A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)

ERIC Educational Resources Information Center

Arenson, Ethan A.; Karabatsos, George

2017-01-01

Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…

Bayesian isotonic density regression

PubMed Central

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

The impact of using informative priors in a Bayesian cost-effectiveness analysis: an application of endovascular versus open surgical repair for abdominal aortic aneurysms in high-risk patients.

PubMed

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.

The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective.

PubMed

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).

Bayesian nonparametric adaptive control using Gaussian processes.

PubMed

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 Comparison of Japan and U.K. SF-6D Health-State Valuations Using a Non-Parametric Bayesian Method.

PubMed

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.

Nonparametric Bayesian models through probit stick-breaking processes

PubMed Central

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.

PubMed

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.

A comparison of Hong Kong and United Kingdom SF-6D health states valuations using a nonparametric Bayesian method.

PubMed

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.

Bayesian Nonparametric Ordination for the Analysis of Microbial Communities.

PubMed

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.

Marginally specified priors for non-parametric Bayesian estimation

PubMed Central

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

A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION

EPA Science Inventory

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...

Why preferring parametric forecasting to nonparametric methods?

PubMed

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.

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.

Bayesian nonparametric clustering in phylogenetics: modeling antigenic evolution in influenza.

PubMed

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.

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.

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.

Comparison Analysis of Recognition Algorithms of Forest-Cover Objects on Hyperspectral Air-Borne and Space-Borne Images

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.

Hypothesis testing on the fractal structure of behavioral sequences: the Bayesian assessment of scaling methodology.

PubMed

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.

Comparison Between Linear and Non-parametric Regression Models for Genome-Enabled Prediction in Wheat

PubMed Central

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

Comparison between linear and non-parametric regression models for genome-enabled prediction in wheat.

PubMed

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.

Bayesian Nonparametric Inference – Why and How

PubMed Central

Müller, Peter; Mitra, Riten

2013-01-01

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

Bayesian nonparametric regression with varying residual density

PubMed Central

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

Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

PubMed

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.

Density-based empirical likelihood procedures for testing symmetry of data distributions and K-sample comparisons.

PubMed

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.

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

PubMed

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

2017-12-01

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

Least Squares Distance Method of Cognitive Validation and Analysis for Binary Items Using Their Item Response Theory Parameters

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…

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.

A nonparametric method to generate synthetic populations to adjust for complex sampling design features.

PubMed

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.

A nonparametric method to generate synthetic populations to adjust for complex sampling design features

PubMed Central

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 clustering to detect bipolar methylated genomic loci.

PubMed

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.

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…

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

PubMed

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

2010-11-09

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

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

PubMed

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

2012-12-01

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

Nonparametric Bayesian predictive distributions for future order statistics

Treesearch

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...

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

PubMed

Karabatsos, George

2017-02-01

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

Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems

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.

Genome-wide regression and prediction with the BGLR statistical package.

PubMed

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.

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

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

PubMed Central

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

2014-01-01

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

Bayesian nonparametric estimation of EQ-5D utilities for United States using the existing United Kingdom data.

PubMed

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.

Bayesian quantile regression-based partially linear mixed-effects joint models for longitudinal data with multiple features.

PubMed

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.

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.

Multiple co-clustering based on nonparametric mixture models with heterogeneous marginal distributions

PubMed Central

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

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

PubMed

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

2011-07-01

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

Bayesian hierarchical functional data analysis via contaminated informative priors.

PubMed

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.

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

PubMed Central

2010-01-01

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

Phylogenetic relationships of the dwarf boas and a comparison of Bayesian and bootstrap measures of phylogenetic support.

PubMed

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)

A Non-parametric Cutout Index for Robust Evaluation of Identified Proteins*

PubMed Central

Serang, Oliver; Paulo, Joao; Steen, Hanno; Steen, Judith A.

2013-01-01

This paper proposes a novel, automated method for evaluating sets of proteins identified using mass spectrometry. The remaining peptide-spectrum match score distributions of protein sets are compared to an empirical absent peptide-spectrum match score distribution, and a Bayesian non-parametric method reminiscent of the Dirichlet process is presented to accurately perform this comparison. Thus, for a given protein set, the process computes the likelihood that the proteins identified are correctly identified. First, the method is used to evaluate protein sets chosen using different protein-level false discovery rate (FDR) thresholds, assigning each protein set a likelihood. The protein set assigned the highest likelihood is used to choose a non-arbitrary protein-level FDR threshold. Because the method can be used to evaluate any protein identification strategy (and is not limited to mere comparisons of different FDR thresholds), we subsequently use the method to compare and evaluate multiple simple methods for merging peptide evidence over replicate experiments. The general statistical approach can be applied to other types of data (e.g. RNA sequencing) and generalizes to multivariate problems. PMID:23292186

Robust, Adaptive Functional Regression in Functional Mixed Model Framework.

PubMed

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

PubMed Central

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

Significance testing of clinical data using virus dynamics models with a Markov chain Monte Carlo method: application to emergence of lamivudine-resistant hepatitis B virus.

PubMed Central

Burroughs, N J; Pillay, D; Mutimer, D

1999-01-01

Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine-resistant mutants grow faster in transplant patients than in chronic carriers, which probably explains the differences in emergence times and failure rates between these two sets of patients. Incorporation of dynamic models into Bayesian parameter analysis is of general applicability in medical statistics. PMID:10643081

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.

Bayesian Nonparametric Prediction and Statistical Inference

DTIC Science & Technology

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

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

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

PubMed

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

PubMed Central

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

A Kolmogorov-Smirnov test for the molecular clock based on Bayesian ensembles of phylogenies

PubMed Central

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

Nonparametric Bayesian inference for mean residual life functions in survival analysis.

PubMed

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.

Analysis of statistical and standard algorithms for detecting muscle onset with surface electromyography.

PubMed

Tenan, Matthew S; Tweedell, Andrew J; Haynes, Courtney A

2017-01-01

The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60-90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity.

Bayesian estimation of the discrete coefficient of determination.

PubMed

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

A comparison of United States and United Kingdom EQ-5D health states valuations using a nonparametric Bayesian method.

PubMed

Kharroubi, Samer A; O'Hagan, Anthony; Brazier, John E

2010-07-10

Cost-effectiveness analysis of alternative medical treatments relies on having a measure of effectiveness, and many regard the quality adjusted life year (QALY) to be the current 'gold standard.' In order to compute QALYs, we require a suitable system for describing a person's health state, and a utility measure to value the quality of life associated with each possible state. There are a number of different health state descriptive systems, and we focus here on one known as the EQ-5D. Data for estimating utilities for different health states have a number of features that mean care is necessary in statistical modelling.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 from different countries. This article applies a nonparametric model to estimate and compare EQ-5D health state valuation data obtained from two countries using Bayesian methods. The data set is the US and UK EQ-5D valuation studies where a sample of 42 states defined by the EQ-5D was valued by representative samples of the general population from each country using the time trade-off technique. We estimate a utility function across both countries which explicitly accounts for the differences between them, and is estimated using the data from both countries. The article discusses the implications of these results for future applications of the EQ-5D and for further work in this field. Copyright 2010 John Wiley & Sons, Ltd.

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

PubMed

Macaro, Christian; Prado, Raquel

2014-01-01

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

Examining the evidence for dynamical dark energy.

PubMed

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.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

PubMed

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.

Water Residence Time estimation by 1D deconvolution in the form of a l2 -regularized inverse problem with smoothness, positivity and causality constraints

NASA Astrophysics Data System (ADS)

Meresescu, Alina G.; Kowalski, Matthieu; Schmidt, Frédéric; Landais, François

2018-06-01

The Water Residence Time distribution is the equivalent of the impulse response of a linear system allowing the propagation of water through a medium, e.g. the propagation of rain water from the top of the mountain towards the aquifers. We consider the output aquifer levels as the convolution between the input rain levels and the Water Residence Time, starting with an initial aquifer base level. The estimation of Water Residence Time is important for a better understanding of hydro-bio-geochemical processes and mixing properties of wetlands used as filters in ecological applications, as well as protecting fresh water sources for wells from pollutants. Common methods of estimating the Water Residence Time focus on cross-correlation, parameter fitting and non-parametric deconvolution methods. Here we propose a 1D full-deconvolution, regularized, non-parametric inverse problem algorithm that enforces smoothness and uses constraints of causality and positivity to estimate the Water Residence Time curve. Compared to Bayesian non-parametric deconvolution approaches, it has a fast runtime per test case; compared to the popular and fast cross-correlation method, it produces a more precise Water Residence Time curve even in the case of noisy measurements. The algorithm needs only one regularization parameter to balance between smoothness of the Water Residence Time and accuracy of the reconstruction. We propose an approach on how to automatically find a suitable value of the regularization parameter from the input data only. Tests on real data illustrate the potential of this method to analyze hydrological datasets.

Uncertainty Estimates of Psychoacoustic Thresholds Obtained from Group Tests

NASA Technical Reports Server (NTRS)

Rathsam, Jonathan; Christian, Andrew

2016-01-01

Adaptive psychoacoustic test methods, in which the next signal level depends on the response to the previous signal, are the most efficient for determining psychoacoustic thresholds of individual subjects. In many tests conducted in the NASA psychoacoustic labs, the goal is to determine thresholds representative of the general population. To do this economically, non-adaptive testing methods are used in which three or four subjects are tested at the same time with predetermined signal levels. This approach requires us to identify techniques for assessing the uncertainty in resulting group-average psychoacoustic thresholds. In this presentation we examine the Delta Method of frequentist statistics, the Generalized Linear Model (GLM), the Nonparametric Bootstrap, a frequentist method, and Markov Chain Monte Carlo Posterior Estimation and a Bayesian approach. Each technique is exercised on a manufactured, theoretical dataset and then on datasets from two psychoacoustics facilities at NASA. The Delta Method is the simplest to implement and accurate for the cases studied. The GLM is found to be the least robust, and the Bootstrap takes the longest to calculate. The Bayesian Posterior Estimate is the most versatile technique examined because it allows the inclusion of prior information.

Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series.

PubMed

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

2018-03-01

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

Quantum-Like Bayesian Networks for Modeling Decision Making

PubMed Central

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

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…

Analysis of statistical and standard algorithms for detecting muscle onset with surface electromyography

PubMed Central

Tweedell, Andrew J.; Haynes, Courtney A.

2017-01-01

The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60–90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity. PMID:28489897

Cure modeling in real-time prediction: How much does it help?

PubMed

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.

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.

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…

An improved approximate-Bayesian model-choice method for estimating shared evolutionary history

PubMed Central

2014-01-01

Background To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences times, a pattern that can be estimated using genetic data from co-distributed species. I introduce a new approximate-Bayesian method for comparative phylogeographical model-choice that estimates the temporal distribution of divergences across taxa from multi-locus DNA sequence data. The model is an extension of that implemented in msBayes. Results By reparameterizing the model, introducing more flexible priors on demographic and divergence-time parameters, and implementing a non-parametric Dirichlet-process prior over divergence models, I improved the robustness, accuracy, and power of the method for estimating shared evolutionary history across taxa. Conclusions The results demonstrate the improved performance of the new method is due to (1) more appropriate priors on divergence-time and demographic parameters that avoid prohibitively small marginal likelihoods for models with more divergence events, and (2) the Dirichlet-process providing a flexible prior on divergence histories that does not strongly disfavor models with intermediate numbers of divergence events. The new method yields more robust estimates of posterior uncertainty, and thus greatly reduces the tendency to incorrectly estimate models of shared evolutionary history with strong support. PMID:24992937

Mixed effect Poisson log-linear models for clinical and epidemiological sleep hypnogram data

PubMed Central

Swihart, Bruce J.; Caffo, Brian S.; Crainiceanu, Ciprian; Punjabi, Naresh M.

2013-01-01

Bayesian Poisson log-linear multilevel models scalable to epidemiological studies are proposed to investigate population variability in sleep state transition rates. Hierarchical random effects are used to account for pairings of subjects and repeated measures within those subjects, as comparing diseased to non-diseased subjects while minimizing bias is of importance. Essentially, non-parametric piecewise constant hazards are estimated and smoothed, allowing for time-varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming exponentially distributed survival times. Such re-derivation allows synthesis of two methods currently used to analyze sleep transition phenomena: stratified multi-state proportional hazards models and log-linear models with GEE for transition counts. An example data set from the Sleep Heart Health Study is analyzed. Supplementary material includes the analyzed data set as well as the code for a reproducible analysis. PMID:22241689

Phylogenetic relationships of South American lizards of the genus Stenocercus (Squamata: Iguania): A new approach using a general mixture model for gene sequence data.

PubMed

Torres-Carvajal, Omar; Schulte, James A; Cadle, John E

2006-04-01

The South American iguanian lizard genus Stenocercus includes 54 species occurring mostly in the Andes and adjacent lowland areas from northern Venezuela and Colombia to central Argentina at elevations of 0-4000m. Small taxon or character sampling has characterized all phylogenetic analyses of Stenocercus, which has long been recognized as sister taxon to the Tropidurus Group. In this study, we use mtDNA sequence data to perform phylogenetic analyses that include 32 species of Stenocercus and 12 outgroup taxa. Monophyly of this genus is strongly supported by maximum parsimony and Bayesian analyses. Evolutionary relationships within Stenocercus are further analyzed with a Bayesian implementation of a general mixture model, which accommodates variability in the pattern of evolution across sites. These analyses indicate a basal split of Stenocercus into two clades, one of which receives very strong statistical support. In addition, we test previous hypotheses using non-parametric and parametric statistical methods, and provide a phylogenetic classification for Stenocercus.

Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds

PubMed Central

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

Novel non-parametric models to estimate evolutionary rates and divergence times from heterochronous sequence data.

PubMed

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/.

Nonparametric, Coupled ,Bayesian ,Dictionary ,and Classifier Learning for Hyperspectral Classification.

PubMed

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.

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

PubMed

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

2012-02-08

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

Rasch Model Parameter Estimation in the Presence of a Nonnormal Latent Trait Using a Nonparametric Bayesian Approach

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…

Iterative Assessment of Statistically-Oriented and Standard Algorithms for Determining Muscle Onset with Intramuscular Electromyography.

PubMed

Tenan, Matthew S; Tweedell, Andrew J; Haynes, Courtney A

2017-12-01

The onset of muscle activity, as measured by electromyography (EMG), is a commonly applied metric in biomechanics. Intramuscular EMG is often used to examine deep musculature and there are currently no studies examining the effectiveness of algorithms for intramuscular EMG onset. The present study examines standard surface EMG onset algorithms (linear envelope, Teager-Kaiser Energy Operator, and sample entropy) and novel algorithms (time series mean-variance analysis, sequential/batch processing with parametric and nonparametric methods, and Bayesian changepoint analysis). Thirteen male and 5 female subjects had intramuscular EMG collected during isolated biceps brachii and vastus lateralis contractions, resulting in 103 trials. EMG onset was visually determined twice by 3 blinded reviewers. Since the reliability of visual onset was high (ICC (1,1) : 0.92), the mean of the 6 visual assessments was contrasted with the algorithmic approaches. Poorly performing algorithms were stepwise eliminated via (1) root mean square error analysis, (2) algorithm failure to identify onset/premature onset, (3) linear regression analysis, and (4) Bland-Altman plots. The top performing algorithms were all based on Bayesian changepoint analysis of rectified EMG and were statistically indistinguishable from visual analysis. Bayesian changepoint analysis has the potential to produce more reliable, accurate, and objective intramuscular EMG onset results than standard methodologies.

Efficient, adaptive estimation of two-dimensional firing rate surfaces via Gaussian process methods.

PubMed

Rad, Kamiar Rahnama; Paninski, Liam

2010-01-01

Estimating two-dimensional firing rate maps is a common problem, arising in a number of contexts: the estimation of place fields in hippocampus, the analysis of temporally nonstationary tuning curves in sensory and motor areas, the estimation of firing rates following spike-triggered covariance analyses, etc. Here we introduce methods based on Gaussian process nonparametric Bayesian techniques for estimating these two-dimensional rate maps. These techniques offer a number of advantages: the estimates may be computed efficiently, come equipped with natural errorbars, adapt their smoothness automatically to the local density and informativeness of the observed data, and permit direct fitting of the model hyperparameters (e.g., the prior smoothness of the rate map) via maximum marginal likelihood. We illustrate the method's flexibility and performance on a variety of simulated and real data.

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

PubMed

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

2011-01-01

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

Prior robust empirical Bayes inference for large-scale data by conditioning on rank with application to microarray data

PubMed Central

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

10th Conference on Bayesian Nonparametrics

DTIC Science & Technology

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.

Automated Assessment of Disease Progression in Acute Myeloid Leukemia by Probabilistic Analysis of Flow Cytometry Data

PubMed Central

Rajwa, Bartek; Wallace, Paul K.; Griffiths, Elizabeth A.; Dundar, Murat

2017-01-01

Objective Flow cytometry (FC) is a widely acknowledged technology in diagnosis of acute myeloid leukemia (AML) and has been indispensable in determining progression of the disease. Although FC plays a key role as a post-therapy prognosticator and evaluator of therapeutic efficacy, the manual analysis of cytometry data is a barrier to optimization of reproducibility and objectivity. This study investigates the utility of our recently introduced non-parametric Bayesian framework in accurately predicting the direction of change in disease progression in AML patients using FC data. Methods The highly flexible non-parametric Bayesian model based on the infinite mixture of infinite Gaussian mixtures is used for jointly modeling data from multiple FC samples to automatically identify functionally distinct cell populations and their local realizations. Phenotype vectors are obtained by characterizing each sample by the proportions of recovered cell populations, which are in turn used to predict the direction of change in disease progression for each patient. Results We used 200 diseased and non-diseased immunophenotypic panels for training and tested the system with 36 additional AML cases collected at multiple time points. The proposed framework identified the change in direction of disease progression with accuracies of 90% (9 out of 10) for relapsing cases and 100% (26 out of 26) for the remaining cases. Conclusions We believe that these promising results are an important first step towards the development of automated predictive systems for disease monitoring and continuous response evaluation. Significance Automated measurement and monitoring of therapeutic response is critical not only for objective evaluation of disease status prognosis but also for timely assessment of treatment strategies. PMID:27416585

Methods for estimating population density in data-limited areas: evaluating regression and tree-based models in Peru.

PubMed

Anderson, Weston; Guikema, Seth; Zaitchik, Ben; Pan, William

2014-01-01

Obtaining accurate small area estimates of population is essential for policy and health planning but is often difficult in countries with limited data. In lieu of available population data, small area estimate models draw information from previous time periods or from similar areas. This study focuses on model-based methods for estimating population when no direct samples are available in the area of interest. To explore the efficacy of tree-based models for estimating population density, we compare six different model structures including Random Forest and Bayesian Additive Regression Trees. Results demonstrate that without information from prior time periods, non-parametric tree-based models produced more accurate predictions than did conventional regression methods. Improving estimates of population density in non-sampled areas is important for regions with incomplete census data and has implications for economic, health and development policies.

Bayesian Local Contamination Models for Multivariate Outliers

PubMed Central

Page, Garritt L.; Dunson, David B.

2013-01-01

In studies where data are generated from multiple locations or sources it is common for there to exist observations that are quite unlike the majority. Motivated by the application of establishing a reference value in an inter-laboratory setting when outlying labs are present, we propose a local contamination model that is able to accommodate unusual multivariate realizations in a flexible way. The proposed method models the process level of a hierarchical model using a mixture with a parametric component and a possibly nonparametric contamination. Much of the flexibility in the methodology is achieved by allowing varying random subsets of the elements in the lab-specific mean vectors to be allocated to the contamination component. Computational methods are developed and the methodology is compared to three other possible approaches using a simulation study. We apply the proposed method to a NIST/NOAA sponsored inter-laboratory study which motivated the methodological development. PMID:24363465

Methods for Estimating Population Density in Data-Limited Areas: Evaluating Regression and Tree-Based Models in Peru

PubMed Central

Anderson, Weston; Guikema, Seth; Zaitchik, Ben; Pan, William

2014-01-01

Obtaining accurate small area estimates of population is essential for policy and health planning but is often difficult in countries with limited data. In lieu of available population data, small area estimate models draw information from previous time periods or from similar areas. This study focuses on model-based methods for estimating population when no direct samples are available in the area of interest. To explore the efficacy of tree-based models for estimating population density, we compare six different model structures including Random Forest and Bayesian Additive Regression Trees. Results demonstrate that without information from prior time periods, non-parametric tree-based models produced more accurate predictions than did conventional regression methods. Improving estimates of population density in non-sampled areas is important for regions with incomplete census data and has implications for economic, health and development policies. PMID:24992657

Discriminative Bayesian Dictionary Learning for Classification.

PubMed

Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal

2016-12-01

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

Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system.

PubMed

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.

Confidence Intervals for Laboratory Sonic Boom Annoyance Tests

NASA Technical Reports Server (NTRS)

Rathsam, Jonathan; Christian, Andrew

2016-01-01

Commercial supersonic flight is currently forbidden over land because sonic booms have historically caused unacceptable annoyance levels in overflown communities. NASA is providing data and expertise to noise regulators as they consider relaxing the ban for future quiet supersonic aircraft. One deliverable NASA will provide is a predictive model for indoor annoyance to aid in setting an acceptable quiet sonic boom threshold. A laboratory study was conducted to determine how indoor vibrations caused by sonic booms affect annoyance judgments. The test method required finding the point of subjective equality (PSE) between sonic boom signals that cause vibrations and signals not causing vibrations played at various amplitudes. This presentation focuses on a few statistical techniques for estimating the interval around the PSE. The techniques examined are the Delta Method, Parametric and Nonparametric Bootstrapping, and Bayesian Posterior Estimation.

Semiparametric regression during 2003–2007*

PubMed Central

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

DTIC Science & Technology

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

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.

Out-of-Sample Extensions for Non-Parametric Kernel Methods.

PubMed

Pan, Binbin; Chen, Wen-Sheng; Chen, Bo; Xu, Chen; Lai, Jianhuang

2017-02-01

Choosing suitable kernels plays an important role in the performance of kernel methods. Recently, a number of studies were devoted to developing nonparametric kernels. Without assuming any parametric form of the target kernel, nonparametric kernel learning offers a flexible scheme to utilize the information of the data, which may potentially characterize the data similarity better. The kernel methods using nonparametric kernels are referred to as nonparametric kernel methods. However, many nonparametric kernel methods are restricted to transductive learning, where the prediction function is defined only over the data points given beforehand. They have no straightforward extension for the out-of-sample data points, and thus cannot be applied to inductive learning. In this paper, we show how to make the nonparametric kernel methods applicable to inductive learning. The key problem of out-of-sample extension is how to extend the nonparametric kernel matrix to the corresponding kernel function. A regression approach in the hyper reproducing kernel Hilbert space is proposed to solve this problem. Empirical results indicate that the out-of-sample performance is comparable to the in-sample performance in most cases. Experiments on face recognition demonstrate the superiority of our nonparametric kernel method over the state-of-the-art parametric kernel methods.

Bayesian Modeling of Temporal Coherence in Videos for Entity Discovery and Summarization.

PubMed

Mitra, Adway; Biswas, Soma; Bhattacharyya, Chiranjib

2017-03-01

A video is understood by users in terms of entities present in it. Entity Discovery is the task of building appearance model for each entity (e.g., a person), and finding all its occurrences in the video. We represent a video as a sequence of tracklets, each spanning 10-20 frames, and associated with one entity. We pose Entity Discovery as tracklet clustering, and approach it by leveraging Temporal Coherence (TC): the property that temporally neighboring tracklets are likely to be associated with the same entity. Our major contributions are the first Bayesian nonparametric models for TC at tracklet-level. We extend Chinese Restaurant Process (CRP) to TC-CRP, and further to Temporally Coherent Chinese Restaurant Franchise (TC-CRF) to jointly model entities and temporal segments using mixture components and sparse distributions. For discovering persons in TV serial videos without meta-data like scripts, these methods show considerable improvement over state-of-the-art approaches to tracklet clustering in terms of clustering accuracy, cluster purity and entity coverage. The proposed methods can perform online tracklet clustering on streaming videos unlike existing approaches, and can automatically reject false tracklets. Finally we discuss entity-driven video summarization- where temporal segments of the video are selected based on the discovered entities, to create a semantically meaningful summary.

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

PubMed Central

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

2012-01-01

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

Bayesian decoding using unsorted spikes in the rat hippocampus

PubMed Central

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

2013-01-01

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

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.

Dual Sticky Hierarchical Dirichlet Process Hidden Markov Model and Its Application to Natural Language Description of Motions.

PubMed

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.

Pattern recognition for passive polarimetric data using nonparametric classifiers

NASA Astrophysics Data System (ADS)

Thilak, Vimal; Saini, Jatinder; Voelz, David G.; Creusere, Charles D.

2005-08-01

Passive polarization based imaging is a useful tool in computer vision and pattern recognition. A passive polarization imaging system forms a polarimetric image from the reflection of ambient light that contains useful information for computer vision tasks such as object detection (classification) and recognition. Applications of polarization based pattern recognition include material classification and automatic shape recognition. In this paper, we present two target detection algorithms for images captured by a passive polarimetric imaging system. The proposed detection algorithms are based on Bayesian decision theory. In these approaches, an object can belong to one of any given number classes and classification involves making decisions that minimize the average probability of making incorrect decisions. This minimum is achieved by assigning an object to the class that maximizes the a posteriori probability. Computing a posteriori probabilities requires estimates of class conditional probability density functions (likelihoods) and prior probabilities. A Probabilistic neural network (PNN), which is a nonparametric method that can compute Bayes optimal boundaries, and a -nearest neighbor (KNN) classifier, is used for density estimation and classification. The proposed algorithms are applied to polarimetric image data gathered in the laboratory with a liquid crystal-based system. The experimental results validate the effectiveness of the above algorithms for target detection from polarimetric data.

Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method.

PubMed

Dwivedi, Alok Kumar; Mallawaarachchi, Indika; Alvarado, Luis A

2017-06-30

Experimental studies in biomedical research frequently pose analytical problems related to small sample size. In such studies, there are conflicting findings regarding the choice of parametric and nonparametric analysis, especially with non-normal data. In such instances, some methodologists questioned the validity of parametric tests and suggested nonparametric tests. In contrast, other methodologists found nonparametric tests to be too conservative and less powerful and thus preferred using parametric tests. Some researchers have recommended using a bootstrap test; however, this method also has small sample size limitation. We used a pooled method in nonparametric bootstrap test that may overcome the problem related with small samples in hypothesis testing. The present study compared nonparametric bootstrap test with pooled resampling method corresponding to parametric, nonparametric, and permutation tests through extensive simulations under various conditions and using real data examples. The nonparametric pooled bootstrap t-test provided equal or greater power for comparing two means as compared with unpaired t-test, Welch t-test, Wilcoxon rank sum test, and permutation test while maintaining type I error probability for any conditions except for Cauchy and extreme variable lognormal distributions. In such cases, we suggest using an exact Wilcoxon rank sum test. Nonparametric bootstrap paired t-test also provided better performance than other alternatives. Nonparametric bootstrap test provided benefit over exact Kruskal-Wallis test. We suggest using nonparametric bootstrap test with pooled resampling method for comparing paired or unpaired means and for validating the one way analysis of variance test results for non-normal data in small sample size studies. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

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

PubMed Central

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

2016-01-01

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

Intermediate-term forecasting of aftershocks from an early aftershock sequence: Bayesian and ensemble forecasting approaches

NASA Astrophysics Data System (ADS)

Omi, Takahiro; Ogata, Yosihiko; Hirata, Yoshito; Aihara, Kazuyuki

2015-04-01

Because aftershock occurrences can cause significant seismic risks for a considerable time after the main shock, prospective forecasting of the intermediate-term aftershock activity as soon as possible is important. The epidemic-type aftershock sequence (ETAS) model with the maximum likelihood estimate effectively reproduces general aftershock activity including secondary or higher-order aftershocks and can be employed for the forecasting. However, because we cannot always expect the accurate parameter estimation from incomplete early aftershock data where many events are missing, such forecasting using only a single estimated parameter set (plug-in forecasting) can frequently perform poorly. Therefore, we here propose Bayesian forecasting that combines the forecasts by the ETAS model with various probable parameter sets given the data. By conducting forecasting tests of 1 month period aftershocks based on the first 1 day data after the main shock as an example of the early intermediate-term forecasting, we show that the Bayesian forecasting performs better than the plug-in forecasting on average in terms of the log-likelihood score. Furthermore, to improve forecasting of large aftershocks, we apply a nonparametric (NP) model using magnitude data during the learning period and compare its forecasting performance with that of the Gutenberg-Richter (G-R) formula. We show that the NP forecast performs better than the G-R formula in some cases but worse in other cases. Therefore, robust forecasting can be obtained by employing an ensemble forecast that combines the two complementary forecasts. Our proposed method is useful for a stable unbiased intermediate-term assessment of aftershock probabilities.

A Bayesian Measurment Error Model for Misaligned Radiographic Data

DOE PAGES

Lennox, Kristin P.; Glascoe, Lee G.

2013-09-06

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

Comparing methods for estimation of heterogeneous treatment effects using observational data from health care databases.

PubMed

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.

Bayesian Nonparametric Statistical Inference for Shock Models and Wear Processes.

DTIC Science & Technology

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

Search for quasi-periodic signals in magnetar giant flares. Bayesian inspection of SGR 1806-20 and SGR 1900+14

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

Automatic discovery of cell types and microcircuitry from neural connectomics

PubMed Central

Jonas, Eric; Kording, Konrad

2015-01-01

Neural connectomics has begun producing massive amounts of data, necessitating new analysis methods to discover the biological and computational structure. It has long been assumed that discovering neuron types and their relation to microcircuitry is crucial to understanding neural function. Here we developed a non-parametric Bayesian technique that identifies neuron types and microcircuitry patterns in connectomics data. It combines the information traditionally used by biologists in a principled and probabilistically coherent manner, including connectivity, cell body location, and the spatial distribution of synapses. We show that the approach recovers known neuron types in the retina and enables predictions of connectivity, better than simpler algorithms. It also can reveal interesting structure in the nervous system of Caenorhabditis elegans and an old man-made microprocessor. Our approach extracts structural meaning from connectomics, enabling new approaches of automatically deriving anatomical insights from these emerging datasets. DOI: http://dx.doi.org/10.7554/eLife.04250.001 PMID:25928186

Automatic discovery of cell types and microcircuitry from neural connectomics

DOE PAGES

Jonas, Eric; Kording, Konrad

2015-04-30

Neural connectomics has begun producing massive amounts of data, necessitating new analysis methods to discover the biological and computational structure. It has long been assumed that discovering neuron types and their relation to microcircuitry is crucial to understanding neural function. Here we developed a non-parametric Bayesian technique that identifies neuron types and microcircuitry patterns in connectomics data. It combines the information traditionally used by biologists in a principled and probabilistically coherent manner, including connectivity, cell body location, and the spatial distribution of synapses. We show that the approach recovers known neuron types in the retina and enables predictions of connectivity,more » better than simpler algorithms. It also can reveal interesting structure in the nervous system of Caenorhabditis elegans and an old man-made microprocessor. Our approach extracts structural meaning from connectomics, enabling new approaches of automatically deriving anatomical insights from these emerging datasets.« less

Nonparametric Bayesian models for a spatial covariance.

PubMed

Reich, Brian J; Fuentes, Montserrat

2012-01-01

A crucial step in the analysis of spatial data is to estimate the spatial correlation function that determines the relationship between a spatial process at two locations. The standard approach to selecting the appropriate correlation function is to use prior knowledge or exploratory analysis, such as a variogram analysis, to select the correct parametric correlation function. Rather that selecting a particular parametric correlation function, we treat the covariance function as an unknown function to be estimated from the data. We propose a flexible prior for the correlation function to provide robustness to the choice of correlation function. We specify the prior for the correlation function using spectral methods and the Dirichlet process prior, which is a common prior for an unknown distribution function. Our model does not require Gaussian data or spatial locations on a regular grid. The approach is demonstrated using a simulation study as well as an analysis of California air pollution data.

Reconstructing the interaction between dark energy and dark matter using Gaussian processes

NASA Astrophysics Data System (ADS)

Yang, Tao; Guo, Zong-Kuan; Cai, Rong-Gen

2015-06-01

We present a nonparametric approach to reconstruct the interaction between dark energy and dark matter directly from SNIa Union 2.1 data using Gaussian processes, which is a fully Bayesian approach for smoothing data. In this method, once the equation of state (w ) of dark energy is specified, the interaction can be reconstructed as a function of redshift. For the decaying vacuum energy case with w =-1 , the reconstructed interaction is consistent with the standard Λ CDM model, namely, there is no evidence for the interaction. This also holds for the constant w cases from -0.9 to -1.1 and for the Chevallier-Polarski-Linder (CPL) parametrization case. If the equation of state deviates obviously from -1 , the reconstructed interaction exists at 95% confidence level. This shows the degeneracy between the interaction and the equation of state of dark energy when they get constraints from the observational data.

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations

PubMed Central

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions. PMID:26089862

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations.

PubMed

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions.

Automatic discovery of cell types and microcircuitry from neural connectomics

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

Jonas, Eric; Kording, Konrad

Neural connectomics has begun producing massive amounts of data, necessitating new analysis methods to discover the biological and computational structure. It has long been assumed that discovering neuron types and their relation to microcircuitry is crucial to understanding neural function. Here we developed a non-parametric Bayesian technique that identifies neuron types and microcircuitry patterns in connectomics data. It combines the information traditionally used by biologists in a principled and probabilistically coherent manner, including connectivity, cell body location, and the spatial distribution of synapses. We show that the approach recovers known neuron types in the retina and enables predictions of connectivity,more » better than simpler algorithms. It also can reveal interesting structure in the nervous system of Caenorhabditis elegans and an old man-made microprocessor. Our approach extracts structural meaning from connectomics, enabling new approaches of automatically deriving anatomical insights from these emerging datasets.« less

Nonparametric Hierarchical Bayesian Model for Functional Brain Parcellation

PubMed Central

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

Estimating survival of radio-tagged birds

USGS Publications Warehouse

Bunck, C.M.; Pollock, K.H.; Lebreton, J.-D.; North, P.M.

1993-01-01

Parametric and nonparametric methods for estimating survival of radio-tagged birds are described. The general assumptions of these methods are reviewed. An estimate based on the assumption of constant survival throughout the period is emphasized in the overview of parametric methods. Two nonparametric methods, the Kaplan-Meier estimate of the survival funcrion and the log rank test, are explained in detail The link between these nonparametric methods and traditional capture-recapture models is discussed aloag with considerations in designing studies that use telemetry techniques to estimate survival.

Semiparametric time varying coefficient model for matched case-crossover studies.

PubMed

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.

Robust point matching via vector field consensus.

PubMed

Jiayi Ma; Ji Zhao; Jinwen Tian; Yuille, Alan L; Zhuowen Tu

2014-04-01

In this paper, we propose an efficient algorithm, called vector field consensus, for establishing robust point correspondences between two sets of points. Our algorithm starts by creating a set of putative correspondences which can contain a very large number of false correspondences, or outliers, in addition to a limited number of true correspondences (inliers). Next, we solve for correspondence by interpolating a vector field between the two point sets, which involves estimating a consensus of inlier points whose matching follows a nonparametric geometrical constraint. We formulate this a maximum a posteriori (MAP) estimation of a Bayesian model with hidden/latent variables indicating whether matches in the putative set are outliers or inliers. We impose nonparametric geometrical constraints on the correspondence, as a prior distribution, using Tikhonov regularizers in a reproducing kernel Hilbert space. MAP estimation is performed by the EM algorithm which by also estimating the variance of the prior model (initialized to a large value) is able to obtain good estimates very quickly (e.g., avoiding many of the local minima inherent in this formulation). We illustrate this method on data sets in 2D and 3D and demonstrate that it is robust to a very large number of outliers (even up to 90%). We also show that in the special case where there is an underlying parametric geometrical model (e.g., the epipolar line constraint) that we obtain better results than standard alternatives like RANSAC if a large number of outliers are present. This suggests a two-stage strategy, where we use our nonparametric model to reduce the size of the putative set and then apply a parametric variant of our approach to estimate the geometric parameters. Our algorithm is computationally efficient and we provide code for others to use it. In addition, our approach is general and can be applied to other problems, such as learning with a badly corrupted training data set.

