The effects of time-varying observation errors on semi-empirical sea-level projections

DOE PAGES

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.; ...

2016-11-30

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

The effects of time-varying observation errors on semi-empirical sea-level projections

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

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

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).

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/.

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.

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

The Bayesian Cramér-Rao lower bound in Astrometry

NASA Astrophysics Data System (ADS)

Mendez, R. A.; Echeverria, A.; Silva, J.; Orchard, M.

2018-01-01

A determination of the highest precision that can be achieved in the measurement of the location of a stellar-like object has been a topic of permanent interest by the astrometric community. The so-called (parametric, or non-Bayesian) Cramér-Rao (CR hereafter) bound provides a lower bound for the variance with which one could estimate the position of a point source. This has been studied recently by Mendez et al. (2013, 2014, 2015). In this work we present a different approach to the same problem (Echeverria et al. 2016), using a Bayesian CR setting which has a number of advantages over the parametric scenario.

The Bayesian Cramér-Rao lower bound in Astrometry

NASA Astrophysics Data System (ADS)

Mendez, R. A.; Echeverria, A.; Silva, J.; Orchard, M.

2017-07-01

A determination of the highest precision that can be achieved in the measurement of the location of a stellar-like object has been a topic of permanent interest by the astrometric community. The so-called (parametric, or non-Bayesian) Cramér-Rao (CR hereafter) bound provides a lower bound for the variance with which one could estimate the position of a point source. This has been studied recently by Mendez and collaborators (2014, 2015). In this work we present a different approach to the same problem (Echeverria et al. 2016), using a Bayesian CR setting which has a number of advantages over the parametric scenario.

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

NASA Astrophysics Data System (ADS)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

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 unified Bayesian semiparametric approach to assess discrimination ability in survival analysis

PubMed Central

Zhao, Lili; Feng, Dai; Chen, Guoan; Taylor, Jeremy M.G.

2015-01-01

Summary The discriminatory ability of a marker for censored survival data is routinely assessed by the time-dependent ROC curve and the c-index. The time-dependent ROC curve evaluates the ability of a biomarker to predict whether a patient lives past a particular time t. The c-index measures the global concordance of the marker and the survival time regardless of the time point. We propose a Bayesian semiparametric approach to estimate these two measures. The proposed estimators are based on the conditional distribution of the survival time given the biomarker and the empirical biomarker distribution. The conditional distribution is estimated by a linear dependent Dirichlet process mixture model. The resulting ROC curve is smooth as it is estimated by a mixture of parametric functions. The proposed c-index estimator is shown to be more efficient than the commonly used Harrell's c-index since it uses all pairs of data rather than only informative pairs. The proposed estimators are evaluated through simulations and illustrated using a lung cancer dataset. PMID:26676324

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

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry.

PubMed

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2010-11-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000-15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert's visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition.

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry

PubMed Central

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2011-01-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000–15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert’s visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition. PMID:21544266

Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations

PubMed Central

Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth

2016-01-01

Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173

A gradient-based model parametrization using Bernstein polynomials in Bayesian inversion of surface wave dispersion

NASA Astrophysics Data System (ADS)

Gosselin, Jeremy M.; Dosso, Stan E.; Cassidy, John F.; Quijano, Jorge E.; Molnar, Sheri; Dettmer, Jan

2017-10-01

This paper develops and applies a Bernstein-polynomial parametrization to efficiently represent general, gradient-based profiles in nonlinear geophysical inversion, with application to ambient-noise Rayleigh-wave dispersion data. Bernstein polynomials provide a stable parametrization in that small perturbations to the model parameters (basis-function coefficients) result in only small perturbations to the geophysical parameter profile. A fully nonlinear Bayesian inversion methodology is applied to estimate shear wave velocity (VS) profiles and uncertainties from surface wave dispersion data extracted from ambient seismic noise. The Bayesian information criterion is used to determine the appropriate polynomial order consistent with the resolving power of the data. Data error correlations are accounted for in the inversion using a parametric autoregressive model. The inversion solution is defined in terms of marginal posterior probability profiles for VS as a function of depth, estimated using Metropolis-Hastings sampling with parallel tempering. This methodology is applied to synthetic dispersion data as well as data processed from passive array recordings collected on the Fraser River Delta in British Columbia, Canada. Results from this work are in good agreement with previous studies, as well as with co-located invasive measurements. The approach considered here is better suited than `layered' modelling approaches in applications where smooth gradients in geophysical parameters are expected, such as soil/sediment profiles. Further, the Bernstein polynomial representation is more general than smooth models based on a fixed choice of gradient type (e.g. power-law gradient) because the form of the gradient is determined objectively by the data, rather than by a subjective parametrization choice.

Bayesian Unimodal Density Regression for Causal Inference

ERIC Educational Resources Information Center

Karabatsos, George; Walker, Stephen G.

2011-01-01

Karabatsos and Walker (2011) introduced a new Bayesian nonparametric (BNP) regression model. Through analyses of real and simulated data, they showed that the BNP regression model outperforms other parametric and nonparametric regression models of common use, in terms of predictive accuracy of the outcome (dependent) variable. The other,…

Assessing noninferiority in a three-arm trial using the Bayesian approach.

PubMed

Ghosh, Pulak; Nathoo, Farouk; Gönen, Mithat; Tiwari, Ram C

2011-07-10

Non-inferiority trials, which aim to demonstrate that a test product is not worse than a competitor by more than a pre-specified small amount, are of great importance to the pharmaceutical community. As a result, methodology for designing and analyzing such trials is required, and developing new methods for such analysis is an important area of statistical research. The three-arm trial consists of a placebo, a reference and an experimental treatment, and simultaneously tests the superiority of the reference over the placebo along with comparing this reference to an experimental treatment. In this paper, we consider the analysis of non-inferiority trials using Bayesian methods which incorporate both parametric as well as semi-parametric models. The resulting testing approach is both flexible and robust. The benefit of the proposed Bayesian methods is assessed via simulation, based on a study examining home-based blood pressure interventions. Copyright © 2011 John Wiley & Sons, Ltd.

The Role of Parametric Assumptions in Adaptive Bayesian Estimation

ERIC Educational Resources Information Center

Alcala-Quintana, Rocio; Garcia-Perez, Miguel A.

2004-01-01

Variants of adaptive Bayesian procedures for estimating the 5% point on a psychometric function were studied by simulation. Bias and standard error were the criteria to evaluate performance. The results indicated a superiority of (a) uniform priors, (b) model likelihood functions that are odd symmetric about threshold and that have parameter…

Analysis of the Bayesian Cramér-Rao lower bound in astrometry. Studying the impact of prior information in the location of an object

NASA Astrophysics Data System (ADS)

Echeverria, Alex; Silva, Jorge F.; Mendez, Rene A.; Orchard, Marcos

2016-10-01

Context. The best precision that can be achieved to estimate the location of a stellar-like object is a topic of permanent interest in the astrometric community. Aims: We analyze bounds for the best position estimation of a stellar-like object on a CCD detector array in a Bayesian setting where the position is unknown, but where we have access to a prior distribution. In contrast to a parametric setting where we estimate a parameter from observations, the Bayesian approach estimates a random object (I.e., the position is a random variable) from observations that are statistically dependent on the position. Methods: We characterize the Bayesian Cramér-Rao (CR) that bounds the minimum mean square error (MMSE) of the best estimator of the position of a point source on a linear CCD-like detector, as a function of the properties of detector, the source, and the background. Results: We quantify and analyze the increase in astrometric performance from the use of a prior distribution of the object position, which is not available in the classical parametric setting. This gain is shown to be significant for various observational regimes, in particular in the case of faint objects or when the observations are taken under poor conditions. Furthermore, we present numerical evidence that the MMSE estimator of this problem tightly achieves the Bayesian CR bound. This is a remarkable result, demonstrating that all the performance gains presented in our analysis can be achieved with the MMSE estimator. Conclusions: The Bayesian CR bound can be used as a benchmark indicator of the expected maximum positional precision of a set of astrometric measurements in which prior information can be incorporated. This bound can be achieved through the conditional mean estimator, in contrast to the parametric case where no unbiased estimator precisely reaches the CR bound.

Exact Bayesian Inference for Phylogenetic Birth-Death Models.

PubMed

Parag, K V; Pybus, O G

2018-04-26

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

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.

Model-free aftershock forecasts constructed from similar sequences in the past

NASA Astrophysics Data System (ADS)

van der Elst, N.; Page, M. T.

2017-12-01

The basic premise behind aftershock forecasting is that sequences in the future will be similar to those in the past. Forecast models typically use empirically tuned parametric distributions to approximate past sequences, and project those distributions into the future to make a forecast. While parametric models do a good job of describing average outcomes, they are not explicitly designed to capture the full range of variability between sequences, and can suffer from over-tuning of the parameters. In particular, parametric forecasts may produce a high rate of "surprises" - sequences that land outside the forecast range. Here we present a non-parametric forecast method that cuts out the parametric "middleman" between training data and forecast. The method is based on finding past sequences that are similar to the target sequence, and evaluating their outcomes. We quantify similarity as the Poisson probability that the observed event count in a past sequence reflects the same underlying intensity as the observed event count in the target sequence. Event counts are defined in terms of differential magnitude relative to the mainshock. The forecast is then constructed from the distribution of past sequences outcomes, weighted by their similarity. We compare the similarity forecast with the Reasenberg and Jones (RJ95) method, for a set of 2807 global aftershock sequences of M≥6 mainshocks. We implement a sequence-specific RJ95 forecast using a global average prior and Bayesian updating, but do not propagate epistemic uncertainty. The RJ95 forecast is somewhat more precise than the similarity forecast: 90% of observed sequences fall within a factor of two of the median RJ95 forecast value, whereas the fraction is 85% for the similarity forecast. However, the surprise rate is much higher for the RJ95 forecast; 10% of observed sequences fall in the upper 2.5% of the (Poissonian) forecast range. The surprise rate is less than 3% for the similarity forecast. The similarity forecast may be useful to emergency managers and non-specialists when confidence or expertise in parametric forecasting may be lacking. The method makes over-tuning impossible, and minimizes the rate of surprises. At the least, this forecast constitutes a useful benchmark for more precisely tuned parametric forecasts.

40 CFR Appendix C to Part 75 - Missing Data Estimation Procedures

Code of Federal Regulations, 2010 CFR

2010-07-01

... certification of a parametric, empirical, or process simulation method or model for calculating substitute data... available process simulation methods and models. 1.2Petition Requirements Continuously monitor, determine... desulfurization, a corresponding empirical correlation or process simulation parametric method using appropriate...

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 Just-So Stories in Psychology and Neuroscience

ERIC Educational Resources Information Center

Bowers, Jeffrey S.; Davis, Colin J.

