferable to entirely ignoring it. Rather than because of their simplicity, our analyses suggest heuristics perform well because they implement strong priors that approximate the actual structure of the environment. We end by considering how new heuristics could be derived by infinitely strengthening the priors of other Bayesian models. These formal results have implications for work in psychology, machine learning and economics. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
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.
Cure modeling in real-time prediction: How much does it help?
Ying, Gui-Shuang; Zhang, Qiang; Lan, Yu; Li, Yimei; Heitjan, Daniel F
2017-08-01
Various parametric and nonparametric modeling approaches exist for real-time prediction in time-to-event clinical trials. Recently, Chen (2016 BMC Biomedical Research Methodology 16) proposed a prediction method based on parametric cure-mixture modeling, intending to cover those situations where it appears that a non-negligible fraction of subjects is cured. In this article we apply a Weibull cure-mixture model to create predictions, demonstrating the approach in RTOG 0129, a randomized trial in head-and-neck cancer. We compare the ultimate realized data in RTOG 0129 to interim predictions from a Weibull cure-mixture model, a standard Weibull model without a cure component, and a nonparametric model based on the Bayesian bootstrap. The standard Weibull model predicted that events would occur earlier than the Weibull cure-mixture model, but the difference was unremarkable until late in the trial when evidence for a cure became clear. Nonparametric predictions often gave undefined predictions or infinite prediction intervals, particularly at early stages of the trial. Simulations suggest that cure modeling can yield better-calibrated prediction intervals when there is a cured component, or the appearance of a cured component, but at a substantial cost in the average width of the intervals. Copyright © 2017 Elsevier Inc. All rights reserved.
Nicoulaud-Gouin, V; Garcia-Sanchez, L; Giacalone, M; Attard, J C; Martin-Garin, A; Bois, F Y
2016-10-01
This paper addresses the methodological conditions -particularly experimental design and statistical inference- ensuring the identifiability of sorption parameters from breakthrough curves measured during stirred flow-through reactor experiments also known as continuous flow stirred-tank reactor (CSTR) experiments. The equilibrium-kinetic (EK) sorption model was selected as nonequilibrium parameterization embedding the K d approach. Parameter identifiability was studied formally on the equations governing outlet concentrations. It was also studied numerically on 6 simulated CSTR experiments on a soil with known equilibrium-kinetic sorption parameters. EK sorption parameters can not be identified from a single breakthrough curve of a CSTR experiment, because K d,1 and k - were diagnosed collinear. For pairs of CSTR experiments, Bayesian inference allowed to select the correct models of sorption and error among sorption alternatives. Bayesian inference was conducted with SAMCAT software (Sensitivity Analysis and Markov Chain simulations Applied to Transfer models) which launched the simulations through the embedded simulation engine GNU-MCSim, and automated their configuration and post-processing. Experimental designs consisting in varying flow rates between experiments reaching equilibrium at contamination stage were found optimal, because they simultaneously gave accurate sorption parameters and predictions. Bayesian results were comparable to maximum likehood method but they avoided convergence problems, the marginal likelihood allowed to compare all models, and credible interval gave directly the uncertainty of sorption parameters θ. Although these findings are limited to the specific conditions studied here, in particular the considered sorption model, the chosen parameter values and error structure, they help in the conception and analysis of future CSTR experiments with radionuclides whose kinetic behaviour is suspected. Copyright © 2016 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Perkins, S. J.; Marais, P. C.; Zwart, J. T. L.; Natarajan, I.; Tasse, C.; Smirnov, O.
2015-09-01
We present Montblanc, a GPU implementation of the Radio interferometer measurement equation (RIME) in support of the Bayesian inference for radio observations (BIRO) technique. BIRO uses Bayesian inference to select sky models that best match the visibilities observed by a radio interferometer. To accomplish this, BIRO evaluates the RIME multiple times, varying sky model parameters to produce multiple model visibilities. χ2 values computed from the model and observed visibilities are used as likelihood values to drive the Bayesian sampling process and select the best sky model. As most of the elements of the RIME and χ2 calculation are independent of one another, they are highly amenable to parallel computation. Additionally, Montblanc caters for iterative RIME evaluation to produce multiple χ2 values. Modified model parameters are transferred to the GPU between each iteration. We implemented Montblanc as a Python package based upon NVIDIA's CUDA architecture. As such, it is easy to extend and implement different pipelines. At present, Montblanc supports point and Gaussian morphologies, but is designed for easy addition of new source profiles. Montblanc's RIME implementation is performant: On an NVIDIA K40, it is approximately 250 times faster than MEQTREES on a dual hexacore Intel E5-2620v2 CPU. Compared to the OSKAR simulator's GPU-implemented RIME components it is 7.7 and 12 times faster on the same K40 for single and double-precision floating point respectively. However, OSKAR's RIME implementation is more general than Montblanc's BIRO-tailored RIME. Theoretical analysis of Montblanc's dominant CUDA kernel suggests that it is memory bound. In practice, profiling shows that is balanced between compute and memory, as much of the data required by the problem is retained in L1 and L2 caches.