Modeling Stochastic Boundary Conditions in a Coastal Catchment using a Bayesian Network: An Application to the Houston Ship Channel, Texas

NASA Astrophysics Data System (ADS)

Couasnon, Anaïs; Sebastian, Antonia; Morales-Nápoles, Oswaldo

2017-04-01

Recent research has highlighted the increased risk of compound flooding in the U.S. In coastal catchments, an elevated downstream water level, resulting from high tide and/or storm surge, impedes drainage creating a backwater effect that may exacerbate flooding in the riverine environment. Catchments exposed to tropical cyclone activity along the Gulf of Mexico and Atlantic coasts are particularly vulnerable. However, conventional flood hazard models focus mainly on precipitation-induced flooding and few studies accurately represent the hazard associated with the interaction between discharge and elevated downstream water levels. This study presents a method to derive stochastic boundary conditions for a coastal watershed. Mean daily discharge and maximum daily residual water levels are used to build a non-parametric Bayesian network (BN) based on copulas. Stochastic boundary conditions for the watershed are extracted from the BN and input into a 1-D process-based hydraulic model to obtain water surface elevations in the main channel of the catchment. The method is applied to a section of the Houston Ship Channel (Buffalo Bayou) in Southeast Texas. Data at six stream gages and two tidal stations are used to build the BN and 100-year joint return period events are modeled. We find that the dependence relationship between the daily residual water level and the mean daily discharge in the catchment can be represented by a Gumbel copula (Spearman's rank correlation coefficient of 0.31) and that they result in higher water levels in the mid- to upstream reaches of the watershed than when modeled independently. This indicates that conventional (deterministic) methods may underestimate the flood hazard associated with compound flooding in the riverine environment and that such interactions should not be neglected in future coastal flood hazard studies.

Bayesian Approaches for Model and Multi-mission Satellites Data Fusion

NASA Astrophysics Data System (ADS)

Khaki, M., , Dr; Forootan, E.; Awange, J.; Kuhn, M.

2017-12-01

Traditionally, data assimilation is formulated as a Bayesian approach that allows one to update model simulations using new incoming observations. This integration is necessary due to the uncertainty in model outputs, which mainly is the result of several drawbacks, e.g., limitations in accounting for the complexity of real-world processes, uncertainties of (unknown) empirical model parameters, and the absence of high resolution (both spatially and temporally) data. Data assimilation, however, requires knowledge of the physical process of a model, which may be either poorly described or entirely unavailable. Therefore, an alternative method is required to avoid this dependency. In this study we present a novel approach which can be used in hydrological applications. A non-parametric framework based on Kalman filtering technique is proposed to improve hydrological model estimates without using a model dynamics. Particularly, we assesse Kalman-Taken formulations that take advantage of the delay coordinate method to reconstruct nonlinear dynamics in the absence of the physical process. This empirical relationship is then used instead of model equations to integrate satellite products with model outputs. We use water storage variables from World-Wide Water Resources Assessment (W3RA) simulations and update them using data known as the Gravity Recovery And Climate Experiment (GRACE) terrestrial water storage (TWS) and also surface soil moisture data from the Advanced Microwave Scanning Radiometer for the Earth Observing System (AMSR-E) over Australia for the period of 2003 to 2011. The performance of the proposed integration method is compared with data obtained from the more traditional assimilation scheme using the Ensemble Square-Root Filter (EnSRF) filtering technique (Khaki et al., 2017), as well as by evaluating them against ground-based soil moisture and groundwater observations within the Murray-Darling Basin.

Neighbor-Dependent Ramachandran Probability Distributions of Amino Acids Developed from a Hierarchical Dirichlet Process Model

PubMed Central

Mitra, Rajib; Jordan, Michael I.; Dunbrack, Roland L.

2010-01-01

Distributions of the backbone dihedral angles of proteins have been studied for over 40 years. While many statistical analyses have been presented, only a handful of probability densities are publicly available for use in structure validation and structure prediction methods. The available distributions differ in a number of important ways, which determine their usefulness for various purposes. These include: 1) input data size and criteria for structure inclusion (resolution, R-factor, etc.); 2) filtering of suspect conformations and outliers using B-factors or other features; 3) secondary structure of input data (e.g., whether helix and sheet are included; whether beta turns are included); 4) the method used for determining probability densities ranging from simple histograms to modern nonparametric density estimation; and 5) whether they include nearest neighbor effects on the distribution of conformations in different regions of the Ramachandran map. In this work, Ramachandran probability distributions are presented for residues in protein loops from a high-resolution data set with filtering based on calculated electron densities. Distributions for all 20 amino acids (with cis and trans proline treated separately) have been determined, as well as 420 left-neighbor and 420 right-neighbor dependent distributions. The neighbor-independent and neighbor-dependent probability densities have been accurately estimated using Bayesian nonparametric statistical analysis based on the Dirichlet process. In particular, we used hierarchical Dirichlet process priors, which allow sharing of information between densities for a particular residue type and different neighbor residue types. The resulting distributions are tested in a loop modeling benchmark with the program Rosetta, and are shown to improve protein loop conformation prediction significantly. The distributions are available at http://dunbrack.fccc.edu/hdp. PMID:20442867

Divergences and estimating tight bounds on Bayes error with applications to multivariate Gaussian copula and latent Gaussian copula

NASA Astrophysics Data System (ADS)

Thelen, Brian J.; Xique, Ismael J.; Burns, Joseph W.; Goley, G. Steven; Nolan, Adam R.; Benson, Jonathan W.

2017-04-01

In Bayesian decision theory, there has been a great amount of research into theoretical frameworks and information- theoretic quantities that can be used to provide lower and upper bounds for the Bayes error. These include well-known bounds such as Chernoff, Battacharrya, and J-divergence. Part of the challenge of utilizing these various metrics in practice is (i) whether they are "loose" or "tight" bounds, (ii) how they might be estimated via either parametric or non-parametric methods, and (iii) how accurate the estimates are for limited amounts of data. In general what is desired is a methodology for generating relatively tight lower and upper bounds, and then an approach to estimate these bounds efficiently from data. In this paper, we explore the so-called triangle divergence which has been around for a while, but was recently made more prominent in some recent research on non-parametric estimation of information metrics. Part of this work is motivated by applications for quantifying fundamental information content in SAR/LIDAR data, and to help in this, we have developed a flexible multivariate modeling framework based on multivariate Gaussian copula models which can be combined with the triangle divergence framework to quantify this information, and provide approximate bounds on Bayes error. In this paper we present an overview of the bounds, including those based on triangle divergence and verify that under a number of multivariate models, the upper and lower bounds derived from triangle divergence are significantly tighter than the other common bounds, and often times, dramatically so. We also propose some simple but effective means for computing the triangle divergence using Monte Carlo methods, and then discuss estimation of the triangle divergence from empirical data based on Gaussian Copula models.

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.

Bayesian deconvolution and quantification of metabolites in complex 1D NMR spectra using BATMAN.

PubMed

Hao, Jie; Liebeke, Manuel; Astle, William; De Iorio, Maria; Bundy, Jacob G; Ebbels, Timothy M D

2014-01-01

Data processing for 1D NMR spectra is a key bottleneck for metabolomic and other complex-mixture studies, particularly where quantitative data on individual metabolites are required. We present a protocol for automated metabolite deconvolution and quantification from complex NMR spectra by using the Bayesian automated metabolite analyzer for NMR (BATMAN) R package. BATMAN models resonances on the basis of a user-controllable set of templates, each of which specifies the chemical shifts, J-couplings and relative peak intensities for a single metabolite. Peaks are allowed to shift position slightly between spectra, and peak widths are allowed to vary by user-specified amounts. NMR signals not captured by the templates are modeled non-parametrically by using wavelets. The protocol covers setting up user template libraries, optimizing algorithmic input parameters, improving prior information on peak positions, quality control and evaluation of outputs. The outputs include relative concentration estimates for named metabolites together with associated Bayesian uncertainty estimates, as well as the fit of the remainder of the spectrum using wavelets. Graphical diagnostics allow the user to examine the quality of the fit for multiple spectra simultaneously. This approach offers a workflow to analyze large numbers of spectra and is expected to be useful in a wide range of metabolomics studies.

Bayesian analysis of energy and count rate data for detection of low count rate radioactive sources

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

Klumpp, John

We propose a radiation detection system which generates its own discrete sampling distribution based on past measurements of background. The advantage to this approach is that it can take into account variations in background with respect to time, location, energy spectra, detector-specific characteristics (i.e. different efficiencies at different count rates and energies), etc. This would therefore be a 'machine learning' approach, in which the algorithm updates and improves its characterization of background over time. The system would have a 'learning mode,' in which it measures and analyzes background count rates, and a 'detection mode,' in which it compares measurements frommore » an unknown source against its unique background distribution. By characterizing and accounting for variations in the background, general purpose radiation detectors can be improved with little or no increase in cost. The statistical and computational techniques to perform this kind of analysis have already been developed. The necessary signal analysis can be accomplished using existing Bayesian algorithms which account for multiple channels, multiple detectors, and multiple time intervals. Furthermore, Bayesian machine-learning techniques have already been developed which, with trivial modifications, can generate appropriate decision thresholds based on the comparison of new measurements against a nonparametric sampling distribution. (authors)« less

BROCCOLI: Software for fast fMRI analysis on many-core CPUs and GPUs

PubMed Central

Eklund, Anders; Dufort, Paul; Villani, Mattias; LaConte, Stephen

2014-01-01

Analysis of functional magnetic resonance imaging (fMRI) data is becoming ever more computationally demanding as temporal and spatial resolutions improve, and large, publicly available data sets proliferate. Moreover, methodological improvements in the neuroimaging pipeline, such as non-linear spatial normalization, non-parametric permutation tests and Bayesian Markov Chain Monte Carlo approaches, can dramatically increase the computational burden. Despite these challenges, there do not yet exist any fMRI software packages which leverage inexpensive and powerful graphics processing units (GPUs) to perform these analyses. Here, we therefore present BROCCOLI, a free software package written in OpenCL (Open Computing Language) that can be used for parallel analysis of fMRI data on a large variety of hardware configurations. BROCCOLI has, for example, been tested with an Intel CPU, an Nvidia GPU, and an AMD GPU. These tests show that parallel processing of fMRI data can lead to significantly faster analysis pipelines. This speedup can be achieved on relatively standard hardware, but further, dramatic speed improvements require only a modest investment in GPU hardware. BROCCOLI (running on a GPU) can perform non-linear spatial normalization to a 1 mm3 brain template in 4–6 s, and run a second level permutation test with 10,000 permutations in about a minute. These non-parametric tests are generally more robust than their parametric counterparts, and can also enable more sophisticated analyses by estimating complicated null distributions. Additionally, BROCCOLI includes support for Bayesian first-level fMRI analysis using a Gibbs sampler. The new software is freely available under GNU GPL3 and can be downloaded from github (https://github.com/wanderine/BROCCOLI/). PMID:24672471

Prior Design for Dependent Dirichlet Processes: An Application to Marathon Modeling

PubMed Central

F. Pradier, Melanie; J. R. Ruiz, Francisco; Perez-Cruz, Fernando

2016-01-01

This paper presents a novel application of Bayesian nonparametrics (BNP) for marathon data modeling. We make use of two well-known BNP priors, the single-p dependent Dirichlet process and the hierarchical Dirichlet process, in order to address two different problems. First, we study the impact of age, gender and environment on the runners’ performance. We derive a fair grading method that allows direct comparison of runners regardless of their age and gender. Unlike current grading systems, our approach is based not only on top world records, but on the performances of all runners. The presented methodology for comparison of densities can be adopted in many other applications straightforwardly, providing an interesting perspective to build dependent Dirichlet processes. Second, we analyze the running patterns of the marathoners in time, obtaining information that can be valuable for training purposes. We also show that these running patterns can be used to predict finishing time given intermediate interval measurements. We apply our models to New York City, Boston and London marathons. PMID:26821155

Revision of a local magnitude relation for South Korea

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction

PubMed Central

Griffin, William A.; Li, Xun

2016-01-01

Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects—some good and some bad—on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319

Coalescent methods for estimating phylogenetic trees.

PubMed

Liu, Liang; Yu, Lili; Kubatko, Laura; Pearl, Dennis K; Edwards, Scott V

2009-10-01

We review recent models to estimate phylogenetic trees under the multispecies coalescent. Although the distinction between gene trees and species trees has come to the fore of phylogenetics, only recently have methods been developed that explicitly estimate species trees. Of the several factors that can cause gene tree heterogeneity and discordance with the species tree, deep coalescence due to random genetic drift in branches of the species tree has been modeled most thoroughly. Bayesian approaches to estimating species trees utilizes two likelihood functions, one of which has been widely used in traditional phylogenetics and involves the model of nucleotide substitution, and the second of which is less familiar to phylogeneticists and involves the probability distribution of gene trees given a species tree. Other recent parametric and nonparametric methods for estimating species trees involve parsimony criteria, summary statistics, supertree and consensus methods. Species tree approaches are an appropriate goal for systematics, appear to work well in some cases where concatenation can be misleading, and suggest that sampling many independent loci will be paramount. Such methods can also be challenging to implement because of the complexity of the models and computational time. In addition, further elaboration of the simplest of coalescent models will be required to incorporate commonly known issues such as deviation from the molecular clock, gene flow and other genetic forces.

Occupancy mapping and surface reconstruction using local Gaussian processes with Kinect sensors.

PubMed

Kim, Soohwan; Kim, Jonghyuk

2013-10-01

Although RGB-D sensors have been successfully applied to visual SLAM and surface reconstruction, most of the applications aim at visualization. In this paper, we propose a noble method of building continuous occupancy maps and reconstructing surfaces in a single framework for both navigation and visualization. Particularly, we apply a Bayesian nonparametric approach, Gaussian process classification, to occupancy mapping. However, it suffers from high-computational complexity of O(n(3))+O(n(2)m), where n and m are the numbers of training and test data, respectively, limiting its use for large-scale mapping with huge training data, which is common with high-resolution RGB-D sensors. Therefore, we partition both training and test data with a coarse-to-fine clustering method and apply Gaussian processes to each local clusters. In addition, we consider Gaussian processes as implicit functions, and thus extract iso-surfaces from the scalar fields, continuous occupancy maps, using marching cubes. By doing that, we are able to build two types of map representations within a single framework of Gaussian processes. Experimental results with 2-D simulated data show that the accuracy of our approximated method is comparable to previous work, while the computational time is dramatically reduced. We also demonstrate our method with 3-D real data to show its feasibility in large-scale environments.

Nonparametric estimation and testing of fixed effects panel data models

PubMed Central

Henderson, Daniel J.; Carroll, Raymond J.; Li, Qi

2009-01-01

In this paper we consider the problem of estimating nonparametric panel data models with fixed effects. We introduce an iterative nonparametric kernel estimator. We also extend the estimation method to the case of a semiparametric partially linear fixed effects model. To determine whether a parametric, semiparametric or nonparametric model is appropriate, we propose test statistics to test between the three alternatives in practice. We further propose a test statistic for testing the null hypothesis of random effects against fixed effects in a nonparametric panel data regression model. Simulations are used to examine the finite sample performance of the proposed estimators and the test statistics. PMID:19444335

A new approach to correct the QT interval for changes in heart rate using a nonparametric regression model in beagle dogs.

PubMed

Watanabe, Hiroyuki; Miyazaki, Hiroyasu

2006-01-01

Over- and/or under-correction of QT intervals for changes in heart rate may lead to misleading conclusions and/or masking the potential of a drug to prolong the QT interval. This study examines a nonparametric regression model (Loess Smoother) to adjust the QT interval for differences in heart rate, with an improved fitness over a wide range of heart rates. 240 sets of (QT, RR) observations collected from each of 8 conscious and non-treated beagle dogs were used as the materials for investigation. The fitness of the nonparametric regression model to the QT-RR relationship was compared with four models (individual linear regression, common linear regression, and Bazett's and Fridericia's correlation models) with reference to Akaike's Information Criterion (AIC). Residuals were visually assessed. The bias-corrected AIC of the nonparametric regression model was the best of the models examined in this study. Although the parametric models did not fit, the nonparametric regression model improved the fitting at both fast and slow heart rates. The nonparametric regression model is the more flexible method compared with the parametric method. The mathematical fit for linear regression models was unsatisfactory at both fast and slow heart rates, while the nonparametric regression model showed significant improvement at all heart rates in beagle dogs.

Comparison of Parametric and Nonparametric Bootstrap Methods for Estimating Random Error in Equipercentile Equating

ERIC Educational Resources Information Center

Cui, Zhongmin; Kolen, Michael J.

2008-01-01

This article considers two methods of estimating standard errors of equipercentile equating: the parametric bootstrap method and the nonparametric bootstrap method. Using a simulation study, these two methods are compared under three sample sizes (300, 1,000, and 3,000), for two test content areas (the Iowa Tests of Basic Skills Maps and Diagrams…

Covariance specification and estimation to improve top-down Green House Gas emission estimates

NASA Astrophysics Data System (ADS)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Whetstone, J. R.

2015-12-01

The National Institute of Standards and Technology (NIST) operates the North-East Corridor (NEC) project and the Indianapolis Flux Experiment (INFLUX) in order to develop measurement methods to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties in urban domains using a top down inversion method. Top down inversion updates prior knowledge using observations in a Bayesian way. One primary consideration in a Bayesian inversion framework is the covariance structure of (1) the emission prior residuals and (2) the observation residuals (i.e. the difference between observations and model predicted observations). These covariance matrices are respectively referred to as the prior covariance matrix and the model-data mismatch covariance matrix. It is known that the choice of these covariances can have large effect on estimates. The main objective of this work is to determine the impact of different covariance models on inversion estimates and their associated uncertainties in urban domains. We use a pseudo-data Bayesian inversion framework using footprints (i.e. sensitivities of tower measurements of GHGs to surface emissions) and emission priors (based on Hestia project to quantify fossil-fuel emissions) to estimate posterior emissions using different covariance schemes. The posterior emission estimates and uncertainties are compared to the hypothetical truth. We find that, if we correctly specify spatial variability and spatio-temporal variability in prior and model-data mismatch covariances respectively, then we can compute more accurate posterior estimates. We discuss few covariance models to introduce space-time interacting mismatches along with estimation of the involved parameters. We then compare several candidate prior spatial covariance models from the Matern covariance class and estimate their parameters with specified mismatches. We find that best-fitted prior covariances are not always best in recovering the truth. To achieve accuracy, we perform a sensitivity study to further tune covariance parameters. Finally, we introduce a shrinkage based sample covariance estimation technique for both prior and mismatch covariances. This technique allows us to achieve similar accuracy nonparametrically in a more efficient and automated way.

An Examination of Parametric and Nonparametric Dimensionality Assessment Methods with Exploratory and Confirmatory Mode

ERIC Educational Resources Information Center

Kogar, Hakan

2018-01-01

The aim of the present research study was to compare the findings from the nonparametric MSA, DIMTEST and DETECT and the parametric dimensionality determining methods in various simulation conditions by utilizing exploratory and confirmatory methods. For this purpose, various simulation conditions were established based on number of dimensions,…

Non-parametric wall model and methods of identifying boundary conditions for moments in gas flow equations

NASA Astrophysics Data System (ADS)

Liao, Meng; To, Quy-Dong; Léonard, Céline; Monchiet, Vincent

2018-03-01

In this paper, we use the molecular dynamics simulation method to study gas-wall boundary conditions. Discrete scattering information of gas molecules at the wall surface is obtained from collision simulations. The collision data can be used to identify the accommodation coefficients for parametric wall models such as Maxwell and Cercignani-Lampis scattering kernels. Since these scattering kernels are based on a limited number of accommodation coefficients, we adopt non-parametric statistical methods to construct the kernel to overcome these issues. Different from parametric kernels, the non-parametric kernels require no parameter (i.e. accommodation coefficients) and no predefined distribution. We also propose approaches to derive directly the Navier friction and Kapitza thermal resistance coefficients as well as other interface coefficients associated with moment equations from the non-parametric kernels. The methods are applied successfully to systems composed of CH4 or CO2 and graphite, which are of interest to the petroleum industry.

On the Adequacy of Bayesian Evaluations of Categorization Models: Reply to Vanpaemel and Lee (2012)

ERIC Educational Resources Information Center

Wills, Andy J.; Pothos, Emmanuel M.

2012-01-01

Vanpaemel and Lee (2012) argued, and we agree, that the comparison of formal models can be facilitated by Bayesian methods. However, Bayesian methods neither precede nor supplant our proposals (Wills & Pothos, 2012), as Bayesian methods can be applied both to our proposals and to their polar opposites. Furthermore, the use of Bayesian methods to…

Nonparametric method for failures diagnosis in the actuating subsystem of aircraft control system

NASA Astrophysics Data System (ADS)

Terentev, M. N.; Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

2018-02-01

In this paper we design a nonparametric method for failures diagnosis in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on analytical nonparametric one-step-ahead state prediction approach. This makes it possible to predict the behavior of unidentified and failure dynamic systems, to weaken the requirements to control signals, and to reduce the diagnostic time and problem complexity.

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

USGS Publications Warehouse

Dorazio, Robert

2016-01-01

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

Gaussian process regression for forecasting battery state of health

NASA Astrophysics Data System (ADS)

Richardson, Robert R.; Osborne, Michael A.; Howey, David A.

2017-07-01

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic modelling of capacity fade has thus far remained intractable; however, with the advent of cloud-connected devices, data from cells in various applications is becoming increasingly available, and the feasibility of data-driven methods for battery prognostics is increasing. Here we propose Gaussian process (GP) regression for forecasting battery state of health, and highlight various advantages of GPs over other data-driven and mechanistic approaches. GPs are a type of Bayesian non-parametric method, and hence can model complex systems whilst handling uncertainty in a principled manner. Prior information can be exploited by GPs in a variety of ways: explicit mean functions can be used if the functional form of the underlying degradation model is available, and multiple-output GPs can effectively exploit correlations between data from different cells. We demonstrate the predictive capability of GPs for short-term and long-term (remaining useful life) forecasting on a selection of capacity vs. cycle datasets from lithium-ion cells.

Surface Estimation, Variable Selection, and the Nonparametric Oracle Property.

PubMed

Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen

2011-04-01

Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting.

Surface Estimation, Variable Selection, and the Nonparametric Oracle Property

PubMed Central

Storlie, Curtis B.; Bondell, Howard D.; Reich, Brian J.; Zhang, Hao Helen

2010-01-01

Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting. PMID:21603586

Summarizing techniques that combine three non-parametric scores to detect disease-associated 2-way SNP-SNP interactions.

PubMed

Sengupta Chattopadhyay, Amrita; Hsiao, Ching-Lin; Chang, Chien Ching; Lian, Ie-Bin; Fann, Cathy S J

2014-01-01

Identifying susceptibility genes that influence complex diseases is extremely difficult because loci often influence the disease state through genetic interactions. Numerous approaches to detect disease-associated SNP-SNP interactions have been developed, but none consistently generates high-quality results under different disease scenarios. Using summarizing techniques to combine a number of existing methods may provide a solution to this problem. Here we used three popular non-parametric methods-Gini, absolute probability difference (APD), and entropy-to develop two novel summary scores, namely principle component score (PCS) and Z-sum score (ZSS), with which to predict disease-associated genetic interactions. We used a simulation study to compare performance of the non-parametric scores, the summary scores, the scaled-sum score (SSS; used in polymorphism interaction analysis (PIA)), and the multifactor dimensionality reduction (MDR). The non-parametric methods achieved high power, but no non-parametric method outperformed all others under a variety of epistatic scenarios. PCS and ZSS, however, outperformed MDR. PCS, ZSS and SSS displayed controlled type-I-errors (<0.05) compared to GS, APDS, ES (>0.05). A real data study using the genetic-analysis-workshop 16 (GAW 16) rheumatoid arthritis dataset identified a number of interesting SNP-SNP interactions. © 2013 Elsevier B.V. All rights reserved.

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.

A Comparative Study of Test Data Dimensionality Assessment Procedures Under Nonparametric IRT Models

ERIC Educational Resources Information Center

van Abswoude, Alexandra A. H.; van der Ark, L. Andries; Sijtsma, Klaas

2004-01-01

In this article, an overview of nonparametric item response theory methods for determining the dimensionality of item response data is provided. Four methods were considered: MSP, DETECT, HCA/CCPROX, and DIMTEST. First, the methods were compared theoretically. Second, a simulation study was done to compare the effectiveness of MSP, DETECT, and…

Bayesian demography 250 years after Bayes

PubMed Central

Bijak, Jakub; Bryant, John

2016-01-01

Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms. PMID:26902889

A nonparametric spatial scan statistic for continuous data.

PubMed

Jung, Inkyung; Cho, Ho Jin

2015-10-20

Spatial scan statistics are widely used for spatial cluster detection, and several parametric models exist. For continuous data, a normal-based scan statistic can be used. However, the performance of the model has not been fully evaluated for non-normal data. We propose a nonparametric spatial scan statistic based on the Wilcoxon rank-sum test statistic and compared the performance of the method with parametric models via a simulation study under various scenarios. The nonparametric method outperforms the normal-based scan statistic in terms of power and accuracy in almost all cases under consideration in the simulation study. The proposed nonparametric spatial scan statistic is therefore an excellent alternative to the normal model for continuous data and is especially useful for data following skewed or heavy-tailed distributions.

Reliability of Test Scores in Nonparametric Item Response Theory.

ERIC Educational Resources Information Center

Sijtsma, Klaas; Molenaar, Ivo W.

1987-01-01

Three methods for estimating reliability are studied within the context of nonparametric item response theory. Two were proposed originally by Mokken and a third is developed in this paper. Using a Monte Carlo strategy, these three estimation methods are compared with four "classical" lower bounds to reliability. (Author/JAZ)

A Simulation Comparison of Parametric and Nonparametric Dimensionality Detection Procedures

ERIC Educational Resources Information Center

Mroch, Andrew A.; Bolt, Daniel M.

2006-01-01

Recently, nonparametric methods have been proposed that provide a dimensionally based description of test structure for tests with dichotomous items. Because such methods are based on different notions of dimensionality than are assumed when using a psychometric model, it remains unclear whether these procedures might lead to a different…

Calibration and combination of monthly near-surface temperature and precipitation predictions over Europe

NASA Astrophysics Data System (ADS)

Rodrigues, Luis R. L.; Doblas-Reyes, Francisco J.; Coelho, Caio A. S.

2018-02-01

A Bayesian method known as the Forecast Assimilation (FA) was used to calibrate and combine monthly near-surface temperature and precipitation outputs from seasonal dynamical forecast systems. The simple multimodel (SMM), a method that combines predictions with equal weights, was used as a benchmark. This research focuses on Europe and adjacent regions for predictions initialized in May and November, covering the boreal summer and winter months. The forecast quality of the FA and SMM as well as the single seasonal dynamical forecast systems was assessed using deterministic and probabilistic measures. A non-parametric bootstrap method was used to account for the sampling uncertainty of the forecast quality measures. We show that the FA performs as well as or better than the SMM in regions where the dynamical forecast systems were able to represent the main modes of climate covariability. An illustration with the near-surface temperature over North Atlantic, the Mediterranean Sea and Middle-East in summer months associated with the well predicted first mode of climate covariability is offered. However, the main modes of climate covariability are not well represented in most situations discussed in this study as the seasonal dynamical forecast systems have limited skill when predicting the European climate. In these situations, the SMM performs better more often.

CORNAS: coverage-dependent RNA-Seq analysis of gene expression data without biological replicates.

PubMed

Low, Joel Z B; Khang, Tsung Fei; Tammi, Martti T

2017-12-28

In current statistical methods for calling differentially expressed genes in RNA-Seq experiments, the assumption is that an adjusted observed gene count represents an unknown true gene count. This adjustment usually consists of a normalization step to account for heterogeneous sample library sizes, and then the resulting normalized gene counts are used as input for parametric or non-parametric differential gene expression tests. A distribution of true gene counts, each with a different probability, can result in the same observed gene count. Importantly, sequencing coverage information is currently not explicitly incorporated into any of the statistical models used for RNA-Seq analysis. We developed a fast Bayesian method which uses the sequencing coverage information determined from the concentration of an RNA sample to estimate the posterior distribution of a true gene count. Our method has better or comparable performance compared to NOISeq and GFOLD, according to the results from simulations and experiments with real unreplicated data. We incorporated a previously unused sequencing coverage parameter into a procedure for differential gene expression analysis with RNA-Seq data. Our results suggest that our method can be used to overcome analytical bottlenecks in experiments with limited number of replicates and low sequencing coverage. The method is implemented in CORNAS (Coverage-dependent RNA-Seq), and is available at https://github.com/joel-lzb/CORNAS .

Dirichlet Process Gaussian-mixture model: An application to localizing coalescing binary neutron stars with gravitational-wave observations

NASA Astrophysics Data System (ADS)

Del Pozzo, W.; Berry, C. P. L.; Ghosh, A.; Haines, T. S. F.; Singer, L. P.; Vecchio, A.

2018-06-01

We reconstruct posterior distributions for the position (sky area and distance) of a simulated set of binary neutron-star gravitational-waves signals observed with Advanced LIGO and Advanced Virgo. We use a Dirichlet Process Gaussian-mixture model, a fully Bayesian non-parametric method that can be used to estimate probability density functions with a flexible set of assumptions. The ability to reliably reconstruct the source position is important for multimessenger astronomy, as recently demonstrated with GW170817. We show that for detector networks comparable to the early operation of Advanced LIGO and Advanced Virgo, typical localization volumes are ˜104-105 Mpc3 corresponding to ˜102-103 potential host galaxies. The localization volume is a strong function of the network signal-to-noise ratio, scaling roughly ∝ϱnet-6. Fractional localizations improve with the addition of further detectors to the network. Our Dirichlet Process Gaussian-mixture model can be adopted for localizing events detected during future gravitational-wave observing runs, and used to facilitate prompt multimessenger follow-up.

Discriminative Hierarchical K-Means Tree for Large-Scale Image Classification.

PubMed

Chen, Shizhi; Yang, Xiaodong; Tian, Yingli

2015-09-01

A key challenge in large-scale image classification is how to achieve efficiency in terms of both computation and memory without compromising classification accuracy. The learning-based classifiers achieve the state-of-the-art accuracies, but have been criticized for the computational complexity that grows linearly with the number of classes. The nonparametric nearest neighbor (NN)-based classifiers naturally handle large numbers of categories, but incur prohibitively expensive computation and memory costs. In this brief, we present a novel classification scheme, i.e., discriminative hierarchical K-means tree (D-HKTree), which combines the advantages of both learning-based and NN-based classifiers. The complexity of the D-HKTree only grows sublinearly with the number of categories, which is much better than the recent hierarchical support vector machines-based methods. The memory requirement is the order of magnitude less than the recent Naïve Bayesian NN-based approaches. The proposed D-HKTree classification scheme is evaluated on several challenging benchmark databases and achieves the state-of-the-art accuracies, while with significantly lower computation cost and memory requirement.

Prior approval: the growth of Bayesian methods in psychology.

PubMed

Andrews, Mark; Baguley, Thom

2013-02-01

Within the last few years, Bayesian methods of data analysis in psychology have proliferated. In this paper, we briefly review the history or the Bayesian approach to statistics, and consider the implications that Bayesian methods have for the theory and practice of data analysis in psychology.

An introduction to using Bayesian linear regression with clinical data.

PubMed

Baldwin, Scott A; Larson, Michael J

2017-11-01

Statistical training psychology focuses on frequentist methods. Bayesian methods are an alternative to standard frequentist methods. This article provides researchers with an introduction to fundamental ideas in Bayesian modeling. We use data from an electroencephalogram (EEG) and anxiety study to illustrate Bayesian models. Specifically, the models examine the relationship between error-related negativity (ERN), a particular event-related potential, and trait anxiety. Methodological topics covered include: how to set up a regression model in a Bayesian framework, specifying priors, examining convergence of the model, visualizing and interpreting posterior distributions, interval estimates, expected and predicted values, and model comparison tools. We also discuss situations where Bayesian methods can outperform frequentist methods as well has how to specify more complicated regression models. Finally, we conclude with recommendations about reporting guidelines for those using Bayesian methods in their own research. We provide data and R code for replicating our analyses. Copyright © 2017 Elsevier Ltd. All rights reserved.

Development and comparison of Bayesian modularization method in uncertainty assessment of hydrological models

NASA Astrophysics Data System (ADS)

Li, L.; Xu, C.-Y.; Engeland, K.

2012-04-01

With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD

A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research

PubMed Central

van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B; Neyer, Franz J; van Aken, Marcel AG

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are introduced using a simplified example. Thereafter, the advantages and pitfalls of the specification of prior knowledge are discussed. To illustrate Bayesian methods explained in this study, in a second example a series of studies that examine the theoretical framework of dynamic interactionism are considered. In the Discussion the advantages and disadvantages of using Bayesian statistics are reviewed, and guidelines on how to report on Bayesian statistics are provided. PMID:24116396

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 multimembership catalogue for 1876 open clusters using UCAC4 data

NASA Astrophysics Data System (ADS)

Sampedro, L.; Dias, W. S.; Alfaro, E. J.; Monteiro, H.; Molino, A.

2017-10-01

The main objective of this work is to determine the cluster members of 1876 open clusters, using positions and proper motions of the astrometric fourth United States Naval Observatory (USNO) CCD Astrograph Catalog (UCAC4). For this purpose, we apply three different methods, all based on a Bayesian approach, but with different formulations: a purely parametric method, another completely non-parametric algorithm and a third, recently developed by Sampedro & Alfaro, using both formulations at different steps of the whole process. The first and second statistical moments of the members' phase-space subspace, obtained after applying the three methods, are compared for every cluster. Although, on average, the three methods yield similar results, there are also specific differences between them, as well as for some particular clusters. The comparison with other published catalogues shows good agreement. We have also estimated, for the first time, the mean proper motion for a sample of 18 clusters. The results are organized in a single catalogue formed by two main files, one with the most relevant information for each cluster, partially including that in UCAC4, and the other showing the individual membership probabilities for each star in the cluster area. The final catalogue, with an interface design that enables an easy interaction with the user, is available in electronic format at the Stellar Systems Group (SSG-IAA) web site (http://ssg.iaa.es/en/content/sampedro-cluster-catalog).

A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research

ERIC Educational Resources Information Center

van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B.; Neyer, Franz J.; van Aken, Marcel A. G.

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are…

Dynamic characteristics of oxygen consumption.