2012-01-01

According to Bayesian theories in psychology and neuroscience, minds and brains are (near) optimal in solving a wide range of tasks. We challenge this view and argue that more traditional, non-Bayesian approaches are more promising. We make 3 main arguments. First, we show that the empirical evidence for Bayesian theories in psychology is weak.…

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.

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

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.

Estimation for coefficient of variation of an extension of the exponential distribution under type-II censoring scheme

NASA Astrophysics Data System (ADS)

Bakoban, Rana A.

2017-08-01

The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.

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.

Efficient model reduction of parametrized systems by matrix discrete empirical interpolation

NASA Astrophysics Data System (ADS)

Negri, Federico; Manzoni, Andrea; Amsallem, David

2015-12-01

In this work, we apply a Matrix version of the so-called Discrete Empirical Interpolation (MDEIM) for the efficient reduction of nonaffine parametrized systems arising from the discretization of linear partial differential equations. Dealing with affinely parametrized operators is crucial in order to enhance the online solution of reduced-order models (ROMs). However, in many cases such an affine decomposition is not readily available, and must be recovered through (often) intrusive procedures, such as the empirical interpolation method (EIM) and its discrete variant DEIM. In this paper we show that MDEIM represents a very efficient approach to deal with complex physical and geometrical parametrizations in a non-intrusive, efficient and purely algebraic way. We propose different strategies to combine MDEIM with a state approximation resulting either from a reduced basis greedy approach or Proper Orthogonal Decomposition. A posteriori error estimates accounting for the MDEIM error are also developed in the case of parametrized elliptic and parabolic equations. Finally, the capability of MDEIM to generate accurate and efficient ROMs is demonstrated on the solution of two computationally-intensive classes of problems occurring in engineering contexts, namely PDE-constrained shape optimization and parametrized coupled problems.

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 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.

Empirical Bayes estimation of proportions with application to cowbird parasitism rates

USGS Publications Warehouse

Link, W.A.; Hahn, D.C.

1996-01-01

Bayesian models provide a structure for studying collections of parameters such as are considered in the investigation of communities, ecosystems, and landscapes. This structure allows for improved estimation of individual parameters, by considering them in the context of a group of related parameters. Individual estimates are differentially adjusted toward an overall mean, with the magnitude of their adjustment based on their precision. Consequently, Bayesian estimation allows for a more credible identification of extreme values in a collection of estimates. Bayesian models regard individual parameters as values sampled from a specified probability distribution, called a prior. The requirement that the prior be known is often regarded as an unattractive feature of Bayesian analysis and may be the reason why Bayesian analyses are not frequently applied in ecological studies. Empirical Bayes methods provide an alternative approach that incorporates the structural advantages of Bayesian models while requiring a less stringent specification of prior knowledge. Rather than requiring that the prior distribution be known, empirical Bayes methods require only that it be in a certain family of distributions, indexed by hyperparameters that can be estimated from the available data. This structure is of interest per se, in addition to its value in allowing for improved estimation of individual parameters; for example, hypotheses regarding the existence of distinct subgroups in a collection of parameters can be considered under the empirical Bayes framework by allowing the hyperparameters to vary among subgroups. Though empirical Bayes methods have been applied in a variety of contexts, they have received little attention in the ecological literature. We describe the empirical Bayes approach in application to estimation of proportions, using data obtained in a community-wide study of cowbird parasitism rates for illustration. Since observed proportions based on small sample sizes are heavily adjusted toward the mean, extreme values among empirical Bayes estimates identify those species for which there is the greatest evidence of extreme parasitism rates. Applying a subgroup analysis to our data on cowbird parasitism rates, we conclude that parasitism rates for Neotropical Migrants as a group are no greater than those of Resident/Short-distance Migrant species in this forest community. Our data and analyses demonstrate that the parasitism rates for certain Neotropical Migrant species are remarkably low (Wood Thrush and Rose-breasted Grosbeak) while those for others are remarkably high (Ovenbird and Red-eyed Vireo).

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.

Update on Bayesian Blocks: Segmented Models for Sequential Data

NASA Technical Reports Server (NTRS)

Scargle, Jeff

2017-01-01

The Bayesian Block algorithm, in wide use in astronomy and other areas, has been improved in several ways. The model for block shape has been generalized to include other than constant signal rate - e.g., linear, exponential, or other parametric models. In addition the computational efficiency has been improved, so that instead of O(N**2) the basic algorithm is O(N) in most cases. Other improvements in the theory and application of segmented representations will be described.

Bayesian estimation of the discrete coefficient of determination.

PubMed

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

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

Bayesian 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…

Daniel Goodman’s empirical approach to Bayesian statistics

USGS Publications Warehouse

Gerrodette, Tim; Ward, Eric; Taylor, Rebecca L.; Schwarz, Lisa K.; Eguchi, Tomoharu; Wade, Paul; Himes Boor, Gina

2016-01-01

Bayesian statistics, in contrast to classical statistics, uses probability to represent uncertainty about the state of knowledge. Bayesian statistics has often been associated with the idea that knowledge is subjective and that a probability distribution represents a personal degree of belief. Dr. Daniel Goodman considered this viewpoint problematic for issues of public policy. He sought to ground his Bayesian approach in data, and advocated the construction of a prior as an empirical histogram of “similar” cases. In this way, the posterior distribution that results from a Bayesian analysis combined comparable previous data with case-specific current data, using Bayes’ formula. Goodman championed such a data-based approach, but he acknowledged that it was difficult in practice. If based on a true representation of our knowledge and uncertainty, Goodman argued that risk assessment and decision-making could be an exact science, despite the uncertainties. In his view, Bayesian statistics is a critical component of this science because a Bayesian analysis produces the probabilities of future outcomes. Indeed, Goodman maintained that the Bayesian machinery, following the rules of conditional probability, offered the best legitimate inference from available data. We give an example of an informative prior in a recent study of Steller sea lion spatial use patterns in Alaska.

Analyzing degradation data with a random effects spline regression model

DOE PAGES

Fugate, Michael Lynn; Hamada, Michael Scott; Weaver, Brian Phillip

2017-03-17

This study proposes using a random effects spline regression model to analyze degradation data. Spline regression avoids having to specify a parametric function for the true degradation of an item. A distribution for the spline regression coefficients captures the variation of the true degradation curves from item to item. We illustrate the proposed methodology with a real example using a Bayesian approach. The Bayesian approach allows prediction of degradation of a population over time and estimation of reliability is easy to perform.

Analyzing degradation data with a random effects spline regression model

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

Fugate, Michael Lynn; Hamada, Michael Scott; Weaver, Brian Phillip

This study proposes using a random effects spline regression model to analyze degradation data. Spline regression avoids having to specify a parametric function for the true degradation of an item. A distribution for the spline regression coefficients captures the variation of the true degradation curves from item to item. We illustrate the proposed methodology with a real example using a Bayesian approach. The Bayesian approach allows prediction of degradation of a population over time and estimation of reliability is easy to perform.

A generalized exponential link function to map a conflict indicator into severity index within safety continuum framework.

PubMed

Zheng, Lai; Ismail, Karim

2017-05-01

Traffic conflict indicators measure the temporal and spatial proximity of conflict-involved road users. These indicators can reflect the severity of traffic conflicts to a reliable extent. Instead of using the indicator value directly as a severity index, many link functions have been developed to map the conflict indicator to a severity index. However, little information is available about the choice of a particular link function. To guard against link misspecification or subjectivity, a generalized exponential link function was developed. The severity index generated by this link was introduced to a parametric safety continuum model which objectively models the centre and tail regions. An empirical method, together with full Bayesian estimation method was adopted to estimate model parameters. The safety implication of return level was calculated based on the model parameters. The proposed approach was applied to the conflict and crash data collected from 21 segments from three freeways located in Guangdong province, China. The Pearson's correlation test between return levels and observed crashes showed that a θ value of 1.2 was the best choice of the generalized parameter for current data set. This provides statistical support for using the generalized exponential link function. With the determined generalized exponential link function, the visualization of parametric safety continuum was found to be a gyroscope-shaped hierarchy. Copyright © 2017 Elsevier Ltd. All rights reserved.

Sequential causal inference: Application to randomized trials of adaptive treatment strategies

PubMed Central

Dawson, Ree; Lavori, Philip W.

2009-01-01

SUMMARY Clinical trials that randomize subjects to decision algorithms, which adapt treatments over time according to individual response, have gained considerable interest as investigators seek designs that directly inform clinical decision making. We consider designs in which subjects are randomized sequentially at decision points, among adaptive treatment options under evaluation. We present a sequential method to estimate the comparative effects of the randomized adaptive treatments, which are formalized as adaptive treatment strategies. Our causal estimators are derived using Bayesian predictive inference. We use analytical and empirical calculations to compare the predictive estimators to (i) the ‘standard’ approach that allocates the sequentially obtained data to separate strategy-specific groups as would arise from randomizing subjects at baseline; (ii) the semi-parametric approach of marginal mean models that, under appropriate experimental conditions, provides the same sequential estimator of causal differences as the proposed approach. Simulation studies demonstrate that sequential causal inference offers substantial efficiency gains over the standard approach to comparing treatments, because the predictive estimators can take advantage of the monotone structure of shared data among adaptive strategies. We further demonstrate that the semi-parametric asymptotic variances, which are marginal ‘one-step’ estimators, may exhibit significant bias, in contrast to the predictive variances. We show that the conditions under which the sequential method is attractive relative to the other two approaches are those most likely to occur in real studies. PMID:17914714

A Simple Method for Estimating Informative Node Age Priors for the Fossil Calibration of Molecular Divergence Time Analyses

PubMed Central

Nowak, Michael D.; Smith, Andrew B.; Simpson, Carl; Zwickl, Derrick J.

2013-01-01

Molecular divergence time analyses often rely on the age of fossil lineages to calibrate node age estimates. Most divergence time analyses are now performed in a Bayesian framework, where fossil calibrations are incorporated as parametric prior probabilities on node ages. It is widely accepted that an ideal parameterization of such node age prior probabilities should be based on a comprehensive analysis of the fossil record of the clade of interest, but there is currently no generally applicable approach for calculating such informative priors. We provide here a simple and easily implemented method that employs fossil data to estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade, which can be used to fit an informative parametric prior probability distribution on a node age. Specifically, our method uses the extant diversity and the stratigraphic distribution of fossil lineages confidently assigned to a clade to fit a branching model of lineage diversification. Conditioning this on a simple model of fossil preservation, we estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade. The likelihood surface of missing history can then be translated into a parametric prior probability distribution on the age of the clade of interest. We show that the method performs well with simulated fossil distribution data, but that the likelihood surface of missing history can at times be too complex for the distribution-fitting algorithm employed by our software tool. An empirical example of the application of our method is performed to estimate echinoid node ages. A simulation-based sensitivity analysis using the echinoid data set shows that node age prior distributions estimated under poor preservation rates are significantly less informative than those estimated under high preservation rates. PMID:23755303

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.