Bayesian Inference for Signal-Based Seismic Monitoring
NASA Astrophysics Data System (ADS)
Moore, D.
2015-12-01
Traditional seismic monitoring systems rely on discrete detections produced by station processing software, discarding significant information present in the original recorded signal. SIG-VISA (Signal-based Vertically Integrated Seismic Analysis) is a system for global seismic monitoring through Bayesian inference on seismic signals. By modeling signals directly, our forward model is able to incorporate a rich representation of the physics underlying the signal generation process, including source mechanisms, wave propagation, and station response. This allows inference in the model to recover the qualitative behavior of recent geophysical methods including waveform matching and double-differencing, all as part of a unified Bayesian monitoring system that simultaneously detects and locates events from a global network of stations. We demonstrate recent progress in scaling up SIG-VISA to efficiently process the data stream of global signals recorded by the International Monitoring System (IMS), including comparisons against existing processing methods that show increased sensitivity from our signal-based model and in particular the ability to locate events (including aftershock sequences that can tax analyst processing) precisely from waveform correlation effects. We also provide a Bayesian analysis of an alleged low-magnitude event near the DPRK test site in May 2010 [1] [2], investigating whether such an event could plausibly be detected through automated processing in a signal-based monitoring system. [1] Zhang, Miao and Wen, Lianxing. "Seismological Evidence for a Low-Yield Nuclear Test on 12 May 2010 in North Korea". Seismological Research Letters, January/February 2015. [2] Richards, Paul. "A Seismic Event in North Korea on 12 May 2010". CTBTO SnT 2015 oral presentation, video at https://video-archive.ctbto.org/index.php/kmc/preview/partner_id/103/uiconf_id/4421629/entry_id/0_ymmtpps0/delivery/http
Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Duarte-Carvajalino, Julio M; Sapiro, Guillermo; Lenglet, Christophe
2018-02-15
We present a sparse Bayesian unmixing algorithm BusineX: Bayesian Unmixing for Sparse Inference-based Estimation of Fiber Crossings (X), for estimation of white matter fiber parameters from compressed (under-sampled) diffusion MRI (dMRI) data. BusineX combines compressive sensing with linear unmixing and introduces sparsity to the previously proposed multiresolution data fusion algorithm RubiX, resulting in a method for improved reconstruction, especially from data with lower number of diffusion gradients. We formulate the estimation of fiber parameters as a sparse signal recovery problem and propose a linear unmixing framework with sparse Bayesian learning for the recovery of sparse signals, the fiber orientations and volume fractions. The data is modeled using a parametric spherical deconvolution approach and represented using a dictionary created with the exponential decay components along different possible diffusion directions. Volume fractions of fibers along these directions define the dictionary weights. The proposed sparse inference, which is based on the dictionary representation, considers the sparsity of fiber populations and exploits the spatial redundancy in data representation, thereby facilitating inference from under-sampled q-space. The algorithm improves parameter estimation from dMRI through data-dependent local learning of hyperparameters, at each voxel and for each possible fiber orientation, that moderate the strength of priors governing the parameter variances. Experimental results on synthetic and in-vivo data show improved accuracy with a lower uncertainty in fiber parameter estimates. BusineX resolves a higher number of second and third fiber crossings. For under-sampled data, the algorithm is also shown to produce more reliable estimates. Copyright © 2017 Elsevier Inc. All rights reserved.
Scliar, Marilia O; Gouveia, Mateus H; Benazzo, Andrea; Ghirotto, Silvia; Fagundes, Nelson J R; Leal, Thiago P; Magalhães, Wagner C S; Pereira, Latife; Rodrigues, Maira R; Soares-Souza, Giordano B; Cabrera, Lilia; Berg, Douglas E; Gilman, Robert H; Bertorelle, Giorgio; Tarazona-Santos, Eduardo
2014-09-30
Archaeology reports millenary cultural contacts between Peruvian Coast-Andes and the Amazon Yunga, a rainforest transitional region between Andes and Lower Amazonia. To clarify the relationships between cultural and biological evolution of these populations, in particular between Amazon Yungas and Andeans, we used DNA-sequence data, a model-based Bayesian approach and several statistical validations to infer a set of demographic parameters. We found that the genetic diversity of the Shimaa (an Amazon Yunga population) is a subset of that of Quechuas from Central-Andes. Using the Isolation-with-Migration population genetics model, we inferred that the Shimaa ancestors were a small subgroup that split less than 5300 years ago (after the development of complex societies) from an ancestral Andean population. After the split, the most plausible scenario compatible with our results is that the ancestors of Shimaas moved toward the Peruvian Amazon Yunga and incorporated the culture and language of some of their neighbors, but not a substantial amount of their genes. We validated our results using Approximate Bayesian Computations, posterior predictive tests and the analysis of pseudo-observed datasets. We presented a case study in which model-based Bayesian approaches, combined with necessary statistical validations, shed light into the prehistoric demographic relationship between Andeans and a population from the Amazon Yunga. Our results offer a testable model for the peopling of this large transitional environmental region between the Andes and the Lower Amazonia. However, studies on larger samples and involving more populations of these regions are necessary to confirm if the predominant Andean biological origin of the Shimaas is the rule, and not the exception.