PubMed

Ye, Lin; Argha, Ahmadreza; Yu, Hairong; Celler, Branko G; Nguyen, Hung T; Su, Steven

2018-04-23

Previous studies have indicated that oxygen uptake ([Formula: see text]) is one of the most accurate indices for assessing the cardiorespiratory response to exercise. In most existing studies, the response of [Formula: see text] is often roughly modelled as a first-order system due to the inadequate stimulation and low signal to noise ratio. To overcome this difficulty, this paper proposes a novel nonparametric kernel-based method for the dynamic modelling of [Formula: see text] response to provide a more robust estimation. Twenty healthy non-athlete participants conducted treadmill exercises with monotonous stimulation (e.g., single step function as input). During the exercise, [Formula: see text] was measured and recorded by a popular portable gas analyser ([Formula: see text], COSMED). Based on the recorded data, a kernel-based estimation method was proposed to perform the nonparametric modelling of [Formula: see text]. For the proposed method, a properly selected kernel can represent the prior modelling information to reduce the dependence of comprehensive stimulations. Furthermore, due to the special elastic net formed by [Formula: see text] norm and kernelised [Formula: see text] norm, the estimations are smooth and concise. Additionally, the finite impulse response based nonparametric model which estimated by the proposed method can optimally select the order and fit better in terms of goodness-of-fit comparing to classical methods. Several kernels were introduced for the kernel-based [Formula: see text] modelling method. The results clearly indicated that the stable spline (SS) kernel has the best performance for [Formula: see text] modelling. Particularly, based on the experimental data from 20 participants, the estimated response from the proposed method with SS kernel was significantly better than the results from the benchmark method [i.e., prediction error method (PEM)] ([Formula: see text] vs [Formula: see text]). The proposed nonparametric modelling method is an effective method for the estimation of the impulse response of VO 2 -Speed system. Furthermore, the identified average nonparametric model method can dynamically predict [Formula: see text] response with acceptable accuracy during treadmill exercise.

Statistical modelling of networked human-automation performance using working memory capacity.

PubMed

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 study of finite mixture model: Bayesian approach on financial time series data

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-07-01

Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.

Teaching Bayesian Statistics in a Health Research Methodology Program

ERIC Educational Resources Information Center

Pullenayegum, Eleanor M.; Thabane, Lehana

2009-01-01

Despite the appeal of Bayesian methods in health research, they are not widely used. This is partly due to a lack of courses in Bayesian methods at an appropriate level for non-statisticians in health research. Teaching such a course can be challenging because most statisticians have been taught Bayesian methods using a mathematical approach, and…

Robust estimation for ordinary differential equation models.

PubMed

Cao, J; Wang, L; Xu, J

2011-12-01

Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

Complementary nonparametric analysis of covariance for logistic regression in a randomized clinical trial setting.

PubMed

Tangen, C M; Koch, G G

1999-03-01

In the randomized clinical trial setting, controlling for covariates is expected to produce variance reduction for the treatment parameter estimate and to adjust for random imbalances of covariates between the treatment groups. However, for the logistic regression model, variance reduction is not obviously obtained. This can lead to concerns about the assumptions of the logistic model. We introduce a complementary nonparametric method for covariate adjustment. It provides results that are usually compatible with expectations for analysis of covariance. The only assumptions required are based on randomization and sampling arguments. The resulting treatment parameter is a (unconditional) population average log-odds ratio that has been adjusted for random imbalance of covariates. Data from a randomized clinical trial are used to compare results from the traditional maximum likelihood logistic method with those from the nonparametric logistic method. We examine treatment parameter estimates, corresponding standard errors, and significance levels in models with and without covariate adjustment. In addition, we discuss differences between unconditional population average treatment parameters and conditional subpopulation average treatment parameters. Additional features of the nonparametric method, including stratified (multicenter) and multivariate (multivisit) analyses, are illustrated. Extensions of this methodology to the proportional odds model are also made.

Enhancements to the Bayesian Infrasound Source Location Method

DTIC Science & Technology

2012-09-01

ENHANCEMENTS TO THE BAYESIAN INFRASOUND SOURCE LOCATION METHOD Omar E. Marcillo, Stephen J. Arrowsmith, Rod W. Whitaker, and Dale N. Anderson Los...ABSTRACT We report on R&D that is enabling enhancements to the Bayesian Infrasound Source Location (BISL) method for infrasound event location...the Bayesian Infrasound Source Location Method 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER

Gini estimation under infinite variance

NASA Astrophysics Data System (ADS)

Fontanari, Andrea; Taleb, Nassim Nicholas; Cirillo, Pasquale

2018-07-01

We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α ∈(1 , 2)). We show that, in such a case, the Gini coefficient cannot be reliably estimated using conventional nonparametric methods, because of a downward bias that emerges under fat tails. This has important implications for the ongoing discussion about economic inequality. We start by discussing how the nonparametric estimator of the Gini index undergoes a phase transition in the symmetry structure of its asymptotic distribution, as the data distribution shifts from the domain of attraction of a light-tailed distribution to that of a fat-tailed one, especially in the case of infinite variance. We also show how the nonparametric Gini bias increases with lower values of α. We then prove that maximum likelihood estimation outperforms nonparametric methods, requiring a much smaller sample size to reach efficiency. Finally, for fat-tailed data, we provide a simple correction mechanism to the small sample bias of the nonparametric estimator based on the distance between the mode and the mean of its asymptotic distribution.

A simulation study of nonparametric total deviation index as a measure of agreement based on quantile regression.

PubMed

Lin, Lawrence; Pan, Yi; Hedayat, A S; Barnhart, Huiman X; Haber, Michael

2016-01-01

Total deviation index (TDI) captures a prespecified quantile of the absolute deviation of paired observations from raters, observers, methods, assays, instruments, etc. We compare the performance of TDI using nonparametric quantile regression to the TDI assuming normality (Lin, 2000). This simulation study considers three distributions: normal, Poisson, and uniform at quantile levels of 0.8 and 0.9 for cases with and without contamination. Study endpoints include the bias of TDI estimates (compared with their respective theoretical values), standard error of TDI estimates (compared with their true simulated standard errors), and test size (compared with 0.05), and power. Nonparametric TDI using quantile regression, although it slightly underestimates and delivers slightly less power for data without contamination, works satisfactorily under all simulated cases even for moderate (say, ≥40) sample sizes. The performance of the TDI based on a quantile of 0.8 is in general superior to that of 0.9. The performances of nonparametric and parametric TDI methods are compared with a real data example. Nonparametric TDI can be very useful when the underlying distribution on the difference is not normal, especially when it has a heavy tail.

On the development of a semi-nonparametric generalized multinomial logit model for travel-related choices

PubMed Central

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

On the development of a semi-nonparametric generalized multinomial logit model for travel-related choices.

PubMed

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.

Nonparametric evaluation of birth cohort trends in disease rates.

PubMed

Tarone, R E; Chu, K C

2000-01-01

Although interpretation of age-period-cohort analyses is complicated by the non-identifiability of maximum likelihood estimates, changes in the slope of the birth-cohort effect curve are identifiable and have potential aetiologic significance. A nonparametric test for a change in the slope of the birth-cohort trend has been developed. The test is a generalisation of the sign test and is based on permutational distributions. A method for identifying interactions between age and calendar-period effects is also presented. The nonparametric method is shown to be powerful in detecting changes in the slope of the birth-cohort trend, although its power can be reduced considerably by calendar-period patterns of risk. The method identifies a previously unidentified decrease in the birth-cohort risk of lung-cancer mortality from 1912 to 1919, which appears to reflect a reduction in the initiation of smoking by young men at the beginning of the Great Depression (1930s). The method also detects an interaction between age and calendar period in leukemia mortality rates, reflecting the better response of children to chemotherapy. The proposed nonparametric method provides a data analytic approach, which is a useful adjunct to log-linear Poisson analysis of age-period-cohort models, either in the initial model building stage, or in the final interpretation stage.

The Bayesian New Statistics: Hypothesis testing, estimation, meta-analysis, and power analysis from a Bayesian perspective.

PubMed

Kruschke, John K; Liddell, Torrin M

2018-02-01

In the practice of data analysis, there is a conceptual distinction between hypothesis testing, on the one hand, and estimation with quantified uncertainty on the other. Among frequentists in psychology, a shift of emphasis from hypothesis testing to estimation has been dubbed "the New Statistics" (Cumming 2014). A second conceptual distinction is between frequentist methods and Bayesian methods. Our main goal in this article is to explain how Bayesian methods achieve the goals of the New Statistics better than frequentist methods. The article reviews frequentist and Bayesian approaches to hypothesis testing and to estimation with confidence or credible intervals. The article also describes Bayesian approaches to meta-analysis, randomized controlled trials, and power analysis.

Development and comparison in uncertainty assessment based Bayesian modularization method in hydrological modeling

NASA Astrophysics Data System (ADS)

Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn

2013-04-01

SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.

Revealing transient strain in geodetic data with Gaussian process regression

NASA Astrophysics Data System (ADS)

Hines, T. T.; Hetland, E. A.

2018-03-01

Transient strain derived from global navigation satellite system (GNSS) data can be used to detect and understand geophysical processes such as slow slip events and post-seismic deformation. Here we propose using Gaussian process regression (GPR) as a tool for estimating transient strain from GNSS data. GPR is a non-parametric, Bayesian method for interpolating scattered data. In our approach, we assume a stochastic prior model for transient displacements. The prior describes how much we expect transient displacements to covary spatially and temporally. A posterior estimate of transient strain is obtained by differentiating the posterior transient displacements, which are formed by conditioning the prior with the GNSS data. As a demonstration, we use GPR to detect transient strain resulting from slow slip events in the Pacific Northwest. Maximum likelihood methods are used to constrain a prior model for transient displacements in this region. The temporal covariance of our prior model is described by a compact Wendland covariance function, which significantly reduces the computational burden that can be associated with GPR. Our results reveal the spatial and temporal evolution of strain from slow slip events. We verify that the transient strain estimated with GPR is in fact geophysical signal by comparing it to the seismic tremor that is associated with Pacific Northwest slow slip events.

MODEL-FREE MULTI-PROBE LENSING RECONSTRUCTION OF CLUSTER MASS PROFILES

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

Umetsu, Keiichi

2013-05-20

Lens magnification by galaxy clusters induces characteristic spatial variations in the number counts of background sources, amplifying their observed fluxes and expanding the area of sky, the net effect of which, known as magnification bias, depends on the intrinsic faint-end slope of the source luminosity function. The bias is strongly negative for red galaxies, dominated by the geometric area distortion, whereas it is mildly positive for blue galaxies, enhancing the blue counts toward the cluster center. We generalize the Bayesian approach of Umetsu et al. for reconstructing projected cluster mass profiles, by incorporating multiple populations of background sources for magnification-biasmore » measurements and combining them with complementary lens-distortion measurements, effectively breaking the mass-sheet degeneracy and improving the statistical precision of cluster mass measurements. The approach can be further extended to include strong-lensing projected mass estimates, thus allowing for non-parametric absolute mass determinations in both the weak and strong regimes. We apply this method to our recent CLASH lensing measurements of MACS J1206.2-0847, and demonstrate how combining multi-probe lensing constraints can improve the reconstruction of cluster mass profiles. This method will also be useful for a stacked lensing analysis, combining all lensing-related effects in the cluster regime, for a definitive determination of the averaged mass profile.« less

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

NASA Astrophysics Data System (ADS)

Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

2018-03-01

We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

Thirty Years of Nonparametric Item Response Theory.

ERIC Educational Resources Information Center

Molenaar, Ivo W.

2001-01-01

Discusses relationships between a mathematical measurement model and its real-world applications. Makes a distinction between large-scale data matrices commonly found in educational measurement and smaller matrices found in attitude and personality measurement. Also evaluates nonparametric methods for estimating item response functions and…

A Monte Carlo Study of the Effect of Item Characteristic Curve Estimation on the Accuracy of Three Person-Fit Statistics

ERIC Educational Resources Information Center

St-Onge, Christina; Valois, Pierre; Abdous, Belkacem; Germain, Stephane

2009-01-01

To date, there have been no studies comparing parametric and nonparametric Item Characteristic Curve (ICC) estimation methods on the effectiveness of Person-Fit Statistics (PFS). The primary aim of this study was to determine if the use of ICCs estimated by nonparametric methods would increase the accuracy of item response theory-based PFS for…

A probabilistic method for computing quantitative risk indexes from medical injuries compensation claims.

PubMed

Dalle Carbonare, S; Folli, F; Patrini, E; Giudici, P; Bellazzi, R

2013-01-01

The increasing demand of health care services and the complexity of health care delivery require Health Care Organizations (HCOs) to approach clinical risk management through proper methods and tools. An important aspect of risk management is to exploit the analysis of medical injuries compensation claims in order to reduce adverse events and, at the same time, to optimize the costs of health insurance policies. This work provides a probabilistic method to estimate the risk level of a HCO by computing quantitative risk indexes from medical injury compensation claims. Our method is based on the estimate of a loss probability distribution from compensation claims data through parametric and non-parametric modeling and Monte Carlo simulations. The loss distribution can be estimated both on the whole dataset and, thanks to the application of a Bayesian hierarchical model, on stratified data. The approach allows to quantitatively assessing the risk structure of the HCO by analyzing the loss distribution and deriving its expected value and percentiles. We applied the proposed method to 206 cases of injuries with compensation requests collected from 1999 to the first semester of 2007 by the HCO of Lodi, in the Northern part of Italy. We computed the risk indexes taking into account the different clinical departments and the different hospitals involved. The approach proved to be useful to understand the HCO risk structure in terms of frequency, severity, expected and unexpected loss related to adverse events.

Nonparametric Regression and the Parametric Bootstrap for Local Dependence Assessment.

ERIC Educational Resources Information Center

Habing, Brian

2001-01-01

Discusses ideas underlying nonparametric regression and the parametric bootstrap with an overview of their application to item response theory and the assessment of local dependence. Illustrates the use of the method in assessing local dependence that varies with examinee trait levels. (SLD)

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

Estimating extreme river discharges in Europe through a Bayesian network

NASA Astrophysics Data System (ADS)

Paprotny, Dominik; Morales-Nápoles, Oswaldo

2017-06-01

Large-scale hydrological modelling of flood hazards requires adequate extreme discharge data. In practise, models based on physics are applied alongside those utilizing only statistical analysis. The former require enormous computational power, while the latter are mostly limited in accuracy and spatial coverage. In this paper we introduce an alternate, statistical approach based on Bayesian networks (BNs), a graphical model for dependent random variables. We use a non-parametric BN to describe the joint distribution of extreme discharges in European rivers and variables representing the geographical characteristics of their catchments. Annual maxima of daily discharges from more than 1800 river gauges (stations with catchment areas ranging from 1.4 to 807 000 km2) were collected, together with information on terrain, land use and local climate. The (conditional) correlations between the variables are modelled through copulas, with the dependency structure defined in the network. The results show that using this method, mean annual maxima and return periods of discharges could be estimated with an accuracy similar to existing studies using physical models for Europe and better than a comparable global statistical model. Performance of the model varies slightly between regions of Europe, but is consistent between different time periods, and remains the same in a split-sample validation. Though discharge prediction under climate change is not the main scope of this paper, the BN was applied to a large domain covering all sizes of rivers in the continent both for present and future climate, as an example. Results show substantial variation in the influence of climate change on river discharges. The model can be used to provide quick estimates of extreme discharges at any location for the purpose of obtaining input information for hydraulic modelling.

Bayesian Geostatistical Modeling of Malaria Indicator Survey Data in Angola

PubMed Central

Gosoniu, Laura; Veta, Andre Mia; Vounatsou, Penelope

2010-01-01

The 2006–2007 Angola Malaria Indicator Survey (AMIS) is the first nationally representative household survey in the country assessing coverage of the key malaria control interventions and measuring malaria-related burden among children under 5 years of age. In this paper, the Angolan MIS data were analyzed to produce the first smooth map of parasitaemia prevalence based on contemporary nationwide empirical data in the country. Bayesian geostatistical models were fitted to assess the effect of interventions after adjusting for environmental, climatic and socio-economic factors. Non-linear relationships between parasitaemia risk and environmental predictors were modeled by categorizing the covariates and by employing two non-parametric approaches, the B-splines and the P-splines. The results of the model validation showed that the categorical model was able to better capture the relationship between parasitaemia prevalence and the environmental factors. Model fit and prediction were handled within a Bayesian framework using Markov chain Monte Carlo (MCMC) simulations. Combining estimates of parasitaemia prevalence with the number of children under we obtained estimates of the number of infected children in the country. The population-adjusted prevalence ranges from in Namibe province to in Malanje province. The odds of parasitaemia in children living in a household with at least ITNs per person was by 41% lower (CI: 14%, 60%) than in those with fewer ITNs. The estimates of the number of parasitaemic children produced in this paper are important for planning and implementing malaria control interventions and for monitoring the impact of prevention and control activities. PMID:20351775

A SAS Interface for Bayesian Analysis with WinBUGS

ERIC Educational Resources Information Center

Zhang, Zhiyong; McArdle, John J.; Wang, Lijuan; Hamagami, Fumiaki

2008-01-01

Bayesian methods are becoming very popular despite some practical difficulties in implementation. To assist in the practical application of Bayesian methods, we show how to implement Bayesian analysis with WinBUGS as part of a standard set of SAS routines. This implementation procedure is first illustrated by fitting a multiple regression model…

Benchmark dose analysis via nonparametric regression modeling

PubMed Central

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

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

DOE PAGES

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

2014-04-05

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

Transformation-invariant and nonparametric monotone smooth estimation of ROC curves.

PubMed

Du, Pang; Tang, Liansheng

2009-01-30

When a new diagnostic test is developed, it is of interest to evaluate its accuracy in distinguishing diseased subjects from non-diseased subjects. The accuracy of the test is often evaluated by receiver operating characteristic (ROC) curves. Smooth ROC estimates are often preferable for continuous test results when the underlying ROC curves are in fact continuous. Nonparametric and parametric methods have been proposed by various authors to obtain smooth ROC curve estimates. However, there are certain drawbacks with the existing methods. Parametric methods need specific model assumptions. Nonparametric methods do not always satisfy the inherent properties of the ROC curves, such as monotonicity and transformation invariance. In this paper we propose a monotone spline approach to obtain smooth monotone ROC curves. Our method ensures important inherent properties of the underlying ROC curves, which include monotonicity, transformation invariance, and boundary constraints. We compare the finite sample performance of the newly proposed ROC method with other ROC smoothing methods in large-scale simulation studies. We illustrate our method through a real life example. Copyright (c) 2008 John Wiley & Sons, Ltd.

Logistic Stick-Breaking Process

PubMed Central

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

Nonparametric and Semiparametric Regression Estimation for Length-biased Survival Data

PubMed Central

Shen, Yu; Ning, Jing; Qin, Jing

2016-01-01

For the past several decades, nonparametric and semiparametric modeling for conventional right-censored survival data has been investigated intensively under a noninformative censoring mechanism. However, these methods may not be applicable for analyzing right-censored survival data that arise from prevalent cohorts when the failure times are subject to length-biased sampling. This review article is intended to provide a summary of some newly developed methods as well as established methods for analyzing length-biased data. PMID:27086362

An entropy-based nonparametric test for the validation of surrogate endpoints.

PubMed

Miao, Xiaopeng; Wang, Yong-Cheng; Gangopadhyay, Ashis

2012-06-30

We present a nonparametric test to validate surrogate endpoints based on measure of divergence and random permutation. This test is a proposal to directly verify the Prentice statistical definition of surrogacy. The test does not impose distributional assumptions on the endpoints, and it is robust to model misspecification. Our simulation study shows that the proposed nonparametric test outperforms the practical test of the Prentice criterion in terms of both robustness of size and power. We also evaluate the performance of three leading methods that attempt to quantify the effect of surrogate endpoints. The proposed method is applied to validate magnetic resonance imaging lesions as the surrogate endpoint for clinical relapses in a multiple sclerosis trial. Copyright © 2012 John Wiley & Sons, Ltd.

Experiment Design for Nonparametric Models Based On Minimizing Bayes Risk: Application to Voriconazole1

PubMed Central

Bayard, David S.; Neely, Michael

2016-01-01

An experimental design approach is presented for individualized therapy in the special case where the prior information is specified by a nonparametric (NP) population model. Here, a nonparametric model refers to a discrete probability model characterized by a finite set of support points and their associated weights. An important question arises as to how to best design experiments for this type of model. Many experimental design methods are based on Fisher Information or other approaches originally developed for parametric models. While such approaches have been used with some success across various applications, it is interesting to note that they largely fail to address the fundamentally discrete nature of the nonparametric model. Specifically, the problem of identifying an individual from a nonparametric prior is more naturally treated as a problem of classification, i.e., to find a support point that best matches the patient’s behavior. This paper studies the discrete nature of the NP experiment design problem from a classification point of view. Several new insights are provided including the use of Bayes Risk as an information measure, and new alternative methods for experiment design. One particular method, denoted as MMopt (Multiple-Model Optimal), will be examined in detail and shown to require minimal computation while having distinct advantages compared to existing approaches. Several simulated examples, including a case study involving oral voriconazole in children, are given to demonstrate the usefulness of MMopt in pharmacokinetics applications. PMID:27909942

Nonparametric estimation of the multivariate survivor function: the multivariate Kaplan-Meier estimator.

PubMed

Prentice, Ross L; Zhao, Shanshan

2018-01-01

The Dabrowska (Ann Stat 16:1475-1489, 1988) product integral representation of the multivariate survivor function is extended, leading to a nonparametric survivor function estimator for an arbitrary number of failure time variates that has a simple recursive formula for its calculation. Empirical process methods are used to sketch proofs for this estimator's strong consistency and weak convergence properties. Summary measures of pairwise and higher-order dependencies are also defined and nonparametrically estimated. Simulation evaluation is given for the special case of three failure time variates.

Bayesian Inference for Functional Dynamics Exploring in fMRI Data.

PubMed

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

2016-01-01

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

A Comparison of Methods for Nonparametric Estimation of Item Characteristic Curves for Binary Items

ERIC Educational Resources Information Center

Lee, Young-Sun

2007-01-01

This study compares the performance of three nonparametric item characteristic curve (ICC) estimation procedures: isotonic regression, smoothed isotonic regression, and kernel smoothing. Smoothed isotonic regression, employed along with an appropriate kernel function, provides better estimates and also satisfies the assumption of strict…

Statistical methods used in articles published by the Journal of Periodontal and Implant Science.

PubMed

Choi, Eunsil; Lyu, Jiyoung; Park, Jinyoung; Kim, Hae-Young

2014-12-01

The purposes of this study were to assess the trend of use of statistical methods including parametric and nonparametric methods and to evaluate the use of complex statistical methodology in recent periodontal studies. This study analyzed 123 articles published in the Journal of Periodontal & Implant Science (JPIS) between 2010 and 2014. Frequencies and percentages were calculated according to the number of statistical methods used, the type of statistical method applied, and the type of statistical software used. Most of the published articles considered (64.4%) used statistical methods. Since 2011, the percentage of JPIS articles using statistics has increased. On the basis of multiple counting, we found that the percentage of studies in JPIS using parametric methods was 61.1%. Further, complex statistical methods were applied in only 6 of the published studies (5.0%), and nonparametric statistical methods were applied in 77 of the published studies (38.9% of a total of 198 studies considered). We found an increasing trend towards the application of statistical methods and nonparametric methods in recent periodontal studies and thus, concluded that increased use of complex statistical methodology might be preferred by the researchers in the fields of study covered by JPIS.

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…

Applications of non-parametric statistics and analysis of variance on sample variances

NASA Technical Reports Server (NTRS)

Myers, R. H.

1981-01-01

Nonparametric methods that are available for NASA-type applications are discussed. An attempt will be made here to survey what can be used, to attempt recommendations as to when each would be applicable, and to compare the methods, when possible, with the usual normal-theory procedures that are avavilable for the Gaussion analog. It is important here to point out the hypotheses that are being tested, the assumptions that are being made, and limitations of the nonparametric procedures. The appropriateness of doing analysis of variance on sample variances are also discussed and studied. This procedure is followed in several NASA simulation projects. On the surface this would appear to be reasonably sound procedure. However, difficulties involved center around the normality problem and the basic homogeneous variance assumption that is mase in usual analysis of variance problems. These difficulties discussed and guidelines given for using the methods.

Power in Bayesian Mediation Analysis for Small Sample Research

PubMed Central

Miočević, Milica; MacKinnon, David P.; Levy, Roy

2018-01-01

It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results. PMID:29662296

Power in Bayesian Mediation Analysis for Small Sample Research.

PubMed

Miočević, Milica; MacKinnon, David P; Levy, Roy

2017-01-01

It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results.

Spatio-temporal interpolation of precipitation during monsoon periods in Pakistan

NASA Astrophysics Data System (ADS)

Hussain, Ijaz; Spöck, Gunter; Pilz, Jürgen; Yu, Hwa-Lung

2010-08-01

Spatio-temporal estimation of precipitation over a region is essential to the modeling of hydrologic processes for water resources management. The changes of magnitude and space-time heterogeneity of rainfall observations make space-time estimation of precipitation a challenging task. In this paper we propose a Box-Cox transformed hierarchical Bayesian multivariate spatio-temporal interpolation method for the skewed response variable. The proposed method is applied to estimate space-time monthly precipitation in the monsoon periods during 1974-2000, and 27-year monthly average precipitation data are obtained from 51 stations in Pakistan. The results of transformed hierarchical Bayesian multivariate spatio-temporal interpolation are compared to those of non-transformed hierarchical Bayesian interpolation by using cross-validation. The software developed by [11] is used for Bayesian non-stationary multivariate space-time interpolation. It is observed that the transformed hierarchical Bayesian method provides more accuracy than the non-transformed hierarchical Bayesian method.

Parametric and non-parametric modeling of short-term synaptic plasticity. Part I: computational study

PubMed Central

Marmarelis, Vasilis Z.; Berger, Theodore W.

2009-01-01

Parametric and non-parametric modeling methods are combined to study the short-term plasticity (STP) of synapses in the central nervous system (CNS). The nonlinear dynamics of STP are modeled by means: (1) previously proposed parametric models based on mechanistic hypotheses and/or specific dynamical processes, and (2) non-parametric models (in the form of Volterra kernels) that transforms the presynaptic signals into postsynaptic signals. In order to synergistically use the two approaches, we estimate the Volterra kernels of the parametric models of STP for four types of synapses using synthetic broadband input–output data. Results show that the non-parametric models accurately and efficiently replicate the input–output transformations of the parametric models. Volterra kernels provide a general and quantitative representation of the STP. PMID:18506609

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

PubMed Central

Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P.; Engel, Lawrence S.; Kwok, Richard K.; Blair, Aaron; Stewart, Patricia A.

2016-01-01

Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method’s performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. PMID:26209598

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

Bayesian flood forecasting methods: A review

NASA Astrophysics Data System (ADS)

Han, Shasha; Coulibaly, Paulin

2017-08-01

Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been developed and widely applied, but there is still room for improvements. Future research in the context of Bayesian flood forecasting should be on assimilation of various sources of newly available information and improvement of predictive performance assessment methods.

Basics of Bayesian methods.

PubMed

Ghosh, Sujit K

2010-01-01

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

Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection

NASA Technical Reports Server (NTRS)

Kumar, Sricharan; Srivistava, Ashok N.

2012-01-01

Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.

The current state of Bayesian methods in medical product development: survey results and recommendations from the DIA Bayesian Scientific Working Group.

PubMed

Natanegara, Fanni; Neuenschwander, Beat; Seaman, John W; Kinnersley, Nelson; Heilmann, Cory R; Ohlssen, David; Rochester, George

2014-01-01

Bayesian applications in medical product development have recently gained popularity. Despite many advances in Bayesian methodology and computations, increase in application across the various areas of medical product development has been modest. The DIA Bayesian Scientific Working Group (BSWG), which includes representatives from industry, regulatory agencies, and academia, has adopted the vision to ensure Bayesian methods are well understood, accepted more broadly, and appropriately utilized to improve decision making and enhance patient outcomes. As Bayesian applications in medical product development are wide ranging, several sub-teams were formed to focus on various topics such as patient safety, non-inferiority, prior specification, comparative effectiveness, joint modeling, program-wide decision making, analytical tools, and education. The focus of this paper is on the recent effort of the BSWG Education sub-team to administer a Bayesian survey to statisticians across 17 organizations involved in medical product development. We summarize results of this survey, from which we provide recommendations on how to accelerate progress in Bayesian applications throughout medical product development. The survey results support findings from the literature and provide additional insight on regulatory acceptance of Bayesian methods and information on the need for a Bayesian infrastructure within an organization. The survey findings support the claim that only modest progress in areas of education and implementation has been made recently, despite substantial progress in Bayesian statistical research and software availability. Copyright © 2013 John Wiley & Sons, Ltd.

Statistical analysis of water-quality data containing multiple detection limits II: S-language software for nonparametric distribution modeling and hypothesis testing

USGS Publications Warehouse

Lee, L.; Helsel, D.

2007-01-01

Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.

Does Private Tutoring Work? The Effectiveness of Private Tutoring: A Nonparametric Bounds Analysis

ERIC Educational Resources Information Center

Hof, Stefanie

2014-01-01

Private tutoring has become popular throughout the world. However, evidence for the effect of private tutoring on students' academic outcome is inconclusive; therefore, this paper presents an alternative framework: a nonparametric bounds method. The present examination uses, for the first time, a large representative data-set in a European setting…

A New Nonparametric Levene Test for Equal Variances

ERIC Educational Resources Information Center

Nordstokke, David W.; Zumbo, Bruno D.

2010-01-01

Tests of the equality of variances are sometimes used on their own to compare variability across groups of experimental or non-experimental conditions but they are most often used alongside other methods to support assumptions made about variances. A new nonparametric test of equality of variances is described and compared to current "gold…

A Unifying Framework for Teaching Nonparametric Statistical Tests

ERIC Educational Resources Information Center

Bargagliotti, Anna E.; Orrison, Michael E.

2014-01-01

Increased importance is being placed on statistics at both the K-12 and undergraduate level. Research divulging effective methods to teach specific statistical concepts is still widely sought after. In this paper, we focus on best practices for teaching topics in nonparametric statistics at the undergraduate level. To motivate the work, we…

Geostatistical radar-raingauge combination with nonparametric correlograms: methodological considerations and application in Switzerland

NASA Astrophysics Data System (ADS)

Schiemann, R.; Erdin, R.; Willi, M.; Frei, C.; Berenguer, M.; Sempere-Torres, D.

2011-05-01

Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation period. It is found that both methods yield merged fields of better quality than the original radar field or fields obtained by OK of gauge data. The newly suggested KED formulation is shown to be beneficial, in particular in mountainous regions where the quality of the Swiss radar composite is comparatively low. An analysis of the Kriging variances shows that none of the methods tested here provides a satisfactory uncertainty estimate. A suitable variable transformation is expected to improve this.

Geostatistical radar-raingauge combination with nonparametric correlograms: methodological considerations and application in Switzerland

NASA Astrophysics Data System (ADS)

Schiemann, R.; Erdin, R.; Willi, M.; Frei, C.; Berenguer, M.; Sempere-Torres, D.

2010-09-01

Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation period. It is found that both methods yield merged fields of better quality than the original radar field or fields obtained by OK of gauge data. The newly suggested KED formulation is shown to be beneficial, in particular in mountainous regions where the quality of the Swiss radar composite is comparatively low. An analysis of the Kriging variances shows that none of the methods tested here provides a satisfactory uncertainty estimate. A suitable variable transformation is expected to improve this.

Model Diagnostics for Bayesian Networks

ERIC Educational Resources Information Center

Sinharay, Sandip

2006-01-01

Bayesian networks are frequently used in educational assessments primarily for learning about students' knowledge and skills. There is a lack of works on assessing fit of Bayesian networks. This article employs the posterior predictive model checking method, a popular Bayesian model checking tool, to assess fit of simple Bayesian networks. A…

A guide to Bayesian model selection for ecologists

USGS Publications Warehouse

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

2015-01-01

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

Cox regression analysis with missing covariates via nonparametric multiple imputation.

PubMed

Hsu, Chiu-Hsieh; Yu, Mandi

2018-01-01

We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be predictive of the missing covariates. We propose to use two working regression models: one for predicting the missing covariates and the other for predicting the missing probabilities. For each missing covariate observation, these two working models are used to define a nearest neighbor imputing set. This set is then used to non-parametrically impute covariate values for the missing observation. Upon the completion of imputation, Cox regression is performed on the multiply imputed datasets to estimate the regression coefficients. In a simulation study, we compare the nonparametric multiple imputation approach with the augmented inverse probability weighted (AIPW) method, which directly incorporates the two working models into estimation of Cox regression, and the predictive mean matching imputation (PMM) method. We show that all approaches can reduce bias due to non-ignorable missing mechanism. The proposed nonparametric imputation method is robust to mis-specification of either one of the two working models and robust to mis-specification of the link function of the two working models. In contrast, the PMM method is sensitive to misspecification of the covariates included in imputation. The AIPW method is sensitive to the selection probability. We apply the approaches to a breast cancer dataset from Surveillance, Epidemiology and End Results (SEER) Program.

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

PubMed

Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P; Engel, Lawrence S; Kwok, Richard K; Blair, Aaron; Stewart, Patricia A

2016-01-01

Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method's performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. © The Author 2015. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

Scale-Free Nonparametric Factor Analysis: A User-Friendly Introduction with Concrete Heuristic Examples.

ERIC Educational Resources Information Center

Mittag, Kathleen Cage

Most researchers using factor analysis extract factors from a matrix of Pearson product-moment correlation coefficients. A method is presented for extracting factors in a non-parametric way, by extracting factors from a matrix of Spearman rho (rank correlation) coefficients. It is possible to factor analyze a matrix of association such that…

Investigation of a Nonparametric Procedure for Assessing Goodness-of-Fit in Item Response Theory

ERIC Educational Resources Information Center

Wells, Craig S.; Bolt, Daniel M.

2008-01-01

Tests of model misfit are often performed to validate the use of a particular model in item response theory. Douglas and Cohen (2001) introduced a general nonparametric approach for detecting misfit under the two-parameter logistic model. However, the statistical properties of their approach, and empirical comparisons to other methods, have not…

A robust multi-kernel change detection framework for detecting leaf beetle defoliation using Landsat 7 ETM+ data

NASA Astrophysics Data System (ADS)

Anees, Asim; Aryal, Jagannath; O'Reilly, Małgorzata M.; Gale, Timothy J.; Wardlaw, Tim

2016-12-01

A robust non-parametric framework, based on multiple Radial Basic Function (RBF) kernels, is proposed in this study, for detecting land/forest cover changes using Landsat 7 ETM+ images. One of the widely used frameworks is to find change vectors (difference image) and use a supervised classifier to differentiate between change and no-change. The Bayesian Classifiers e.g. Maximum Likelihood Classifier (MLC), Naive Bayes (NB), are widely used probabilistic classifiers which assume parametric models, e.g. Gaussian function, for the class conditional distributions. However, their performance can be limited if the data set deviates from the assumed model. The proposed framework exploits the useful properties of Least Squares Probabilistic Classifier (LSPC) formulation i.e. non-parametric and probabilistic nature, to model class posterior probabilities of the difference image using a linear combination of a large number of Gaussian kernels. To this end, a simple technique, based on 10-fold cross-validation is also proposed for tuning model parameters automatically instead of selecting a (possibly) suboptimal combination from pre-specified lists of values. The proposed framework has been tested and compared with Support Vector Machine (SVM) and NB for detection of defoliation, caused by leaf beetles (Paropsisterna spp.) in Eucalyptus nitens and Eucalyptus globulus plantations of two test areas, in Tasmania, Australia, using raw bands and band combination indices of Landsat 7 ETM+. It was observed that due to multi-kernel non-parametric formulation and probabilistic nature, the LSPC outperforms parametric NB with Gaussian assumption in change detection framework, with Overall Accuracy (OA) ranging from 93.6% (κ = 0.87) to 97.4% (κ = 0.94) against 85.3% (κ = 0.69) to 93.4% (κ = 0.85), and is more robust to changing data distributions. Its performance was comparable to SVM, with added advantages of being probabilistic and capable of handling multi-class problems naturally with its original formulation.