A Bayesian estimation of a stochastic predator-prey model of economic fluctuations

NASA Astrophysics Data System (ADS)

Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.

2007-06-01

In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.

Bayesian just-so stories in psychology and neuroscience.

PubMed

Bowers, Jeffrey S; Davis, Colin J

2012-05-01

According to Bayesian theories in psychology and neuroscience, minds and brains are (near) optimal in solving a wide range of tasks. We challenge this view and argue that more traditional, non-Bayesian approaches are more promising. We make 3 main arguments. First, we show that the empirical evidence for Bayesian theories in psychology is weak. This weakness relates to the many arbitrary ways that priors, likelihoods, and utility functions can be altered in order to account for the data that are obtained, making the models unfalsifiable. It further relates to the fact that Bayesian theories are rarely better at predicting data compared with alternative (and simpler) non-Bayesian theories. Second, we show that the empirical evidence for Bayesian theories in neuroscience is weaker still. There are impressive mathematical analyses showing how populations of neurons could compute in a Bayesian manner but little or no evidence that they do. Third, we challenge the general scientific approach that characterizes Bayesian theorizing in cognitive science. A common premise is that theories in psychology should largely be constrained by a rational analysis of what the mind ought to do. We question this claim and argue that many of the important constraints come from biological, evolutionary, and processing (algorithmic) considerations that have no adaptive relevance to the problem per se. In our view, these factors have contributed to the development of many Bayesian "just so" stories in psychology and neuroscience; that is, mathematical analyses of cognition that can be used to explain almost any behavior as optimal. 2012 APA, all rights reserved.

Propagation of population pharmacokinetic information using a Bayesian approach: comparison with meta-analysis.

PubMed

Dokoumetzidis, Aristides; Aarons, Leon

2005-08-01

We investigated the propagation of population pharmacokinetic information across clinical studies by applying Bayesian techniques. The aim was to summarize the population pharmacokinetic estimates of a study in appropriate statistical distributions in order to use them as Bayesian priors in consequent population pharmacokinetic analyses. Various data sets of simulated and real clinical data were fitted with WinBUGS, with and without informative priors. The posterior estimates of fittings with non-informative priors were used to build parametric informative priors and the whole procedure was carried on in a consecutive manner. The posterior distributions of the fittings with informative priors where compared to those of the meta-analysis fittings of the respective combinations of data sets. Good agreement was found, for the simulated and experimental datasets when the populations were exchangeable, with the posterior distribution from the fittings with the prior to be nearly identical to the ones estimated with meta-analysis. However, when populations were not exchangeble an alternative parametric form for the prior, the natural conjugate prior, had to be used in order to have consistent results. In conclusion, the results of a population pharmacokinetic analysis may be summarized in Bayesian prior distributions that can be used consecutively with other analyses. The procedure is an alternative to meta-analysis and gives comparable results. It has the advantage that it is faster than the meta-analysis, due to the large datasets used with the latter and can be performed when the data included in the prior are not actually available.

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.

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

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2017-05-01

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

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.…

Quantitative estimation of source complexity in tsunami-source inversion

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Cummins, Phil R.; Hawkins, Rhys; Jakir Hossen, M.

2016-04-01

This work analyses tsunami waveforms to infer the spatiotemporal evolution of sea-surface displacement (the tsunami source) caused by earthquakes or other sources. Since the method considers sea-surface displacement directly, no assumptions about the fault or seafloor deformation are required. While this approach has no ability to study seismic aspects of rupture, it greatly simplifies the tsunami source estimation, making it much less dependent on subjective fault and deformation assumptions. This results in a more accurate sea-surface displacement evolution in the source region. The spatial discretization is by wavelet decomposition represented by a trans-D Bayesian tree structure. Wavelet coefficients are sampled by a reversible jump algorithm and additional coefficients are only included when required by the data. Therefore, source complexity is consistent with data information (parsimonious) and the method can adapt locally in both time and space. Since the source complexity is unknown and locally adapts, no regularization is required, resulting in more meaningful displacement magnitudes. By estimating displacement uncertainties in a Bayesian framework we can study the effect of parametrization choice on the source estimate. Uncertainty arises from observation errors and limitations in the parametrization to fully explain the observations. As a result, parametrization choice is closely related to uncertainty estimation and profoundly affects inversion results. Therefore, parametrization selection should be included in the inference process. Our inversion method is based on Bayesian model selection, a process which includes the choice of parametrization in the inference process and makes it data driven. A trans-dimensional (trans-D) model for the spatio-temporal discretization is applied here to include model selection naturally and efficiently in the inference by sampling probabilistically over parameterizations. The trans-D process results in better uncertainty estimates since the parametrization adapts parsimoniously (in both time and space) according to the local data resolving power and the uncertainty about the parametrization choice is included in the uncertainty estimates. We apply the method to the tsunami waveforms recorded for the great 2011 Japan tsunami. All data are recorded on high-quality sensors (ocean-bottom pressure sensors, GPS gauges, and DART buoys). The sea-surface Green's functions are computed by JAGURS and include linear dispersion effects. By treating the noise level at each gauge as unknown, individual gauge contributions to the source estimate are appropriately and objectively weighted. The results show previously unreported detail of the source, quantify uncertainty spatially, and produce excellent data fits. The source estimate shows an elongated peak trench-ward from the hypo centre that closely follows the trench, indicating significant sea-floor deformation near the trench. Also notable is a bi-modal (negative to positive) displacement feature in the northern part of the source near the trench. The feature has ~2 m amplitude and is clearly resolved by the data with low uncertainties.

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

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.

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.

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.

Model selection criterion in survival analysis

NASA Astrophysics Data System (ADS)

Karabey, Uǧur; Tutkun, Nihal Ata

2017-07-01

Survival analysis deals with time until occurrence of an event of interest such as death, recurrence of an illness, the failure of an equipment or divorce. There are various survival models with semi-parametric or parametric approaches used in medical, natural or social sciences. The decision on the most appropriate model for the data is an important point of the analysis. In literature Akaike information criteria or Bayesian information criteria are used to select among nested models. In this study,the behavior of these information criterion is discussed for a real data set.

Modeling Women's Menstrual Cycles using PICI Gates in Bayesian Network.

PubMed

Zagorecki, Adam; Łupińska-Dubicka, Anna; Voortman, Mark; Druzdzel, Marek J

2016-03-01

A major difficulty in building Bayesian network (BN) models is the size of conditional probability tables, which grow exponentially in the number of parents. One way of dealing with this problem is through parametric conditional probability distributions that usually require only a number of parameters that is linear in the number of parents. In this paper, we introduce a new class of parametric models, the Probabilistic Independence of Causal Influences (PICI) models, that aim at lowering the number of parameters required to specify local probability distributions, but are still capable of efficiently modeling a variety of interactions. A subset of PICI models is decomposable and this leads to significantly faster inference as compared to models that cannot be decomposed. We present an application of the proposed method to learning dynamic BNs for modeling a woman's menstrual cycle. We show that PICI models are especially useful for parameter learning from small data sets and lead to higher parameter accuracy than when learning CPTs.

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.

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.

A conceptual model for site-level ecology of the giant gartersnake (Thamnophis gigas) in the Sacramento Valley, California

USGS Publications Warehouse

Halstead, Brian J.; Wylie, Glenn D.; Casazza, Michael L.; Hansen, Eric C.; Scherer, Rick D.; Patterson, Laura C.

2015-08-14

Bayesian networks further provide a clear visual display of the model that facilitates understanding among various stakeholders (Marcot and others, 2001; Uusitalo , 2007). Empirical data and expert judgment can be combined, as continuous or categorical variables, to update knowledge about the system (Marcot and others, 2001; Uusitalo , 2007). Importantly, Bayesian network models allow inference from causes to consequences, but also from consequences to causes, so that data can inform the states of nodes (values of different random variables) in either direction (Marcot and others, 2001; Uusitalo , 2007). Because they can incorporate both decision nodes that represent management actions and utility nodes that quantify the costs and benefits of outcomes, Bayesian networks are ideally suited to risk analysis and adaptive management (Nyberg and others, 2006; Howes and others, 2010). Thus, Bayesian network models are useful in situations where empirical data are not available, such as questions concerning the responses of giant gartersnakes to management.

Application of Stein and related parametric empirical Bayes estimators to the nuclear plant reliability data system

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

Hill, J.R.; Heger, A.S.; Koen, B.V.

1984-04-01

This report is the result of a preliminary feasibility study of the applicability of Stein and related parametric empirical Bayes (PEB) estimators to the Nuclear Plant Reliability Data System (NPRDS). A new estimator is derived for the means of several independent Poisson distributions with different sampling times. This estimator is applied to data from NPRDS in an attempt to improve failure rate estimation. Theoretical and Monte Carlo results indicate that the new PEB estimator can perform significantly better than the standard maximum likelihood estimator if the estimation of the individual means can be combined through the loss function or throughmore » a parametric class of prior distributions.« less

Estimation and confidence intervals for empirical mixing distributions

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.

1995-01-01

Questions regarding collections of parameter estimates can frequently be expressed in terms of an empirical mixing distribution (EMD). This report discusses empirical Bayes estimation of an EMD, with emphasis on the construction of interval estimates. Estimation of the EMD is accomplished by substitution of estimates of prior parameters in the posterior mean of the EMD. This procedure is examined in a parametric model (the normal-normal mixture) and in a semi-parametric model. In both cases, the empirical Bayes bootstrap of Laird and Louis (1987, Journal of the American Statistical Association 82, 739-757) is used to assess the variability of the estimated EMD arising from the estimation of prior parameters. The proposed methods are applied to a meta-analysis of population trend estimates for groups of birds.

Further Empirical Results on Parametric Versus Non-Parametric IRT Modeling of Likert-Type Personality Data

ERIC Educational Resources Information Center

Maydeu-Olivares, Albert

2005-01-01

Chernyshenko, Stark, Chan, Drasgow, and Williams (2001) investigated the fit of Samejima's logistic graded model and Levine's non-parametric MFS model to the scales of two personality questionnaires and found that the graded model did not fit well. We attribute the poor fit of the graded model to small amounts of multidimensionality present in…

Improving Bayesian credibility intervals for classifier error rates using maximum entropy empirical priors.