Variational Bayesian Learning for Wavelet Independent Component Analysis
NASA Astrophysics Data System (ADS)
Roussos, E.; Roberts, S.; Daubechies, I.
2005-11-01
In an exploratory approach to data analysis, it is often useful to consider the observations as generated from a set of latent generators or "sources" via a generally unknown mapping. For the noisy overcomplete case, where we have more sources than observations, the problem becomes extremely ill-posed. Solutions to such inverse problems can, in many cases, be achieved by incorporating prior knowledge about the problem, captured in the form of constraints. This setting is a natural candidate for the application of the Bayesian methodology, allowing us to incorporate "soft" constraints in a natural manner. The work described in this paper is mainly driven by problems in functional magnetic resonance imaging of the brain, for the neuro-scientific goal of extracting relevant "maps" from the data. This can be stated as a `blind' source separation problem. Recent experiments in the field of neuroscience show that these maps are sparse, in some appropriate sense. The separation problem can be solved by independent component analysis (ICA), viewed as a technique for seeking sparse components, assuming appropriate distributions for the sources. We derive a hybrid wavelet-ICA model, transforming the signals into a domain where the modeling assumption of sparsity of the coefficients with respect to a dictionary is natural. We follow a graphical modeling formalism, viewing ICA as a probabilistic generative model. We use hierarchical source and mixing models and apply Bayesian inference to the problem. This allows us to perform model selection in order to infer the complexity of the representation, as well as automatic denoising. Since exact inference and learning in such a model is intractable, we follow a variational Bayesian mean-field approach in the conjugate-exponential family of distributions, for efficient unsupervised learning in multi-dimensional settings. The performance of the proposed algorithm is demonstrated on some representative experiments.
Examining the evidence for dynamical dark energy.
Zhao, Gong-Bo; Crittenden, Robert G; Pogosian, Levon; Zhang, Xinmin
2012-10-26
We apply a new nonparametric Bayesian method for reconstructing the evolution history of the equation of state w of dark energy, based on applying a correlated prior for w(z), to a collection of cosmological data. We combine the latest supernova (SNLS 3 year or Union 2.1), cosmic microwave background, redshift space distortion, and the baryonic acoustic oscillation measurements (including BOSS, WiggleZ, and 6dF) and find that the cosmological constant appears consistent with current data, but that a dynamical dark energy model which evolves from w<-1 at z~0.25 to w>-1 at higher redshift is mildly favored. Estimates of the Bayesian evidence show little preference between the cosmological constant model and the dynamical model for a range of correlated prior choices. Looking towards future data, we find that the best fit models for current data could be well distinguished from the ΛCDM model by observations such as Planck and Euclid-like surveys.
A Bayesian Measurment Error Model for Misaligned Radiographic Data
Lennox, Kristin P.; Glascoe, Lee G.
2013-09-06
An understanding of the inherent variability in micro-computed tomography (micro-CT) data is essential to tasks such as statistical process control and the validation of radiographic simulation tools. The data present unique challenges to variability analysis due to the relatively low resolution of radiographs, and also due to minor variations from run to run which can result in misalignment or magnification changes between repeated measurements of a sample. Positioning changes artificially inflate the variability of the data in ways that mask true physical phenomena. We present a novel Bayesian nonparametric regression model that incorporates both additive and multiplicative measurement error inmore » addition to heteroscedasticity to address this problem. We also use this model to assess the effects of sample thickness and sample position on measurement variability for an aluminum specimen. Supplementary materials for this article are available online.« less
On parametrized cold dense matter equation-of-state inference
NASA Astrophysics Data System (ADS)
Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.
2018-07-01
Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrized dense matter equations of state. In particular, we generalize and examine two inference paradigms from the literature: (i) direct posterior equation-of-state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective while the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilizing archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation-of-state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.
On parametrised cold dense matter equation of state inference
NASA Astrophysics Data System (ADS)
Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.
2018-04-01
Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrised dense matter equations of state. In particular we generalise and examine two inference paradigms from the literature: (i) direct posterior equation of state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective whilst the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilising archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation of state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.
Active inference and cognitive-emotional interactions in the brain.
Pezzulo, Giovanni; Barca, Laura; Friston, Karl J
2015-01-01
All organisms must integrate cognition, emotion, and motivation to guide action toward valuable (goal) states, as described by active inference. Within this framework, cognition, emotion, and motivation interact through the (Bayesian) fusion of exteroceptive, proprioceptive, and interoceptive signals, the precision-weighting of prediction errors, and the "affective tuning" of neuronal representations. Crucially, misregulation of these processes may have profound psychopathological consequences.
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…
MULTINEST: an efficient and robust Bayesian inference tool for cosmology and particle physics
NASA Astrophysics Data System (ADS)
Feroz, F.; Hobson, M. P.; Bridges, M.