A label field fusion bayesian model and its penalized maximum rand estimator for image segmentation.

PubMed

Mignotte, Max

2010-06-01

This paper presents a novel segmentation approach based on a Markov random field (MRF) fusion model which aims at combining several segmentation results associated with simpler clustering models in order to achieve a more reliable and accurate segmentation result. The proposed fusion model is derived from the recently introduced probabilistic Rand measure for comparing one segmentation result to one or more manual segmentations of the same image. This non-parametric measure allows us to easily derive an appealing fusion model of label fields, easily expressed as a Gibbs distribution, or as a nonstationary MRF model defined on a complete graph. Concretely, this Gibbs energy model encodes the set of binary constraints, in terms of pairs of pixel labels, provided by each segmentation results to be fused. Combined with a prior distribution, this energy-based Gibbs model also allows for definition of an interesting penalized maximum probabilistic rand estimator with which the fusion of simple, quickly estimated, segmentation results appears as an interesting alternative to complex segmentation models existing in the literature. This fusion framework has been successfully applied on the Berkeley image database. The experiments reported in this paper demonstrate that the proposed method is efficient in terms of visual evaluation and quantitative performance measures and performs well compared to the best existing state-of-the-art segmentation methods recently proposed in the literature.

Investigating a continuous shear strain function for depth-dependent properties of native and tissue engineering cartilage using pixel-size data.

PubMed

Motavalli, Mostafa; Whitney, G Adam; Dennis, James E; Mansour, Joseph M

2013-12-01

A previously developed novel imaging technique for determining the depth dependent properties of cartilage in simple shear is implemented. Shear displacement is determined from images of deformed lines photobleached on a sample, and shear strain is obtained from the derivative of the displacement. We investigated the feasibility of an alternative systematic approach to numerical differentiation for computing the shear strain that is based on fitting a continuous function to the shear displacement. Three models for a continuous shear displacement function are evaluated: polynomials, cubic splines, and non-parametric locally weighted scatter plot curves. Four independent approaches are then applied to identify the best-fit model and the accuracy of the first derivative. One approach is based on the Akaiki Information Criteria, and the Bayesian Information Criteria. The second is based on a method developed to smooth and differentiate digitized data from human motion. The third method is based on photobleaching a predefined circular area with a specific radius. Finally, we integrate the shear strain and compare it with the total shear deflection of the sample measured experimentally. Results show that 6th and 7th order polynomials are the best models for the shear displacement and its first derivative. In addition, failure of tissue-engineered cartilage, consistent with previous results, demonstrates the qualitative value of this imaging approach. © 2013 Elsevier Ltd. All rights reserved.

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

PubMed

Du, Yuanwei; Guo, Yubin

2015-01-01

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

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

PubMed

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

Nonparametric regression applied to quantitative structure-activity relationships

PubMed

Constans; Hirst

2000-03-01

Several nonparametric regressors have been applied to modeling quantitative structure-activity relationship (QSAR) data. The simplest regressor, the Nadaraya-Watson, was assessed in a genuine multivariate setting. Other regressors, the local linear and the shifted Nadaraya-Watson, were implemented within additive models--a computationally more expedient approach, better suited for low-density designs. Performances were benchmarked against the nonlinear method of smoothing splines. A linear reference point was provided by multilinear regression (MLR). Variable selection was explored using systematic combinations of different variables and combinations of principal components. For the data set examined, 47 inhibitors of dopamine beta-hydroxylase, the additive nonparametric regressors have greater predictive accuracy (as measured by the mean absolute error of the predictions or the Pearson correlation in cross-validation trails) than MLR. The use of principal components did not improve the performance of the nonparametric regressors over use of the original descriptors, since the original descriptors are not strongly correlated. It remains to be seen if the nonparametric regressors can be successfully coupled with better variable selection and dimensionality reduction in the context of high-dimensional QSARs.

Use of Brain MRI Atlases to Determine Boundaries of Age-Related Pathology: The Importance of Statistical Method

PubMed Central

Dickie, David Alexander; Job, Dominic E.; Gonzalez, David Rodriguez; Shenkin, Susan D.; Wardlaw, Joanna M.

2015-01-01

Introduction Neurodegenerative disease diagnoses may be supported by the comparison of an individual patient’s brain magnetic resonance image (MRI) with a voxel-based atlas of normal brain MRI. Most current brain MRI atlases are of young to middle-aged adults and parametric, e.g., mean ±standard deviation (SD); these atlases require data to be Gaussian. Brain MRI data, e.g., grey matter (GM) proportion images, from normal older subjects are apparently not Gaussian. We created a nonparametric and a parametric atlas of the normal limits of GM proportions in older subjects and compared their classifications of GM proportions in Alzheimer’s disease (AD) patients. Methods Using publicly available brain MRI from 138 normal subjects and 138 subjects diagnosed with AD (all 55–90 years), we created: a mean ±SD atlas to estimate parametrically the percentile ranks and limits of normal ageing GM; and, separately, a nonparametric, rank order-based GM atlas from the same normal ageing subjects. GM images from AD patients were then classified with respect to each atlas to determine the effect statistical distributions had on classifications of proportions of GM in AD patients. Results The parametric atlas often defined the lower normal limit of the proportion of GM to be negative (which does not make sense physiologically as the lowest possible proportion is zero). Because of this, for approximately half of the AD subjects, 25–45% of voxels were classified as normal when compared to the parametric atlas; but were classified as abnormal when compared to the nonparametric atlas. These voxels were mainly concentrated in the frontal and occipital lobes. Discussion To our knowledge, we have presented the first nonparametric brain MRI atlas. In conditions where there is increasing variability in brain structure, such as in old age, nonparametric brain MRI atlases may represent the limits of normal brain structure more accurately than parametric approaches. Therefore, we conclude that the statistical method used for construction of brain MRI atlases should be selected taking into account the population and aim under study. Parametric methods are generally robust for defining central tendencies, e.g., means, of brain structure. Nonparametric methods are advisable when studying the limits of brain structure in ageing and neurodegenerative disease. PMID:26023913

A Bayesian approach to meta-analysis of plant pathology studies.

PubMed

Mila, A L; Ngugi, H K

2011-01-01

Bayesian statistical methods are used for meta-analysis in many disciplines, including medicine, molecular biology, and engineering, but have not yet been applied for quantitative synthesis of plant pathology studies. In this paper, we illustrate the key concepts of Bayesian statistics and outline the differences between Bayesian and classical (frequentist) methods in the way parameters describing population attributes are considered. We then describe a Bayesian approach to meta-analysis and present a plant pathological example based on studies evaluating the efficacy of plant protection products that induce systemic acquired resistance for the management of fire blight of apple. In a simple random-effects model assuming a normal distribution of effect sizes and no prior information (i.e., a noninformative prior), the results of the Bayesian meta-analysis are similar to those obtained with classical methods. Implementing the same model with a Student's t distribution and a noninformative prior for the effect sizes, instead of a normal distribution, yields similar results for all but acibenzolar-S-methyl (Actigard) which was evaluated only in seven studies in this example. Whereas both the classical (P = 0.28) and the Bayesian analysis with a noninformative prior (95% credibility interval [CRI] for the log response ratio: -0.63 to 0.08) indicate a nonsignificant effect for Actigard, specifying a t distribution resulted in a significant, albeit variable, effect for this product (CRI: -0.73 to -0.10). These results confirm the sensitivity of the analytical outcome (i.e., the posterior distribution) to the choice of prior in Bayesian meta-analyses involving a limited number of studies. We review some pertinent literature on more advanced topics, including modeling of among-study heterogeneity, publication bias, analyses involving a limited number of studies, and methods for dealing with missing data, and show how these issues can be approached in a Bayesian framework. Bayesian meta-analysis can readily include information not easily incorporated in classical methods, and allow for a full evaluation of competing models. Given the power and flexibility of Bayesian methods, we expect them to become widely adopted for meta-analysis of plant pathology studies.

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

DTIC Science & Technology

2017-09-01

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

Application of Bayesian Approach in Cancer Clinical Trial

PubMed Central

Bhattacharjee, Atanu

2014-01-01

The application of Bayesian approach in clinical trials becomes more useful over classical method. It is beneficial from design to analysis phase. The straight forward statement is possible to obtain through Bayesian about the drug treatment effect. Complex computational problems are simple to handle with Bayesian techniques. The technique is only feasible to performing presence of prior information of the data. The inference is possible to establish through posterior estimates. However, some limitations are present in this method. The objective of this work was to explore the several merits and demerits of Bayesian approach in cancer research. The review of the technique will be helpful for the clinical researcher involved in the oncology to explore the limitation and power of Bayesian techniques. PMID:29147387

The Statistical Consulting Center for Astronomy (SCCA)

NASA Technical Reports Server (NTRS)

Akritas, Michael

2001-01-01

The process by which raw astronomical data acquisition is transformed into scientifically meaningful results and interpretation typically involves many statistical steps. Traditional astronomy limits itself to a narrow range of old and familiar statistical methods: means and standard deviations; least-squares methods like chi(sup 2) minimization; and simple nonparametric procedures such as the Kolmogorov-Smirnov tests. These tools are often inadequate for the complex problems and datasets under investigations, and recent years have witnessed an increased usage of maximum-likelihood, survival analysis, multivariate analysis, wavelet and advanced time-series methods. The Statistical Consulting Center for Astronomy (SCCA) assisted astronomers with the use of sophisticated tools, and to match these tools with specific problems. The SCCA operated with two professors of statistics and a professor of astronomy working together. Questions were received by e-mail, and were discussed in detail with the questioner. Summaries of those questions and answers leading to new approaches were posted on the Web (www.state.psu.edu/ mga/SCCA). In addition to serving individual astronomers, the SCCA established a Web site for general use that provides hypertext links to selected on-line public-domain statistical software and services. The StatCodes site (www.astro.psu.edu/statcodes) provides over 200 links in the areas of: Bayesian statistics; censored and truncated data; correlation and regression, density estimation and smoothing, general statistics packages and information; image analysis; interactive Web tools; multivariate analysis; multivariate clustering and classification; nonparametric analysis; software written by astronomers; spatial statistics; statistical distributions; time series analysis; and visualization tools. StatCodes has received a remarkable high and constant hit rate of 250 hits/week (over 10,000/year) since its inception in mid-1997. It is of interest to scientists both within and outside of astronomy. The most popular sections are multivariate techniques, image analysis, and time series analysis. Hundreds of copies of the ASURV, SLOPES and CENS-TAU codes developed by SCCA scientists were also downloaded from the StatCodes site. In addition to formal SCCA duties, SCCA scientists continued a variety of related activities in astrostatistics, including refereeing of statistically oriented papers submitted to the Astrophysical Journal, talks in meetings including Feigelson's talk to science journalists entitled "The reemergence of astrostatistics" at the American Association for the Advancement of Science meeting, and published papers of astrostatistical content.

Comparing interval estimates for small sample ordinal CFA models

PubMed Central

Natesan, Prathiba

2015-01-01

Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research. PMID:26579002

Comparing interval estimates for small sample ordinal CFA models.

PubMed

Natesan, Prathiba

2015-01-01

Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research.

A new prior for bayesian anomaly detection: application to biosurveillance.

PubMed

Shen, Y; Cooper, G F

2010-01-01

Bayesian anomaly detection computes posterior probabilities of anomalous events by combining prior beliefs and evidence from data. However, the specification of prior probabilities can be challenging. This paper describes a Bayesian prior in the context of disease outbreak detection. The goal is to provide a meaningful, easy-to-use prior that yields a posterior probability of an outbreak that performs at least as well as a standard frequentist approach. If this goal is achieved, the resulting posterior could be usefully incorporated into a decision analysis about how to act in light of a possible disease outbreak. This paper describes a Bayesian method for anomaly detection that combines learning from data with a semi-informative prior probability over patterns of anomalous events. A univariate version of the algorithm is presented here for ease of illustration of the essential ideas. The paper describes the algorithm in the context of disease-outbreak detection, but it is general and can be used in other anomaly detection applications. For this application, the semi-informative prior specifies that an increased count over baseline is expected for the variable being monitored, such as the number of respiratory chief complaints per day at a given emergency department. The semi-informative prior is derived based on the baseline prior, which is estimated from using historical data. The evaluation reported here used semi-synthetic data to evaluate the detection performance of the proposed Bayesian method and a control chart method, which is a standard frequentist algorithm that is closest to the Bayesian method in terms of the type of data it uses. The disease-outbreak detection performance of the Bayesian method was statistically significantly better than that of the control chart method when proper baseline periods were used to estimate the baseline behavior to avoid seasonal effects. When using longer baseline periods, the Bayesian method performed as well as the control chart method. The time complexity of the Bayesian algorithm is linear in the number of the observed events being monitored, due to a novel, closed-form derivation that is introduced in the paper. This paper introduces a novel prior probability for Bayesian outbreak detection that is expressive, easy-to-apply, computationally efficient, and performs as well or better than a standard frequentist method.

Boosted Multivariate Trees for Longitudinal Data

PubMed Central

Pande, Amol; Li, Liang; Rajeswaran, Jeevanantham; Ehrlinger, John; Kogalur, Udaya B.; Blackstone, Eugene H.; Ishwaran, Hemant

2017-01-01

Machine learning methods provide a powerful approach for analyzing longitudinal data in which repeated measurements are observed for a subject over time. We boost multivariate trees to fit a novel flexible semi-nonparametric marginal model for longitudinal data. In this model, features are assumed to be nonparametric, while feature-time interactions are modeled semi-nonparametrically utilizing P-splines with estimated smoothing parameter. In order to avoid overfitting, we describe a relatively simple in sample cross-validation method which can be used to estimate the optimal boosting iteration and which has the surprising added benefit of stabilizing certain parameter estimates. Our new multivariate tree boosting method is shown to be highly flexible, robust to covariance misspecification and unbalanced designs, and resistant to overfitting in high dimensions. Feature selection can be used to identify important features and feature-time interactions. An application to longitudinal data of forced 1-second lung expiratory volume (FEV1) for lung transplant patients identifies an important feature-time interaction and illustrates the ease with which our method can find complex relationships in longitudinal data. PMID:29249866

Comparison of methods for estimating the attributable risk in the context of survival analysis.

PubMed

Gassama, Malamine; Bénichou, Jacques; Dartois, Laureen; Thiébaut, Anne C M

2017-01-23

The attributable risk (AR) measures the proportion of disease cases that can be attributed to an exposure in the population. Several definitions and estimation methods have been proposed for survival data. Using simulations, we compared four methods for estimating AR defined in terms of survival functions: two nonparametric methods based on Kaplan-Meier's estimator, one semiparametric based on Cox's model, and one parametric based on the piecewise constant hazards model, as well as one simpler method based on estimated exposure prevalence at baseline and Cox's model hazard ratio. We considered a fixed binary exposure with varying exposure probabilities and strengths of association, and generated event times from a proportional hazards model with constant or monotonic (decreasing or increasing) Weibull baseline hazard, as well as from a nonproportional hazards model. We simulated 1,000 independent samples of size 1,000 or 10,000. The methods were compared in terms of mean bias, mean estimated standard error, empirical standard deviation and 95% confidence interval coverage probability at four equally spaced time points. Under proportional hazards, all five methods yielded unbiased results regardless of sample size. Nonparametric methods displayed greater variability than other approaches. All methods showed satisfactory coverage except for nonparametric methods at the end of follow-up for a sample size of 1,000 especially. With nonproportional hazards, nonparametric methods yielded similar results to those under proportional hazards, whereas semiparametric and parametric approaches that both relied on the proportional hazards assumption performed poorly. These methods were applied to estimate the AR of breast cancer due to menopausal hormone therapy in 38,359 women of the E3N cohort. In practice, our study suggests to use the semiparametric or parametric approaches to estimate AR as a function of time in cohort studies if the proportional hazards assumption appears appropriate.

Multiple imputation methods for nonparametric inference on cumulative incidence with missing cause of failure

PubMed Central

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

Comparison of parametric and bootstrap method in bioequivalence test.

PubMed

Ahn, Byung-Jin; Yim, Dong-Seok

2009-10-01

The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.

Comparison of Parametric and Bootstrap Method in Bioequivalence Test

PubMed Central

Ahn, Byung-Jin

2009-01-01

The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption. PMID:19915699

Bayesian data augmentation methods for the synthesis of qualitative and quantitative research findings

PubMed Central

Crandell, Jamie L.; Voils, Corrine I.; Chang, YunKyung; Sandelowski, Margarete

2010-01-01

The possible utility of Bayesian methods for the synthesis of qualitative and quantitative research has been repeatedly suggested but insufficiently investigated. In this project, we developed and used a Bayesian method for synthesis, with the goal of identifying factors that influence adherence to HIV medication regimens. We investigated the effect of 10 factors on adherence. Recognizing that not all factors were examined in all studies, we considered standard methods for dealing with missing data and chose a Bayesian data augmentation method. We were able to summarize, rank, and compare the effects of each of the 10 factors on medication adherence. This is a promising methodological development in the synthesis of qualitative and quantitative research. PMID:21572970

Practical Bayesian tomography

NASA Astrophysics Data System (ADS)

Granade, Christopher; Combes, Joshua; Cory, D. G.

2016-03-01

In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of-the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we address all three problems. First, we use modern statistical methods, as pioneered by Huszár and Houlsby (2012 Phys. Rev. A 85 052120) and by Ferrie (2014 New J. Phys. 16 093035), to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first priors on quantum states and channels that allow for including useful experimental insight. Finally, we develop a method that allows tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.

Bayesian data analysis in observational comparative effectiveness research: rationale and examples.

PubMed

Olson, William H; Crivera, Concetta; Ma, Yi-Wen; Panish, Jessica; Mao, Lian; Lynch, Scott M

2013-11-01

Many comparative effectiveness research and patient-centered outcomes research studies will need to be observational for one or both of two reasons: first, randomized trials are expensive and time-consuming; and second, only observational studies can answer some research questions. It is generally recognized that there is a need to increase the scientific validity and efficiency of observational studies. Bayesian methods for the design and analysis of observational studies are scientifically valid and offer many advantages over frequentist methods, including, importantly, the ability to conduct comparative effectiveness research/patient-centered outcomes research more efficiently. Bayesian data analysis is being introduced into outcomes studies that we are conducting. Our purpose here is to describe our view of some of the advantages of Bayesian methods for observational studies and to illustrate both realized and potential advantages by describing studies we are conducting in which various Bayesian methods have been or could be implemented.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

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

Cluster-level statistical inference in fMRI datasets: The unexpected behavior of random fields in high dimensions.

PubMed

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.

Prediction in Health Domain Using Bayesian Networks Optimization Based on Induction Learning Techniques

NASA Astrophysics Data System (ADS)

Felgaer, Pablo; Britos, Paola; García-Martínez, Ramón

A Bayesian network is a directed acyclic graph in which each node represents a variable and each arc a probabilistic dependency; they are used to provide: a compact form to represent the knowledge and flexible methods of reasoning. Obtaining it from data is a learning process that is divided in two steps: structural learning and parametric learning. In this paper we define an automatic learning method that optimizes the Bayesian networks applied to classification, using a hybrid method of learning that combines the advantages of the induction techniques of the decision trees (TDIDT-C4.5) with those of the Bayesian networks. The resulting method is applied to prediction in health domain.

Bayesian Analysis of Longitudinal Data Using Growth Curve Models

ERIC Educational Resources Information Center

Zhang, Zhiyong; Hamagami, Fumiaki; Wang, Lijuan Lijuan; Nesselroade, John R.; Grimm, Kevin J.

2007-01-01

Bayesian methods for analyzing longitudinal data in social and behavioral research are recommended for their ability to incorporate prior information in estimating simple and complex models. We first summarize the basics of Bayesian methods before presenting an empirical example in which we fit a latent basis growth curve model to achievement data…

Geometric analysis and restitution of digital multispectral scanner data arrays

NASA Technical Reports Server (NTRS)

Baker, J. R.; Mikhail, E. M.

1975-01-01

An investigation was conducted to define causes of geometric defects within digital multispectral scanner (MSS) data arrays, to analyze the resulting geometric errors, and to investigate restitution methods to correct or reduce these errors. Geometric transformation relationships for scanned data, from which collinearity equations may be derived, served as the basis of parametric methods of analysis and restitution of MSS digital data arrays. The linearization of these collinearity equations is presented. Algorithms considered for use in analysis and restitution included the MSS collinearity equations, piecewise polynomials based on linearized collinearity equations, and nonparametric algorithms. A proposed system for geometric analysis and restitution of MSS digital data arrays was used to evaluate these algorithms, utilizing actual MSS data arrays. It was shown that collinearity equations and nonparametric algorithms both yield acceptable results, but nonparametric algorithms possess definite advantages in computational efficiency. Piecewise polynomials were found to yield inferior results.

Search for Patterns of Functional Specificity in the Brain: A Nonparametric Hierarchical Bayesian Model for Group fMRI Data

PubMed Central

Sridharan, Ramesh; Vul, Edward; Hsieh, Po-Jang; Kanwisher, Nancy; Golland, Polina

2012-01-01

Functional MRI studies have uncovered a number of brain areas that demonstrate highly specific functional patterns. In the case of visual object recognition, small, focal regions have been characterized with selectivity for visual categories such as human faces. In this paper, we develop an algorithm that automatically learns patterns of functional specificity from fMRI data in a group of subjects. The method does not require spatial alignment of functional images from different subjects. The 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 sets of activation variables in all subjects. We use a Hierarchical Dirichlet Process as the prior in order to learn the patterns of functional specificity shared across the group, which we call functional systems, and estimate the number of these systems. Inference based on our model enables automatic discovery and characterization of dominant and consistent functional systems. We apply the method to data from a visual fMRI study comprised of 69 distinct stimulus images. The discovered system activation profiles correspond to selectivity for a number of image categories such as faces, bodies, and scenes. Among systems found by our method, we identify new areas that are deactivated by face stimuli. In empirical comparisons with perviously proposed exploratory methods, our results appear superior in capturing the structure in the space of visual categories of stimuli. PMID:21884803

Bayesian techniques for analyzing group differences in the Iowa Gambling Task: A case study of intuitive and deliberate decision-makers.

PubMed

Steingroever, Helen; Pachur, Thorsten; Šmíra, Martin; Lee, Michael D

2018-06-01

The Iowa Gambling Task (IGT) is one of the most popular experimental paradigms for comparing complex decision-making across groups. Most commonly, IGT behavior is analyzed using frequentist tests to compare performance across groups, and to compare inferred parameters of cognitive models developed for the IGT. Here, we present a Bayesian alternative based on Bayesian repeated-measures ANOVA for comparing performance, and a suite of three complementary model-based methods for assessing the cognitive processes underlying IGT performance. The three model-based methods involve Bayesian hierarchical parameter estimation, Bayes factor model comparison, and Bayesian latent-mixture modeling. We illustrate these Bayesian methods by applying them to test the extent to which differences in intuitive versus deliberate decision style are associated with differences in IGT performance. The results show that intuitive and deliberate decision-makers behave similarly on the IGT, and the modeling analyses consistently suggest that both groups of decision-makers rely on similar cognitive processes. Our results challenge the notion that individual differences in intuitive and deliberate decision styles have a broad impact on decision-making. They also highlight the advantages of Bayesian methods, especially their ability to quantify evidence in favor of the null hypothesis, and that they allow model-based analyses to incorporate hierarchical and latent-mixture structures.

Major strengths and weaknesses of the lod score method.

PubMed

Ott, J

2001-01-01

Strengths and weaknesses of the lod score method for human genetic linkage analysis are discussed. The main weakness is its requirement for the specification of a detailed inheritance model for the trait. Various strengths are identified. For example, the lod score (likelihood) method has optimality properties when the trait to be studied is known to follow a Mendelian mode of inheritance. The ELOD is a useful measure for information content of the data. The lod score method can emulate various "nonparametric" methods, and this emulation is equivalent to the nonparametric methods. Finally, the possibility of building errors into the analysis will prove to be essential for the large amount of linkage and disequilibrium data expected in the near future.

Uncertainty in determining extreme precipitation thresholds

NASA Astrophysics Data System (ADS)

Liu, Bingjun; Chen, Junfan; Chen, Xiaohong; Lian, Yanqing; Wu, Lili

2013-10-01

Extreme precipitation events are rare and occur mostly on a relatively small and local scale, which makes it difficult to set the thresholds for extreme precipitations in a large basin. Based on the long term daily precipitation data from 62 observation stations in the Pearl River Basin, this study has assessed the applicability of the non-parametric, parametric, and the detrended fluctuation analysis (DFA) methods in determining extreme precipitation threshold (EPT) and the certainty to EPTs from each method. Analyses from this study show the non-parametric absolute critical value method is easy to use, but unable to reflect the difference of spatial rainfall distribution. The non-parametric percentile method can account for the spatial distribution feature of precipitation, but the problem with this method is that the threshold value is sensitive to the size of rainfall data series and is subjected to the selection of a percentile thus make it difficult to determine reasonable threshold values for a large basin. The parametric method can provide the most apt description of extreme precipitations by fitting extreme precipitation distributions with probability distribution functions; however, selections of probability distribution functions, the goodness-of-fit tests, and the size of the rainfall data series can greatly affect the fitting accuracy. In contrast to the non-parametric and the parametric methods which are unable to provide information for EPTs with certainty, the DFA method although involving complicated computational processes has proven to be the most appropriate method that is able to provide a unique set of EPTs for a large basin with uneven spatio-temporal precipitation distribution. The consistency between the spatial distribution of DFA-based thresholds with the annual average precipitation, the coefficient of variation (CV), and the coefficient of skewness (CS) for the daily precipitation further proves that EPTs determined by the DFA method are more reasonable and applicable for the Pearl River Basin.

Spectral analysis method for detecting an element

DOEpatents

Blackwood, Larry G [Idaho Falls, ID; Edwards, Andrew J [Idaho Falls, ID; Jewell, James K [Idaho Falls, ID; Reber, Edward L [Idaho Falls, ID; Seabury, Edward H [Idaho Falls, ID

2008-02-12

A method for detecting an element is described and which includes the steps of providing a gamma-ray spectrum which has a region of interest which corresponds with a small amount of an element to be detected; providing nonparametric assumptions about a shape of the gamma-ray spectrum in the region of interest, and which would indicate the presence of the element to be detected; and applying a statistical test to the shape of the gamma-ray spectrum based upon the nonparametric assumptions to detect the small amount of the element to be detected.

Nonparametric method for failures detection and localization in the actuating subsystem of aircraft control system

NASA Astrophysics Data System (ADS)

Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

2018-02-01

In this paper we design a nonparametric method for failures detection and localization in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on algebraic solvability conditions for the aircraft model identification problem. This makes it possible to significantly increase the efficiency of detection and localization problem solution by completely eliminating errors, associated with aircraft model uncertainties.

Non-parametric methods for cost-effectiveness analysis: the central limit theorem and the bootstrap compared.

PubMed

Nixon, Richard M; Wonderling, David; Grieve, Richard D

2010-03-01

Cost-effectiveness analyses (CEA) alongside randomised controlled trials commonly estimate incremental net benefits (INB), with 95% confidence intervals, and compute cost-effectiveness acceptability curves and confidence ellipses. Two alternative non-parametric methods for estimating INB are to apply the central limit theorem (CLT) or to use the non-parametric bootstrap method, although it is unclear which method is preferable. This paper describes the statistical rationale underlying each of these methods and illustrates their application with a trial-based CEA. It compares the sampling uncertainty from using either technique in a Monte Carlo simulation. The experiments are repeated varying the sample size and the skewness of costs in the population. The results showed that, even when data were highly skewed, both methods accurately estimated the true standard errors (SEs) when sample sizes were moderate to large (n>50), and also gave good estimates for small data sets with low skewness. However, when sample sizes were relatively small and the data highly skewed, using the CLT rather than the bootstrap led to slightly more accurate SEs. We conclude that while in general using either method is appropriate, the CLT is easier to implement, and provides SEs that are at least as accurate as the bootstrap. (c) 2009 John Wiley & Sons, Ltd.

A Bayesian analysis of redshifted 21-cm H I signal and foregrounds: simulations for LOFAR

NASA Astrophysics Data System (ADS)

Ghosh, Abhik; Koopmans, Léon V. E.; Chapman, E.; Jelić, V.

2015-09-01

Observations of the epoch of reionization (EoR) using the 21-cm hyperfine emission of neutral hydrogen (H I) promise to open an entirely new window on the formation of the first stars, galaxies and accreting black holes. In order to characterize the weak 21-cm signal, we need to develop imaging techniques that can reconstruct the extended emission very precisely. Here, we present an inversion technique for LOw Frequency ARray (LOFAR) baselines at the North Celestial Pole (NCP), based on a Bayesian formalism with optimal spatial regularization, which is used to reconstruct the diffuse foreground map directly from the simulated visibility data. We notice that the spatial regularization de-noises the images to a large extent, allowing one to recover the 21-cm power spectrum over a considerable k⊥-k∥ space in the range 0.03 Mpc-1 < k⊥ < 0.19 Mpc-1 and 0.14 Mpc-1 < k∥ < 0.35 Mpc-1 without subtracting the noise power spectrum. We find that, in combination with using generalized morphological component analysis (GMCA), a non-parametric foreground removal technique, we can mostly recover the spherical average power spectrum within 2σ statistical fluctuations for an input Gaussian random root-mean-square noise level of 60 mK in the maps after 600 h of integration over a 10-MHz bandwidth.

Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone.

PubMed

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.

Sequential Probability Ratio Test for Collision Avoidance Maneuver Decisions

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Markley, F. Landis

2010-01-01

When facing a conjunction between space objects, decision makers must chose whether to maneuver for collision avoidance or not. We apply a well-known decision procedure, the sequential probability ratio test, to this problem. We propose two approaches to the problem solution, one based on a frequentist method, and the other on a Bayesian method. The frequentist method does not require any prior knowledge concerning the conjunction, while the Bayesian method assumes knowledge of prior probability densities. Our results show that both methods achieve desired missed detection rates, but the frequentist method's false alarm performance is inferior to the Bayesian method's

Informative priors on fetal fraction increase power of the noninvasive prenatal screen.

PubMed

Xu, Hanli; Wang, Shaowei; Ma, Lin-Lin; Huang, Shuai; Liang, Lin; Liu, Qian; Liu, Yang-Yang; Liu, Ke-Di; Tan, Ze-Min; Ban, Hao; Guan, Yongtao; Lu, Zuhong

2017-11-09

PurposeNoninvasive prenatal screening (NIPS) sequences a mixture of the maternal and fetal cell-free DNA. Fetal trisomy can be detected by examining chromosomal dosages estimated from sequencing reads. The traditional method uses the Z-test, which compares a subject against a set of euploid controls, where the information of fetal fraction is not fully utilized. Here we present a Bayesian method that leverages informative priors on the fetal fraction.MethodOur Bayesian method combines the Z-test likelihood and informative priors of the fetal fraction, which are learned from the sex chromosomes, to compute Bayes factors. Bayesian framework can account for nongenetic risk factors through the prior odds, and our method can report individual positive/negative predictive values.ResultsOur Bayesian method has more power than the Z-test method. We analyzed 3,405 NIPS samples and spotted at least 9 (of 51) possible Z-test false positives.ConclusionBayesian NIPS is more powerful than the Z-test method, is able to account for nongenetic risk factors through prior odds, and can report individual positive/negative predictive values.Genetics in Medicine advance online publication, 9 November 2017; doi:10.1038/gim.2017.186.

Application of Semiparametric Spline Regression Model in Analyzing Factors that In uence Population Density in Central Java

NASA Astrophysics Data System (ADS)

Sumantari, Y. D.; Slamet, I.; Sugiyanto

2017-06-01

Semiparametric regression is a statistical analysis method that consists of parametric and nonparametric regression. There are various approach techniques in nonparametric regression. One of the approach techniques is spline. Central Java is one of the most densely populated province in Indonesia. Population density in this province can be modeled by semiparametric regression because it consists of parametric and nonparametric component. Therefore, the purpose of this paper is to determine the factors that in uence population density in Central Java using the semiparametric spline regression model. The result shows that the factors which in uence population density in Central Java is Family Planning (FP) active participants and district minimum wage.

Determination of confidence limits for experiments with low numbers of counts. [Poisson-distributed photon counts from astrophysical sources

NASA Technical Reports Server (NTRS)

Kraft, Ralph P.; Burrows, David N.; Nousek, John A.

1991-01-01

Two different methods, classical and Bayesian, for determining confidence intervals involving Poisson-distributed data are compared. Particular consideration is given to cases where the number of counts observed is small and is comparable to the mean number of background counts. Reasons for preferring the Bayesian over the classical method are given. Tables of confidence limits calculated by the Bayesian method are provided for quick reference.

Comparison between the basic least squares and the Bayesian approach for elastic constants identification

NASA Astrophysics Data System (ADS)

Gogu, C.; Haftka, R.; LeRiche, R.; Molimard, J.; Vautrin, A.; Sankar, B.

2008-11-01

The basic formulation of the least squares method, based on the L2 norm of the misfit, is still widely used today for identifying elastic material properties from experimental data. An alternative statistical approach is the Bayesian method. We seek here situations with significant difference between the material properties found by the two methods. For a simple three bar truss example we illustrate three such situations in which the Bayesian approach leads to more accurate results: different magnitude of the measurements, different uncertainty in the measurements and correlation among measurements. When all three effects add up, the Bayesian approach can have a large advantage. We then compared the two methods for identification of elastic constants from plate vibration natural frequencies.

Bayesian methods in reliability

NASA Astrophysics Data System (ADS)

Sander, P.; Badoux, R.

1991-11-01

The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.

Inference in the age of big data: Future perspectives on neuroscience.

PubMed

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.

PubMed

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

PubMed Central

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

An introduction to Bayesian statistics in health psychology.

PubMed

Depaoli, Sarah; Rus, Holly M; Clifton, James P; van de Schoot, Rens; Tiemensma, Jitske

2017-09-01

The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of health psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation models, latent growth curve (and mixture) models, and hierarchical linear models. Likewise, Bayesian methods can be used with small sample sizes since they do not rely on large sample theory. In this article, we discuss several important components of Bayesian statistics as they relate to health-based inquiries. We discuss the incorporation and impact of prior knowledge into the estimation process and the different components of the analysis that should be reported in an article. We present an example implementing Bayesian estimation in the context of blood pressure changes after participants experienced an acute stressor. We conclude with final thoughts on the implementation of Bayesian statistics in health psychology, including suggestions for reviewing Bayesian manuscripts and grant proposals. We have also included an extensive amount of online supplementary material to complement the content presented here, including Bayesian examples using many different software programmes and an extensive sensitivity analysis examining the impact of priors.

Tremor Detection Using Parametric and Non-Parametric Spectral Estimation Methods: A Comparison with Clinical Assessment

PubMed Central

Martinez Manzanera, Octavio; Elting, Jan Willem; van der Hoeven, Johannes H.; Maurits, Natasha M.