PubMed

Gustafsson, Mats G; Wallman, Mikael; Wickenberg Bolin, Ulrika; Göransson, Hanna; Fryknäs, M; Andersson, Claes R; Isaksson, Anders

2010-06-01

Successful use of classifiers that learn to make decisions from a set of patient examples require robust methods for performance estimation. Recently many promising approaches for determination of an upper bound for the error rate of a single classifier have been reported but the Bayesian credibility interval (CI) obtained from a conventional holdout test still delivers one of the tightest bounds. The conventional Bayesian CI becomes unacceptably large in real world applications where the test set sizes are less than a few hundred. The source of this problem is that fact that the CI is determined exclusively by the result on the test examples. In other words, there is no information at all provided by the uniform prior density distribution employed which reflects complete lack of prior knowledge about the unknown error rate. Therefore, the aim of the study reported here was to study a maximum entropy (ME) based approach to improved prior knowledge and Bayesian CIs, demonstrating its relevance for biomedical research and clinical practice. It is demonstrated how a refined non-uniform prior density distribution can be obtained by means of the ME principle using empirical results from a few designs and tests using non-overlapping sets of examples. Experimental results show that ME based priors improve the CIs when employed to four quite different simulated and two real world data sets. An empirically derived ME prior seems promising for improving the Bayesian CI for the unknown error rate of a designed classifier. Copyright 2010 Elsevier B.V. All rights reserved.

Parameterization of aquatic ecosystem functioning and its natural variation: Hierarchical Bayesian modelling of plankton food web dynamics

NASA Astrophysics Data System (ADS)

Norros, Veera; Laine, Marko; Lignell, Risto; Thingstad, Frede

2017-10-01

Methods for extracting empirically and theoretically sound parameter values are urgently needed in aquatic ecosystem modelling to describe key flows and their variation in the system. Here, we compare three Bayesian formulations for mechanistic model parameterization that differ in their assumptions about the variation in parameter values between various datasets: 1) global analysis - no variation, 2) separate analysis - independent variation and 3) hierarchical analysis - variation arising from a shared distribution defined by hyperparameters. We tested these methods, using computer-generated and empirical data, coupled with simplified and reasonably realistic plankton food web models, respectively. While all methods were adequate, the simulated example demonstrated that a well-designed hierarchical analysis can result in the most accurate and precise parameter estimates and predictions, due to its ability to combine information across datasets. However, our results also highlighted sensitivity to hyperparameter prior distributions as an important caveat of hierarchical analysis. In the more complex empirical example, hierarchical analysis was able to combine precise identification of parameter values with reasonably good predictive performance, although the ranking of the methods was less straightforward. We conclude that hierarchical Bayesian analysis is a promising tool for identifying key ecosystem-functioning parameters and their variation from empirical datasets.

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.

On parametrized cold dense matter equation-of-state inference

NASA Astrophysics Data System (ADS)

Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.

2018-07-01

Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrized dense matter equations of state. In particular, we generalize and examine two inference paradigms from the literature: (i) direct posterior equation-of-state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective while the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilizing archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation-of-state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.

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

PubMed Central

Aitchison, Laurence; Lengyel, Máté

2018-01-01

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

Incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods

PubMed Central

2014-01-01

Background Cost-effectiveness analyses (CEAs) that use patient-specific data from a randomized controlled trial (RCT) are popular, yet such CEAs are criticized because they neglect to incorporate evidence external to the trial. A popular method for quantifying uncertainty in a RCT-based CEA is the bootstrap. The objective of the present study was to further expand the bootstrap method of RCT-based CEA for the incorporation of external evidence. Methods We utilize the Bayesian interpretation of the bootstrap and derive the distribution for the cost and effectiveness outcomes after observing the current RCT data and the external evidence. We propose simple modifications of the bootstrap for sampling from such posterior distributions. Results In a proof-of-concept case study, we use data from a clinical trial and incorporate external evidence on the effect size of treatments to illustrate the method in action. Compared to the parametric models of evidence synthesis, the proposed approach requires fewer distributional assumptions, does not require explicit modeling of the relation between external evidence and outcomes of interest, and is generally easier to implement. A drawback of this approach is potential computational inefficiency compared to the parametric Bayesian methods. Conclusions The bootstrap method of RCT-based CEA can be extended to incorporate external evidence, while preserving its appealing features such as no requirement for parametric modeling of cost and effectiveness outcomes. PMID:24888356

Incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods.

PubMed

Sadatsafavi, Mohsen; Marra, Carlo; Aaron, Shawn; Bryan, Stirling

2014-06-03

Cost-effectiveness analyses (CEAs) that use patient-specific data from a randomized controlled trial (RCT) are popular, yet such CEAs are criticized because they neglect to incorporate evidence external to the trial. A popular method for quantifying uncertainty in a RCT-based CEA is the bootstrap. The objective of the present study was to further expand the bootstrap method of RCT-based CEA for the incorporation of external evidence. We utilize the Bayesian interpretation of the bootstrap and derive the distribution for the cost and effectiveness outcomes after observing the current RCT data and the external evidence. We propose simple modifications of the bootstrap for sampling from such posterior distributions. In a proof-of-concept case study, we use data from a clinical trial and incorporate external evidence on the effect size of treatments to illustrate the method in action. Compared to the parametric models of evidence synthesis, the proposed approach requires fewer distributional assumptions, does not require explicit modeling of the relation between external evidence and outcomes of interest, and is generally easier to implement. A drawback of this approach is potential computational inefficiency compared to the parametric Bayesian methods. The bootstrap method of RCT-based CEA can be extended to incorporate external evidence, while preserving its appealing features such as no requirement for parametric modeling of cost and effectiveness outcomes.

A simple parametric model observer for quality assurance in computer tomography

NASA Astrophysics Data System (ADS)

Anton, M.; Khanin, A.; Kretz, T.; Reginatto, M.; Elster, C.

2018-04-01

Model observers are mathematical classifiers that are used for the quality assessment of imaging systems such as computer tomography. The quality of the imaging system is quantified by means of the performance of a selected model observer. For binary classification tasks, the performance of the model observer is defined by the area under its ROC curve (AUC). Typically, the AUC is estimated by applying the model observer to a large set of training and test data. However, the recording of these large data sets is not always practical for routine quality assurance. In this paper we propose as an alternative a parametric model observer that is based on a simple phantom, and we provide a Bayesian estimation of its AUC. It is shown that a limited number of repeatedly recorded images (10–15) is already sufficient to obtain results suitable for the quality assessment of an imaging system. A MATLAB® function is provided for the calculation of the results. The performance of the proposed model observer is compared to that of the established channelized Hotelling observer and the nonprewhitening matched filter for simulated images as well as for images obtained from a low-contrast phantom on an x-ray tomography scanner. The results suggest that the proposed parametric model observer, along with its Bayesian treatment, can provide an efficient, practical alternative for the quality assessment of CT imaging systems.

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

From empirical Bayes to full Bayes : methods for analyzing traffic safety data.

DOT National Transportation Integrated Search

2004-10-24

Traffic safety engineers are among the early adopters of Bayesian statistical tools for : analyzing crash data. As in many other areas of application, empirical Bayes methods were : their first choice, perhaps because they represent an intuitively ap...

A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

PubMed

Ponciano, José Miguel

2017-11-22

Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

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.

Direct 4D reconstruction of parametric images incorporating anato-functional joint entropy.

PubMed

Tang, Jing; Kuwabara, Hiroto; Wong, Dean F; Rahmim, Arman

2010-08-07

We developed an anatomy-guided 4D closed-form algorithm to directly reconstruct parametric images from projection data for (nearly) irreversible tracers. Conventional methods consist of individually reconstructing 2D/3D PET data, followed by graphical analysis on the sequence of reconstructed image frames. The proposed direct reconstruction approach maintains the simplicity and accuracy of the expectation-maximization (EM) algorithm by extending the system matrix to include the relation between the parametric images and the measured data. A closed-form solution was achieved using a different hidden complete-data formulation within the EM framework. Furthermore, the proposed method was extended to maximum a posterior reconstruction via incorporation of MR image information, taking the joint entropy between MR and parametric PET features as the prior. Using realistic simulated noisy [(11)C]-naltrindole PET and MR brain images/data, the quantitative performance of the proposed methods was investigated. Significant improvements in terms of noise versus bias performance were demonstrated when performing direct parametric reconstruction, and additionally upon extending the algorithm to its Bayesian counterpart using the MR-PET joint entropy measure.

Bayesian Model Comparison for the Order Restricted RC Association Model

ERIC Educational Resources Information Center

Iliopoulos, G.; Kateri, M.; Ntzoufras, I.

2009-01-01

Association models constitute an attractive alternative to the usual log-linear models for modeling the dependence between classification variables. They impose special structure on the underlying association by assigning scores on the levels of each classification variable, which can be fixed or parametric. Under the general row-column (RC)…

Bayesian correction for covariate measurement error: A frequentist evaluation and comparison with regression calibration.

PubMed

Bartlett, Jonathan W; Keogh, Ruth H

2018-06-01

Bayesian approaches for handling covariate measurement error are well established and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper, we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration, arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to regression calibration and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next, we describe the closely related maximum likelihood and multiple imputation approaches and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of regression calibration and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey.

Neutrino masses and their ordering: global data, priors and models

NASA Astrophysics Data System (ADS)

Gariazzo, S.; Archidiacono, M.; de Salas, P. F.; Mena, O.; Ternes, C. A.; Tórtola, M.

2018-03-01

We present a full Bayesian analysis of the combination of current neutrino oscillation, neutrinoless double beta decay and Cosmic Microwave Background observations. Our major goal is to carefully investigate the possibility to single out one neutrino mass ordering, namely Normal Ordering or Inverted Ordering, with current data. Two possible parametrizations (three neutrino masses versus the lightest neutrino mass plus the two oscillation mass splittings) and priors (linear versus logarithmic) are exhaustively examined. We find that the preference for NO is only driven by neutrino oscillation data. Moreover, the values of the Bayes factor indicate that the evidence for NO is strong only when the scan is performed over the three neutrino masses with logarithmic priors; for every other combination of parameterization and prior, the preference for NO is only weak. As a by-product of our Bayesian analyses, we are able to (a) compare the Bayesian bounds on the neutrino mixing parameters to those obtained by means of frequentist approaches, finding a very good agreement; (b) determine that the lightest neutrino mass plus the two mass splittings parametrization, motivated by the physical observables, is strongly preferred over the three neutrino mass eigenstates scan and (c) find that logarithmic priors guarantee a weakly-to-moderately more efficient sampling of the parameter space. These results establish the optimal strategy to successfully explore the neutrino parameter space, based on the use of the oscillation mass splittings and a logarithmic prior on the lightest neutrino mass, when combining neutrino oscillation data with cosmology and neutrinoless double beta decay. We also show that the limits on the total neutrino mass ∑ mν can change dramatically when moving from one prior to the other. These results have profound implications for future studies on the neutrino mass ordering, as they crucially state the need for self-consistent analyses which explore the best parametrization and priors, without combining results that involve different assumptions.