2009-10-01
We present further development and the first public release of our multimodal nested sampling algorithm, called MULTINEST. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior samples from distributions that may contain multiple modes and pronounced (curving) degeneracies in high dimensions. The developments presented here lead to further substantial improvements in sampling efficiency and robustness, as compared to the original algorithm presented in Feroz & Hobson, which itself significantly outperformed existing Markov chain Monte Carlo techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MULTINEST algorithm are demonstrated by application to two toy problems and to a cosmological inference problem focusing on the extension of the vanilla Λ cold dark matter model to include spatial curvature and a varying equation of state for dark energy. The MULTINEST software, which is fully parallelized using MPI and includes an interface to COSMOMC, is available at http://www.mrao.cam.ac.uk/software/multinest/. It will also be released as part of the SUPERBAYES package, for the analysis of supersymmetric theories of particle physics, at http://www.superbayes.org.
ERIC Educational Resources Information Center
Yorke, Mantz
2017-01-01
When analysing course-level data by subgroups based upon some demographic characteristics, the numbers in analytical cells are often too small to allow inferences to be drawn that might help in the enhancement of practices. However, relatively simple analyses can provide useful pointers. This article draws upon a study involving a partnership with…
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.
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
Bayesian estimation inherent in a Mexican-hat-type neural network
NASA Astrophysics Data System (ADS)
Takiyama, Ken
2016-05-01
Brain functions, such as perception, motor control and learning, and decision making, have been explained based on a Bayesian framework, i.e., to decrease the effects of noise inherent in the human nervous system or external environment, our brain integrates sensory and a priori information in a Bayesian optimal manner. However, it remains unclear how Bayesian computations are implemented in the brain. Herein, I address this issue by analyzing a Mexican-hat-type neural network, which was used as a model of the visual cortex, motor cortex, and prefrontal cortex. I analytically demonstrate that the dynamics of an order parameter in the model corresponds exactly to a variational inference of a linear Gaussian state-space model, a Bayesian estimation, when the strength of recurrent synaptic connectivity is appropriately stronger than that of an external stimulus, a plausible condition in the brain. This exact correspondence can reveal the relationship between the parameters in the Bayesian estimation and those in the neural network, providing insight for understanding brain functions.
NASA Astrophysics Data System (ADS)
Matthews-Bird, Frazer; Brooks, Stephen J.; Holden, Philip B.; Montoya, Encarni; Gosling, William D.
2016-06-01
Presented here is the first chironomid calibration data set for tropical South America. Surface sediments were collected from 59 lakes across Bolivia (15 lakes), Peru (32 lakes), and Ecuador (12 lakes) between 2004 and 2013 over an altitudinal gradient from 150 m above sea level (a.s.l) to 4655 m a.s.l, between 0-17° S and 64-78° W. The study sites cover a mean annual temperature (MAT) gradient of 25 °C. In total, 55 chironomid taxa were identified in the 59 calibration data set lakes. When used as a single explanatory variable, MAT explains 12.9 % of the variance (λ1/λ2 = 1.431). Two inference models were developed using weighted averaging (WA) and Bayesian methods. The best-performing model using conventional statistical methods was a WA (inverse) model (R2jack = 0.890; RMSEPjack = 2.404 °C, RMSEP - root mean squared error of prediction; mean biasjack = -0.017 °C; max biasjack = 4.665 °C). The Bayesian method produced a model with R2jack = 0.909, RMSEPjack = 2.373 °C, mean biasjack = 0.598 °C, and max biasjack = 3.158 °C. Both models were used to infer past temperatures from a ca. 3000-year record from the tropical Andes of Ecuador, Laguna Pindo. Inferred temperatures fluctuated around modern-day conditions but showed significant departures at certain intervals (ca. 1600 cal yr BP; ca. 3000-2500 cal yr BP). Both methods (WA and Bayesian) showed similar patterns of temperature variability; however, the magnitude of fluctuations differed. In general the WA method was more variable and often underestimated Holocene temperatures (by ca. -7 ± 2.5 °C relative to the modern period). The Bayesian method provided temperature anomaly estimates for cool periods that lay within the expected range of the Holocene (ca. -3 ± 3.4 °C). The error associated with both reconstructions is consistent with a constant temperature of 20 °C for the past 3000 years. We would caution, however, against an over-interpretation at this stage. The reconstruction can only currently be deemed qualitative and requires more research before quantitative estimates can be generated with confidence. Increasing the number, and spread, of lakes in the calibration data set would enable the detection of smaller climate signals.
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.
Love, Jeffrey J.
2012-01-01
Statistical analysis is made of rare, extreme geophysical events recorded in historical data -- counting the number of events $k$ with sizes that exceed chosen thresholds during specific durations of time $\\tau$. Under transformations that stabilize data and model-parameter variances, the most likely Poisson-event occurrence rate, $k/\\tau$, applies for frequentist inference and, also, for Bayesian inference with a Jeffreys prior that ensures posterior invariance under changes of variables. Frequentist confidence intervals and Bayesian (Jeffreys) credibility intervals are approximately the same and easy to calculate: $(1/\\tau)[(\\sqrt{k} - z/2)^{2},(\\sqrt{k} + z/2)^{2}]$, where $z$ is a parameter that specifies the width, $z=1$ ($z=2$) corresponding to $1\\sigma$, $68.3\\%$ ($2\\sigma$, $95.4\\%$). If only a few events have been observed, as is usually the case for extreme events, then these "error-bar" intervals might be considered to be relatively wide. From historical records, we estimate most likely long-term occurrence rates, 10-yr occurrence probabilities, and intervals of frequentist confidence and Bayesian credibility for large earthquakes, explosive volcanic eruptions, and magnetic storms.