2016-01-01

In the clinic, tremor is diagnosed during a time-limited process in which patients are observed and the characteristics of tremor are visually assessed. For some tremor disorders, a more detailed analysis of these characteristics is needed. Accelerometry and electromyography can be used to obtain a better insight into tremor. Typically, routine clinical assessment of accelerometry and electromyography data involves visual inspection by clinicians and occasionally computational analysis to obtain objective characteristics of tremor. However, for some tremor disorders these characteristics may be different during daily activity. This variability in presentation between the clinic and daily life makes a differential diagnosis more difficult. A long-term recording of tremor by accelerometry and/or electromyography in the home environment could help to give a better insight into the tremor disorder. However, an evaluation of such recordings using routine clinical standards would take too much time. We evaluated a range of techniques that automatically detect tremor segments in accelerometer data, as accelerometer data is more easily obtained in the home environment than electromyography data. Time can be saved if clinicians only have to evaluate the tremor characteristics of segments that have been automatically detected in longer daily activity recordings. We tested four non-parametric methods and five parametric methods on clinical accelerometer data from 14 patients with different tremor disorders. The consensus between two clinicians regarding the presence or absence of tremor on 3943 segments of accelerometer data was employed as reference. The nine methods were tested against this reference to identify their optimal parameters. Non-parametric methods generally performed better than parametric methods on our dataset when optimal parameters were used. However, one parametric method, employing the high frequency content of the tremor bandwidth under consideration (High Freq) performed similarly to non-parametric methods, but had the highest recall values, suggesting that this method could be employed for automatic tremor detection. PMID:27258018

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

PubMed

Kwon, Deukwoo; Hoffman, F Owen; Moroz, Brian E; Simon, Steven L

2016-02-10

Most conventional risk analysis methods rely on a single best estimate of exposure per person, which does not allow for adjustment for exposure-related uncertainty. Here, we propose a Bayesian model averaging method to properly quantify the relationship between radiation dose and disease outcomes by accounting for shared and unshared uncertainty in estimated dose. Our Bayesian risk analysis method utilizes multiple realizations of sets (vectors) of doses generated by a two-dimensional Monte Carlo simulation method that properly separates shared and unshared errors in dose estimation. The exposure model used in this work is taken from a study of the risk of thyroid nodules among a cohort of 2376 subjects who were exposed to fallout from nuclear testing in Kazakhstan. We assessed the performance of our method through an extensive series of simulations and comparisons against conventional regression risk analysis methods. When the estimated doses contain relatively small amounts of uncertainty, the Bayesian method using multiple a priori plausible draws of dose vectors gave similar results to the conventional regression-based methods of dose-response analysis. However, when large and complex mixtures of shared and unshared uncertainties are present, the Bayesian method using multiple dose vectors had significantly lower relative bias than conventional regression-based risk analysis methods and better coverage, that is, a markedly increased capability to include the true risk coefficient within the 95% credible interval of the Bayesian-based risk estimate. An evaluation of the dose-response using our method is presented for an epidemiological study of thyroid disease following radiation exposure. Copyright © 2015 John Wiley & Sons, Ltd.

Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees.

PubMed

Yang, Ziheng; Zhu, Tianqi

2018-02-20

The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.

Applying Bayesian statistics to the study of psychological trauma: A suggestion for future research.

PubMed

Yalch, Matthew M

2016-03-01

Several contemporary researchers have noted the virtues of Bayesian methods of data analysis. Although debates continue about whether conventional or Bayesian statistics is the "better" approach for researchers in general, there are reasons why Bayesian methods may be well suited to the study of psychological trauma in particular. This article describes how Bayesian statistics offers practical solutions to the problems of data non-normality, small sample size, and missing data common in research on psychological trauma. After a discussion of these problems and the effects they have on trauma research, this article explains the basic philosophical and statistical foundations of Bayesian statistics and how it provides solutions to these problems using an applied example. Results of the literature review and the accompanying example indicates the utility of Bayesian statistics in addressing problems common in trauma research. Bayesian statistics provides a set of methodological tools and a broader philosophical framework that is useful for trauma researchers. Methodological resources are also provided so that interested readers can learn more. (c) 2016 APA, all rights reserved).

Nonparametric Inference of Doubly Stochastic Poisson Process Data via the Kernel Method

PubMed Central

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.

PubMed

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.

Bayesian data analysis for newcomers.

PubMed

Kruschke, John K; Liddell, Torrin M

2018-02-01

This article explains the foundational concepts of Bayesian data analysis using virtually no mathematical notation. Bayesian ideas already match your intuitions from everyday reasoning and from traditional data analysis. Simple examples of Bayesian data analysis are presented that illustrate how the information delivered by a Bayesian analysis can be directly interpreted. Bayesian approaches to null-value assessment are discussed. The article clarifies misconceptions about Bayesian methods that newcomers might have acquired elsewhere. We discuss prior distributions and explain how they are not a liability but an important asset. We discuss the relation of Bayesian data analysis to Bayesian models of mind, and we briefly discuss what methodological problems Bayesian data analysis is not meant to solve. After you have read this article, you should have a clear sense of how Bayesian data analysis works and the sort of information it delivers, and why that information is so intuitive and useful for drawing conclusions from data.

Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy making in Cali, Colombia.

PubMed

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.

QUANTIFYING ALTERNATIVE SPLICING FROM PAIRED-END RNA-SEQUENCING DATA.

PubMed

Rossell, David; Stephan-Otto Attolini, Camille; Kroiss, Manuel; Stöcker, Almond

2014-03-01

RNA-sequencing has revolutionized biomedical research and, in particular, our ability to study gene alternative splicing. The problem has important implications for human health, as alternative splicing may be involved in malfunctions at the cellular level and multiple diseases. However, the high-dimensional nature of the data and the existence of experimental biases pose serious data analysis challenges. We find that the standard data summaries used to study alternative splicing are severely limited, as they ignore a substantial amount of valuable information. Current data analysis methods are based on such summaries and are hence sub-optimal. Further, they have limited flexibility in accounting for technical biases. We propose novel data summaries and a Bayesian modeling framework that overcome these limitations and determine biases in a non-parametric, highly flexible manner. These summaries adapt naturally to the rapid improvements in sequencing technology. We provide efficient point estimates and uncertainty assessments. The approach allows to study alternative splicing patterns for individual samples and can also be the basis for downstream analyses. We found a several fold improvement in estimation mean square error compared popular approaches in simulations, and substantially higher consistency between replicates in experimental data. Our findings indicate the need for adjusting the routine summarization and analysis of alternative splicing RNA-seq studies. We provide a software implementation in the R package casper.

Rational approximations to rational models: alternative algorithms for category learning.

PubMed

Sanborn, Adam N; Griffiths, Thomas L; Navarro, Daniel J

2010-10-01

Rational models of cognition typically consider the abstract computational problems posed by the environment, assuming that people are capable of optimally solving those problems. This differs from more traditional formal models of cognition, which focus on the psychological processes responsible for behavior. A basic challenge for rational models is thus explaining how optimal solutions can be approximated by psychological processes. We outline a general strategy for answering this question, namely to explore the psychological plausibility of approximation algorithms developed in computer science and statistics. In particular, we argue that Monte Carlo methods provide a source of rational process models that connect optimal solutions to psychological processes. We support this argument through a detailed example, applying this approach to Anderson's (1990, 1991) rational model of categorization (RMC), which involves a particularly challenging computational problem. Drawing on a connection between the RMC and ideas from nonparametric Bayesian statistics, we propose 2 alternative algorithms for approximate inference in this model. The algorithms we consider include Gibbs sampling, a procedure appropriate when all stimuli are presented simultaneously, and particle filters, which sequentially approximate the posterior distribution with a small number of samples that are updated as new data become available. Applying these algorithms to several existing datasets shows that a particle filter with a single particle provides a good description of human inferences.

Mercury⊕: An evidential reasoning image classifier

NASA Astrophysics Data System (ADS)

Peddle, Derek R.

1995-12-01

MERCURY⊕ is a multisource evidential reasoning classification software system based on the Dempster-Shafer theory of evidence. The design and implementation of this software package is described for improving the classification and analysis of multisource digital image data necessary for addressing advanced environmental and geoscience applications. In the remote-sensing context, the approach provides a more appropriate framework for classifying modern, multisource, and ancillary data sets which may contain a large number of disparate variables with different statistical properties, scales of measurement, and levels of error which cannot be handled using conventional Bayesian approaches. The software uses a nonparametric, supervised approach to classification, and provides a more objective and flexible interface to the evidential reasoning framework using a frequency-based method for computing support values from training data. The MERCURY⊕ software package has been implemented efficiently in the C programming language, with extensive use made of dynamic memory allocation procedures and compound linked list and hash-table data structures to optimize the storage and retrieval of evidence in a Knowledge Look-up Table. The software is complete with a full user interface and runs under Unix, Ultrix, VAX/VMS, MS-DOS, and Apple Macintosh operating system. An example of classifying alpine land cover and permafrost active layer depth in northern Canada is presented to illustrate the use and application of these ideas.

Bayes in biological anthropology.

PubMed

Konigsberg, Lyle W; Frankenberg, Susan R

2013-12-01

In this article, we both contend and illustrate that biological anthropologists, particularly in the Americas, often think like Bayesians but act like frequentists when it comes to analyzing a wide variety of data. In other words, while our research goals and perspectives are rooted in probabilistic thinking and rest on prior knowledge, we often proceed to use statistical hypothesis tests and confidence interval methods unrelated (or tenuously related) to the research questions of interest. We advocate for applying Bayesian analyses to a number of different bioanthropological questions, especially since many of the programming and computational challenges to doing so have been overcome in the past two decades. To facilitate such applications, this article explains Bayesian principles and concepts, and provides concrete examples of Bayesian computer simulations and statistics that address questions relevant to biological anthropology, focusing particularly on bioarchaeology and forensic anthropology. It also simultaneously reviews the use of Bayesian methods and inference within the discipline to date. This article is intended to act as primer to Bayesian methods and inference in biological anthropology, explaining the relationships of various methods to likelihoods or probabilities and to classical statistical models. Our contention is not that traditional frequentist statistics should be rejected outright, but that there are many situations where biological anthropology is better served by taking a Bayesian approach. To this end it is hoped that the examples provided in this article will assist researchers in choosing from among the broad array of statistical methods currently available. Copyright © 2013 Wiley Periodicals, Inc.

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

NASA Astrophysics Data System (ADS)

Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.

2015-12-01

Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.

The analysis of incontinence episodes and other count data in patients with overactive bladder by Poisson and negative binomial regression.

PubMed

Martina, R; Kay, R; van Maanen, R; Ridder, A

2015-01-01

Clinical studies in overactive bladder have traditionally used analysis of covariance or nonparametric methods to analyse the number of incontinence episodes and other count data. It is known that if the underlying distributional assumptions of a particular parametric method do not hold, an alternative parametric method may be more efficient than a nonparametric one, which makes no assumptions regarding the underlying distribution of the data. Therefore, there are advantages in using methods based on the Poisson distribution or extensions of that method, which incorporate specific features that provide a modelling framework for count data. One challenge with count data is overdispersion, but methods are available that can account for this through the introduction of random effect terms in the modelling, and it is this modelling framework that leads to the negative binomial distribution. These models can also provide clinicians with a clearer and more appropriate interpretation of treatment effects in terms of rate ratios. In this paper, the previously used parametric and non-parametric approaches are contrasted with those based on Poisson regression and various extensions in trials evaluating solifenacin and mirabegron in patients with overactive bladder. In these applications, negative binomial models are seen to fit the data well. Copyright © 2014 John Wiley & Sons, Ltd.

The linear transformation model with frailties for the analysis of item response times.

PubMed

Wang, Chun; Chang, Hua-Hua; Douglas, Jeffrey A

2013-02-01

The item response times (RTs) collected from computerized testing represent an underutilized source of information about items and examinees. In addition to knowing the examinees' responses to each item, we can investigate the amount of time examinees spend on each item. In this paper, we propose a semi-parametric model for RTs, the linear transformation model with a latent speed covariate, which combines the flexibility of non-parametric modelling and the brevity as well as interpretability of parametric modelling. In this new model, the RTs, after some non-parametric monotone transformation, become a linear model with latent speed as covariate plus an error term. The distribution of the error term implicitly defines the relationship between the RT and examinees' latent speeds; whereas the non-parametric transformation is able to describe various shapes of RT distributions. The linear transformation model represents a rich family of models that includes the Cox proportional hazards model, the Box-Cox normal model, and many other models as special cases. This new model is embedded in a hierarchical framework so that both RTs and responses are modelled simultaneously. A two-stage estimation method is proposed. In the first stage, the Markov chain Monte Carlo method is employed to estimate the parametric part of the model. In the second stage, an estimating equation method with a recursive algorithm is adopted to estimate the non-parametric transformation. Applicability of the new model is demonstrated with a simulation study and a real data application. Finally, methods to evaluate the model fit are suggested. © 2012 The British Psychological Society.

Careful with Those Priors: A Note on Bayesian Estimation in Two-Parameter Logistic Item Response Theory Models

ERIC Educational Resources Information Center

Marcoulides, Katerina M.

2018-01-01

This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…

Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method

PubMed Central

Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass. PMID:24278198

Tree biomass estimation of Chinese fir (Cunninghamia lanceolata) based on Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation W = a(D2H)b was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.

Application of a data-mining method based on Bayesian networks to lesion-deficit analysis

NASA Technical Reports Server (NTRS)

Herskovits, Edward H.; Gerring, Joan P.

2003-01-01

Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.

Age estimation by assessment of pulp chamber volume: a Bayesian network for the evaluation of dental evidence.

PubMed

Sironi, Emanuele; Taroni, Franco; Baldinotti, Claudio; Nardi, Cosimo; Norelli, Gian-Aristide; Gallidabino, Matteo; Pinchi, Vilma

2017-11-14

The present study aimed to investigate the performance of a Bayesian method in the evaluation of dental age-related evidence collected by means of a geometrical approximation procedure of the pulp chamber volume. Measurement of this volume was based on three-dimensional cone beam computed tomography images. The Bayesian method was applied by means of a probabilistic graphical model, namely a Bayesian network. Performance of that method was investigated in terms of accuracy and bias of the decisional outcomes. Influence of an informed elicitation of the prior belief of chronological age was also studied by means of a sensitivity analysis. Outcomes in terms of accuracy were adequate with standard requirements for forensic adult age estimation. Findings also indicated that the Bayesian method does not show a particular tendency towards under- or overestimation of the age variable. Outcomes of the sensitivity analysis showed that results on estimation are improved with a ration elicitation of the prior probabilities of age.

[Bayesian approach for the cost-effectiveness evaluation of healthcare technologies].

PubMed

Berchialla, Paola; Gregori, Dario; Brunello, Franco; Veltri, Andrea; Petrinco, Michele; Pagano, Eva

2009-01-01

The development of Bayesian statistical methods for the assessment of the cost-effectiveness of health care technologies is reviewed. Although many studies adopt a frequentist approach, several authors have advocated the use of Bayesian methods in health economics. Emphasis has been placed on the advantages of the Bayesian approach, which include: (i) the ability to make more intuitive and meaningful inferences; (ii) the ability to tackle complex problems, such as allowing for the inclusion of patients who generate no cost, thanks to the availability of powerful computational algorithms; (iii) the importance of a full use of quantitative and structural prior information to produce realistic inferences. Much literature comparing the cost-effectiveness of two treatments is based on the incremental cost-effectiveness ratio. However, new methods are arising with the purpose of decision making. These methods are based on a net benefits approach. In the present context, the cost-effectiveness acceptability curves have been pointed out to be intrinsically Bayesian in their formulation. They plot the probability of a positive net benefit against the threshold cost of a unit increase in efficacy.A case study is presented in order to illustrate the Bayesian statistics in the cost-effectiveness analysis. Emphasis is placed on the cost-effectiveness acceptability curves. Advantages and disadvantages of the method described in this paper have been compared to frequentist methods and discussed.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Parametrically Guided Generalized Additive Models with Application to Mergers and Acquisitions Data

PubMed Central

Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao

2012-01-01

Generalized nonparametric additive models present a flexible way to evaluate the effects of several covariates on a general outcome of interest via a link function. In this modeling framework, one assumes that the effect of each of the covariates is nonparametric and additive. However, in practice, often there is prior information available about the shape of the regression functions, possibly from pilot studies or exploratory analysis. In this paper, we consider such situations and propose an estimation procedure where the prior information is used as a parametric guide to fit the additive model. Specifically, we first posit a parametric family for each of the regression functions using the prior information (parametric guides). After removing these parametric trends, we then estimate the remainder of the nonparametric functions using a nonparametric generalized additive model, and form the final estimates by adding back the parametric trend. We investigate the asymptotic properties of the estimates and show that when a good guide is chosen, the asymptotic variance of the estimates can be reduced significantly while keeping the asymptotic variance same as the unguided estimator. We observe the performance of our method via a simulation study and demonstrate our method by applying to a real data set on mergers and acquisitions. PMID:23645976

Nonparametric analysis of bivariate gap time with competing risks.

PubMed

Huang, Chiung-Yu; Wang, Chenguang; Wang, Mei-Cheng

2016-09-01

This article considers nonparametric methods for studying recurrent disease and death with competing risks. We first point out that comparisons based on the well-known cumulative incidence function can be confounded by different prevalence rates of the competing events, and that comparisons of the conditional distribution of the survival time given the failure event type are more relevant for investigating the prognosis of different patterns of recurrence disease. We then propose nonparametric estimators for the conditional cumulative incidence function as well as the conditional bivariate cumulative incidence function for the bivariate gap times, that is, the time to disease recurrence and the residual lifetime after recurrence. To quantify the association between the two gap times in the competing risks setting, a modified Kendall's tau statistic is proposed. The proposed estimators for the conditional bivariate cumulative incidence distribution and the association measure account for the induced dependent censoring for the second gap time. Uniform consistency and weak convergence of the proposed estimators are established. Hypothesis testing procedures for two-sample comparisons are discussed. Numerical simulation studies with practical sample sizes are conducted to evaluate the performance of the proposed nonparametric estimators and tests. An application to data from a pancreatic cancer study is presented to illustrate the methods developed in this article. © 2016, The International Biometric Society.

Parametrically Guided Generalized Additive Models with Application to Mergers and Acquisitions Data.

PubMed

Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao

2013-01-01

Generalized nonparametric additive models present a flexible way to evaluate the effects of several covariates on a general outcome of interest via a link function. In this modeling framework, one assumes that the effect of each of the covariates is nonparametric and additive. However, in practice, often there is prior information available about the shape of the regression functions, possibly from pilot studies or exploratory analysis. In this paper, we consider such situations and propose an estimation procedure where the prior information is used as a parametric guide to fit the additive model. Specifically, we first posit a parametric family for each of the regression functions using the prior information (parametric guides). After removing these parametric trends, we then estimate the remainder of the nonparametric functions using a nonparametric generalized additive model, and form the final estimates by adding back the parametric trend. We investigate the asymptotic properties of the estimates and show that when a good guide is chosen, the asymptotic variance of the estimates can be reduced significantly while keeping the asymptotic variance same as the unguided estimator. We observe the performance of our method via a simulation study and demonstrate our method by applying to a real data set on mergers and acquisitions.

Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification.

PubMed

Fan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin

We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taking as input the newly transformed or augmented features. This procedure trains models equipped with local complexity and global simplicity, thereby avoiding the curse of dimensionality while creating a flexible nonlinear decision boundary. The resulting method is called Feature Augmentation via Nonparametrics and Selection (FANS). We motivate FANS by generalizing the Naive Bayes model, writing the log ratio of joint densities as a linear combination of those of marginal densities. It is related to generalized additive models, but has better interpretability and computability. Risk bounds are developed for FANS. In numerical analysis, FANS is compared with competing methods, so as to provide a guideline on its best application domain. Real data analysis demonstrates that FANS performs very competitively on benchmark email spam and gene expression data sets. Moreover, FANS is implemented by an extremely fast algorithm through parallel computing.

Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification

PubMed Central

Feng, Yang; Jiang, Jiancheng; Tong, Xin

2015-01-01

We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taking as input the newly transformed or augmented features. This procedure trains models equipped with local complexity and global simplicity, thereby avoiding the curse of dimensionality while creating a flexible nonlinear decision boundary. The resulting method is called Feature Augmentation via Nonparametrics and Selection (FANS). We motivate FANS by generalizing the Naive Bayes model, writing the log ratio of joint densities as a linear combination of those of marginal densities. It is related to generalized additive models, but has better interpretability and computability. Risk bounds are developed for FANS. In numerical analysis, FANS is compared with competing methods, so as to provide a guideline on its best application domain. Real data analysis demonstrates that FANS performs very competitively on benchmark email spam and gene expression data sets. Moreover, FANS is implemented by an extremely fast algorithm through parallel computing. PMID:27185970

Application of the LSQR algorithm in non-parametric estimation of aerosol size distribution

NASA Astrophysics Data System (ADS)

He, Zhenzong; Qi, Hong; Lew, Zhongyuan; Ruan, Liming; Tan, Heping; Luo, Kun

2016-05-01

Based on the Least Squares QR decomposition (LSQR) algorithm, the aerosol size distribution (ASD) is retrieved in non-parametric approach. The direct problem is solved by the Anomalous Diffraction Approximation (ADA) and the Lambert-Beer Law. An optimal wavelength selection method is developed to improve the retrieval accuracy of the ASD. The proposed optimal wavelength set is selected by the method which can make the measurement signals sensitive to wavelength and decrease the degree of the ill-condition of coefficient matrix of linear systems effectively to enhance the anti-interference ability of retrieval results. Two common kinds of monomodal and bimodal ASDs, log-normal (L-N) and Gamma distributions, are estimated, respectively. Numerical tests show that the LSQR algorithm can be successfully applied to retrieve the ASD with high stability in the presence of random noise and low susceptibility to the shape of distributions. Finally, the experimental measurement ASD over Harbin in China is recovered reasonably. All the results confirm that the LSQR algorithm combined with the optimal wavelength selection method is an effective and reliable technique in non-parametric estimation of ASD.

Local kernel nonparametric discriminant analysis for adaptive extraction of complex structures

NASA Astrophysics Data System (ADS)

Li, Quanbao; Wei, Fajie; Zhou, Shenghan

2017-05-01

The linear discriminant analysis (LDA) is one of popular means for linear feature extraction. It usually performs well when the global data structure is consistent with the local data structure. Other frequently-used approaches of feature extraction usually require linear, independence, or large sample condition. However, in real world applications, these assumptions are not always satisfied or cannot be tested. In this paper, we introduce an adaptive method, local kernel nonparametric discriminant analysis (LKNDA), which integrates conventional discriminant analysis with nonparametric statistics. LKNDA is adept in identifying both complex nonlinear structures and the ad hoc rule. Six simulation cases demonstrate that LKNDA have both parametric and nonparametric algorithm advantages and higher classification accuracy. Quartic unilateral kernel function may provide better robustness of prediction than other functions. LKNDA gives an alternative solution for discriminant cases of complex nonlinear feature extraction or unknown feature extraction. At last, the application of LKNDA in the complex feature extraction of financial market activities is proposed.

A nonparametric mean-variance smoothing method to assess Arabidopsis cold stress transcriptional regulator CBF2 overexpression microarray data.

PubMed

Hu, Pingsha; Maiti, Tapabrata

2011-01-01

Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request.

A Nonparametric Mean-Variance Smoothing Method to Assess Arabidopsis Cold Stress Transcriptional Regulator CBF2 Overexpression Microarray Data

PubMed Central

Hu, Pingsha; Maiti, Tapabrata

2011-01-01

Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request. PMID:21611181

The Psychology of Bayesian Reasoning

DTIC Science & Technology

2014-10-21

The psychology of Bayesian reasoning David R. Mandel* Socio-Cognitive Systems Section, Defence Research and Development Canada and Department...belief revision, subjective probability, human judgment, psychological methods. Most psychological research on Bayesian reasoning since the 1970s has...attention to some important problems with the conventional approach to studying Bayesian reasoning in psychology that has been dominant since the

Bayesian survival analysis in clinical trials: What methods are used in practice?

PubMed

Brard, Caroline; Le Teuff, Gwénaël; Le Deley, Marie-Cécile; Hampson, Lisa V

2017-02-01

Background Bayesian statistics are an appealing alternative to the traditional frequentist approach to designing, analysing, and reporting of clinical trials, especially in rare diseases. Time-to-event endpoints are widely used in many medical fields. There are additional complexities to designing Bayesian survival trials which arise from the need to specify a model for the survival distribution. The objective of this article was to critically review the use and reporting of Bayesian methods in survival trials. Methods A systematic review of clinical trials using Bayesian survival analyses was performed through PubMed and Web of Science databases. This was complemented by a full text search of the online repositories of pre-selected journals. Cost-effectiveness, dose-finding studies, meta-analyses, and methodological papers using clinical trials were excluded. Results In total, 28 articles met the inclusion criteria, 25 were original reports of clinical trials and 3 were re-analyses of a clinical trial. Most trials were in oncology (n = 25), were randomised controlled (n = 21) phase III trials (n = 13), and half considered a rare disease (n = 13). Bayesian approaches were used for monitoring in 14 trials and for the final analysis only in 14 trials. In the latter case, Bayesian survival analyses were used for the primary analysis in four cases, for the secondary analysis in seven cases, and for the trial re-analysis in three cases. Overall, 12 articles reported fitting Bayesian regression models (semi-parametric, n = 3; parametric, n = 9). Prior distributions were often incompletely reported: 20 articles did not define the prior distribution used for the parameter of interest. Over half of the trials used only non-informative priors for monitoring and the final analysis (n = 12) when it was specified. Indeed, no articles fitting Bayesian regression models placed informative priors on the parameter of interest. The prior for the treatment effect was based on historical data in only four trials. Decision rules were pre-defined in eight cases when trials used Bayesian monitoring, and in only one case when trials adopted a Bayesian approach to the final analysis. Conclusion Few trials implemented a Bayesian survival analysis and few incorporated external data into priors. There is scope to improve the quality of reporting of Bayesian methods in survival trials. Extension of the Consolidated Standards of Reporting Trials statement for reporting Bayesian clinical trials is recommended.

Parametric and non-parametric species delimitation methods result in the recognition of two new Neotropical woody bamboo species.

PubMed

Ruiz-Sanchez, Eduardo

2015-12-01

The Neotropical woody bamboo genus Otatea is one of five genera in the subtribe Guaduinae. Of the eight described Otatea species, seven are endemic to Mexico and one is also distributed in Central and South America. Otatea acuminata has the widest geographical distribution of the eight species, and two of its recently collected populations do not match the known species morphologically. Parametric and non-parametric methods were used to delimit the species in Otatea using five chloroplast markers, one nuclear marker, and morphological characters. The parametric coalescent method and the non-parametric analysis supported the recognition of two distinct evolutionary lineages. Molecular clock estimates were used to estimate divergence times in Otatea. The results for divergence time in Otatea estimated the origin of the speciation events from the Late Miocene to Late Pleistocene. The species delimitation analyses (parametric and non-parametric) identified that the two populations of O. acuminata from Chiapas and Hidalgo are from two separate evolutionary lineages and these new species have morphological characters that separate them from O. acuminata s.s. The geological activity of the Trans-Mexican Volcanic Belt and the Isthmus of Tehuantepec may have isolated populations and limited the gene flow between Otatea species, driving speciation. Based on the results found here, I describe Otatea rzedowskiorum and Otatea victoriae as two new species, morphologically different from O. acuminata. Copyright © 2015 Elsevier Inc. All rights reserved.

Is probabilistic bias analysis approximately Bayesian?

PubMed Central

MacLehose, Richard F.; Gustafson, Paul

2011-01-01

Case-control studies are particularly susceptible to differential exposure misclassification when exposure status is determined following incident case status. Probabilistic bias analysis methods have been developed as ways to adjust standard effect estimates based on the sensitivity and specificity of exposure misclassification. The iterative sampling method advocated in probabilistic bias analysis bears a distinct resemblance to a Bayesian adjustment; however, it is not identical. Furthermore, without a formal theoretical framework (Bayesian or frequentist), the results of a probabilistic bias analysis remain somewhat difficult to interpret. We describe, both theoretically and empirically, the extent to which probabilistic bias analysis can be viewed as approximately Bayesian. While the differences between probabilistic bias analysis and Bayesian approaches to misclassification can be substantial, these situations often involve unrealistic prior specifications and are relatively easy to detect. Outside of these special cases, probabilistic bias analysis and Bayesian approaches to exposure misclassification in case-control studies appear to perform equally well. PMID:22157311

The Application of Continuous Wavelet Transform Based Foreground Subtraction Method in 21 cm Sky Surveys

NASA Astrophysics Data System (ADS)

Gu, Junhua; Xu, Haiguang; Wang, Jingying; An, Tao; Chen, Wen

2013-08-01

We propose a continuous wavelet transform based non-parametric foreground subtraction method for the detection of redshifted 21 cm signal from the epoch of reionization. This method works based on the assumption that the foreground spectra are smooth in frequency domain, while the 21 cm signal spectrum is full of saw-tooth-like structures, thus their characteristic scales are significantly different. We can distinguish them in the wavelet coefficient space easily and perform the foreground subtraction. Compared with the traditional spectral fitting based method, our method is more tolerant to complex foregrounds. Furthermore, we also find that when the instrument has uncorrected response error, our method can also work significantly better than the spectral fitting based method. Our method can obtain similar results with the Wp smoothing method, which is also a non-parametric method, but our method consumes much less computing time.

Robust neural network with applications to credit portfolio data analysis.

PubMed

Feng, Yijia; Li, Runze; Sudjianto, Agus; Zhang, Yiyun

2010-01-01

In this article, we study nonparametric conditional quantile estimation via neural network structure. We proposed an estimation method that combines quantile regression and neural network (robust neural network, RNN). It provides good smoothing performance in the presence of outliers and can be used to construct prediction bands. A Majorization-Minimization (MM) algorithm was developed for optimization. Monte Carlo simulation study is conducted to assess the performance of RNN. Comparison with other nonparametric regression methods (e.g., local linear regression and regression splines) in real data application demonstrate the advantage of the newly proposed procedure.

Nonparametric estimation of plant density by the distance method

USGS Publications Warehouse

Patil, S.A.; Burnham, K.P.; Kovner, J.L.

1979-01-01

A relation between the plant density and the probability density function of the nearest neighbor distance (squared) from a random point is established under fairly broad conditions. Based upon this relationship, a nonparametric estimator for the plant density is developed and presented in terms of order statistics. Consistency and asymptotic normality of the estimator are discussed. An interval estimator for the density is obtained. The modifications of this estimator and its variance are given when the distribution is truncated. Simulation results are presented for regular, random and aggregated populations to illustrate the nonparametric estimator and its variance. A numerical example from field data is given. Merits and deficiencies of the estimator are discussed with regard to its robustness and variance.

A search for evidence of solar rotation in Super-Kamiokande solar neutrino dataset

NASA Astrophysics Data System (ADS)

Desai, Shantanu; Liu, Dawei W.

2016-09-01

We apply the generalized Lomb-Scargle (LS) periodogram, proposed by Zechmeister and Kurster, to the solar neutrino data from Super-Kamiokande (Super-K) using data from its first five years. For each peak in the LS periodogram, we evaluate the statistical significance in two different ways. The first method involves calculating the False Alarm Probability (FAP) using non-parametric bootstrap resampling, and the second method is by calculating the difference in Bayesian Information Criterion (BIC) between the null hypothesis, viz. the data contains only noise, compared to the hypothesis that the data contains a peak at a given frequency. Using these methods, we scan the frequency range between 7-14 cycles per year to look for any peaks caused by solar rotation, since this is the proposed explanation for the statistically significant peaks found by Sturrock and collaborators in the Super-K dataset. From our analysis, we do confirm that similar to Sturrock et al, the maximum peak occurs at a frequency of 9.42/year, corresponding to a period of 38.75 days. The FAP for this peak is about 1.5% and the difference in BIC (between pure white noise and this peak) is about 4.8. We note that the significance depends on the frequency band used to search for peaks and hence it is important to use a search band appropriate for solar rotation. However, The significance of this peak based on the value of BIC is marginal and more data is needed to confirm if the peak persists and is real.

High throughput nonparametric probability density estimation.

PubMed

Farmer, Jenny; Jacobs, Donald

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.

High throughput nonparametric probability density estimation

PubMed Central

Farmer, Jenny

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference. PMID:29750803

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.

An information-theoretic approach to assess practical identifiability of parametric dynamical systems.

PubMed

Pant, Sanjay; Lombardi, Damiano

2015-10-01

A new approach for assessing parameter identifiability of dynamical systems in a Bayesian setting is presented. The concept of Shannon entropy is employed to measure the inherent uncertainty in the parameters. The expected reduction in this uncertainty is seen as the amount of information one expects to gain about the parameters due to the availability of noisy measurements of the dynamical system. Such expected information gain is interpreted in terms of the variance of a hypothetical measurement device that can measure the parameters directly, and is related to practical identifiability of the parameters. If the individual parameters are unidentifiable, correlation between parameter combinations is assessed through conditional mutual information to determine which sets of parameters can be identified together. The information theoretic quantities of entropy and information are evaluated numerically through a combination of Monte Carlo and k-nearest neighbour methods in a non-parametric fashion. Unlike many methods to evaluate identifiability proposed in the literature, the proposed approach takes the measurement-noise into account and is not restricted to any particular noise-structure. Whilst computationally intensive for large dynamical systems, it is easily parallelisable and is non-intrusive as it does not necessitate re-writing of the numerical solvers of the dynamical system. The application of such an approach is presented for a variety of dynamical systems--ranging from systems governed by ordinary differential equations to partial differential equations--and, where possible, validated against results previously published in the literature. Copyright © 2015 Elsevier Inc. All rights reserved.

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

DOE PAGES

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

2017-04-05

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

Parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method of ledre profile attributes

NASA Astrophysics Data System (ADS)

Hastuti, S.; Harijono; Murtini, E. S.; Fibrianto, K.

2018-03-01

This current study is aimed to investigate the use of parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method. Ledre as Bojonegoro unique local food product was used as point of interest, in which 319 panelists were involved in the study. The result showed that ledre is characterized as easy-crushed texture, sticky in mouth, stingy sensation and easy to swallow. It has also strong banana flavour with brown in colour. Compared to eggroll and semprong, ledre has more variances in terms of taste as well the roll length. As RATA questionnaire is designed to collect categorical data, non-parametric approach is the common statistical procedure. However, similar results were also obtained as parametric approach, regardless the fact of non-normal distributed data. Thus, it suggests that parametric approach can be applicable for consumer study with large number of respondents, even though it may not satisfy the assumption of ANOVA (Analysis of Variances).

Robust variable selection method for nonparametric differential equation models with application to nonlinear dynamic gene regulatory network analysis.

PubMed

Lu, Tao

2016-01-01

The gene regulation network (GRN) evaluates the interactions between genes and look for models to describe the gene expression behavior. These models have many applications; for instance, by characterizing the gene expression mechanisms that cause certain disorders, it would be possible to target those genes to block the progress of the disease. Many biological processes are driven by nonlinear dynamic GRN. In this article, we propose a nonparametric differential equation (ODE) to model the nonlinear dynamic GRN. Specially, we address following questions simultaneously: (i) extract information from noisy time course gene expression data; (ii) model the nonlinear ODE through a nonparametric smoothing function; (iii) identify the important regulatory gene(s) through a group smoothly clipped absolute deviation (SCAD) approach; (iv) test the robustness of the model against possible shortening of experimental duration. We illustrate the usefulness of the model and associated statistical methods through a simulation and a real application examples.

Linkage mapping of beta 2 EEG waves via non-parametric regression.

PubMed

Ghosh, Saurabh; Begleiter, Henri; Porjesz, Bernice; Chorlian, David B; Edenberg, Howard J; Foroud, Tatiana; Goate, Alison; Reich, Theodore

2003-04-01

Parametric linkage methods for analyzing quantitative trait loci are sensitive to violations in trait distributional assumptions. Non-parametric methods are relatively more robust. In this article, we modify the non-parametric regression procedure proposed by Ghosh and Majumder [2000: Am J Hum Genet 66:1046-1061] to map Beta 2 EEG waves using genome-wide data generated in the COGA project. Significant linkage findings are obtained on chromosomes 1, 4, 5, and 15 with findings at multiple regions on chromosomes 4 and 15. We analyze the data both with and without incorporating alcoholism as a covariate. We also test for epistatic interactions between regions of the genome exhibiting significant linkage with the EEG phenotypes and find evidence of epistatic interactions between a region each on chromosome 1 and chromosome 4 with one region on chromosome 15. While regressing out the effect of alcoholism does not affect the linkage findings, the epistatic interactions become statistically insignificant. Copyright 2003 Wiley-Liss, Inc.