Three Insights from a Bayesian Interpretation of the One-Sided "P" Value

ERIC Educational Resources Information Center

Marsman, Maarten; Wagenmakers, Eric-Jan

2017-01-01

P values have been critiqued on several grounds but remain entrenched as the dominant inferential method in the empirical sciences. In this article, we elaborate on the fact that in many statistical models, the one-sided "P" value has a direct Bayesian interpretation as the approximate posterior mass for values lower than zero. The…

Psychological Needs, Engagement, and Work Intentions: A Bayesian Multi-Measurement Mediation Approach and Implications for HRD

ERIC Educational Resources Information Center

Shuck, Brad; Zigarmi, Drea; Owen, Jesse

2015-01-01

Purpose: The purpose of this study was to empirically examine the utility of self-determination theory (SDT) within the engagement-performance linkage. Design/methodology/approach: Bayesian multi-measurement mediation modeling was used to estimate the relation between SDT, engagement and a proxy measure of performance (e.g. work intentions) (N =…

IMAGINE: Interstellar MAGnetic field INference Engine

NASA Astrophysics Data System (ADS)

Steininger, Theo

2018-03-01

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

AASHTO mechanistic-empirical pavement design guide parametric study.

DOT National Transportation Integrated Search

2012-03-01

This study focuses on assessing the robustness of the AASHTO Mechanistic-Empirical Pavement Design Guide (MEPDG v 1.1) for rigid pavement : design projects in Wisconsin. The primary tasks conducted in this study included performing sensitivity analys...

Uncertainty plus prior equals rational bias: an intuitive Bayesian probability weighting function.

PubMed

Fennell, John; Baddeley, Roland

2012-10-01

Empirical research has shown that when making choices based on probabilistic options, people behave as if they overestimate small probabilities, underestimate large probabilities, and treat positive and negative outcomes differently. These distortions have been modeled using a nonlinear probability weighting function, which is found in several nonexpected utility theories, including rank-dependent models and prospect theory; here, we propose a Bayesian approach to the probability weighting function and, with it, a psychological rationale. In the real world, uncertainty is ubiquitous and, accordingly, the optimal strategy is to combine probability statements with prior information using Bayes' rule. First, we show that any reasonable prior on probabilities leads to 2 of the observed effects; overweighting of low probabilities and underweighting of high probabilities. We then investigate 2 plausible kinds of priors: informative priors based on previous experience and uninformative priors of ignorance. Individually, these priors potentially lead to large problems of bias and inefficiency, respectively; however, when combined using Bayesian model comparison methods, both forms of prior can be applied adaptively, gaining the efficiency of empirical priors and the robustness of ignorance priors. We illustrate this for the simple case of generic good and bad options, using Internet blogs to estimate the relevant priors of inference. Given this combined ignorant/informative prior, the Bayesian probability weighting function is not only robust and efficient but also matches all of the major characteristics of the distortions found in empirical research. PsycINFO Database Record (c) 2012 APA, all rights reserved.

Rediscovery of Good-Turing estimators via Bayesian nonparametrics.

PubMed

Favaro, Stefano; Nipoti, Bernardo; Teh, Yee Whye

2016-03-01

The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics, linguistics, designs of experiments, machine learning, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, has been proposed for estimating discovery probabilities. In this article, we investigate the relationships between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and a Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent, for a large sample size, to suitably smoothed Good-Turing estimators. As a by-product of this result, we introduce and investigate a methodology for deriving exact and asymptotic credible intervals to be associated with the Bayesian nonparametric estimators of discovery probabilities. The proposed methodology is illustrated through a comprehensive simulation study and the analysis of Expressed Sequence Tags data generated by sequencing a benchmark complementary DNA library. © 2015, The International Biometric Society.

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…

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.

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

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.

Bayesian component separation: The Planck experience

NASA Astrophysics Data System (ADS)

Wehus, Ingunn Kathrine; Eriksen, Hans Kristian

2018-05-01

Bayesian component separation techniques have played a central role in the data reduction process of Planck. The most important strength of this approach is its global nature, in which a parametric and physical model is fitted to the data. Such physical modeling allows the user to constrain very general data models, and jointly probe cosmological, astrophysical and instrumental parameters. This approach also supports statistically robust goodness-of-fit tests in terms of data-minus-model residual maps, which are essential for identifying residual systematic effects in the data. The main challenges are high code complexity and computational cost. Whether or not these costs are justified for a given experiment depends on its final uncertainty budget. We therefore predict that the importance of Bayesian component separation techniques is likely to increase with time for intensity mapping experiments, similar to what has happened in the CMB field, as observational techniques mature, and their overall sensitivity improves.

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 Comparison of Full and Empirical Bayes Techniques for Inferring Sea Level Changes from Tide Gauge Records

NASA Astrophysics Data System (ADS)

Piecuch, C. G.; Huybers, P. J.; Tingley, M.

2016-12-01

Sea level observations from coastal tide gauges are some of the longest instrumental records of the ocean. However, these data can be noisy, biased, and gappy, featuring missing values, and reflecting land motion and local effects. Coping with these issues in a formal manner is a challenging task. Some studies use Bayesian approaches to estimate sea level from tide gauge records, making inference probabilistically. Such methods are typically empirically Bayesian in nature: model parameters are treated as known and assigned point values. But, in reality, parameters are not perfectly known. Empirical Bayes methods thus neglect a potentially important source of uncertainty, and so may overestimate the precision (i.e., underestimate the uncertainty) of sea level estimates. We consider whether empirical Bayes methods underestimate uncertainty in sea level from tide gauge data, comparing to a full Bayes method that treats parameters as unknowns to be solved for along with the sea level field. We develop a hierarchical algorithm that we apply to tide gauge data on the North American northeast coast over 1893-2015. The algorithm is run in full Bayes mode, solving for the sea level process and parameters, and in empirical mode, solving only for the process using fixed parameter values. Error bars on sea level from the empirical method are smaller than from the full Bayes method, and the relative discrepancies increase with time; the 95% credible interval on sea level values from the empirical Bayes method in 1910 and 2010 is 23% and 56% narrower, respectively, than from the full Bayes approach. To evaluate the representativeness of the credible intervals, empirical Bayes and full Bayes methods are applied to corrupted data of a known surrogate field. Using rank histograms to evaluate the solutions, we find that the full Bayes method produces generally reliable error bars, whereas the empirical Bayes method gives too-narrow error bars, such that the 90% credible interval only encompasses 70% of true process values. Results demonstrate that parameter uncertainty is an important source of process uncertainty, and advocate for the fully Bayesian treatment of tide gauge records in ocean circulation and climate studies.

Transfer pricing in hospitals and efficiency of physicians: the case of anesthesia services.

PubMed

Kuntz, Ludwig; Vera, Antonio

2005-01-01

The objective is to investigate theoretically and empirically how the efficiency of the physicians involved in anesthesia and surgery can be optimized by the introduction of transfer pricing for anesthesia services. The anesthesiology data of approximately 57,000 operations carried out at the University Hospital Hamburg-Eppendorf (UKE) in Germany in the period from 2000 to 2002 are analyzed using parametric and non-parametric methods. The principal finding of the empirical analysis is that the efficiency of the physicians involved in anesthesia and surgery at the UKE improved after the introduction of transfer pricing.

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.

Bayesian inversion of marine CSEM data from the Scarborough gas field using a transdimensional 2-D parametrization

NASA Astrophysics Data System (ADS)

Ray, Anandaroop; Key, Kerry; Bodin, Thomas; Myer, David; Constable, Steven

2014-12-01

We apply a reversible-jump Markov chain Monte Carlo method to sample the Bayesian posterior model probability density function of 2-D seafloor resistivity as constrained by marine controlled source electromagnetic data. This density function of earth models conveys information on which parts of the model space are illuminated by the data. Whereas conventional gradient-based inversion approaches require subjective regularization choices to stabilize this highly non-linear and non-unique inverse problem and provide only a single solution with no model uncertainty information, the method we use entirely avoids model regularization. The result of our approach is an ensemble of models that can be visualized and queried to provide meaningful information about the sensitivity of the data to the subsurface, and the level of resolution of model parameters. We represent models in 2-D using a Voronoi cell parametrization. To make the 2-D problem practical, we use a source-receiver common midpoint approximation with 1-D forward modelling. Our algorithm is transdimensional and self-parametrizing where the number of resistivity cells within a 2-D depth section is variable, as are their positions and geometries. Two synthetic studies demonstrate the algorithm's use in the appraisal of a thin, segmented, resistive reservoir which makes for a challenging exploration target. As a demonstration example, we apply our method to survey data collected over the Scarborough gas field on the Northwest Australian shelf.

Calibrating Bayesian Network Representations of Social-Behavioral Models

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

Whitney, Paul D.; Walsh, Stephen J.

2010-04-08

While human behavior has long been studied, recent and ongoing advances in computational modeling present opportunities for recasting research outcomes in human behavior. In this paper we describe how Bayesian networks can represent outcomes of human behavior research. We demonstrate a Bayesian network that represents political radicalization research – and show a corresponding visual representation of aspects of this research outcome. Since Bayesian networks can be quantitatively compared with external observations, the representation can also be used for empirical assessments of the research which the network summarizes. For a political radicalization model based on published research, we show this empiricalmore » comparison with data taken from the Minorities at Risk Organizational Behaviors database.« less

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.

Analyzing small data sets using Bayesian estimation: the case of posttraumatic stress symptoms following mechanical ventilation in burn survivors

PubMed Central

van de Schoot, Rens; Broere, Joris J.; Perryck, Koen H.; Zondervan-Zwijnenburg, Mariëlle; van Loey, Nancy E.

2015-01-01

Background The analysis of small data sets in longitudinal studies can lead to power issues and often suffers from biased parameter values. These issues can be solved by using Bayesian estimation in conjunction with informative prior distributions. By means of a simulation study and an empirical example concerning posttraumatic stress symptoms (PTSS) following mechanical ventilation in burn survivors, we demonstrate the advantages and potential pitfalls of using Bayesian estimation. Methods First, we show how to specify prior distributions and by means of a sensitivity analysis we demonstrate how to check the exact influence of the prior (mis-) specification. Thereafter, we show by means of a simulation the situations in which the Bayesian approach outperforms the default, maximum likelihood and approach. Finally, we re-analyze empirical data on burn survivors which provided preliminary evidence of an aversive influence of a period of mechanical ventilation on the course of PTSS following burns. Results Not suprisingly, maximum likelihood estimation showed insufficient coverage as well as power with very small samples. Only when Bayesian analysis, in conjunction with informative priors, was used power increased to acceptable levels. As expected, we showed that the smaller the sample size the more the results rely on the prior specification. Conclusion We show that two issues often encountered during analysis of small samples, power and biased parameters, can be solved by including prior information into Bayesian analysis. We argue that the use of informative priors should always be reported together with a sensitivity analysis. PMID:25765534

Analyzing small data sets using Bayesian estimation: the case of posttraumatic stress symptoms following mechanical ventilation in burn survivors.