A Hierarchical Bayesian Model for Crowd Emotions
Urizar, Oscar J.; Baig, Mirza S.; Barakova, Emilia I.; Regazzoni, Carlo S.; Marcenaro, Lucio; Rauterberg, Matthias
2016-01-01
Estimation of emotions is an essential aspect in developing intelligent systems intended for crowded environments. However, emotion estimation in crowds remains a challenging problem due to the complexity in which human emotions are manifested and the capability of a system to perceive them in such conditions. This paper proposes a hierarchical Bayesian model to learn in unsupervised manner the behavior of individuals and of the crowd as a single entity, and explore the relation between behavior and emotions to infer emotional states. Information about the motion patterns of individuals are described using a self-organizing map, and a hierarchical Bayesian network builds probabilistic models to identify behaviors and infer the emotional state of individuals and the crowd. This model is trained and tested using data produced from simulated scenarios that resemble real-life environments. The conducted experiments tested the efficiency of our method to learn, detect and associate behaviors with emotional states yielding accuracy levels of 74% for individuals and 81% for the crowd, similar in performance with existing methods for pedestrian behavior detection but with novel concepts regarding the analysis of crowds. PMID:27458366
Variational dynamic background model for keyword spotting in handwritten documents
NASA Astrophysics Data System (ADS)
Kumar, Gaurav; Wshah, Safwan; Govindaraju, Venu
2013-12-01
We propose a bayesian framework for keyword spotting in handwritten documents. This work is an extension to our previous work where we proposed dynamic background model, DBM for keyword spotting that takes into account the local character level scores and global word level scores to learn a logistic regression classifier to separate keywords from non-keywords. In this work, we add a bayesian layer on top of the DBM called the variational dynamic background model, VDBM. The logistic regression classifier uses the sigmoid function to separate keywords from non-keywords. The sigmoid function being neither convex nor concave, exact inference of VDBM becomes intractable. An expectation maximization step is proposed to do approximate inference. The advantage of VDBM over the DBM is multi-fold. Firstly, being bayesian, it prevents over-fitting of data. Secondly, it provides better modeling of data and an improved prediction of unseen data. VDBM is evaluated on the IAM dataset and the results prove that it outperforms our prior work and other state of the art line based word spotting system.
NASA Astrophysics Data System (ADS)
Kim, Junhan; Marrone, Daniel P.; Chan, Chi-Kwan; Medeiros, Lia; Özel, Feryal; Psaltis, Dimitrios
2016-12-01
The Event Horizon Telescope (EHT) is a millimeter-wavelength, very-long-baseline interferometry (VLBI) experiment that is capable of observing black holes with horizon-scale resolution. Early observations have revealed variable horizon-scale emission in the Galactic Center black hole, Sagittarius A* (Sgr A*). Comparing such observations to time-dependent general relativistic magnetohydrodynamic (GRMHD) simulations requires statistical tools that explicitly consider the variability in both the data and the models. We develop here a Bayesian method to compare time-resolved simulation images to variable VLBI data, in order to infer model parameters and perform model comparisons. We use mock EHT data based on GRMHD simulations to explore the robustness of this Bayesian method and contrast it to approaches that do not consider the effects of variability. We find that time-independent models lead to offset values of the inferred parameters with artificially reduced uncertainties. Moreover, neglecting the variability in the data and the models often leads to erroneous model selections. We finally apply our method to the early EHT data on Sgr A*.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kim, Junhan; Marrone, Daniel P.; Chan, Chi-Kwan
2016-12-01
The Event Horizon Telescope (EHT) is a millimeter-wavelength, very-long-baseline interferometry (VLBI) experiment that is capable of observing black holes with horizon-scale resolution. Early observations have revealed variable horizon-scale emission in the Galactic Center black hole, Sagittarius A* (Sgr A*). Comparing such observations to time-dependent general relativistic magnetohydrodynamic (GRMHD) simulations requires statistical tools that explicitly consider the variability in both the data and the models. We develop here a Bayesian method to compare time-resolved simulation images to variable VLBI data, in order to infer model parameters and perform model comparisons. We use mock EHT data based on GRMHD simulations to explore themore » robustness of this Bayesian method and contrast it to approaches that do not consider the effects of variability. We find that time-independent models lead to offset values of the inferred parameters with artificially reduced uncertainties. Moreover, neglecting the variability in the data and the models often leads to erroneous model selections. We finally apply our method to the early EHT data on Sgr A*.« less
Impact of petrophysical uncertainty on Bayesian hydrogeophysical inversion and model selection
NASA Astrophysics Data System (ADS)
Brunetti, Carlotta; Linde, Niklas
2018-01-01
Quantitative hydrogeophysical studies rely heavily on petrophysical relationships that link geophysical properties to hydrogeological properties and state variables. Coupled inversion studies are frequently based on the questionable assumption that these relationships are perfect (i.e., no scatter). Using synthetic examples and crosshole ground-penetrating radar (GPR) data from the South Oyster Bacterial Transport Site in Virginia, USA, we investigate the impact of spatially-correlated petrophysical uncertainty on inferred posterior porosity and hydraulic conductivity distributions and on Bayes factors used in Bayesian model selection. Our study shows that accounting for petrophysical uncertainty in the inversion (I) decreases bias of the inferred variance of hydrogeological subsurface properties, (II) provides more realistic uncertainty assessment and (III) reduces the overconfidence in the ability of geophysical data to falsify conceptual hydrogeological models.