A mixture model for robust registration in Kinect sensor

NASA Astrophysics Data System (ADS)

Peng, Li; Zhou, Huabing; Zhu, Shengguo

2018-03-01

The Microsoft Kinect sensor has been widely used in many applications, but it suffers from the drawback of low registration precision between color image and depth image. In this paper, we present a robust method to improve the registration precision by a mixture model that can handle multiply images with the nonparametric model. We impose non-parametric geometrical constraints on the correspondence, as a prior distribution, in a reproducing kernel Hilbert space (RKHS).The estimation is performed by the EM algorithm which by also estimating the variance of the prior model is able to obtain good estimates. We illustrate the proposed method on the public available dataset. The experimental results show that our approach outperforms the baseline methods.

Nonparametric estimation of the heterogeneity of a random medium using compound Poisson process modeling of wave multiple scattering.

PubMed

Le Bihan, Nicolas; Margerin, Ludovic

2009-07-01

In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity of waves transmitted through a slab of random material. Our approach is based on the modeling of forward multiple scattering using compound Poisson processes on compact Lie groups. The estimation technique is validated through numerical simulations based on radiative transfer theory.

GEE-Smoothing Spline in Semiparametric Model with Correlated Nominal Data

NASA Astrophysics Data System (ADS)

Ibrahim, Noor Akma; Suliadi

2010-11-01

In this paper we propose GEE-Smoothing spline in the estimation of semiparametric models with correlated nominal data. The method can be seen as an extension of parametric generalized estimating equation to semiparametric models. The nonparametric component is estimated using smoothing spline specifically the natural cubic spline. We use profile algorithm in the estimation of both parametric and nonparametric components. The properties of the estimators are evaluated using simulation studies.

A linear programming approach to characterizing norm bounded uncertainty from experimental data

NASA Technical Reports Server (NTRS)

Scheid, R. E.; Bayard, D. S.; Yam, Y.

1991-01-01

The linear programming spectral overbounding and factorization (LPSOF) algorithm, an algorithm for finding a minimum phase transfer function of specified order whose magnitude tightly overbounds a specified nonparametric function of frequency, is introduced. This method has direct application to transforming nonparametric uncertainty bounds (available from system identification experiments) into parametric representations required for modern robust control design software (i.e., a minimum-phase transfer function multiplied by a norm-bounded perturbation).

Nonparametric functional data estimation applied to ozone data: prediction and extreme value analysis.

PubMed

Quintela-del-Río, Alejandro; Francisco-Fernández, Mario

2011-02-01

The study of extreme values and prediction of ozone data is an important topic of research when dealing with environmental problems. Classical extreme value theory is usually used in air-pollution studies. It consists in fitting a parametric generalised extreme value (GEV) distribution to a data set of extreme values, and using the estimated distribution to compute return levels and other quantities of interest. Here, we propose to estimate these values using nonparametric functional data methods. Functional data analysis is a relatively new statistical methodology that generally deals with data consisting of curves or multi-dimensional variables. In this paper, we use this technique, jointly with nonparametric curve estimation, to provide alternatives to the usual parametric statistical tools. The nonparametric estimators are applied to real samples of maximum ozone values obtained from several monitoring stations belonging to the Automatic Urban and Rural Network (AURN) in the UK. The results show that nonparametric estimators work satisfactorily, outperforming the behaviour of classical parametric estimators. Functional data analysis is also used to predict stratospheric ozone concentrations. We show an application, using the data set of mean monthly ozone concentrations in Arosa, Switzerland, and the results are compared with those obtained by classical time series (ARIMA) analysis. Copyright © 2010 Elsevier Ltd. All rights reserved.

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

2016-02-04

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian methods for characterizing unknown parameters of material models

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

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian randomized clinical trials: From fixed to adaptive design.

PubMed

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

2017-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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.

Estimation from PET data of transient changes in dopamine concentration induced by alcohol: support for a non-parametric signal estimation method

NASA Astrophysics Data System (ADS)

Constantinescu, C. C.; Yoder, K. K.; Kareken, D. A.; Bouman, C. A.; O'Connor, S. J.; Normandin, M. D.; Morris, E. D.

2008-03-01

We previously developed a model-independent technique (non-parametric ntPET) for extracting the transient changes in neurotransmitter concentration from paired (rest & activation) PET studies with a receptor ligand. To provide support for our method, we introduced three hypotheses of validation based on work by Endres and Carson (1998 J. Cereb. Blood Flow Metab. 18 1196-210) and Yoder et al (2004 J. Nucl. Med. 45 903-11), and tested them on experimental data. All three hypotheses describe relationships between the estimated free (synaptic) dopamine curves (FDA(t)) and the change in binding potential (ΔBP). The veracity of the FDA(t) curves recovered by nonparametric ntPET is supported when the data adhere to the following hypothesized behaviors: (1) ΔBP should decline with increasing DA peak time, (2) ΔBP should increase as the strength of the temporal correlation between FDA(t) and the free raclopride (FRAC(t)) curve increases, (3) ΔBP should decline linearly with the effective weighted availability of the receptor sites. We analyzed regional brain data from 8 healthy subjects who received two [11C]raclopride scans: one at rest, and one during which unanticipated IV alcohol was administered to stimulate dopamine release. For several striatal regions, nonparametric ntPET was applied to recover FDA(t), and binding potential values were determined. Kendall rank-correlation analysis confirmed that the FDA(t) data followed the expected trends for all three validation hypotheses. Our findings lend credence to our model-independent estimates of FDA(t). Application of nonparametric ntPET may yield important insights into how alterations in timing of dopaminergic neurotransmission are involved in the pathologies of addiction and other psychiatric disorders.

BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES

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

Iliadis, C.; Anderson, K. S.; Coc, A.

The problem of estimating non-resonant astrophysical S -factors and thermonuclear reaction rates, based on measured nuclear cross sections, is of major interest for nuclear energy generation, neutrino physics, and element synthesis. Many different methods have been applied to this problem in the past, almost all of them based on traditional statistics. Bayesian methods, on the other hand, are now in widespread use in the physical sciences. In astronomy, for example, Bayesian statistics is applied to the observation of extrasolar planets, gravitational waves, and Type Ia supernovae. However, nuclear physics, in particular, has been slow to adopt Bayesian methods. We presentmore » astrophysical S -factors and reaction rates based on Bayesian statistics. We develop a framework that incorporates robust parameter estimation, systematic effects, and non-Gaussian uncertainties in a consistent manner. The method is applied to the reactions d(p, γ ){sup 3}He, {sup 3}He({sup 3}He,2p){sup 4}He, and {sup 3}He( α , γ ){sup 7}Be, important for deuterium burning, solar neutrinos, and Big Bang nucleosynthesis.« less

A New Hybrid-Multiscale SSA Prediction of Non-Stationary Time Series

NASA Astrophysics Data System (ADS)

Ghanbarzadeh, Mitra; Aminghafari, Mina

2016-02-01

Singular spectral analysis (SSA) is a non-parametric method used in the prediction of non-stationary time series. It has two parameters, which are difficult to determine and very sensitive to their values. Since, SSA is a deterministic-based method, it does not give good results when the time series is contaminated with a high noise level and correlated noise. Therefore, we introduce a novel method to handle these problems. It is based on the prediction of non-decimated wavelet (NDW) signals by SSA and then, prediction of residuals by wavelet regression. The advantages of our method are the automatic determination of parameters and taking account of the stochastic structure of time series. As shown through the simulated and real data, we obtain better results than SSA, a non-parametric wavelet regression method and Holt-Winters method.

Bayesian analysis of rare events

NASA Astrophysics Data System (ADS)

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

Comparing two correlated C indices with right-censored survival outcome: a one-shot nonparametric approach

PubMed Central

Kang, Le; Chen, Weijie; Petrick, Nicholas A.; Gallas, Brandon D.

2014-01-01

The area under the receiver operating characteristic (ROC) curve (AUC) is often used as a summary index of the diagnostic ability in evaluating biomarkers when the clinical outcome (truth) is binary. When the clinical outcome is right-censored survival time, the C index, motivated as an extension of AUC, has been proposed by Harrell as a measure of concordance between a predictive biomarker and the right-censored survival outcome. In this work, we investigate methods for statistical comparison of two diagnostic or predictive systems, of which they could either be two biomarkers or two fixed algorithms, in terms of their C indices. We adopt a U-statistics based C estimator that is asymptotically normal and develop a nonparametric analytical approach to estimate the variance of the C estimator and the covariance of two C estimators. A z-score test is then constructed to compare the two C indices. We validate our one-shot nonparametric method via simulation studies in terms of the type I error rate and power. We also compare our one-shot method with resampling methods including the jackknife and the bootstrap. Simulation results show that the proposed one-shot method provides almost unbiased variance estimations and has satisfactory type I error control and power. Finally, we illustrate the use of the proposed method with an example from the Framingham Heart Study. PMID:25399736

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

PubMed

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

2013-10-01

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

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

PubMed Central

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

2013-01-01

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

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

PubMed

Liu, Kai; Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo

2016-01-01

On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods.

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

PubMed Central

Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo

2016-01-01

On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods. PMID:27362654

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

NASA Astrophysics Data System (ADS)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Bayesian calibration for forensic age estimation.

PubMed

Ferrante, Luigi; Skrami, Edlira; Gesuita, Rosaria; Cameriere, Roberto

2015-05-10

Forensic medicine is increasingly called upon to assess the age of individuals. Forensic age estimation is mostly required in relation to illegal immigration and identification of bodies or skeletal remains. A variety of age estimation methods are based on dental samples and use of regression models, where the age of an individual is predicted by morphological tooth changes that take place over time. From the medico-legal point of view, regression models, with age as the dependent random variable entail that age tends to be overestimated in the young and underestimated in the old. To overcome this bias, we describe a new full Bayesian calibration method (asymmetric Laplace Bayesian calibration) for forensic age estimation that uses asymmetric Laplace distribution as the probability model. The method was compared with three existing approaches (two Bayesian and a classical method) using simulated data. Although its accuracy was comparable with that of the other methods, the asymmetric Laplace Bayesian calibration appears to be significantly more reliable and robust in case of misspecification of the probability model. The proposed method was also applied to a real dataset of values of the pulp chamber of the right lower premolar measured on x-ray scans of individuals of known age. Copyright © 2015 John Wiley & Sons, Ltd.

Constraining geostatistical models with hydrological data to improve prediction realism

NASA Astrophysics Data System (ADS)

Demyanov, V.; Rojas, T.; Christie, M.; Arnold, D.

2012-04-01

Geostatistical models reproduce spatial correlation based on the available on site data and more general concepts about the modelled patters, e.g. training images. One of the problem of modelling natural systems with geostatistics is in maintaining realism spatial features and so they agree with the physical processes in nature. Tuning the model parameters to the data may lead to geostatistical realisations with unrealistic spatial patterns, which would still honour the data. Such model would result in poor predictions, even though although fit the available data well. Conditioning the model to a wider range of relevant data provide a remedy that avoid producing unrealistic features in spatial models. For instance, there are vast amounts of information about the geometries of river channels that can be used in describing fluvial environment. Relations between the geometrical channel characteristics (width, depth, wave length, amplitude, etc.) are complex and non-parametric and are exhibit a great deal of uncertainty, which is important to propagate rigorously into the predictive model. These relations can be described within a Bayesian approach as multi-dimensional prior probability distributions. We propose a way to constrain multi-point statistics models with intelligent priors obtained from analysing a vast collection of contemporary river patterns based on previously published works. We applied machine learning techniques, namely neural networks and support vector machines, to extract multivariate non-parametric relations between geometrical characteristics of fluvial channels from the available data. An example demonstrates how ensuring geological realism helps to deliver more reliable prediction of a subsurface oil reservoir in a fluvial depositional environment.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

Bayesian Statistics for Biological Data: Pedigree Analysis

ERIC Educational Resources Information Center

Stanfield, William D.; Carlton, Matthew A.

2004-01-01

The use of Bayes' formula is applied to the biological problem of pedigree analysis to show that the Bayes' formula and non-Bayesian or "classical" methods of probability calculation give different answers. First year college students of biology can be introduced to the Bayesian statistics.

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

PubMed

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

2014-11-01

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

Bayes and the Law

PubMed Central

Fenton, Norman; Neil, Martin; Berger, Daniel

2016-01-01

Although the last forty years has seen considerable growth in the use of statistics in legal proceedings, it is primarily classical statistical methods rather than Bayesian methods that have been used. Yet the Bayesian approach avoids many of the problems of classical statistics and is also well suited to a broader range of problems. This paper reviews the potential and actual use of Bayes in the law and explains the main reasons for its lack of impact on legal practice. These include misconceptions by the legal community about Bayes’ theorem, over-reliance on the use of the likelihood ratio and the lack of adoption of modern computational methods. We argue that Bayesian Networks (BNs), which automatically produce the necessary Bayesian calculations, provide an opportunity to address most concerns about using Bayes in the law. PMID:27398389

Bayes and the Law.

PubMed

Fenton, Norman; Neil, Martin; Berger, Daniel

2016-06-01

Although the last forty years has seen considerable growth in the use of statistics in legal proceedings, it is primarily classical statistical methods rather than Bayesian methods that have been used. Yet the Bayesian approach avoids many of the problems of classical statistics and is also well suited to a broader range of problems. This paper reviews the potential and actual use of Bayes in the law and explains the main reasons for its lack of impact on legal practice. These include misconceptions by the legal community about Bayes' theorem, over-reliance on the use of the likelihood ratio and the lack of adoption of modern computational methods. We argue that Bayesian Networks (BNs), which automatically produce the necessary Bayesian calculations, provide an opportunity to address most concerns about using Bayes in the law.

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.

Bayesian ensemble refinement by replica simulations and reweighting.

PubMed

Hummer, Gerhard; Köfinger, Jürgen

2015-12-28

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

Bayesian ensemble refinement by replica simulations and reweighting

NASA Astrophysics Data System (ADS)

Hummer, Gerhard; Köfinger, Jürgen

2015-12-01

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

Comparison of four approaches to a rock facies classification problem

USGS Publications Warehouse

Dubois, M.K.; Bohling, Geoffrey C.; Chakrabarti, S.

2007-01-01

In this study, seven classifiers based on four different approaches were tested in a rock facies classification problem: classical parametric methods using Bayes' rule, and non-parametric methods using fuzzy logic, k-nearest neighbor, and feed forward-back propagating artificial neural network. Determining the most effective classifier for geologic facies prediction in wells without cores in the Panoma gas field, in Southwest Kansas, was the objective. Study data include 3600 samples with known rock facies class (from core) with each sample having either four or five measured properties (wire-line log curves), and two derived geologic properties (geologic constraining variables). The sample set was divided into two subsets, one for training and one for testing the ability of the trained classifier to correctly assign classes. Artificial neural networks clearly outperformed all other classifiers and are effective tools for this particular classification problem. Classical parametric models were inadequate due to the nature of the predictor variables (high dimensional and not linearly correlated), and feature space of the classes (overlapping). The other non-parametric methods tested, k-nearest neighbor and fuzzy logic, would need considerable improvement to match the neural network effectiveness, but further work, possibly combining certain aspects of the three non-parametric methods, may be justified. ?? 2006 Elsevier Ltd. All rights reserved.

Confidence intervals for single-case effect size measures based on randomization test inversion.

PubMed

Michiels, Bart; Heyvaert, Mieke; Meulders, Ann; Onghena, Patrick

2017-02-01

In the current paper, we present a method to construct nonparametric confidence intervals (CIs) for single-case effect size measures in the context of various single-case designs. We use the relationship between a two-sided statistical hypothesis test at significance level α and a 100 (1 - α) % two-sided CI to construct CIs for any effect size measure θ that contain all point null hypothesis θ values that cannot be rejected by the hypothesis test at significance level α. This method of hypothesis test inversion (HTI) can be employed using a randomization test as the statistical hypothesis test in order to construct a nonparametric CI for θ. We will refer to this procedure as randomization test inversion (RTI). We illustrate RTI in a situation in which θ is the unstandardized and the standardized difference in means between two treatments in a completely randomized single-case design. Additionally, we demonstrate how RTI can be extended to other types of single-case designs. Finally, we discuss a few challenges for RTI as well as possibilities when using the method with other effect size measures, such as rank-based nonoverlap indices. Supplementary to this paper, we provide easy-to-use R code, which allows the user to construct nonparametric CIs according to the proposed method.

A Non-Parametric Approach for the Activation Detection of Block Design fMRI Simulated Data Using Self-Organizing Maps and Support Vector Machine.

PubMed

Bahrami, Sheyda; Shamsi, Mousa

2017-01-01

Functional magnetic resonance imaging (fMRI) is a popular method to probe the functional organization of the brain using hemodynamic responses. In this method, volume images of the entire brain are obtained with a very good spatial resolution and low temporal resolution. However, they always suffer from high dimensionality in the face of classification algorithms. In this work, we combine a support vector machine (SVM) with a self-organizing map (SOM) for having a feature-based classification by using SVM. Then, a linear kernel SVM is used for detecting the active areas. Here, we use SOM for feature extracting and labeling the datasets. SOM has two major advances: (i) it reduces dimension of data sets for having less computational complexity and (ii) it is useful for identifying brain regions with small onset differences in hemodynamic responses. Our non-parametric model is compared with parametric and non-parametric methods. We use simulated fMRI data sets and block design inputs in this paper and consider the contrast to noise ratio (CNR) value equal to 0.6 for simulated datasets. fMRI simulated dataset has contrast 1-4% in active areas. The accuracy of our proposed method is 93.63% and the error rate is 6.37%.

Nonparametric Methods in Astronomy: Think, Regress, Observe—Pick Any Three

NASA Astrophysics Data System (ADS)

Steinhardt, Charles L.; Jermyn, Adam S.

2018-02-01

Telescopes are much more expensive than astronomers, so it is essential to minimize required sample sizes by using the most data-efficient statistical methods possible. However, the most commonly used model-independent techniques for finding the relationship between two variables in astronomy are flawed. In the worst case they can lead without warning to subtly yet catastrophically wrong results, and even in the best case they require more data than necessary. Unfortunately, there is no single best technique for nonparametric regression. Instead, we provide a guide for how astronomers can choose the best method for their specific problem and provide a python library with both wrappers for the most useful existing algorithms and implementations of two new algorithms developed here.

Bayesian deconvolution of [corrected] fMRI data using bilinear dynamical systems.

PubMed

Makni, Salima; Beckmann, Christian; Smith, Steve; Woolrich, Mark

2008-10-01

In Penny et al. [Penny, W., Ghahramani, Z., Friston, K.J. 2005. Bilinear dynamical systems. Philos. Trans. R. Soc. Lond. B Biol. Sci. 360(1457) 983-993], a particular case of the Linear Dynamical Systems (LDSs) was used to model the dynamic behavior of the BOLD response in functional MRI. This state-space model, called bilinear dynamical system (BDS), is used to deconvolve the fMRI time series in order to estimate the neuronal response induced by the different stimuli of the experimental paradigm. The BDS model parameters are estimated using an expectation-maximization (EM) algorithm proposed by Ghahramani and Hinton [Ghahramani, Z., Hinton, G.E. 1996. Parameter Estimation for Linear Dynamical Systems. Technical Report, Department of Computer Science, University of Toronto]. In this paper we introduce modifications to the BDS model in order to explicitly model the spatial variations of the haemodynamic response function (HRF) in the brain using a non-parametric approach. While in Penny et al. [Penny, W., Ghahramani, Z., Friston, K.J. 2005. Bilinear dynamical systems. Philos. Trans. R. Soc. Lond. B Biol. Sci. 360(1457) 983-993] the relationship between neuronal activation and fMRI signals is formulated as a first-order convolution with a kernel expansion using basis functions (typically two or three), in this paper, we argue in favor of a spatially adaptive GLM in which a local non-parametric estimation of the HRF is performed. Furthermore, in order to overcome the overfitting problem typically associated with simple EM estimates, we propose a full Variational Bayes (VB) solution to infer the BDS model parameters. We demonstrate the usefulness of our model which is able to estimate both the neuronal activity and the haemodynamic response function in every voxel of the brain. We first examine the behavior of this approach when applied to simulated data with different temporal and noise features. As an example we will show how this method can be used to improve interpretability of estimates from an independent component analysis (ICA) analysis of fMRI data. We finally demonstrate its use on real fMRI data in one slice of the brain.

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood.

PubMed

Karabatsos, George

2018-06-01

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 previous methods because it provides an omnibus test of the entire hierarchy of cancellation axioms, beyond double cancellation. It does so while accounting for the posterior uncertainty that is inherent in the empirical orderings that are implied by these axioms, together. The new method is illustrated through a test of the cancellation axioms on a classic survey data set, and through the analysis of simulated data.

Nonparametric method for genomics-based prediction of performance of quantitative traits involving epistasis in plant breeding.

PubMed

Sun, Xiaochun; Ma, Ping; Mumm, Rita H

2012-01-01

Genomic selection (GS) procedures have proven useful in estimating breeding value and predicting phenotype with genome-wide molecular marker information. However, issues of high dimensionality, multicollinearity, and the inability to deal effectively with epistasis can jeopardize accuracy and predictive ability. We, therefore, propose a new nonparametric method, pRKHS, which combines the features of supervised principal component analysis (SPCA) and reproducing kernel Hilbert spaces (RKHS) regression, with versions for traits with no/low epistasis, pRKHS-NE, to high epistasis, pRKHS-E. Instead of assigning a specific relationship to represent the underlying epistasis, the method maps genotype to phenotype in a nonparametric way, thus requiring fewer genetic assumptions. SPCA decreases the number of markers needed for prediction by filtering out low-signal markers with the optimal marker set determined by cross-validation. Principal components are computed from reduced marker matrix (called supervised principal components, SPC) and included in the smoothing spline ANOVA model as independent variables to fit the data. The new method was evaluated in comparison with current popular methods for practicing GS, specifically RR-BLUP, BayesA, BayesB, as well as a newer method by Crossa et al., RKHS-M, using both simulated and real data. Results demonstrate that pRKHS generally delivers greater predictive ability, particularly when epistasis impacts trait expression. Beyond prediction, the new method also facilitates inferences about the extent to which epistasis influences trait expression.

Nonparametric Method for Genomics-Based Prediction of Performance of Quantitative Traits Involving Epistasis in Plant Breeding

PubMed Central

Sun, Xiaochun; Ma, Ping; Mumm, Rita H.

2012-01-01

Genomic selection (GS) procedures have proven useful in estimating breeding value and predicting phenotype with genome-wide molecular marker information. However, issues of high dimensionality, multicollinearity, and the inability to deal effectively with epistasis can jeopardize accuracy and predictive ability. We, therefore, propose a new nonparametric method, pRKHS, which combines the features of supervised principal component analysis (SPCA) and reproducing kernel Hilbert spaces (RKHS) regression, with versions for traits with no/low epistasis, pRKHS-NE, to high epistasis, pRKHS-E. Instead of assigning a specific relationship to represent the underlying epistasis, the method maps genotype to phenotype in a nonparametric way, thus requiring fewer genetic assumptions. SPCA decreases the number of markers needed for prediction by filtering out low-signal markers with the optimal marker set determined by cross-validation. Principal components are computed from reduced marker matrix (called supervised principal components, SPC) and included in the smoothing spline ANOVA model as independent variables to fit the data. The new method was evaluated in comparison with current popular methods for practicing GS, specifically RR-BLUP, BayesA, BayesB, as well as a newer method by Crossa et al., RKHS-M, using both simulated and real data. Results demonstrate that pRKHS generally delivers greater predictive ability, particularly when epistasis impacts trait expression. Beyond prediction, the new method also facilitates inferences about the extent to which epistasis influences trait expression. PMID:23226325

Bayesian analysis of rare events

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

Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into themore » probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.« less

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

PubMed

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

2016-12-20

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

Uncertainty aggregation and reduction in structure-material performance prediction

NASA Astrophysics Data System (ADS)

Hu, Zhen; Mahadevan, Sankaran; Ao, Dan

2018-02-01

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

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

PubMed

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

2015-04-01

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

Regionalizing nonparametric models of precipitation amounts on different temporal scales

NASA Astrophysics Data System (ADS)

Mosthaf, Tobias; Bárdossy, András

2017-05-01

Parametric distribution functions are commonly used to model precipitation amounts corresponding to different durations. The precipitation amounts themselves are crucial for stochastic rainfall generators and weather generators. Nonparametric kernel density estimates (KDEs) offer a more flexible way to model precipitation amounts. As already stated in their name, these models do not exhibit parameters that can be easily regionalized to run rainfall generators at ungauged locations as well as at gauged locations. To overcome this deficiency, we present a new interpolation scheme for nonparametric models and evaluate it for different temporal resolutions ranging from hourly to monthly. During the evaluation, the nonparametric methods are compared to commonly used parametric models like the two-parameter gamma and the mixed-exponential distribution. As water volume is considered to be an essential parameter for applications like flood modeling, a Lorenz-curve-based criterion is also introduced. To add value to the estimation of data at sub-daily resolutions, we incorporated the plentiful daily measurements in the interpolation scheme, and this idea was evaluated. The study region is the federal state of Baden-Württemberg in the southwest of Germany with more than 500 rain gauges. The validation results show that the newly proposed nonparametric interpolation scheme provides reasonable results and that the incorporation of daily values in the regionalization of sub-daily models is very beneficial.

Comparative study of some robust statistical methods: weighted, parametric, and nonparametric linear regression of HPLC convoluted peak responses using internal standard method in drug bioavailability studies.

PubMed

Korany, Mohamed A; Maher, Hadir M; Galal, Shereen M; Ragab, Marwa A A

2013-05-01

This manuscript discusses the application and the comparison between three statistical regression methods for handling data: parametric, nonparametric, and weighted regression (WR). These data were obtained from different chemometric methods applied to the high-performance liquid chromatography response data using the internal standard method. This was performed on a model drug Acyclovir which was analyzed in human plasma with the use of ganciclovir as internal standard. In vivo study was also performed. Derivative treatment of chromatographic response ratio data was followed by convolution of the resulting derivative curves using 8-points sin x i polynomials (discrete Fourier functions). This work studies and also compares the application of WR method and Theil's method, a nonparametric regression (NPR) method with the least squares parametric regression (LSPR) method, which is considered the de facto standard method used for regression. When the assumption of homoscedasticity is not met for analytical data, a simple and effective way to counteract the great influence of the high concentrations on the fitted regression line is to use WR method. WR was found to be superior to the method of LSPR as the former assumes that the y-direction error in the calibration curve will increase as x increases. Theil's NPR method was also found to be superior to the method of LSPR as the former assumes that errors could occur in both x- and y-directions and that might not be normally distributed. Most of the results showed a significant improvement in the precision and accuracy on applying WR and NPR methods relative to LSPR.

Using Bayesian belief networks in adaptive management.

Treesearch

J.B. Nyberg; B.G. Marcot; R. Sulyma

2006-01-01

Bayesian belief and decision networks are relatively new modeling methods that are especially well suited to adaptive-management applications, but they appear not to have been widely used in adaptive management to date. Bayesian belief networks (BBNs) can serve many purposes for practioners of adaptive management, from illustrating system relations conceptually to...

The Application of Bayesian Analysis to Issues in Developmental Research

ERIC Educational Resources Information Center

Walker, Lawrence J.; Gustafson, Paul; Frimer, Jeremy A.

2007-01-01

This article reviews the concepts and methods of Bayesian statistical analysis, which can offer innovative and powerful solutions to some challenging analytical problems that characterize developmental research. In this article, we demonstrate the utility of Bayesian analysis, explain its unique adeptness in some circumstances, address some…

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

PubMed

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

2011-04-01

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

A Bayesian sequential design with adaptive randomization for 2-sided hypothesis test.

PubMed

Yu, Qingzhao; Zhu, Lin; Zhu, Han

2017-11-01

Bayesian sequential and adaptive randomization designs are gaining popularity in clinical trials thanks to their potentials to reduce the number of required participants and save resources. We propose a Bayesian sequential design with adaptive randomization rates so as to more efficiently attribute newly recruited patients to different treatment arms. In this paper, we consider 2-arm clinical trials. Patients are allocated to the 2 arms with a randomization rate to achieve minimum variance for the test statistic. Algorithms are presented to calculate the optimal randomization rate, critical values, and power for the proposed design. Sensitivity analysis is implemented to check the influence on design by changing the prior distributions. Simulation studies are applied to compare the proposed method and traditional methods in terms of power and actual sample sizes. Simulations show that, when total sample size is fixed, the proposed design can obtain greater power and/or cost smaller actual sample size than the traditional Bayesian sequential design. Finally, we apply the proposed method to a real data set and compare the results with the Bayesian sequential design without adaptive randomization in terms of sample sizes. The proposed method can further reduce required sample size. Copyright © 2017 John Wiley & Sons, Ltd.

A Tutorial in Bayesian Potential Outcomes Mediation Analysis.

PubMed

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.

When mechanism matters: Bayesian forecasting using models of ecological diffusion

USGS Publications Warehouse

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

2017-01-01

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

Impact of censoring on learning Bayesian networks in survival modelling.

PubMed

Stajduhar, Ivan; Dalbelo-Basić, Bojana; Bogunović, Nikola

2009-11-01

Bayesian networks are commonly used for presenting uncertainty and covariate interactions in an easily interpretable way. Because of their efficient inference and ability to represent causal relationships, they are an excellent choice for medical decision support systems in diagnosis, treatment, and prognosis. Although good procedures for learning Bayesian networks from data have been defined, their performance in learning from censored survival data has not been widely studied. In this paper, we explore how to use these procedures to learn about possible interactions between prognostic factors and their influence on the variate of interest. We study how censoring affects the probability of learning correct Bayesian network structures. Additionally, we analyse the potential usefulness of the learnt models for predicting the time-independent probability of an event of interest. We analysed the influence of censoring with a simulation on synthetic data sampled from randomly generated Bayesian networks. We used two well-known methods for learning Bayesian networks from data: a constraint-based method and a score-based method. We compared the performance of each method under different levels of censoring to those of the naive Bayes classifier and the proportional hazards model. We did additional experiments on several datasets from real-world medical domains. The machine-learning methods treated censored cases in the data as event-free. We report and compare results for several commonly used model evaluation metrics. On average, the proportional hazards method outperformed other methods in most censoring setups. As part of the simulation study, we also analysed structural similarities of the learnt networks. Heavy censoring, as opposed to no censoring, produces up to a 5% surplus and up to 10% missing total arcs. It also produces up to 50% missing arcs that should originally be connected to the variate of interest. Presented methods for learning Bayesian networks from data can be used to learn from censored survival data in the presence of light censoring (up to 20%) by treating censored cases as event-free. Given intermediate or heavy censoring, the learnt models become tuned to the majority class and would thus require a different approach.

A Gibbs sampler for Bayesian analysis of site-occupancy data

USGS Publications Warehouse

Dorazio, Robert M.; Rodriguez, Daniel Taylor

2012-01-01

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

Goodness-Of-Fit Test for Nonparametric Regression Models: Smoothing Spline ANOVA Models as Example.

PubMed

Teran Hidalgo, Sebastian J; Wu, Michael C; Engel, Stephanie M; Kosorok, Michael R

2018-06-01

Nonparametric regression models do not require the specification of the functional form between the outcome and the covariates. Despite their popularity, the amount of diagnostic statistics, in comparison to their parametric counter-parts, is small. We propose a goodness-of-fit test for nonparametric regression models with linear smoother form. In particular, we apply this testing framework to smoothing spline ANOVA models. The test can consider two sources of lack-of-fit: whether covariates that are not currently in the model need to be included, and whether the current model fits the data well. The proposed method derives estimated residuals from the model. Then, statistical dependence is assessed between the estimated residuals and the covariates using the HSIC. If dependence exists, the model does not capture all the variability in the outcome associated with the covariates, otherwise the model fits the data well. The bootstrap is used to obtain p-values. Application of the method is demonstrated with a neonatal mental development data analysis. We demonstrate correct type I error as well as power performance through simulations.

A Comparison of Imputation Methods for Bayesian Factor Analysis Models

ERIC Educational Resources Information Center

Merkle, Edgar C.

2011-01-01

Imputation methods are popular for the handling of missing data in psychology. The methods generally consist of predicting missing data based on observed data, yielding a complete data set that is amiable to standard statistical analyses. In the context of Bayesian factor analysis, this article compares imputation under an unrestricted…

Using Bayesian neural networks to classify forest scenes

NASA Astrophysics Data System (ADS)

Vehtari, Aki; Heikkonen, Jukka; Lampinen, Jouko; Juujarvi, Jouni

1998-10-01

We present results that compare the performance of Bayesian learning methods for neural networks on the task of classifying forest scenes into trees and background. Classification task is demanding due to the texture richness of the trees, occlusions of the forest scene objects and diverse lighting conditions under operation. This makes it difficult to determine which are optimal image features for the classification. A natural way to proceed is to extract many different types of potentially suitable features, and to evaluate their usefulness in later processing stages. One approach to cope with large number of features is to use Bayesian methods to control the model complexity. Bayesian learning uses a prior on model parameters, combines this with evidence from a training data, and the integrates over the resulting posterior to make predictions. With this method, we can use large networks and many features without fear of overfitting. For this classification task we compare two Bayesian learning methods for multi-layer perceptron (MLP) neural networks: (1) The evidence framework of MacKay uses a Gaussian approximation to the posterior weight distribution and maximizes with respect to hyperparameters. (2) In a Markov Chain Monte Carlo (MCMC) method due to Neal, the posterior distribution of the network parameters is numerically integrated using the MCMC method. As baseline classifiers for comparison we use (3) MLP early stop committee, (4) K-nearest-neighbor and (5) Classification And Regression Tree.

Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models

NASA Astrophysics Data System (ADS)

Xia, Wei; Dai, Xiao-Xia; Feng, Yuan

2015-12-01

When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).

A multi-instrument non-parametric reconstruction of the electron pressure profile in the galaxy cluster CLJ1226.9+3332

NASA Astrophysics Data System (ADS)

Romero, C.; McWilliam, M.; Macías-Pérez, J.-F.; Adam, R.; Ade, P.; André, P.; Aussel, H.; Beelen, A.; Benoît, A.; Bideaud, A.; Billot, N.; Bourrion, O.; Calvo, M.; Catalano, A.; Coiffard, G.; Comis, B.; de Petris, M.; Désert, F.-X.; Doyle, S.; Goupy, J.; Kramer, C.; Lagache, G.; Leclercq, S.; Lestrade, J.-F.; Mauskopf, P.; Mayet, F.; Monfardini, A.; Pascale, E.; Perotto, L.; Pisano, G.; Ponthieu, N.; Revéret, V.; Ritacco, A.; Roussel, H.; Ruppin, F.; Schuster, K.; Sievers, A.; Triqueneaux, S.; Tucker, C.; Zylka, R.