PubMed

van de Schoot, Rens; Broere, Joris J; Perryck, Koen H; Zondervan-Zwijnenburg, Mariëlle; van Loey, Nancy E

2015-01-01

Background : The analysis of small data sets in longitudinal studies can lead to power issues and often suffers from biased parameter values. These issues can be solved by using Bayesian estimation in conjunction with informative prior distributions. By means of a simulation study and an empirical example concerning posttraumatic stress symptoms (PTSS) following mechanical ventilation in burn survivors, we demonstrate the advantages and potential pitfalls of using Bayesian estimation. Methods : First, we show how to specify prior distributions and by means of a sensitivity analysis we demonstrate how to check the exact influence of the prior (mis-) specification. Thereafter, we show by means of a simulation the situations in which the Bayesian approach outperforms the default, maximum likelihood and approach. Finally, we re-analyze empirical data on burn survivors which provided preliminary evidence of an aversive influence of a period of mechanical ventilation on the course of PTSS following burns. Results : Not suprisingly, maximum likelihood estimation showed insufficient coverage as well as power with very small samples. Only when Bayesian analysis, in conjunction with informative priors, was used power increased to acceptable levels. As expected, we showed that the smaller the sample size the more the results rely on the prior specification. Conclusion : We show that two issues often encountered during analysis of small samples, power and biased parameters, can be solved by including prior information into Bayesian analysis. We argue that the use of informative priors should always be reported together with a sensitivity analysis.

The Empirical Distribution of Singletons for Geographic Samples of DNA Sequences.

PubMed

Cubry, Philippe; Vigouroux, Yves; François, Olivier

2017-01-01

Rare variants are important for drawing inference about past demographic events in a species history. A singleton is a rare variant for which genetic variation is carried by a unique chromosome in a sample. How singletons are distributed across geographic space provides a local measure of genetic diversity that can be measured at the individual level. Here, we define the empirical distribution of singletons in a sample of chromosomes as the proportion of the total number of singletons that each chromosome carries, and we present a theoretical background for studying this distribution. Next, we use computer simulations to evaluate the potential for the empirical distribution of singletons to provide a description of genetic diversity across geographic space. In a Bayesian framework, we show that the empirical distribution of singletons leads to accurate estimates of the geographic origin of range expansions. We apply the Bayesian approach to estimating the origin of the cultivated plant species Pennisetum glaucum [L.] R. Br . (pearl millet) in Africa, and find support for range expansion having started from Northern Mali. Overall, we report that the empirical distribution of singletons is a useful measure to analyze results of sequencing projects based on large scale sampling of individuals across geographic space.

Use of Principal Components Analysis and Kriging to Predict Groundwater-Sourced Rural Drinking Water Quality in Saskatchewan

PubMed Central

McLeod, Lianne; Bharadwaj, Lalita; Epp, Tasha; Waldner, Cheryl L.

2017-01-01

Groundwater drinking water supply surveillance data were accessed to summarize water quality delivered as public and private water supplies in southern Saskatchewan as part of an exposure assessment for epidemiologic analyses of associations between water quality and type 2 diabetes or cardiovascular disease. Arsenic in drinking water has been linked to a variety of chronic diseases and previous studies have identified multiple wells with arsenic above the drinking water standard of 0.01 mg/L; therefore, arsenic concentrations were of specific interest. Principal components analysis was applied to obtain principal component (PC) scores to summarize mixtures of correlated parameters identified as health standards and those identified as aesthetic objectives in the Saskatchewan Drinking Water Quality Standards and Objective. Ordinary, universal, and empirical Bayesian kriging were used to interpolate arsenic concentrations and PC scores in southern Saskatchewan, and the results were compared. Empirical Bayesian kriging performed best across all analyses, based on having the greatest number of variables for which the root mean square error was lowest. While all of the kriging methods appeared to underestimate high values of arsenic and PC scores, empirical Bayesian kriging was chosen to summarize large scale geographic trends in groundwater-sourced drinking water quality and assess exposure to mixtures of trace metals and ions. PMID:28914824

Use of Principal Components Analysis and Kriging to Predict Groundwater-Sourced Rural Drinking Water Quality in Saskatchewan.

PubMed

McLeod, Lianne; Bharadwaj, Lalita; Epp, Tasha; Waldner, Cheryl L

2017-09-15

Groundwater drinking water supply surveillance data were accessed to summarize water quality delivered as public and private water supplies in southern Saskatchewan as part of an exposure assessment for epidemiologic analyses of associations between water quality and type 2 diabetes or cardiovascular disease. Arsenic in drinking water has been linked to a variety of chronic diseases and previous studies have identified multiple wells with arsenic above the drinking water standard of 0.01 mg/L; therefore, arsenic concentrations were of specific interest. Principal components analysis was applied to obtain principal component (PC) scores to summarize mixtures of correlated parameters identified as health standards and those identified as aesthetic objectives in the Saskatchewan Drinking Water Quality Standards and Objective. Ordinary, universal, and empirical Bayesian kriging were used to interpolate arsenic concentrations and PC scores in southern Saskatchewan, and the results were compared. Empirical Bayesian kriging performed best across all analyses, based on having the greatest number of variables for which the root mean square error was lowest. While all of the kriging methods appeared to underestimate high values of arsenic and PC scores, empirical Bayesian kriging was chosen to summarize large scale geographic trends in groundwater-sourced drinking water quality and assess exposure to mixtures of trace metals and ions.

Entangled Parametric Hierarchies: Problems for an Overspecified Universal Grammar

PubMed Central

Boeckx, Cedric; Leivada, Evelina

2013-01-01

This study addresses the feasibility of the classical notion of parameter in linguistic theory from the perspective of parametric hierarchies. A novel program-based analysis is implemented in order to show certain empirical problems related to these hierarchies. The program was developed on the basis of an enriched data base spanning 23 contemporary and 5 ancient languages. The empirical issues uncovered cast doubt on classical parametric models of language acquisition as well as on the conceptualization of an overspecified Universal Grammar that has parameters among its primitives. Pinpointing these issues leads to the proposal that (i) the (bio)logical problem of language acquisition does not amount to a process of triggering innately pre-wired values of parameters and (ii) it paves the way for viewing language, epigenetic (‘parametric’) variation as an externalization-related epiphenomenon, whose learning component may be more important than what sometimes is assumed. PMID:24019867

A Semi-Parametric Bayesian Mixture Modeling Approach for the Analysis of Judge Mediated Data

ERIC Educational Resources Information Center

Muckle, Timothy Joseph

2010-01-01

Existing methods for the analysis of ordinal-level data arising from judge ratings, such as the Multi-Facet Rasch model (MFRM, or the so-called Facets model) have been widely used in assessment in order to render fair examinee ability estimates in situations where the judges vary in their behavior or severity. However, this model makes certain…

Structural and parameteric uncertainty quantification in cloud microphysics parameterization schemes

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

Radiation dose reduction in computed tomography perfusion using spatial-temporal Bayesian methods

NASA Astrophysics Data System (ADS)

Fang, Ruogu; Raj, Ashish; Chen, Tsuhan; Sanelli, Pina C.

2012-03-01

In current computed tomography (CT) examinations, the associated X-ray radiation dose is of significant concern to patients and operators, especially CT perfusion (CTP) imaging that has higher radiation dose due to its cine scanning technique. A simple and cost-effective means to perform the examinations is to lower the milliampere-seconds (mAs) parameter as low as reasonably achievable in data acquisition. However, lowering the mAs parameter will unavoidably increase data noise and degrade CT perfusion maps greatly if no adequate noise control is applied during image reconstruction. To capture the essential dynamics of CT perfusion, a simple spatial-temporal Bayesian method that uses a piecewise parametric model of the residual function is used, and then the model parameters are estimated from a Bayesian formulation of prior smoothness constraints on perfusion parameters. From the fitted residual function, reliable CTP parameter maps are obtained from low dose CT data. The merit of this scheme exists in the combination of analytical piecewise residual function with Bayesian framework using a simpler prior spatial constrain for CT perfusion application. On a dataset of 22 patients, this dynamic spatial-temporal Bayesian model yielded an increase in signal-tonoise-ratio (SNR) of 78% and a decrease in mean-square-error (MSE) of 40% at low dose radiation of 43mA.

Brain segmentation and the generation of cortical surfaces

NASA Technical Reports Server (NTRS)

Joshi, M.; Cui, J.; Doolittle, K.; Joshi, S.; Van Essen, D.; Wang, L.; Miller, M. I.

1999-01-01

This paper describes methods for white matter segmentation in brain images and the generation of cortical surfaces from the segmentations. We have developed a system that allows a user to start with a brain volume, obtained by modalities such as MRI or cryosection, and constructs a complete digital representation of the cortical surface. The methodology consists of three basic components: local parametric modeling and Bayesian segmentation; surface generation and local quadratic coordinate fitting; and surface editing. Segmentations are computed by parametrically fitting known density functions to the histogram of the image using the expectation maximization algorithm [DLR77]. The parametric fits are obtained locally rather than globally over the whole volume to overcome local variations in gray levels. To represent the boundary of the gray and white matter we use triangulated meshes generated using isosurface generation algorithms [GH95]. A complete system of local parametric quadratic charts [JWM+95] is superimposed on the triangulated graph to facilitate smoothing and geodesic curve tracking. Algorithms for surface editing include extraction of the largest closed surface. Results for several macaque brains are presented comparing automated and hand surface generation. Copyright 1999 Academic Press.

Bayesian Dose-Response Modeling in Sparse Data

NASA Astrophysics Data System (ADS)

Kim, Steven B.

This book discusses Bayesian dose-response modeling in small samples applied to two different settings. The first setting is early phase clinical trials, and the second setting is toxicology studies in cancer risk assessment. In early phase clinical trials, experimental units are humans who are actual patients. Prior to a clinical trial, opinions from multiple subject area experts are generally more informative than the opinion of a single expert, but we may face a dilemma when they have disagreeing prior opinions. In this regard, we consider compromising the disagreement and compare two different approaches for making a decision. In addition to combining multiple opinions, we also address balancing two levels of ethics in early phase clinical trials. The first level is individual-level ethics which reflects the perspective of trial participants. The second level is population-level ethics which reflects the perspective of future patients. We extensively compare two existing statistical methods which focus on each perspective and propose a new method which balances the two conflicting perspectives. In toxicology studies, experimental units are living animals. Here we focus on a potential non-monotonic dose-response relationship which is known as hormesis. Briefly, hormesis is a phenomenon which can be characterized by a beneficial effect at low doses and a harmful effect at high doses. In cancer risk assessments, the estimation of a parameter, which is known as a benchmark dose, can be highly sensitive to a class of assumptions, monotonicity or hormesis. In this regard, we propose a robust approach which considers both monotonicity and hormesis as a possibility. In addition, We discuss statistical hypothesis testing for hormesis and consider various experimental designs for detecting hormesis based on Bayesian decision theory. Past experiments have not been optimally designed for testing for hormesis, and some Bayesian optimal designs may not be optimal under a wrong parametric assumption. In this regard, we consider a robust experimental design which does not require any parametric assumption.