Bayesian Inference of Natural Rankings in Incomplete Competition Networks
Park, Juyong; Yook, Soon-Hyung
2014-01-01
Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking among the constituent parts from the strongest to the weakest – essential in determining reward and penalty – is frequently an ambiguous task due to the incomplete (partially filled) nature of competition networks. Here we introduce the “Natural Ranking,” an unambiguous ranking method applicable to a round robin tournament, and formulate an analytical model based on the Bayesian formula for inferring the expected mean and error of the natural ranking of nodes from an incomplete network. We investigate its potential and uses in resolving important issues of ranking by applying it to real-world competition networks. PMID:25163528
Uncertain deduction and conditional reasoning.
Evans, Jonathan St B T; Thompson, Valerie A; Over, David E
2015-01-01
There has been a paradigm shift in the psychology of deductive reasoning. Many researchers no longer think it is appropriate to ask people to assume premises and decide what necessarily follows, with the results evaluated by binary extensional logic. Most every day and scientific inference is made from more or less confidently held beliefs and not assumptions, and the relevant normative standard is Bayesian probability theory. We argue that the study of "uncertain deduction" should directly ask people to assign probabilities to both premises and conclusions, and report an experiment using this method. We assess this reasoning by two Bayesian metrics: probabilistic validity and coherence according to probability theory. On both measures, participants perform above chance in conditional reasoning, but they do much better when statements are grouped as inferences, rather than evaluated in separate tasks.
Bayesian inference to identify parameters in viscoelasticity
NASA Astrophysics Data System (ADS)
Rappel, Hussein; Beex, Lars A. A.; Bordas, Stéphane P. A.
2017-08-01
This contribution discusses Bayesian inference (BI) as an approach to identify parameters in viscoelasticity. The aims are: (i) to show that the prior has a substantial influence for viscoelasticity, (ii) to show that this influence decreases for an increasing number of measurements and (iii) to show how different types of experiments influence the identified parameters and their uncertainties. The standard linear solid model is the material description of interest and a relaxation test, a constant strain-rate test and a creep test are the tensile experiments focused on. The experimental data are artificially created, allowing us to make a one-to-one comparison between the input parameters and the identified parameter values. Besides dealing with the aforementioned issues, we believe that this contribution forms a comprehensible start for those interested in applying BI in viscoelasticity.
NASA Astrophysics Data System (ADS)
Hu, Zixi; Yao, Zhewei; Li, Jinglai
2017-03-01
Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.
Wang, Wei; Xia, Minxuan; Chen, Jie; Deng, Fenni; Yuan, Rui; Zhang, Xiaopei; Shen, Fafu
2016-12-01
The data presented in this paper is supporting the research article "Genome-Wide Analysis of Superoxide Dismutase Gene Family in Gossypium raimondii and G. arboreum" [1]. In this data article, we present phylogenetic tree showing dichotomy with two different clusters of SODs inferred by the Bayesian method of MrBayes (version 3.2.4), "Bayesian phylogenetic inference under mixed models" [2], Ramachandran plots of G. raimondii and G. arboreum SODs, the protein sequence used to generate 3D sructure of proteins and the template accession via SWISS-MODEL server, "SWISS-MODEL: modelling protein tertiary and quaternary structure using evolutionary information." [3] and motif sequences of SODs identified by InterProScan (version 4.8) with the Pfam database, "Pfam: the protein families database" [4].
Multi-Objective data analysis using Bayesian Inference for MagLIF experiments
NASA Astrophysics Data System (ADS)
Knapp, Patrick; Glinksy, Michael; Evans, Matthew; Gom, Matth; Han, Stephanie; Harding, Eric; Slutz, Steve; Hahn, Kelly; Harvey-Thompson, Adam; Geissel, Matthias; Ampleford, David; Jennings, Christopher; Schmit, Paul; Smith, Ian; Schwarz, Jens; Peterson, Kyle; Jones, Brent; Rochau, Gregory; Sinars, Daniel
2017-10-01
The MagLIF concept has recently demonstrated Gbar pressures and confinement of charged fusion products at stagnation. We present a new analysis methodology that allows for integration of multiple diagnostics including nuclear, x-ray imaging, and x-ray power to determine the temperature, pressure, liner areal density, and mix fraction. A simplified hot-spot model is used with a Bayesian inference network to determine the most probable model parameters that describe the observations while simultaneously revealing the principal uncertainties in the analysis. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA-0003525.