2018-04-01

Context. In the past decade, sensitive, resolved Sunyaev-Zel'dovich (SZ) studies of galaxy clusters have become common. Whereas many previous SZ studies have parameterized the pressure profiles of galaxy clusters, non-parametric reconstructions will provide insights into the thermodynamic state of the intracluster medium. Aim. We seek to recover the non-parametric pressure profiles of the high redshift (z = 0.89) galaxy cluster CLJ 1226.9+3332 as inferred from SZ data from the MUSTANG, NIKA, Bolocam, and Planck instruments, which all probe different angular scales. Methods: Our non-parametric algorithm makes use of logarithmic interpolation, which under the assumption of ellipsoidal symmetry is analytically integrable. For MUSTANG, NIKA, and Bolocam we derive a non-parametric pressure profile independently and find good agreement among the instruments. In particular, we find that the non-parametric profiles are consistent with a fitted generalized Navaro-Frenk-White (gNFW) profile. Given the ability of Planck to constrain the total signal, we include a prior on the integrated Compton Y parameter as determined by Planck. Results: For a given instrument, constraints on the pressure profile diminish rapidly beyond the field of view. The overlap in spatial scales probed by these four datasets is therefore critical in checking for consistency between instruments. By using multiple instruments, our analysis of CLJ 1226.9+3332 covers a large radial range, from the central regions to the cluster outskirts: 0.05 R500 < r < 1.1 R500. This is a wider range of spatial scales than is typically recovered by SZ instruments. Similar analyses will be possible with the new generation of SZ instruments such as NIKA2 and MUSTANG2.

Zero- vs. one-dimensional, parametric vs. non-parametric, and confidence interval vs. hypothesis testing procedures in one-dimensional biomechanical trajectory analysis.

PubMed

Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A

2015-05-01

Biomechanical processes are often manifested as one-dimensional (1D) trajectories. It has been shown that 1D confidence intervals (CIs) are biased when based on 0D statistical procedures, and the non-parametric 1D bootstrap CI has emerged in the Biomechanics literature as a viable solution. The primary purpose of this paper was to clarify that, for 1D biomechanics datasets, the distinction between 0D and 1D methods is much more important than the distinction between parametric and non-parametric procedures. A secondary purpose was to demonstrate that a parametric equivalent to the 1D bootstrap exists in the form of a random field theory (RFT) correction for multiple comparisons. To emphasize these points we analyzed six datasets consisting of force and kinematic trajectories in one-sample, paired, two-sample and regression designs. Results showed, first, that the 1D bootstrap and other 1D non-parametric CIs were qualitatively identical to RFT CIs, and all were very different from 0D CIs. Second, 1D parametric and 1D non-parametric hypothesis testing results were qualitatively identical for all six datasets. Last, we highlight the limitations of 1D CIs by demonstrating that they are complex, design-dependent, and thus non-generalizable. These results suggest that (i) analyses of 1D data based on 0D models of randomness are generally biased unless one explicitly identifies 0D variables before the experiment, and (ii) parametric and non-parametric 1D hypothesis testing provide an unambiguous framework for analysis when one׳s hypothesis explicitly or implicitly pertains to whole 1D trajectories. Copyright © 2015 Elsevier Ltd. All rights reserved.

Development of dynamic Bayesian models for web application test management

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Kim, Seongryong; Tkalčić, Hrvoje; Mustać, Marija; Rhie, Junkee; Ford, Sean

2016-04-01

A framework is presented within which we provide rigorous estimations for seismic sources and structures in the Northeast Asia. We use Bayesian inversion methods, which enable statistical estimations of models and their uncertainties based on data information. Ambiguities in error statistics and model parameterizations are addressed by hierarchical and trans-dimensional (trans-D) techniques, which can be inherently implemented in the Bayesian inversions. Hence reliable estimation of model parameters and their uncertainties is possible, thus avoiding arbitrary regularizations and parameterizations. Hierarchical and trans-D inversions are performed to develop a three-dimensional velocity model using ambient noise data. To further improve the model, we perform joint inversions with receiver function data using a newly developed Bayesian method. For the source estimation, a novel moment tensor inversion method is presented and applied to regional waveform data of the North Korean nuclear explosion tests. By the combination of new Bayesian techniques and the structural model, coupled with meaningful uncertainties related to each of the processes, more quantitative monitoring and discrimination of seismic events is possible.

A mixture model for bovine abortion and foetal survival.

PubMed

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.

CytoBayesJ: software tools for Bayesian analysis of cytogenetic radiation dosimetry data.

PubMed

Ainsbury, Elizabeth A; Vinnikov, Volodymyr; Puig, Pedro; Maznyk, Nataliya; Rothkamm, Kai; Lloyd, David C

2013-08-30

A number of authors have suggested that a Bayesian approach may be most appropriate for analysis of cytogenetic radiation dosimetry data. In the Bayesian framework, probability of an event is described in terms of previous expectations and uncertainty. Previously existing, or prior, information is used in combination with experimental results to infer probabilities or the likelihood that a hypothesis is true. It has been shown that the Bayesian approach increases both the accuracy and quality assurance of radiation dose estimates. New software entitled CytoBayesJ has been developed with the aim of bringing Bayesian analysis to cytogenetic biodosimetry laboratory practice. CytoBayesJ takes a number of Bayesian or 'Bayesian like' methods that have been proposed in the literature and presents them to the user in the form of simple user-friendly tools, including testing for the most appropriate model for distribution of chromosome aberrations and calculations of posterior probability distributions. The individual tools are described in detail and relevant examples of the use of the methods and the corresponding CytoBayesJ software tools are given. In this way, the suitability of the Bayesian approach to biological radiation dosimetry is highlighted and its wider application encouraged by providing a user-friendly software interface and manual in English and Russian. Copyright © 2013 Elsevier B.V. All rights reserved.

Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation.

PubMed

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.

Comparing two correlated C indices with right-censored survival outcome: a one-shot nonparametric approach.

PubMed

Kang, Le; Chen, Weijie; Petrick, Nicholas A; Gallas, Brandon D

2015-02-20

The area under the receiver operating characteristic curve is often used as a summary index of the diagnostic ability in evaluating biomarkers when the clinical outcome (truth) is binary. When the clinical outcome is right-censored survival time, the C index, motivated as an extension of area under the receiver operating characteristic curve, has been proposed by Harrell as a measure of concordance between a predictive biomarker and the right-censored survival outcome. In this work, we investigate methods for statistical comparison of two diagnostic or predictive systems, of which they could either be two biomarkers or two fixed algorithms, in terms of their C indices. We adopt a U-statistics-based C estimator that is asymptotically normal and develop a nonparametric analytical approach to estimate the variance of the C estimator and the covariance of two C estimators. A z-score test is then constructed to compare the two C indices. We validate our one-shot nonparametric method via simulation studies in terms of the type I error rate and power. We also compare our one-shot method with resampling methods including the jackknife and the bootstrap. Simulation results show that the proposed one-shot method provides almost unbiased variance estimations and has satisfactory type I error control and power. Finally, we illustrate the use of the proposed method with an example from the Framingham Heart Study. Copyright © 2014 John Wiley & Sons, Ltd.

Bayesian molecular dating: opening up the black box.

PubMed

Bromham, Lindell; Duchêne, Sebastián; Hua, Xia; Ritchie, Andrew M; Duchêne, David A; Ho, Simon Y W

2018-05-01

Molecular dating analyses allow evolutionary timescales to be estimated from genetic data, offering an unprecedented capacity for investigating the evolutionary past of all species. These methods require us to make assumptions about the relationship between genetic change and evolutionary time, often referred to as a 'molecular clock'. Although initially regarded with scepticism, molecular dating has now been adopted in many areas of biology. This broad uptake has been due partly to the development of Bayesian methods that allow complex aspects of molecular evolution, such as variation in rates of change across lineages, to be taken into account. But in order to do this, Bayesian dating methods rely on a range of assumptions about the evolutionary process, which vary in their degree of biological realism and empirical support. These assumptions can have substantial impacts on the estimates produced by molecular dating analyses. The aim of this review is to open the 'black box' of Bayesian molecular dating and have a look at the machinery inside. We explain the components of these dating methods, the important decisions that researchers must make in their analyses, and the factors that need to be considered when interpreting results. We illustrate the effects that the choices of different models and priors can have on the outcome of the analysis, and suggest ways to explore these impacts. We describe some major research directions that may improve the reliability of Bayesian dating. The goal of our review is to help researchers to make informed choices when using Bayesian phylogenetic methods to estimate evolutionary rates and timescales. © 2017 Cambridge Philosophical Society.

Determining the multi-scale hedge ratios of stock index futures using the lower partial moments method

NASA Astrophysics Data System (ADS)

Dai, Jun; Zhou, Haigang; Zhao, Shaoquan

2017-01-01

This paper considers a multi-scale future hedge strategy that minimizes lower partial moments (LPM). To do this, wavelet analysis is adopted to decompose time series data into different components. Next, different parametric estimation methods with known distributions are applied to calculate the LPM of hedged portfolios, which is the key to determining multi-scale hedge ratios over different time scales. Then these parametric methods are compared with the prevailing nonparametric kernel metric method. Empirical results indicate that in the China Securities Index 300 (CSI 300) index futures and spot markets, hedge ratios and hedge efficiency estimated by the nonparametric kernel metric method are inferior to those estimated by parametric hedging model based on the features of sequence distributions. In addition, if minimum-LPM is selected as a hedge target, the hedging periods, degree of risk aversion, and target returns can affect the multi-scale hedge ratios and hedge efficiency, respectively.

Component isolation for multi-component signal analysis using a non-parametric gaussian latent feature model

NASA Astrophysics Data System (ADS)

Yang, Yang; Peng, Zhike; Dong, Xingjian; Zhang, Wenming; Clifton, David A.

2018-03-01

A challenge in analysing non-stationary multi-component signals is to isolate nonlinearly time-varying signals especially when they are overlapped in time and frequency plane. In this paper, a framework integrating time-frequency analysis-based demodulation and a non-parametric Gaussian latent feature model is proposed to isolate and recover components of such signals. The former aims to remove high-order frequency modulation (FM) such that the latter is able to infer demodulated components while simultaneously discovering the number of the target components. The proposed method is effective in isolating multiple components that have the same FM behavior. In addition, the results show that the proposed method is superior to generalised demodulation with singular-value decomposition-based method, parametric time-frequency analysis with filter-based method and empirical model decomposition base method, in recovering the amplitude and phase of superimposed components.

On the uncertainty in single molecule fluorescent lifetime and energy emission measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; Mccollom, Alex D.

1995-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least square methods agree and are optimal when the number of detected photons is large however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67% of those can be noise and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous poisson processes, we derive the exact joint arrival time probably density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. the ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background nose and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

On the Uncertainty in Single Molecule Fluorescent Lifetime and Energy Emission Measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; McCollom, Alex D.

1996-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least squares methods agree and are optimal when the number of detected photons is large, however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67 percent of those can be noise, and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous Poisson processes, we derive the exact joint arrival time probability density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. The ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background noise and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

Introduction to Bayesian statistical approaches to compositional analyses of transgenic crops 1. Model validation and setting the stage.

PubMed

Harrison, Jay M; Breeze, Matthew L; Harrigan, George G

2011-08-01

Statistical comparisons of compositional data generated on genetically modified (GM) crops and their near-isogenic conventional (non-GM) counterparts typically rely on classical significance testing. This manuscript presents an introduction to Bayesian methods for compositional analysis along with recommendations for model validation. The approach is illustrated using protein and fat data from two herbicide tolerant GM soybeans (MON87708 and MON87708×MON89788) and a conventional comparator grown in the US in 2008 and 2009. Guidelines recommended by the US Food and Drug Administration (FDA) in conducting Bayesian analyses of clinical studies on medical devices were followed. This study is the first Bayesian approach to GM and non-GM compositional comparisons. The evaluation presented here supports a conclusion that a Bayesian approach to analyzing compositional data can provide meaningful and interpretable results. We further describe the importance of method validation and approaches to model checking if Bayesian approaches to compositional data analysis are to be considered viable by scientists involved in GM research and regulation. Copyright © 2011 Elsevier Inc. All rights reserved.

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

PubMed Central

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

2016-01-01

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

Inhomogeneous Poisson process rate function inference from dead-time limited observations.

PubMed

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.

Data-driven classification of bipolar I disorder from longitudinal course of mood.

PubMed

Cochran, A L; McInnis, M G; Forger, D B

2016-10-11

The Diagnostic and Statistical Manual of Mental Disorder (DSM) classification of bipolar disorder defines categories to reflect common understanding of mood symptoms rather than scientific evidence. This work aimed to determine whether bipolar I can be objectively classified from longitudinal mood data and whether resulting classes have clinical associations. Bayesian nonparametric hierarchical models with latent classes and patient-specific models of mood are fit to data from Longitudinal Interval Follow-up Evaluations (LIFE) of bipolar I patients (N=209). Classes are tested for clinical associations. No classes are justified using the time course of DSM-IV mood states. Three classes are justified using the course of subsyndromal mood symptoms. Classes differed in attempted suicides (P=0.017), disability status (P=0.012) and chronicity of affective symptoms (P=0.009). Thus, bipolar I disorder can be objectively classified from mood course, and individuals in the resulting classes share clinical features. Data-driven classification from mood course could be used to enrich sample populations for pharmacological and etiological studies.

Posterior consistency in conditional distribution estimation

PubMed Central

Pati, Debdeep; Dunson, David B.; Tokdar, Surya T.

2014-01-01

A wide variety of priors have been proposed for nonparametric Bayesian estimation of conditional distributions, and there is a clear need for theorems providing conditions on the prior for large support, as well as posterior consistency. Estimation of an uncountable collection of conditional distributions across different regions of the predictor space is a challenging problem, which differs in some important ways from density and mean regression estimation problems. Defining various topologies on the space of conditional distributions, we provide sufficient conditions for posterior consistency focusing on a broad class of priors formulated as predictor-dependent mixtures of Gaussian kernels. This theory is illustrated by showing that the conditions are satisfied for a class of generalized stick-breaking process mixtures in which the stick-breaking lengths are monotone, differentiable functions of a continuous stochastic process. We also provide a set of sufficient conditions for the case where stick-breaking lengths are predictor independent, such as those arising from a fixed Dirichlet process prior. PMID:25067858

Generalized species sampling priors with latent Beta reinforcements

PubMed Central

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

2014-01-01

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

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

PubMed

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

2011-09-01

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

Sieve estimation of Cox models with latent structures.

PubMed

Cao, Yongxiu; Huang, Jian; Liu, Yanyan; Zhao, Xingqiu

2016-12-01

This article considers sieve estimation in the Cox model with an unknown regression structure based on right-censored data. We propose a semiparametric pursuit method to simultaneously identify and estimate linear and nonparametric covariate effects based on B-spline expansions through a penalized group selection method with concave penalties. We show that the estimators of the linear effects and the nonparametric component are consistent. Furthermore, we establish the asymptotic normality of the estimator of the linear effects. To compute the proposed estimators, we develop a modified blockwise majorization descent algorithm that is efficient and easy to implement. Simulation studies demonstrate that the proposed method performs well in finite sample situations. We also use the primary biliary cirrhosis data to illustrate its application. © 2016, The International Biometric Society.

Quantifying Uncertainty in Near Surface Electromagnetic Imaging Using Bayesian Methods

NASA Astrophysics Data System (ADS)

Blatter, D. B.; Ray, A.; Key, K.

2017-12-01

Geoscientists commonly use electromagnetic methods to image the Earth's near surface. Field measurements of EM fields are made (often with the aid an artificial EM source) and then used to infer near surface electrical conductivity via a process known as inversion. In geophysics, the standard inversion tool kit is robust and can provide an estimate of the Earth's near surface conductivity that is both geologically reasonable and compatible with the measured field data. However, standard inverse methods struggle to provide a sense of the uncertainty in the estimate they provide. This is because the task of finding an Earth model that explains the data to within measurement error is non-unique - that is, there are many, many such models; but the standard methods provide only one "answer." An alternative method, known as Bayesian inversion, seeks to explore the full range of Earth model parameters that can adequately explain the measured data, rather than attempting to find a single, "ideal" model. Bayesian inverse methods can therefore provide a quantitative assessment of the uncertainty inherent in trying to infer near surface conductivity from noisy, measured field data. This study applies a Bayesian inverse method (called trans-dimensional Markov chain Monte Carlo) to transient airborne EM data previously collected over Taylor Valley - one of the McMurdo Dry Valleys in Antarctica. Our results confirm the reasonableness of previous estimates (made using standard methods) of near surface conductivity beneath Taylor Valley. In addition, we demonstrate quantitatively the uncertainty associated with those estimates. We demonstrate that Bayesian inverse methods can provide quantitative uncertainty to estimates of near surface conductivity.

A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models

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

Xu, Jin; Yu, Yaming; Van Dyk, David A.

2014-10-20

Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use amore » principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.« less

Bayesian-information-gap decision theory with an application to CO 2 sequestration

DOE PAGES

O'Malley, D.; Vesselinov, V. V.

2015-09-04

Decisions related to subsurface engineering problems such as groundwater management, fossil fuel production, and geologic carbon sequestration are frequently challenging because of an overabundance of uncertainties (related to conceptualizations, parameters, observations, etc.). Because of the importance of these problems to agriculture, energy, and the climate (respectively), good decisions that are scientifically defensible must be made despite the uncertainties. We describe a general approach to making decisions for challenging problems such as these in the presence of severe uncertainties that combines probabilistic and non-probabilistic methods. The approach uses Bayesian sampling to assess parametric uncertainty and Information-Gap Decision Theory (IGDT) to addressmore » model inadequacy. The combined approach also resolves an issue that frequently arises when applying Bayesian methods to real-world engineering problems related to the enumeration of possible outcomes. In the case of zero non-probabilistic uncertainty, the method reduces to a Bayesian method. Lastly, to illustrate the approach, we apply it to a site-selection decision for geologic CO 2 sequestration.« less

Bayesian Group Bridge for Bi-level Variable Selection.

PubMed

Mallick, Himel; Yi, Nengjun

2017-06-01

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

A Bayesian approach to tracking patients having changing pharmacokinetic parameters

NASA Technical Reports Server (NTRS)

Bayard, David S.; Jelliffe, Roger W.

2004-01-01

This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.

Finding consistent patterns: A nonparametric approach for identifying differential expression in RNA-Seq data

PubMed Central

Li, Jun; Tibshirani, Robert

2015-01-01

We discuss the identification of features that are associated with an outcome in RNA-Sequencing (RNA-Seq) and other sequencing-based comparative genomic experiments. RNA-Seq data takes the form of counts, so models based on the normal distribution are generally unsuitable. The problem is especially challenging because different sequencing experiments may generate quite different total numbers of reads, or ‘sequencing depths’. Existing methods for this problem are based on Poisson or negative binomial models: they are useful but can be heavily influenced by ‘outliers’ in the data. We introduce a simple, nonparametric method with resampling to account for the different sequencing depths. The new method is more robust than parametric methods. It can be applied to data with quantitative, survival, two-class or multiple-class outcomes. We compare our proposed method to Poisson and negative binomial-based methods in simulated and real data sets, and find that our method discovers more consistent patterns than competing methods. PMID:22127579

A novel seizure detection algorithm informed by hidden Markov model event states

NASA Astrophysics Data System (ADS)

Baldassano, Steven; Wulsin, Drausin; Ung, Hoameng; Blevins, Tyler; Brown, Mesha-Gay; Fox, Emily; Litt, Brian

2016-06-01

Objective. Recently the FDA approved the first responsive, closed-loop intracranial device to treat epilepsy. Because these devices must respond within seconds of seizure onset and not miss events, they are tuned to have high sensitivity, leading to frequent false positive stimulations and decreased battery life. In this work, we propose a more robust seizure detection model. Approach. We use a Bayesian nonparametric Markov switching process to parse intracranial EEG (iEEG) data into distinct dynamic event states. Each event state is then modeled as a multidimensional Gaussian distribution to allow for predictive state assignment. By detecting event states highly specific for seizure onset zones, the method can identify precise regions of iEEG data associated with the transition to seizure activity, reducing false positive detections associated with interictal bursts. The seizure detection algorithm was translated to a real-time application and validated in a small pilot study using 391 days of continuous iEEG data from two dogs with naturally occurring, multifocal epilepsy. A feature-based seizure detector modeled after the NeuroPace RNS System was developed as a control. Main results. Our novel seizure detection method demonstrated an improvement in false negative rate (0/55 seizures missed versus 2/55 seizures missed) as well as a significantly reduced false positive rate (0.0012 h versus 0.058 h-1). All seizures were detected an average of 12.1 ± 6.9 s before the onset of unequivocal epileptic activity (unequivocal epileptic onset (UEO)). Significance. This algorithm represents a computationally inexpensive, individualized, real-time detection method suitable for implantable antiepileptic devices that may considerably reduce false positive rate relative to current industry standards.

Robust Identification of Local Adaptation from Allele Frequencies

PubMed Central

Günther, Torsten; Coop, Graham

2013-01-01

Comparing allele frequencies among populations that differ in environment has long been a tool for detecting loci involved in local adaptation. However, such analyses are complicated by an imperfect knowledge of population allele frequencies and neutral correlations of allele frequencies among populations due to shared population history and gene flow. Here we develop a set of methods to robustly test for unusual allele frequency patterns and correlations between environmental variables and allele frequencies while accounting for these complications based on a Bayesian model previously implemented in the software Bayenv. Using this model, we calculate a set of “standardized allele frequencies” that allows investigators to apply tests of their choice to multiple populations while accounting for sampling and covariance due to population history. We illustrate this first by showing that these standardized frequencies can be used to detect nonparametric correlations with environmental variables; these correlations are also less prone to spurious results due to outlier populations. We then demonstrate how these standardized allele frequencies can be used to construct a test to detect SNPs that deviate strongly from neutral population structure. This test is conceptually related to FST and is shown to be more powerful, as we account for population history. We also extend the model to next-generation sequencing of population pools—a cost-efficient way to estimate population allele frequencies, but one that introduces an additional level of sampling noise. The utility of these methods is demonstrated in simulations and by reanalyzing human SNP data from the Human Genome Diversity Panel populations and pooled next-generation sequencing data from Atlantic herring. An implementation of our method is available from http://gcbias.org. PMID:23821598

New applications of maximum likelihood and Bayesian statistics in macromolecular crystallography.

PubMed

McCoy, Airlie J

2002-10-01

Maximum likelihood methods are well known to macromolecular crystallographers as the methods of choice for isomorphous phasing and structure refinement. Recently, the use of maximum likelihood and Bayesian statistics has extended to the areas of molecular replacement and density modification, placing these methods on a stronger statistical foundation and making them more accurate and effective.

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

PubMed

Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir

2015-01-01

Concordance correlation coefficient (CCC) is one of the most popular scaled indices used to evaluate agreement. Most commonly, it is used under the assumption that data is normally distributed. This assumption, however, does not apply to skewed data sets. While methods for the estimation of the CCC of skewed data sets have been introduced and studied, the Bayesian approach and its comparison with the previous methods has been lacking. In this study, we propose a Bayesian method for the estimation of the CCC of skewed data sets and compare it with the best method previously investigated. The proposed method has certain advantages. It tends to outperform the best method studied before when the variation of the data is mainly from the random subject effect instead of error. Furthermore, it allows for greater flexibility in application by enabling incorporation of missing data, confounding covariates, and replications, which was not considered previously. The superiority of this new approach is demonstrated using simulation as well as real-life biomarker data sets used in an electroencephalography clinical study. The implementation of the Bayesian method is accessible through the Comprehensive R Archive Network. Copyright © 2015 John Wiley & Sons, Ltd.

Characterization of background concentrations of contaminants using a mixture of normal distributions.

PubMed

Qian, Song S; Lyons, Regan E

2006-10-01

We present a Bayesian approach for characterizing background contaminant concentration distributions using data from sites that may have been contaminated. Our method, focused on estimation, resolves several technical problems of the existing methods sanctioned by the U.S. Environmental Protection Agency (USEPA) (a hypothesis testing based method), resulting in a simple and quick procedure for estimating background contaminant concentrations. The proposed Bayesian method is applied to two data sets from a federal facility regulated under the Resource Conservation and Restoration Act. The results are compared to background distributions identified using existing methods recommended by the USEPA. The two data sets represent low and moderate levels of censorship in the data. Although an unbiased estimator is elusive, we show that the proposed Bayesian estimation method will have a smaller bias than the EPA recommended method.

Bayesian regression models outperform partial least squares methods for predicting milk components and technological properties using infrared spectral data

PubMed Central

Ferragina, A.; de los Campos, G.; Vazquez, A. I.; Cecchinato, A.; Bittante, G.

2017-01-01

The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict “difficult-to-predict” dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm−1 were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R2 value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R2 (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R2 of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. PMID:26387015

A Bayesian approach to the statistical analysis of device preference studies.

PubMed

Fu, Haoda; Qu, Yongming; Zhu, Baojin; Huster, William

2012-01-01

Drug delivery devices are required to have excellent technical specifications to deliver drugs accurately, and in addition, the devices should provide a satisfactory experience to patients because this can have a direct effect on drug compliance. To compare patients' experience with two devices, cross-over studies with patient-reported outcomes (PRO) as response variables are often used. Because of the strength of cross-over designs, each subject can directly compare the two devices by using the PRO variables, and variables indicating preference (preferring A, preferring B, or no preference) can be easily derived. Traditionally, methods based on frequentist statistics can be used to analyze such preference data, but there are some limitations for the frequentist methods. Recently, Bayesian methods are considered an acceptable method by the US Food and Drug Administration to design and analyze device studies. In this paper, we propose a Bayesian statistical method to analyze the data from preference trials. We demonstrate that the new Bayesian estimator enjoys some optimal properties versus the frequentist estimator. Copyright © 2012 John Wiley & Sons, Ltd.

Further evidence for the increased power of LOD scores compared with nonparametric methods.

PubMed

Durner, M; Vieland, V J; Greenberg, D A

1999-01-01

In genetic analysis of diseases in which the underlying model is unknown, "model free" methods-such as affected sib pair (ASP) tests-are often preferred over LOD-score methods, although LOD-score methods under the correct or even approximately correct model are more powerful than ASP tests. However, there might be circumstances in which nonparametric methods will outperform LOD-score methods. Recently, Dizier et al. reported that, in some complex two-locus (2L) models, LOD-score methods with segregation analysis-derived parameters had less power to detect linkage than ASP tests. We investigated whether these particular models, in fact, represent a situation that ASP tests are more powerful than LOD scores. We simulated data according to the parameters specified by Dizier et al. and analyzed the data by using a (a) single locus (SL) LOD-score analysis performed twice, under a simple dominant and a recessive mode of inheritance (MOI), (b) ASP methods, and (c) nonparametric linkage (NPL) analysis. We show that SL analysis performed twice and corrected for the type I-error increase due to multiple testing yields almost as much linkage information as does an analysis under the correct 2L model and is more powerful than either the ASP method or the NPL method. We demonstrate that, even for complex genetic models, the most important condition for linkage analysis is that the assumed MOI at the disease locus being tested is approximately correct, not that the inheritance of the disease per se is correctly specified. In the analysis by Dizier et al., segregation analysis led to estimates of dominance parameters that were grossly misspecified for the locus tested in those models in which ASP tests appeared to be more powerful than LOD-score analyses.

Moving beyond qualitative evaluations of Bayesian models of cognition.

PubMed

Hemmer, Pernille; Tauber, Sean; Steyvers, Mark

2015-06-01

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

A bias-corrected estimator in multiple imputation for missing data.

PubMed

Tomita, Hiroaki; Fujisawa, Hironori; Henmi, Masayuki

2018-05-29

Multiple imputation (MI) is one of the most popular methods to deal with missing data, and its use has been rapidly increasing in medical studies. Although MI is rather appealing in practice since it is possible to use ordinary statistical methods for a complete data set once the missing values are fully imputed, the method of imputation is still problematic. If the missing values are imputed from some parametric model, the validity of imputation is not necessarily ensured, and the final estimate for a parameter of interest can be biased unless the parametric model is correctly specified. Nonparametric methods have been also proposed for MI, but it is not so straightforward as to produce imputation values from nonparametrically estimated distributions. In this paper, we propose a new method for MI to obtain a consistent (or asymptotically unbiased) final estimate even if the imputation model is misspecified. The key idea is to use an imputation model from which the imputation values are easily produced and to make a proper correction in the likelihood function after the imputation by using the density ratio between the imputation model and the true conditional density function for the missing variable as a weight. Although the conditional density must be nonparametrically estimated, it is not used for the imputation. The performance of our method is evaluated by both theory and simulation studies. A real data analysis is also conducted to illustrate our method by using the Duke Cardiac Catheterization Coronary Artery Disease Diagnostic Dataset. Copyright © 2018 John Wiley & Sons, Ltd.

Simplified Computation for Nonparametric Windows Method of Probability Density Function Estimation.

PubMed

Joshi, Niranjan; Kadir, Timor; Brady, Michael

2011-08-01

Recently, Kadir and Brady proposed a method for estimating probability density functions (PDFs) for digital signals which they call the Nonparametric (NP) Windows method. The method involves constructing a continuous space representation of the discrete space and sampled signal by using a suitable interpolation method. NP Windows requires only a small number of observed signal samples to estimate the PDF and is completely data driven. In this short paper, we first develop analytical formulae to obtain the NP Windows PDF estimates for 1D, 2D, and 3D signals, for different interpolation methods. We then show that the original procedure to calculate the PDF estimate can be significantly simplified and made computationally more efficient by a judicious choice of the frame of reference. We have also outlined specific algorithmic details of the procedures enabling quick implementation. Our reformulation of the original concept has directly demonstrated a close link between the NP Windows method and the Kernel Density Estimator.

Bayesian methodology for the design and interpretation of clinical trials in critical care medicine: a primer for clinicians.

PubMed

Kalil, Andre C; Sun, Junfeng

2014-10-01

To review Bayesian methodology and its utility to clinical decision making and research in the critical care field. Clinical, epidemiological, and biostatistical studies on Bayesian methods in PubMed and Embase from their inception to December 2013. Bayesian methods have been extensively used by a wide range of scientific fields, including astronomy, engineering, chemistry, genetics, physics, geology, paleontology, climatology, cryptography, linguistics, ecology, and computational sciences. The application of medical knowledge in clinical research is analogous to the application of medical knowledge in clinical practice. Bedside physicians have to make most diagnostic and treatment decisions on critically ill patients every day without clear-cut evidence-based medicine (more subjective than objective evidence). Similarly, clinical researchers have to make most decisions about trial design with limited available data. Bayesian methodology allows both subjective and objective aspects of knowledge to be formally measured and transparently incorporated into the design, execution, and interpretation of clinical trials. In addition, various degrees of knowledge and several hypotheses can be tested at the same time in a single clinical trial without the risk of multiplicity. Notably, the Bayesian technology is naturally suited for the interpretation of clinical trial findings for the individualized care of critically ill patients and for the optimization of public health policies. We propose that the application of the versatile Bayesian methodology in conjunction with the conventional statistical methods is not only ripe for actual use in critical care clinical research but it is also a necessary step to maximize the performance of clinical trials and its translation to the practice of critical care medicine.

Combined non-parametric and parametric approach for identification of time-variant systems

NASA Astrophysics Data System (ADS)

Dziedziech, Kajetan; Czop, Piotr; Staszewski, Wieslaw J.; Uhl, Tadeusz

2018-03-01

Identification of systems, structures and machines with variable physical parameters is a challenging task especially when time-varying vibration modes are involved. The paper proposes a new combined, two-step - i.e. non-parametric and parametric - modelling approach in order to determine time-varying vibration modes based on input-output measurements. Single-degree-of-freedom (SDOF) vibration modes from multi-degree-of-freedom (MDOF) non-parametric system representation are extracted in the first step with the use of time-frequency wavelet-based filters. The second step involves time-varying parametric representation of extracted modes with the use of recursive linear autoregressive-moving-average with exogenous inputs (ARMAX) models. The combined approach is demonstrated using system identification analysis based on the experimental mass-varying MDOF frame-like structure subjected to random excitation. The results show that the proposed combined method correctly captures the dynamics of the analysed structure, using minimum a priori information on the model.

Nonparametric bootstrap analysis with applications to demographic effects in demand functions.

PubMed

Gozalo, P L

1997-12-01

"A new bootstrap proposal, labeled smooth conditional moment (SCM) bootstrap, is introduced for independent but not necessarily identically distributed data, where the classical bootstrap procedure fails.... A good example of the benefits of using nonparametric and bootstrap methods is the area of empirical demand analysis. In particular, we will be concerned with their application to the study of two important topics: what are the most relevant effects of household demographic variables on demand behavior, and to what extent present parametric specifications capture these effects." excerpt

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.

Fitting Residual Error Structures for Growth Models in SAS PROC MCMC

ERIC Educational Resources Information Center

McNeish, Daniel

2017-01-01

In behavioral sciences broadly, estimating growth models with Bayesian methods is becoming increasingly common, especially to combat small samples common with longitudinal data. Although Mplus is becoming an increasingly common program for applied research employing Bayesian methods, the limited selection of prior distributions for the elements of…

Bayesian and Frequentist Methods for Estimating Joint Uncertainty of Freundlich Adsorption Isotherm Fitting Parameters

EPA Science Inventory

In this paper, we present methods for estimating Freundlich isotherm fitting parameters (K and N) and their joint uncertainty, which have been implemented into the freeware software platforms R and WinBUGS. These estimates were determined by both Frequentist and Bayesian analyse...

A comparison of machine learning and Bayesian modelling for molecular serotyping.

PubMed

Newton, Richard; Wernisch, Lorenz

2017-08-11

Streptococcus pneumoniae is a human pathogen that is a major cause of infant mortality. Identifying the pneumococcal serotype is an important step in monitoring the impact of vaccines used to protect against disease. Genomic microarrays provide an effective method for molecular serotyping. Previously we developed an empirical Bayesian model for the classification of serotypes from a molecular serotyping array. With only few samples available, a model driven approach was the only option. In the meanwhile, several thousand samples have been made available to us, providing an opportunity to investigate serotype classification by machine learning methods, which could complement the Bayesian model. We compare the performance of the original Bayesian model with two machine learning algorithms: Gradient Boosting Machines and Random Forests. We present our results as an example of a generic strategy whereby a preliminary probabilistic model is complemented or replaced by a machine learning classifier once enough data are available. Despite the availability of thousands of serotyping arrays, a problem encountered when applying machine learning methods is the lack of training data containing mixtures of serotypes; due to the large number of possible combinations. Most of the available training data comprises samples with only a single serotype. To overcome the lack of training data we implemented an iterative analysis, creating artificial training data of serotype mixtures by combining raw data from single serotype arrays. With the enhanced training set the machine learning algorithms out perform the original Bayesian model. However, for serotypes currently lacking sufficient training data the best performing implementation was a combination of the results of the Bayesian Model and the Gradient Boosting Machine. As well as being an effective method for classifying biological data, machine learning can also be used as an efficient method for revealing subtle biological insights, which we illustrate with an example.

Bayesian-based estimation of acoustic surface impedance: Finite difference frequency domain approach.

PubMed

Bockman, Alexander; Fackler, Cameron; Xiang, Ning

2015-04-01

Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.

Detection of coupling delay: A problem not yet solved

NASA Astrophysics Data System (ADS)

Coufal, David; Jakubík, Jozef; Jajcay, Nikola; Hlinka, Jaroslav; Krakovská, Anna; Paluš, Milan

2017-08-01

Nonparametric detection of coupling delay in unidirectionally and bidirectionally coupled nonlinear dynamical systems is examined. Both continuous and discrete-time systems are considered. Two methods of detection are assessed—the method based on conditional mutual information—the CMI method (also known as the transfer entropy method) and the method of convergent cross mapping—the CCM method. Computer simulations show that neither method is generally reliable in the detection of coupling delays. For continuous-time chaotic systems, the CMI method appears to be more sensitive and applicable in a broader range of coupling parameters than the CCM method. In the case of tested discrete-time dynamical systems, the CCM method has been found to be more sensitive, while the CMI method required much stronger coupling strength in order to bring correct results. However, when studied systems contain a strong oscillatory component in their dynamics, results of both methods become ambiguous. The presented study suggests that results of the tested algorithms should be interpreted with utmost care and the nonparametric detection of coupling delay, in general, is a problem not yet solved.