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.

Assessing differential expression in two-color microarrays: a resampling-based empirical Bayes approach.

PubMed

Li, Dongmei; Le Pape, Marc A; Parikh, Nisha I; Chen, Will X; Dye, Timothy D

2013-01-01

Microarrays are widely used for examining differential gene expression, identifying single nucleotide polymorphisms, and detecting methylation loci. Multiple testing methods in microarray data analysis aim at controlling both Type I and Type II error rates; however, real microarray data do not always fit their distribution assumptions. Smyth's ubiquitous parametric method, for example, inadequately accommodates violations of normality assumptions, resulting in inflated Type I error rates. The Significance Analysis of Microarrays, another widely used microarray data analysis method, is based on a permutation test and is robust to non-normally distributed data; however, the Significance Analysis of Microarrays method fold change criteria are problematic, and can critically alter the conclusion of a study, as a result of compositional changes of the control data set in the analysis. We propose a novel approach, combining resampling with empirical Bayes methods: the Resampling-based empirical Bayes Methods. This approach not only reduces false discovery rates for non-normally distributed microarray data, but it is also impervious to fold change threshold since no control data set selection is needed. Through simulation studies, sensitivities, specificities, total rejections, and false discovery rates are compared across the Smyth's parametric method, the Significance Analysis of Microarrays, and the Resampling-based empirical Bayes Methods. Differences in false discovery rates controls between each approach are illustrated through a preterm delivery methylation study. The results show that the Resampling-based empirical Bayes Methods offer significantly higher specificity and lower false discovery rates compared to Smyth's parametric method when data are not normally distributed. The Resampling-based empirical Bayes Methods also offers higher statistical power than the Significance Analysis of Microarrays method when the proportion of significantly differentially expressed genes is large for both normally and non-normally distributed data. Finally, the Resampling-based empirical Bayes Methods are generalizable to next generation sequencing RNA-seq data analysis.

Use of Bayes theorem to correct size-specific sampling bias in growth data.

PubMed

Troynikov, V S

1999-03-01

The bayesian decomposition of posterior distribution was used to develop a likelihood function to correct bias in the estimates of population parameters from data collected randomly with size-specific selectivity. Positive distributions with time as a parameter were used for parametrization of growth data. Numerical illustrations are provided. The alternative applications of the likelihood to estimate selectivity parameters are discussed.

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.

QUEST+: A general multidimensional Bayesian adaptive psychometric method.

PubMed

Watson, Andrew B

2017-03-01

QUEST+ is a Bayesian adaptive psychometric testing method that allows an arbitrary number of stimulus dimensions, psychometric function parameters, and trial outcomes. It is a generalization and extension of the original QUEST procedure and incorporates many subsequent developments in the area of parametric adaptive testing. With a single procedure, it is possible to implement a wide variety of experimental designs, including conventional threshold measurement; measurement of psychometric function parameters, such as slope and lapse; estimation of the contrast sensitivity function; measurement of increment threshold functions; measurement of noise-masking functions; Thurstone scale estimation using pair comparisons; and categorical ratings on linear and circular stimulus dimensions. QUEST+ provides a general method to accelerate data collection in many areas of cognitive and perceptual science.

Exoplanet Biosignatures: Future Directions

PubMed Central

Bains, William; Cronin, Leroy; DasSarma, Shiladitya; Danielache, Sebastian; Domagal-Goldman, Shawn; Kacar, Betul; Kiang, Nancy Y.; Lenardic, Adrian; Reinhard, Christopher T.; Moore, William; Schwieterman, Edward W.; Shkolnik, Evgenya L.; Smith, Harrison B.

2018-01-01

Abstract We introduce a Bayesian method for guiding future directions for detection of life on exoplanets. We describe empirical and theoretical work necessary to place constraints on the relevant likelihoods, including those emerging from better understanding stellar environment, planetary climate and geophysics, geochemical cycling, the universalities of physics and chemistry, the contingencies of evolutionary history, the properties of life as an emergent complex system, and the mechanisms driving the emergence of life. We provide examples for how the Bayesian formalism could guide future search strategies, including determining observations to prioritize or deciding between targeted searches or larger lower resolution surveys to generate ensemble statistics and address how a Bayesian methodology could constrain the prior probability of life with or without a positive detection. Key Words: Exoplanets—Biosignatures—Life detection—Bayesian analysis. Astrobiology 18, 779–824. PMID:29938538

Exoplanet Biosignatures: Future Directions.

PubMed

Walker, Sara I; Bains, William; Cronin, Leroy; DasSarma, Shiladitya; Danielache, Sebastian; Domagal-Goldman, Shawn; Kacar, Betul; Kiang, Nancy Y; Lenardic, Adrian; Reinhard, Christopher T; Moore, William; Schwieterman, Edward W; Shkolnik, Evgenya L; Smith, Harrison B

2018-06-01

We introduce a Bayesian method for guiding future directions for detection of life on exoplanets. We describe empirical and theoretical work necessary to place constraints on the relevant likelihoods, including those emerging from better understanding stellar environment, planetary climate and geophysics, geochemical cycling, the universalities of physics and chemistry, the contingencies of evolutionary history, the properties of life as an emergent complex system, and the mechanisms driving the emergence of life. We provide examples for how the Bayesian formalism could guide future search strategies, including determining observations to prioritize or deciding between targeted searches or larger lower resolution surveys to generate ensemble statistics and address how a Bayesian methodology could constrain the prior probability of life with or without a positive detection. Key Words: Exoplanets-Biosignatures-Life detection-Bayesian analysis. Astrobiology 18, 779-824.

Bayesian analysis of time-series data under case-crossover designs: posterior equivalence and inference.

PubMed

Li, Shi; Mukherjee, Bhramar; Batterman, Stuart; Ghosh, Malay

2013-12-01

Case-crossover designs are widely used to study short-term exposure effects on the risk of acute adverse health events. While the frequentist literature on this topic is vast, there is no Bayesian work in this general area. The contribution of this paper is twofold. First, the paper establishes Bayesian equivalence results that require characterization of the set of priors under which the posterior distributions of the risk ratio parameters based on a case-crossover and time-series analysis are identical. Second, the paper studies inferential issues under case-crossover designs in a Bayesian framework. Traditionally, a conditional logistic regression is used for inference on risk-ratio parameters in case-crossover studies. We consider instead a more general full likelihood-based approach which makes less restrictive assumptions on the risk functions. Formulation of a full likelihood leads to growth in the number of parameters proportional to the sample size. We propose a semi-parametric Bayesian approach using a Dirichlet process prior to handle the random nuisance parameters that appear in a full likelihood formulation. We carry out a simulation study to compare the Bayesian methods based on full and conditional likelihood with the standard frequentist approaches for case-crossover and time-series analysis. The proposed methods are illustrated through the Detroit Asthma Morbidity, Air Quality and Traffic study, which examines the association between acute asthma risk and ambient air pollutant concentrations. © 2013, The International Biometric Society.

Parameter Estimation with Entangled Photons Produced by Parametric Down-Conversion

NASA Technical Reports Server (NTRS)

Cable, Hugo; Durkin, Gabriel A.

2010-01-01

We explore the advantages offered by twin light beams produced in parametric down-conversion for precision measurement. The symmetry of these bipartite quantum states, even under losses, suggests that monitoring correlations between the divergent beams permits a high-precision inference of any symmetry-breaking effect, e.g., fiber birefringence. We show that the quantity of entanglement is not the key feature for such an instrument. In a lossless setting, scaling of precision at the ultimate "Heisenberg" limit is possible with photon counting alone. Even as photon losses approach 100% the precision is shot-noise limited, and we identify the crossover point between quantum and classical precision as a function of detected flux. The predicted hypersensitivity is demonstrated with a Bayesian simulation.

Parameter estimation with entangled photons produced by parametric down-conversion.

PubMed

Cable, Hugo; Durkin, Gabriel A

2010-07-02

We explore the advantages offered by twin light beams produced in parametric down-conversion for precision measurement. The symmetry of these bipartite quantum states, even under losses, suggests that monitoring correlations between the divergent beams permits a high-precision inference of any symmetry-breaking effect, e.g., fiber birefringence. We show that the quantity of entanglement is not the key feature for such an instrument. In a lossless setting, scaling of precision at the ultimate "Heisenberg" limit is possible with photon counting alone. Even as photon losses approach 100% the precision is shot-noise limited, and we identify the crossover point between quantum and classical precision as a function of detected flux. The predicted hypersensitivity is demonstrated with a Bayesian simulation.

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.

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

Possible determinants and spatial patterns of anaemia among young children in Nigeria: a Bayesian semi-parametric modelling.

PubMed

Gayawan, Ezra; Arogundade, Ekundayo D; Adebayo, Samson B

2014-03-01

Anaemia is a global public health problem affecting both developing and developed countries with major consequences for human health and socioeconomic development. This paper examines the possible relationship between Hb concentration and severity of anaemia with individual and household characteristics of children aged 6-59 months in Nigeria; and explores possible geographical variations of these outcome variables. Data on Hb concentration and severity of anaemia in children aged 6-59 months that participated in the 2010 Nigeria Malaria Indicator Survey were analysed. A semi-parametric model using a hierarchical Bayesian approach was adopted to examine the putative relationship of covariates of different types and possible spatial variation. Gaussian, binary and ordinal outcome variables were considered in modelling. Spatial analyses reveal a distinct North-South divide in Hb concentration of the children analysed and that states in Northern Nigeria possess a higher risk of anaemia. Other important risk factors include the household wealth index, sex of the child, whether or not the child had fever or malaria in the 2 weeks preceding the survey, and children under 24 months of age. There is a need for state level implementation of specific programmes that target vulnerable children as this can help in reversing the existing patterns.

Acoustic emission based damage localization in composites structures using Bayesian identification

NASA Astrophysics Data System (ADS)

Kundu, A.; Eaton, M. J.; Al-Jumali, S.; Sikdar, S.; Pullin, R.