Bayesian Inference of Natural Rankings in Incomplete Competition Networks
NASA Astrophysics Data System (ADS)
Park, Juyong; Yook, Soon-Hyung
2014-08-01
Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking among the constituent parts from the strongest to the weakest - essential in determining reward and penalty - is frequently an ambiguous task due to the incomplete (partially filled) nature of competition networks. Here we introduce the ``Natural Ranking,'' an unambiguous ranking method applicable to a round robin tournament, and formulate an analytical model based on the Bayesian formula for inferring the expected mean and error of the natural ranking of nodes from an incomplete network. We investigate its potential and uses in resolving important issues of ranking by applying it to real-world competition networks.
Inference on cancer screening exam accuracy using population-level administrative data.
Jiang, H; Brown, P E; Walter, S D
2016-01-15
This paper develops a model for cancer screening and cancer incidence data, accommodating the partially unobserved disease status, clustered data structures, general covariate effects, and dependence between exams. The true unobserved cancer and detection status of screening participants are treated as latent variables, and a Markov Chain Monte Carlo algorithm is used to estimate the Bayesian posterior distributions of the diagnostic error rates and disease prevalence. We show how the Bayesian approach can be used to draw inferences about screening exam properties and disease prevalence while allowing for the possibility of conditional dependence between two exams. The techniques are applied to the estimation of the diagnostic accuracy of mammography and clinical breast examination using data from the Ontario Breast Screening Program in Canada. Copyright © 2015 John Wiley & Sons, Ltd.
Greenhouse Gas Source Attribution: Measurements Modeling and Uncertainty Quantification
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Zhen; Safta, Cosmin; Sargsyan, Khachik
2014-09-01
In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO 2 . This will allow for the examination of regional-scale transport and distribution of CO 2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developedmore » a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO 2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO 2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF assimilated meteorology fields, making it possible to perform a hybrid simulation, in which the Eulerian model (CMAQ) can be used to compute the initial condi- tion needed by the Lagrangian model, while the source-receptor relationships for a large state vector can be efficiently computed using the Lagrangian model in its backward mode. In ad- dition, CMAQ has a complete treatment of atmospheric chemistry of a suite of traditional air pollutants, many of which could help attribute GHGs from different sources. The inference of emissions sources using atmospheric observations is cast as a Bayesian model calibration problem, which is solved using a variety of Bayesian techniques, such as the bias-enhanced Bayesian inference algorithm, which accounts for the intrinsic model deficiency, Polynomial Chaos Expansion to accelerate model evaluation and Markov Chain Monte Carlo sampling, and Karhunen-Lo %60 eve (KL) Expansion to reduce the dimensionality of the state space. We have established an atmospheric measurement site in Livermore, CA and are collect- ing continuous measurements of CO 2 , CH 4 and other species that are typically co-emitted with these GHGs. Measurements of co-emitted species can assist in attributing the GHGs to different emissions sectors. Automatic calibrations using traceable standards are performed routinely for the gas-phase measurements. We are also collecting standard meteorological data at the Livermore site as well as planetary boundary height measurements using a ceilometer. The location of the measurement site is well suited to sample air transported between the San Francisco Bay area and the California Central Valley.« less
A Systematic Bayesian Integration of Epidemiological and Genetic Data
Lau, Max S. Y.; Marion, Glenn; Streftaris, George; Gibson, Gavin
2015-01-01
Genetic sequence data on pathogens have great potential to inform inference of their transmission dynamics ultimately leading to better disease control. Where genetic change and disease transmission occur on comparable timescales additional information can be inferred via the joint analysis of such genetic sequence data and epidemiological observations based on clinical symptoms and diagnostic tests. Although recently introduced approaches represent substantial progress, for computational reasons they approximate genuine joint inference of disease dynamics and genetic change in the pathogen population, capturing partially the joint epidemiological-evolutionary dynamics. Improved methods are needed to fully integrate such genetic data with epidemiological observations, for achieving a more robust inference of the transmission tree and other key epidemiological parameters such as latent periods. Here, building on current literature, a novel Bayesian framework is proposed that infers simultaneously and explicitly the transmission tree and unobserved transmitted pathogen sequences. Our framework facilitates the use of realistic likelihood functions and enables systematic and genuine joint inference of the epidemiological-evolutionary process from partially observed outbreaks. Using simulated data it is shown that this approach is able to infer accurately joint epidemiological-evolutionary dynamics, even when pathogen sequences and epidemiological data are incomplete, and when sequences are available for only a fraction of exposures. These results also characterise and quantify the value of incomplete and partial sequence data, which has important implications for sampling design, and demonstrate the abilities of the introduced method to identify multiple clusters within an outbreak. The framework is used to analyse an outbreak of foot-and-mouth disease in the UK, enhancing current understanding of its transmission dynamics and evolutionary process. PMID:26599399
[Do we always correctly interpret the results of statistical nonparametric tests].