Application of Bayesian methods to habitat selection modeling of the northern spotted owl in California: new statistical methods for wildlife research

Treesearch

Howard B. Stauffer; Cynthia J. Zabel; Jeffrey R. Dunk

2005-01-01

We compared a set of competing logistic regression habitat selection models for Northern Spotted Owls (Strix occidentalis caurina) in California. The habitat selection models were estimated, compared, evaluated, and tested using multiple sample datasets collected on federal forestlands in northern California. We used Bayesian methods in interpreting...

Comparison of Bayesian clustering and edge detection methods for inferring boundaries in landscape genetics

USGS Publications Warehouse

Safner, T.; Miller, M.P.; McRae, B.H.; Fortin, M.-J.; Manel, S.

2011-01-01

Recently, techniques available for identifying clusters of individuals or boundaries between clusters using genetic data from natural populations have expanded rapidly. Consequently, there is a need to evaluate these different techniques. We used spatially-explicit simulation models to compare three spatial Bayesian clustering programs and two edge detection methods. Spatially-structured populations were simulated where a continuous population was subdivided by barriers. We evaluated the ability of each method to correctly identify boundary locations while varying: (i) time after divergence, (ii) strength of isolation by distance, (iii) level of genetic diversity, and (iv) amount of gene flow across barriers. To further evaluate the methods' effectiveness to detect genetic clusters in natural populations, we used previously published data on North American pumas and a European shrub. Our results show that with simulated and empirical data, the Bayesian spatial clustering algorithms outperformed direct edge detection methods. All methods incorrectly detected boundaries in the presence of strong patterns of isolation by distance. Based on this finding, we support the application of Bayesian spatial clustering algorithms for boundary detection in empirical datasets, with necessary tests for the influence of isolation by distance. ?? 2011 by the authors; licensee MDPI, Basel, Switzerland.

Traffic Video Image Segmentation Model Based on Bayesian and Spatio-Temporal Markov Random Field

NASA Astrophysics Data System (ADS)

Zhou, Jun; Bao, Xu; Li, Dawei; Yin, Yongwen

2017-10-01

Traffic video image is a kind of dynamic image and its background and foreground is changed at any time, which results in the occlusion. In this case, using the general method is more difficult to get accurate image segmentation. A segmentation algorithm based on Bayesian and Spatio-Temporal Markov Random Field is put forward, which respectively build the energy function model of observation field and label field to motion sequence image with Markov property, then according to Bayesian' rule, use the interaction of label field and observation field, that is the relationship of label field’s prior probability and observation field’s likelihood probability, get the maximum posterior probability of label field’s estimation parameter, use the ICM model to extract the motion object, consequently the process of segmentation is finished. Finally, the segmentation methods of ST - MRF and the Bayesian combined with ST - MRF were analyzed. Experimental results: the segmentation time in Bayesian combined with ST-MRF algorithm is shorter than in ST-MRF, and the computing workload is small, especially in the heavy traffic dynamic scenes the method also can achieve better segmentation effect.

A Fast Surrogate-facilitated Data-driven Bayesian Approach to Uncertainty Quantification of a Regional Groundwater Flow Model with Structural Error

NASA Astrophysics Data System (ADS)

Xu, T.; Valocchi, A. J.; Ye, M.; Liang, F.

2016-12-01

Due to simplification and/or misrepresentation of the real aquifer system, numerical groundwater flow and solute transport models are usually subject to model structural error. During model calibration, the hydrogeological parameters may be overly adjusted to compensate for unknown structural error. This may result in biased predictions when models are used to forecast aquifer response to new forcing. In this study, we extend a fully Bayesian method [Xu and Valocchi, 2015] to calibrate a real-world, regional groundwater flow model. The method uses a data-driven error model to describe model structural error and jointly infers model parameters and structural error. In this study, Bayesian inference is facilitated using high performance computing and fast surrogate models. The surrogate models are constructed using machine learning techniques to emulate the response simulated by the computationally expensive groundwater model. We demonstrate in the real-world case study that explicitly accounting for model structural error yields parameter posterior distributions that are substantially different from those derived by the classical Bayesian calibration that does not account for model structural error. In addition, the Bayesian with error model method gives significantly more accurate prediction along with reasonable credible intervals.

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.

Next Steps in Bayesian Structural Equation Models: Comments on, Variations of, and Extensions to Muthen and Asparouhov (2012)

ERIC Educational Resources Information Center

Rindskopf, David

2012-01-01

Muthen and Asparouhov (2012) made a strong case for the advantages of Bayesian methodology in factor analysis and structural equation models. I show additional extensions and adaptations of their methods and show how non-Bayesians can take advantage of many (though not all) of these advantages by using interval restrictions on parameters. By…

Modeling of Academic Achievement of Primary School Students in Ethiopia Using Bayesian Multilevel Approach

ERIC Educational Resources Information Center

Sebro, Negusse Yohannes; Goshu, Ayele Taye

2017-01-01

This study aims to explore Bayesian multilevel modeling to investigate variations of average academic achievement of grade eight school students. A sample of 636 students is randomly selected from 26 private and government schools by a two-stage stratified sampling design. Bayesian method is used to estimate the fixed and random effects. Input and…

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

ERIC Educational Resources Information Center

Wang, Lijuan; McArdle, John J.

2008-01-01

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

Classifying emotion in Twitter using Bayesian network

NASA Astrophysics Data System (ADS)

Surya Asriadie, Muhammad; Syahrul Mubarok, Mohamad; Adiwijaya

2018-03-01

Language is used to express not only facts, but also emotions. Emotions are noticeable from behavior up to the social media statuses written by a person. Analysis of emotions in a text is done in a variety of media such as Twitter. This paper studies classification of emotions on twitter using Bayesian network because of its ability to model uncertainty and relationships between features. The result is two models based on Bayesian network which are Full Bayesian Network (FBN) and Bayesian Network with Mood Indicator (BNM). FBN is a massive Bayesian network where each word is treated as a node. The study shows the method used to train FBN is not very effective to create the best model and performs worse compared to Naive Bayes. F1-score for FBN is 53.71%, while for Naive Bayes is 54.07%. BNM is proposed as an alternative method which is based on the improvement of Multinomial Naive Bayes and has much lower computational complexity compared to FBN. Even though it’s not better compared to FBN, the resulting model successfully improves the performance of Multinomial Naive Bayes. F1-Score for Multinomial Naive Bayes model is 51.49%, while for BNM is 52.14%.

A bayesian approach to classification criteria for spectacled eiders

USGS Publications Warehouse

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

1996-01-01

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

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

PubMed

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

2014-08-01

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

Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions

PubMed Central

Park, Yongseok; Taylor, Jeremy M. G.; Kalbfleisch, John D.

2012-01-01

In this paper, we consider estimation of survivor functions from groups of observations with right-censored data when the groups are subject to a stochastic ordering constraint. Many methods and algorithms have been proposed to estimate distribution functions under such restrictions, but none have completely satisfactory properties when the observations are censored. We propose a pointwise constrained nonparametric maximum likelihood estimator, which is defined at each time t by the estimates of the survivor functions subject to constraints applied at time t only. We also propose an efficient method to obtain the estimator. The estimator of each constrained survivor function is shown to be nonincreasing in t, and its consistency and asymptotic distribution are established. A simulation study suggests better small and large sample properties than for alternative estimators. An example using prostate cancer data illustrates the method. PMID:23843661

Review of Reliability-Based Design Optimization Approach and Its Integration with Bayesian Method

NASA Astrophysics Data System (ADS)

Zhang, Xiangnan

2018-03-01

A lot of uncertain factors lie in practical engineering, such as external load environment, material property, geometrical shape, initial condition, boundary condition, etc. Reliability method measures the structural safety condition and determine the optimal design parameter combination based on the probabilistic theory. Reliability-based design optimization (RBDO) is the most commonly used approach to minimize the structural cost or other performance under uncertainty variables which combines the reliability theory and optimization. However, it cannot handle the various incomplete information. The Bayesian approach is utilized to incorporate this kind of incomplete information in its uncertainty quantification. In this paper, the RBDO approach and its integration with Bayesian method are introduced.

Detection and Classification of Transformer Winding Mechanical Faults Using UWB Sensors and Bayesian Classifier

NASA Astrophysics Data System (ADS)

Alehosseini, Ali; A. Hejazi, Maryam; Mokhtari, Ghassem; B. Gharehpetian, Gevork; Mohammadi, Mohammad

2015-06-01

In this paper, the Bayesian classifier is used to detect and classify the radial deformation and axial displacement of transformer windings. The proposed method is tested on a model of transformer for different volumes of radial deformation and axial displacement. In this method, ultra-wideband (UWB) signal is sent to the simplified model of the transformer winding. The received signal from the winding model is recorded and used for training and testing of Bayesian classifier in different axial displacement and radial deformation states of the winding. It is shown that the proposed method has a good accuracy to detect and classify the axial displacement and radial deformation of the winding.

Bayesian multimodel inference for dose-response studies

USGS Publications Warehouse

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

2007-01-01

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

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

PubMed

Houseman, E Andres; Virji, M Abbas

2017-08-01

Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates were significant in some frequentist models, but in the Bayesian model their credible intervals contained zero; such discrepancies were observed in multiple datasets. Variance components from the Bayesian model reflected substantial autocorrelation, consistent with the frequentist models, except for the auto-regressive moving average model. Plots of means from the Bayesian model showed good fit to the observed data. The proposed Bayesian model provides an approach for modeling non-stationary autocorrelation in a hierarchical modeling framework to estimate task means, standard deviations, quantiles, and parameter estimates for covariates that are less biased and have better performance characteristics than some of the contemporary methods. Published by Oxford University Press on behalf of the British Occupational Hygiene Society 2017.

A framework for multivariate data-based at-site flood frequency analysis: Essentiality of the conjugal application of parametric and nonparametric approaches

NASA Astrophysics Data System (ADS)

Vittal, H.; Singh, Jitendra; Kumar, Pankaj; Karmakar, Subhankar

2015-06-01

In watershed management, flood frequency analysis (FFA) is performed to quantify the risk of flooding at different spatial locations and also to provide guidelines for determining the design periods of flood control structures. The traditional FFA was extensively performed by considering univariate scenario for both at-site and regional estimation of return periods. However, due to inherent mutual dependence of the flood variables or characteristics [i.e., peak flow (P), flood volume (V) and flood duration (D), which are random in nature], analysis has been further extended to multivariate scenario, with some restrictive assumptions. To overcome the assumption of same family of marginal density function for all flood variables, the concept of copula has been introduced. Although, the advancement from univariate to multivariate analyses drew formidable attention to the FFA research community, the basic limitation was that the analyses were performed with the implementation of only parametric family of distributions. The aim of the current study is to emphasize the importance of nonparametric approaches in the field of multivariate FFA; however, the nonparametric distribution may not always be a good-fit and capable of replacing well-implemented multivariate parametric and multivariate copula-based applications. Nevertheless, the potential of obtaining best-fit using nonparametric distributions might be improved because such distributions reproduce the sample's characteristics, resulting in more accurate estimations of the multivariate return period. Hence, the current study shows the importance of conjugating multivariate nonparametric approach with multivariate parametric and copula-based approaches, thereby results in a comprehensive framework for complete at-site FFA. Although the proposed framework is designed for at-site FFA, this approach can also be applied to regional FFA because regional estimations ideally include at-site estimations. The framework is based on the following steps: (i) comprehensive trend analysis to assess nonstationarity in the observed data; (ii) selection of the best-fit univariate marginal distribution with a comprehensive set of parametric and nonparametric distributions for the flood variables; (iii) multivariate frequency analyses with parametric, copula-based and nonparametric approaches; and (iv) estimation of joint and various conditional return periods. The proposed framework for frequency analysis is demonstrated using 110 years of observed data from Allegheny River at Salamanca, New York, USA. The results show that for both univariate and multivariate cases, the nonparametric Gaussian kernel provides the best estimate. Further, we perform FFA for twenty major rivers over continental USA, which shows for seven rivers, all the flood variables followed nonparametric Gaussian kernel; whereas for other rivers, parametric distributions provide the best-fit either for one or two flood variables. Thus the summary of results shows that the nonparametric method cannot substitute the parametric and copula-based approaches, but should be considered during any at-site FFA to provide the broadest choices for best estimation of the flood return periods.

Bayesian B-spline mapping for dynamic quantitative traits.

PubMed

Xing, Jun; Li, Jiahan; Yang, Runqing; Zhou, Xiaojing; Xu, Shizhong

2012-04-01

Owing to their ability and flexibility to describe individual gene expression at different time points, random regression (RR) analyses have become a popular procedure for the genetic analysis of dynamic traits whose phenotypes are collected over time. Specifically, when modelling the dynamic patterns of gene expressions in the RR framework, B-splines have been proved successful as an alternative to orthogonal polynomials. In the so-called Bayesian B-spline quantitative trait locus (QTL) mapping, B-splines are used to characterize the patterns of QTL effects and individual-specific time-dependent environmental errors over time, and the Bayesian shrinkage estimation method is employed to estimate model parameters. Extensive simulations demonstrate that (1) in terms of statistical power, Bayesian B-spline mapping outperforms the interval mapping based on the maximum likelihood; (2) for the simulated dataset with complicated growth curve simulated by B-splines, Legendre polynomial-based Bayesian mapping is not capable of identifying the designed QTLs accurately, even when higher-order Legendre polynomials are considered and (3) for the simulated dataset using Legendre polynomials, the Bayesian B-spline mapping can find the same QTLs as those identified by Legendre polynomial analysis. All simulation results support the necessity and flexibility of B-spline in Bayesian mapping of dynamic traits. The proposed method is also applied to a real dataset, where QTLs controlling the growth trajectory of stem diameters in Populus are located.

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

DOE PAGES

Staid, Andrea; Watson, Jean -Paul; Wets, Roger J. -B.; ...

2017-07-11

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power timemore » series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.« less

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

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

Staid, Andrea; Watson, Jean -Paul; Wets, Roger J. -B.

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power timemore » series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.« less

Stochastic Earthquake Rupture Modeling Using Nonparametric Co-Regionalization

NASA Astrophysics Data System (ADS)

Lee, Kyungbook; Song, Seok Goo

2017-09-01

Accurate predictions of the intensity and variability of ground motions are essential in simulation-based seismic hazard assessment. Advanced simulation-based ground motion prediction methods have been proposed to complement the empirical approach, which suffers from the lack of observed ground motion data, especially in the near-source region for large events. It is important to quantify the variability of the earthquake rupture process for future events and to produce a number of rupture scenario models to capture the variability in simulation-based ground motion predictions. In this study, we improved the previously developed stochastic earthquake rupture modeling method by applying the nonparametric co-regionalization, which was proposed in geostatistics, to the correlation models estimated from dynamically derived earthquake rupture models. The nonparametric approach adopted in this study is computationally efficient and, therefore, enables us to simulate numerous rupture scenarios, including large events ( M > 7.0). It also gives us an opportunity to check the shape of true input correlation models in stochastic modeling after being deformed for permissibility. We expect that this type of modeling will improve our ability to simulate a wide range of rupture scenario models and thereby predict ground motions and perform seismic hazard assessment more accurately.

Maximum Likelihood Estimations and EM Algorithms with Length-biased Data

PubMed Central

Qin, Jing; Ning, Jing; Liu, Hao; Shen, Yu

2012-01-01

SUMMARY Length-biased sampling has been well recognized in economics, industrial reliability, etiology applications, epidemiological, genetic and cancer screening studies. Length-biased right-censored data have a unique data structure different from traditional survival data. The nonparametric and semiparametric estimations and inference methods for traditional survival data are not directly applicable for length-biased right-censored data. We propose new expectation-maximization algorithms for estimations based on full likelihoods involving infinite dimensional parameters under three settings for length-biased data: estimating nonparametric distribution function, estimating nonparametric hazard function under an increasing failure rate constraint, and jointly estimating baseline hazards function and the covariate coefficients under the Cox proportional hazards model. Extensive empirical simulation studies show that the maximum likelihood estimators perform well with moderate sample sizes and lead to more efficient estimators compared to the estimating equation approaches. The proposed estimates are also more robust to various right-censoring mechanisms. We prove the strong consistency properties of the estimators, and establish the asymptotic normality of the semi-parametric maximum likelihood estimators under the Cox model using modern empirical processes theory. We apply the proposed methods to a prevalent cohort medical study. Supplemental materials are available online. PMID:22323840

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…

Application of Bayesian Methods for Detecting Fraudulent Behavior on Tests

ERIC Educational Resources Information Center

Sinharay, Sandip

2018-01-01

Producers and consumers of test scores are increasingly concerned about fraudulent behavior before and during the test. There exist several statistical or psychometric methods for detecting fraudulent behavior on tests. This paper provides a review of the Bayesian approaches among them. Four hitherto-unpublished real data examples are provided to…

Evidence of major genes affecting stress response in rainbow trout using Bayesian methods of complex segregation analysis

USDA-ARS?s Scientific Manuscript database

As a first step towards the genetic mapping of quantitative trait loci (QTL) affecting stress response variation in rainbow trout, we performed complex segregation analyses (CSA) fitting mixed inheritance models of plasma cortisol using Bayesian methods in large full-sib families of rainbow trout. ...

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

A hierarchical Bayesian method for vibration-based time domain force reconstruction problems

NASA Astrophysics Data System (ADS)

Li, Qiaofeng; Lu, Qiuhai

2018-05-01

Traditional force reconstruction techniques require prior knowledge on the force nature to determine the regularization term. When such information is unavailable, the inappropriate term is easily chosen and the reconstruction result becomes unsatisfactory. In this paper, we propose a novel method to automatically determine the appropriate q as in ℓq regularization and reconstruct the force history. The method incorporates all to-be-determined variables such as the force history, precision parameters and q into a hierarchical Bayesian formulation. The posterior distributions of variables are evaluated by a Metropolis-within-Gibbs sampler. The point estimates of variables and their uncertainties are given. Simulations of a cantilever beam and a space truss under various loading conditions validate the proposed method in providing adaptive determination of q and better reconstruction performance than existing Bayesian methods.

Approximate string matching algorithms for limited-vocabulary OCR output correction

NASA Astrophysics Data System (ADS)

Lasko, Thomas A.; Hauser, Susan E.

2000-12-01

Five methods for matching words mistranslated by optical character recognition to their most likely match in a reference dictionary were tested on data from the archives of the National Library of Medicine. The methods, including an adaptation of the cross correlation algorithm, the generic edit distance algorithm, the edit distance algorithm with a probabilistic substitution matrix, Bayesian analysis, and Bayesian analysis on an actively thinned reference dictionary were implemented and their accuracy rates compared. Of the five, the Bayesian algorithm produced the most correct matches (87%), and had the advantage of producing scores that have a useful and practical interpretation.

Quantum state estimation when qubits are lost: a no-data-left-behind approach

DOE PAGES

Williams, Brian P.; Lougovski, Pavel

2017-04-06

We present an approach to Bayesian mean estimation of quantum states using hyperspherical parametrization and an experiment-specific likelihood which allows utilization of all available data, even when qubits are lost. With this method, we report the first closed-form Bayesian mean and maximum likelihood estimates for the ideal single qubit. Due to computational constraints, we utilize numerical sampling to determine the Bayesian mean estimate for a photonic two-qubit experiment in which our novel analysis reduces burdens associated with experimental asymmetries and inefficiencies. This method can be applied to quantum states of any dimension and experimental complexity.

Bayesian regression models outperform partial least squares methods for predicting milk components and technological properties using infrared spectral data.

PubMed

Ferragina, A; de los Campos, G; Vazquez, A I; Cecchinato, A; Bittante, G

2015-11-01

The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict "difficult-to-predict" dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm(-1) were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R(2) value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R(2) (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R(2) of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. Copyright © 2015 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

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

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

Sparse Bayesian Learning for Identifying Imaging Biomarkers in AD Prediction

PubMed Central

Shen, Li; Qi, Yuan; Kim, Sungeun; Nho, Kwangsik; Wan, Jing; Risacher, Shannon L.; Saykin, Andrew J.

2010-01-01

We apply sparse Bayesian learning methods, automatic relevance determination (ARD) and predictive ARD (PARD), to Alzheimer’s disease (AD) classification to make accurate prediction and identify critical imaging markers relevant to AD at the same time. ARD is one of the most successful Bayesian feature selection methods. PARD is a powerful Bayesian feature selection method, and provides sparse models that is easy to interpret. PARD selects the model with the best estimate of the predictive performance instead of choosing the one with the largest marginal model likelihood. Comparative study with support vector machine (SVM) shows that ARD/PARD in general outperform SVM in terms of prediction accuracy. Additional comparison with surface-based general linear model (GLM) analysis shows that regions with strongest signals are identified by both GLM and ARD/PARD. While GLM P-map returns significant regions all over the cortex, ARD/PARD provide a small number of relevant and meaningful imaging markers with predictive power, including both cortical and subcortical measures. PMID:20879451

Identification of transmissivity fields using a Bayesian strategy and perturbative approach

NASA Astrophysics Data System (ADS)

Zanini, Andrea; Tanda, Maria Giovanna; Woodbury, Allan D.

2017-10-01

The paper deals with the crucial problem of the groundwater parameter estimation that is the basis for efficient modeling and reclamation activities. A hierarchical Bayesian approach is developed: it uses the Akaike's Bayesian Information Criteria in order to estimate the hyperparameters (related to the covariance model chosen) and to quantify the unknown noise variance. The transmissivity identification proceeds in two steps: the first, called empirical Bayesian interpolation, uses Y* (Y = lnT) observations to interpolate Y values on a specified grid; the second, called empirical Bayesian update, improve the previous Y estimate through the addition of hydraulic head observations. The relationship between the head and the lnT has been linearized through a perturbative solution of the flow equation. In order to test the proposed approach, synthetic aquifers from literature have been considered. The aquifers in question contain a variety of boundary conditions (both Dirichelet and Neuman type) and scales of heterogeneities (σY2 = 1.0 and σY2 = 5.3). The estimated transmissivity fields were compared to the true one. The joint use of Y* and head measurements improves the estimation of Y considering both degrees of heterogeneity. Even if the variance of the strong transmissivity field can be considered high for the application of the perturbative approach, the results show the same order of approximation of the non-linear methods proposed in literature. The procedure allows to compute the posterior probability distribution of the target quantities and to quantify the uncertainty in the model prediction. Bayesian updating has advantages related both to the Monte-Carlo (MC) and non-MC approaches. In fact, as the MC methods, Bayesian updating allows computing the direct posterior probability distribution of the target quantities and as non-MC methods it has computational times in the order of seconds.

A Preliminary Bayesian Analysis of Incomplete Longitudinal Data from a Small Sample: Methodological Advances in an International Comparative Study of Educational Inequality

ERIC Educational Resources Information Center

Hsieh, Chueh-An; Maier, Kimberly S.

2009-01-01

The capacity of Bayesian methods in estimating complex statistical models is undeniable. Bayesian data analysis is seen as having a range of advantages, such as an intuitive probabilistic interpretation of the parameters of interest, the efficient incorporation of prior information to empirical data analysis, model averaging and model selection.…

Bayesian approach to estimate AUC, partition coefficient and drug targeting index for studies with serial sacrifice design.

PubMed

Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William

2014-03-01

The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.

Evaluation of a Partial Genome Screening of Two Asthma Susceptibility Regions Using Bayesian Network Based Bayesian Multilevel Analysis of Relevance

PubMed Central

Antal, Péter; Kiszel, Petra Sz.; Gézsi, András; Hadadi, Éva; Virág, Viktor; Hajós, Gergely; Millinghoffer, András; Nagy, Adrienne; Kiss, András; Semsei, Ágnes F.; Temesi, Gergely; Melegh, Béla; Kisfali, Péter; Széll, Márta; Bikov, András; Gálffy, Gabriella; Tamási, Lilla; Falus, András; Szalai, Csaba

2012-01-01

Genetic studies indicate high number of potential factors related to asthma. Based on earlier linkage analyses we selected the 11q13 and 14q22 asthma susceptibility regions, for which we designed a partial genome screening study using 145 SNPs in 1201 individuals (436 asthmatic children and 765 controls). The results were evaluated with traditional frequentist methods and we applied a new statistical method, called Bayesian network based Bayesian multilevel analysis of relevance (BN-BMLA). This method uses Bayesian network representation to provide detailed characterization of the relevance of factors, such as joint significance, the type of dependency, and multi-target aspects. We estimated posteriors for these relations within the Bayesian statistical framework, in order to estimate the posteriors whether a variable is directly relevant or its association is only mediated. With frequentist methods one SNP (rs3751464 in the FRMD6 gene) provided evidence for an association with asthma (OR = 1.43(1.2–1.8); p = 3×10−4). The possible role of the FRMD6 gene in asthma was also confirmed in an animal model and human asthmatics. In the BN-BMLA analysis altogether 5 SNPs in 4 genes were found relevant in connection with asthma phenotype: PRPF19 on chromosome 11, and FRMD6, PTGER2 and PTGDR on chromosome 14. In a subsequent step a partial dataset containing rhinitis and further clinical parameters was used, which allowed the analysis of relevance of SNPs for asthma and multiple targets. These analyses suggested that SNPs in the AHNAK and MS4A2 genes were indirectly associated with asthma. This paper indicates that BN-BMLA explores the relevant factors more comprehensively than traditional statistical methods and extends the scope of strong relevance based methods to include partial relevance, global characterization of relevance and multi-target relevance. PMID:22432035

Evaluating Bayesian spatial methods for modelling species distributions with clumped and restricted occurrence data.

PubMed

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.

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

PubMed

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

2016-05-01

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

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

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-06-07

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

Construction of monitoring model and algorithm design on passenger security during shipping based on improved Bayesian network.

PubMed

Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

2014-01-01

A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping.

Construction of Monitoring Model and Algorithm Design on Passenger Security during Shipping Based on Improved Bayesian Network

PubMed Central

Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

2014-01-01

A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping. PMID:25254227

A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network

NASA Astrophysics Data System (ADS)

Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.

2018-02-01

Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.

A comparison of confidence/credible interval methods for the area under the ROC curve for continuous diagnostic tests with small sample size.

PubMed

Feng, Dai; Cortese, Giuliana; Baumgartner, Richard

2017-12-01

The receiver operating characteristic (ROC) curve is frequently used as a measure of accuracy of continuous markers in diagnostic tests. The area under the ROC curve (AUC) is arguably the most widely used summary index for the ROC curve. Although the small sample size scenario is common in medical tests, a comprehensive study of small sample size properties of various methods for the construction of the confidence/credible interval (CI) for the AUC has been by and large missing in the literature. In this paper, we describe and compare 29 non-parametric and parametric methods for the construction of the CI for the AUC when the number of available observations is small. The methods considered include not only those that have been widely adopted, but also those that have been less frequently mentioned or, to our knowledge, never applied to the AUC context. To compare different methods, we carried out a simulation study with data generated from binormal models with equal and unequal variances and from exponential models with various parameters and with equal and unequal small sample sizes. We found that the larger the true AUC value and the smaller the sample size, the larger the discrepancy among the results of different approaches. When the model is correctly specified, the parametric approaches tend to outperform the non-parametric ones. Moreover, in the non-parametric domain, we found that a method based on the Mann-Whitney statistic is in general superior to the others. We further elucidate potential issues and provide possible solutions to along with general guidance on the CI construction for the AUC when the sample size is small. Finally, we illustrate the utility of different methods through real life examples.

Nonparametric Determination of Redshift Evolution Index of Dark Energy

NASA Astrophysics Data System (ADS)

Ziaeepour, Houri

We propose a nonparametric method to determine the sign of γ — the redshift evolution index of dark energy. This is important for distinguishing between positive energy models, a cosmological constant, and what is generally called ghost models. Our method is based on geometrical properties and is more tolerant to uncertainties of other cosmological parameters than fitting methods in what concerns the sign of γ. The same parametrization can also be used for determining γ and its redshift dependence by fitting. We apply this method to SNLS supernovae and to gold sample of re-analyzed supernovae data from Riess et al. Both datasets show strong indication of a negative γ. If this result is confirmed by more extended and precise data, many of the dark energy models, including simple cosmological constant, standard quintessence models without interaction between quintessence scalar field(s) and matter, and scaling models are ruled out. We have also applied this method to Gurzadyan-Xue models with varying fundamental constants to demonstrate the possibility of using it to test other cosmologies.

On sample size of the kruskal-wallis test with application to a mouse peritoneal cavity study.

PubMed

Fan, Chunpeng; Zhang, Donghui; Zhang, Cun-Hui

2011-03-01

As the nonparametric generalization of the one-way analysis of variance model, the Kruskal-Wallis test applies when the goal is to test the difference between multiple samples and the underlying population distributions are nonnormal or unknown. Although the Kruskal-Wallis test has been widely used for data analysis, power and sample size methods for this test have been investigated to a much lesser extent. This article proposes new power and sample size calculation methods for the Kruskal-Wallis test based on the pilot study in either a completely nonparametric model or a semiparametric location model. No assumption is made on the shape of the underlying population distributions. Simulation results show that, in terms of sample size calculation for the Kruskal-Wallis test, the proposed methods are more reliable and preferable to some more traditional methods. A mouse peritoneal cavity study is used to demonstrate the application of the methods. © 2010, The International Biometric Society.

Joint nonparametric correction estimator for excess relative risk regression in survival analysis with exposure measurement error

PubMed Central

Wang, Ching-Yun; Cullings, Harry; Song, Xiao; Kopecky, Kenneth J.

2017-01-01

SUMMARY Observational epidemiological studies often confront the problem of estimating exposure-disease relationships when the exposure is not measured exactly. In the paper, we investigate exposure measurement error in excess relative risk regression, which is a widely used model in radiation exposure effect research. In the study cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies a generalized version of the classical additive measurement error model, but it may or may not have repeated measurements. In addition, an instrumental variable is available for individuals in a subset of the whole cohort. We develop a nonparametric correction (NPC) estimator using data from the subcohort, and further propose a joint nonparametric correction (JNPC) estimator using all observed data to adjust for exposure measurement error. An optimal linear combination estimator of JNPC and NPC is further developed. The proposed estimators are nonparametric, which are consistent without imposing a covariate or error distribution, and are robust to heteroscedastic errors. Finite sample performance is examined via a simulation study. We apply the developed methods to data from the Radiation Effects Research Foundation, in which chromosome aberration is used to adjust for the effects of radiation dose measurement error on the estimation of radiation dose responses. PMID:29354018

Model-free quantification of dynamic PET data using nonparametric deconvolution

PubMed Central

Zanderigo, Francesca; Parsey, Ramin V; Todd Ogden, R

2015-01-01

Dynamic positron emission tomography (PET) data are usually quantified using compartment models (CMs) or derived graphical approaches. Often, however, CMs either do not properly describe the tracer kinetics, or are not identifiable, leading to nonphysiologic estimates of the tracer binding. The PET data are modeled as the convolution of the metabolite-corrected input function and the tracer impulse response function (IRF) in the tissue. Using nonparametric deconvolution methods, it is possible to obtain model-free estimates of the IRF, from which functionals related to tracer volume of distribution and binding may be computed, but this approach has rarely been applied in PET. Here, we apply nonparametric deconvolution using singular value decomposition to simulated and test–retest clinical PET data with four reversible tracers well characterized by CMs ([11C]CUMI-101, [11C]DASB, [11C]PE2I, and [11C]WAY-100635), and systematically compare reproducibility, reliability, and identifiability of various IRF-derived functionals with that of traditional CMs outcomes. Results show that nonparametric deconvolution, completely free of any model assumptions, allows for estimates of tracer volume of distribution and binding that are very close to the estimates obtained with CMs and, in some cases, show better test–retest performance than CMs outcomes. PMID:25873427

A robust nonparametric framework for reconstruction of stochastic differential equation models

NASA Astrophysics Data System (ADS)

Rajabzadeh, Yalda; Rezaie, Amir Hossein; Amindavar, Hamidreza

2016-05-01

In this paper, we employ a nonparametric framework to robustly estimate the functional forms of drift and diffusion terms from discrete stationary time series. The proposed method significantly improves the accuracy of the parameter estimation. In this framework, drift and diffusion coefficients are modeled through orthogonal Legendre polynomials. We employ the least squares regression approach along with the Euler-Maruyama approximation method to learn coefficients of stochastic model. Next, a numerical discrete construction of mean squared prediction error (MSPE) is established to calculate the order of Legendre polynomials in drift and diffusion terms. We show numerically that the new method is robust against the variation in sample size and sampling rate. The performance of our method in comparison with the kernel-based regression (KBR) method is demonstrated through simulation and real data. In case of real dataset, we test our method for discriminating healthy electroencephalogram (EEG) signals from epilepsy ones. We also demonstrate the efficiency of the method through prediction in the financial data. In both simulation and real data, our algorithm outperforms the KBR method.

A Nonparametric Geostatistical Method For Estimating Species Importance

Treesearch

Andrew J. Lister; Rachel Riemann; Michael Hoppus

2001-01-01

Parametric statistical methods are not always appropriate for conducting spatial analyses of forest inventory data. Parametric geostatistical methods such as variography and kriging are essentially averaging procedures, and thus can be affected by extreme values. Furthermore, non normal distributions violate the assumptions of analyses in which test statistics are...

A BAYESIAN METHOD OF ESTIMATING KINETIC PARAMETERS FOR THE INACTIVATION OF CRYPTOSPORIDIUM PARVUM OOCYSTS WITH CHLORINE DIOXIDE AND OZONE

EPA Science Inventory

The main objective of this paper is to use Bayesian methods to estimate the kinetic parameters for the inactivation kinetics of Cryptosporidium parvum oocysts with chlorine dioxide or ozone which are characterized by the delayed Chick-Watson model, i.e., a lag phase or shoulder f...

A General and Flexible Approach to Estimating the Social Relations Model Using Bayesian Methods

ERIC Educational Resources Information Center

Ludtke, Oliver; Robitzsch, Alexander; Kenny, David A.; Trautwein, Ulrich

2013-01-01

The social relations model (SRM) is a conceptual, methodological, and analytical approach that is widely used to examine dyadic behaviors and interpersonal perception within groups. This article introduces a general and flexible approach to estimating the parameters of the SRM that is based on Bayesian methods using Markov chain Monte Carlo…

Rejoinder to MacCallum, Edwards, and Cai (2012) and Rindskopf (2012): Mastering a New Method

ERIC Educational Resources Information Center

Muthen, Bengt; Asparouhov, Tihomir

2012-01-01

This rejoinder discusses the general comments on how to use Bayesian structural equation modeling (BSEM) wisely and how to get more people better trained in using Bayesian methods. Responses to specific comments cover how to handle sign switching, nonconvergence and nonidentification, and prior choices in latent variable models. Two new…

Bayesian learning

NASA Technical Reports Server (NTRS)

Denning, Peter J.

1989-01-01

In 1983 and 1984, the Infrared Astronomical Satellite (IRAS) detected 5,425 stellar objects and measured their infrared spectra. In 1987 a program called AUTOCLASS used Bayesian inference methods to discover the classes present in these data and determine the most probable class of each object, revealing unknown phenomena in astronomy. AUTOCLASS has rekindled the old debate on the suitability of Bayesian methods, which are computationally intensive, interpret probabilities as plausibility measures rather than frequencies, and appear to depend on a subjective assessment of the probability of a hypothesis before the data were collected. Modern statistical methods have, however, recently been shown to also depend on subjective elements. These debates bring into question the whole tradition of scientific objectivity and offer scientists a new way to take responsibility for their findings and conclusions.