Moczko, Jerzy A
2014-01-01
Mann-Whitney, Wilcoxon, Kruskal-Wallis and Friedman tests create a group of commonly used tests to analyze the results of clinical and laboratory data. These tests are considered to be extremely flexible and their asymptotic relative efficiency exceeds 95 percent. Compared with the corresponding parametric tests they do not require checking the fulfillment of the conditions such as the normality of data distribution, homogeneity of variance, the lack of correlation means and standard deviations, etc. They can be used both in the interval and or-dinal scales. The article presents an example Mann-Whitney test, that does not in any case the choice of these four nonparametric tests treated as a kind of gold standard leads to correct inference.
A Bayesian account of ‘hysteria’
Adams, Rick A.; Brown, Harriet; Pareés, Isabel; Friston, Karl J.
2012-01-01
This article provides a neurobiological account of symptoms that have been called ‘hysterical’, ‘psychogenic’ or ‘medically unexplained’, which we will call functional motor and sensory symptoms. We use a neurobiologically informed model of hierarchical Bayesian inference in the brain to explain functional motor and sensory symptoms in terms of perception and action arising from inference based on prior beliefs and sensory information. This explanation exploits the key balance between prior beliefs and sensory evidence that is mediated by (body focused) attention, symptom expectations, physical and emotional experiences and beliefs about illness. Crucially, this furnishes an explanation at three different levels: (i) underlying neuromodulatory (synaptic) mechanisms; (ii) cognitive and experiential processes (attention and attribution of agency); and (iii) formal computations that underlie perceptual inference (representation of uncertainty or precision). Our explanation involves primary and secondary failures of inference; the primary failure is the (autonomous) emergence of a percept or belief that is held with undue certainty (precision) following top-down attentional modulation of synaptic gain. This belief can constitute a sensory percept (or its absence) or induce movement (or its absence). The secondary failure of inference is when the ensuing percept (and any somatosensory consequences) is falsely inferred to be a symptom to explain why its content was not predicted by the source of attentional modulation. This account accommodates several fundamental observations about functional motor and sensory symptoms, including: (i) their induction and maintenance by attention; (ii) their modification by expectation, prior experience and cultural beliefs and (iii) their involuntary and symptomatic nature. PMID:22641838
The anatomy of choice: active inference and agency
Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J.
2013-01-01
This paper considers agency in the setting of embodied or active inference. In brief, we associate a sense of agency with prior beliefs about action and ask what sorts of beliefs underlie optimal behavior. In particular, we consider prior beliefs that action minimizes the Kullback–Leibler (KL) divergence between desired states and attainable states in the future. This allows one to formulate bounded rationality as approximate Bayesian inference that optimizes a free energy bound on model evidence. We show that constructs like expected utility, exploration bonuses, softmax choice rules and optimism bias emerge as natural consequences of this formulation. Previous accounts of active inference have focused on predictive coding and Bayesian filtering schemes for minimizing free energy. Here, we consider variational Bayes as an alternative scheme that provides formal constraints on the computational anatomy of inference and action—constraints that are remarkably consistent with neuroanatomy. Furthermore, this scheme contextualizes optimal decision theory and economic (utilitarian) formulations as pure inference problems. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (of softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution—that minimizes free energy. This sensitivity corresponds to the precision of beliefs about behavior, such that attainable goals are afforded a higher precision or confidence. In turn, this means that optimal behavior entails a representation of confidence about outcomes that are under an agent's control. PMID:24093015
Rottman, Benjamin M; Hastie, Reid
2016-06-01
Making judgments by relying on beliefs about the causal relationships between events is a fundamental capacity of everyday cognition. In the last decade, Causal Bayesian Networks have been proposed as a framework for modeling causal reasoning. Two experiments were conducted to provide comprehensive data sets with which to evaluate a variety of different types of judgments in comparison to the standard Bayesian networks calculations. Participants were introduced to a fictional system of three events and observed a set of learning trials that instantiated the multivariate distribution relating the three variables. We tested inferences on chains X1→Y→X2, common cause structures X1←Y→X2, and common effect structures X1→Y←X2, on binary and numerical variables, and with high and intermediate causal strengths. We tested transitive inferences, inferences when one variable is irrelevant because it is blocked by an intervening variable (Markov Assumption), inferences from two variables to a middle variable, and inferences about the presence of one cause when the alternative cause was known to have occurred (the normative "explaining away" pattern). Compared to the normative account, in general, when the judgments should change, they change in the normative direction. However, we also discuss a few persistent violations of the standard normative model. In addition, we evaluate the relative success of 12 theoretical explanations for these deviations. Copyright © 2016 Elsevier Inc. All rights reserved.
Efficient Bayesian inference for natural time series using ARFIMA processes
NASA Astrophysics Data System (ADS)
Graves, Timothy; Gramacy, Robert; Franzke, Christian; Watkins, Nicholas
2016-04-01
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. We present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators [1]. In addition we show how the method can be used to perform joint inference of the stability exponent and the memory parameter when ARFIMA is extended to allow for alpha-stable innovations. Such models can be used to study systems where heavy tails and long range memory coexist. [1] Graves et al, Nonlin. Processes Geophys., 22, 679-700, 2015; doi:10.5194/npg-22-679-2015.