2017-05-01

Acoustic emission based damage detection in composite structures is based on detection of ultra high frequency packets of acoustic waves emitted from damage sources (such as fibre breakage, fatigue fracture, amongst others) with a network of distributed sensors. This non-destructive monitoring scheme requires solving an inverse problem where the measured signals are linked back to the location of the source. This in turn enables rapid deployment of mitigative measures. The presence of significant amount of uncertainty associated with the operating conditions and measurements makes the problem of damage identification quite challenging. The uncertainties stem from the fact that the measured signals are affected by the irregular geometries, manufacturing imprecision, imperfect boundary conditions, existing damages/structural degradation, amongst others. This work aims to tackle these uncertainties within a framework of automated probabilistic damage detection. The method trains a probabilistic model of the parametrized input and output model of the acoustic emission system with experimental data to give probabilistic descriptors of damage locations. A response surface modelling the acoustic emission as a function of parametrized damage signals collected from sensors would be calibrated with a training dataset using Bayesian inference. This is used to deduce damage locations in the online monitoring phase. During online monitoring, the spatially correlated time data is utilized in conjunction with the calibrated acoustic emissions model to infer the probabilistic description of the acoustic emission source within a hierarchical Bayesian inference framework. The methodology is tested on a composite structure consisting of carbon fibre panel with stiffeners and damage source behaviour has been experimentally simulated using standard H-N sources. The methodology presented in this study would be applicable in the current form to structural damage detection under varying operational loads and would be investigated in future studies.

Impact assessment of extreme storm events using a Bayesian network

USGS Publications Warehouse

den Heijer, C.(Kees); Knipping, Dirk T.J.A.; Plant, Nathaniel G.; van Thiel de Vries, Jaap S. M.; Baart, Fedor; van Gelder, Pieter H. A. J. M.

2012-01-01

This paper describes an investigation on the usefulness of Bayesian Networks in the safety assessment of dune coasts. A network has been created that predicts the erosion volume based on hydraulic boundary conditions and a number of cross-shore profile indicators. Field measurement data along a large part of the Dutch coast has been used to train the network. Corresponding storm impact on the dunes was calculated with an empirical dune erosion model named duros+. Comparison between the Bayesian Network predictions and the original duros+ results, here considered as observations, results in a skill up to 0.88, provided that the training data covers the range of predictions. Hence, the predictions from a deterministic model (duros+) can be captured in a probabilistic model (Bayesian Network) such that both the process knowledge and uncertainties can be included in impact and vulnerability assessments.

A Bayesian alternative for multi-objective ecohydrological model specification

NASA Astrophysics Data System (ADS)

Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori

2018-01-01

Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior distributions in such approaches.

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

Branch length estimation and divergence dating: estimates of error in Bayesian and maximum likelihood frameworks.

PubMed

Schwartz, Rachel S; Mueller, Rachel L

2010-01-11

Estimates of divergence dates between species improve our understanding of processes ranging from nucleotide substitution to speciation. Such estimates are frequently based on molecular genetic differences between species; therefore, they rely on accurate estimates of the number of such differences (i.e. substitutions per site, measured as branch length on phylogenies). We used simulations to determine the effects of dataset size, branch length heterogeneity, branch depth, and analytical framework on branch length estimation across a range of branch lengths. We then reanalyzed an empirical dataset for plethodontid salamanders to determine how inaccurate branch length estimation can affect estimates of divergence dates. The accuracy of branch length estimation varied with branch length, dataset size (both number of taxa and sites), branch length heterogeneity, branch depth, dataset complexity, and analytical framework. For simple phylogenies analyzed in a Bayesian framework, branches were increasingly underestimated as branch length increased; in a maximum likelihood framework, longer branch lengths were somewhat overestimated. Longer datasets improved estimates in both frameworks; however, when the number of taxa was increased, estimation accuracy for deeper branches was less than for tip branches. Increasing the complexity of the dataset produced more misestimated branches in a Bayesian framework; however, in an ML framework, more branches were estimated more accurately. Using ML branch length estimates to re-estimate plethodontid salamander divergence dates generally resulted in an increase in the estimated age of older nodes and a decrease in the estimated age of younger nodes. Branch lengths are misestimated in both statistical frameworks for simulations of simple datasets. However, for complex datasets, length estimates are quite accurate in ML (even for short datasets), whereas few branches are estimated accurately in a Bayesian framework. Our reanalysis of empirical data demonstrates the magnitude of effects of Bayesian branch length misestimation on divergence date estimates. Because the length of branches for empirical datasets can be estimated most reliably in an ML framework when branches are <1 substitution/site and datasets are > or =1 kb, we suggest that divergence date estimates using datasets, branch lengths, and/or analytical techniques that fall outside of these parameters should be interpreted with caution.

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

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.

A Bayesian Analysis of Scale-Invariant Processes

DTIC Science & Technology

2012-01-01

Earth Grid (EASE- Grid). The NED raster elevation data of one arc-second resolution (30 m) over the continental US are derived from multiple satellites ...instructions, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing the collection of information. Send...empirical and ME distributions, yet ensuring computational efficiency. Instead of com- puting empirical histograms from large amount of data , only some

Anisotropy of the Fermi surface, Fermi velocity, many-body enhancement, and superconducting energy gap in Nb

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

Crabtree, G.W.; Dye, D.H.; Karim, D.P.

1987-02-01

The detailed angular dependence of the Fermi radius k/sub F/, the Fermi velocity v/sub F/(k), the many-body enhancement factor lambda(k), and the superconducting energy gap ..delta..(k), for electrons on the Fermi surface of Nb are derived with use of the de Haas--van Alphen (dHvA) data of Karim, Ketterson, and Crabtree (J. Low Temp. Phys. 30, 389 (1978)), a Korringa-Kohn-Rostoker parametrization scheme, and an empirically adjusted band-structure calculation of Koelling. The parametrization is a nonrelativistic five-parameter fit allowing for cubic rather than spherical symmetry inside the muffin-tin spheres. The parametrized Fermi surface gives a detailed interpretation of the previously unexplained kappa,more » ..cap alpha..', and ..cap alpha..'' orbits in the dHvA data. Comparison of the parametrized Fermi velocities with those of the empirically adjusted band calculation allow the anisotropic many-body enhancement factor lambda(k) to be determined. Theoretical calculations of the electron-phonon interaction based on the tight-binding model agree with our derived values of lambda(k) much better than those based on the rigid-muffin-tin approximation. The anisotropy in the superconducting energy gap ..delta..(k) is estimated from our results for lambda(k), assuming weak anisotropy.« less

Anisotropy of the Fermi surface, Fermi velocity, many-body enhancement, and superconducting energy gap in Nb

NASA Astrophysics Data System (ADS)

Crabtree, G. W.; Dye, D. H.; Karim, D. P.; Campbell, S. A.; Ketterson, J. B.

1987-02-01

The detailed angular dependence of the Fermi radius kF, the Fermi velocity vF(k), the many-body enhancement factor λ(k), and the superconducting energy gap Δ(k), for electrons on the Fermi surface of Nb are derived with use of the de Haas-van Alphen (dHvA) data of Karim, Ketterson, and Crabtree [J. Low Temp. Phys. 30, 389 (1978)], a Korringa-Kohn-Rostoker parametrization scheme, and an empirically adjusted band-structure calculation of Koelling. The parametrization is a nonrelativistic five-parameter fit allowing for cubic rather than spherical symmetry inside the muffin-tin spheres. The parametrized Fermi surface gives a detailed interpretation of the previously unexplained κ, α', and α'' orbits in the dHvA data. Comparison of the parametrized Fermi velocities with those of the empirically adjusted band calculation allow the anisotropic many-body enhancement factor λ(k) to be determined. Theoretical calculations of the electron-phonon interaction based on the tight-binding model agree with our derived values of λ(k) much better than those based on the rigid-muffin-tin approximation. The anisotropy in the superconducting energy gap Δ(k) is estimated from our results for λ(k), assuming weak anisotropy.

Improved prediction of tacrolimus concentrations early after kidney transplantation using theory-based pharmacokinetic modelling.

PubMed

Størset, Elisabet; Holford, Nick; Hennig, Stefanie; Bergmann, Troels K; Bergan, Stein; Bremer, Sara; Åsberg, Anders; Midtvedt, Karsten; Staatz, Christine E

2014-09-01

The aim was to develop a theory-based population pharmacokinetic model of tacrolimus in adult kidney transplant recipients and to externally evaluate this model and two previous empirical models. Data were obtained from 242 patients with 3100 tacrolimus whole blood concentrations. External evaluation was performed by examining model predictive performance using Bayesian forecasting. Pharmacokinetic disposition parameters were estimated based on tacrolimus plasma concentrations, predicted from whole blood concentrations, haematocrit and literature values for tacrolimus binding to red blood cells. Disposition parameters were allometrically scaled to fat free mass. Tacrolimus whole blood clearance/bioavailability standardized to haematocrit of 45% and fat free mass of 60 kg was estimated to be 16.1 l h−1 [95% CI 12.6, 18.0 l h−1]. Tacrolimus clearance was 30% higher (95% CI 13, 46%) and bioavailability 18% lower (95% CI 2, 29%) in CYP3A5 expressers compared with non-expressers. An Emax model described decreasing tacrolimus bioavailability with increasing prednisolone dose. The theory-based model was superior to the empirical models during external evaluation displaying a median prediction error of −1.2% (95% CI −3.0, 0.1%). Based on simulation, Bayesian forecasting led to 65% (95% CI 62, 68%) of patients achieving a tacrolimus average steady-state concentration within a suggested acceptable range. A theory-based population pharmacokinetic model was superior to two empirical models for prediction of tacrolimus concentrations and seemed suitable for Bayesian prediction of tacrolimus doses early after kidney transplantation.

Smsynth: AN Imagery Synthesis System for Soil Moisture Retrieval

NASA Astrophysics Data System (ADS)

Cao, Y.; Xu, L.; Peng, J.

2018-04-01

Soil moisture (SM) is a important variable in various research areas, such as weather and climate forecasting, agriculture, drought and flood monitoring and prediction, and human health. An ongoing challenge in estimating SM via synthetic aperture radar (SAR) is the development of the retrieval SM methods, especially the empirical models needs as training samples a lot of measurements of SM and soil roughness parameters which are very difficult to acquire. As such, it is difficult to develop empirical models using realistic SAR imagery and it is necessary to develop methods to synthesis SAR imagery. To tackle this issue, a SAR imagery synthesis system based on the SM named SMSynth is presented, which can simulate radar signals that are realistic as far as possible to the real SAR imagery. In SMSynth, SAR backscatter coefficients for each soil type are simulated via the Oh model under the Bayesian framework, where the spatial correlation is modeled by the Markov random field (MRF) model. The backscattering coefficients simulated based on the designed soil parameters and sensor parameters are added into the Bayesian framework through the data likelihood where the soil parameters and sensor parameters are set as realistic as possible to the circumstances on the ground and in the validity range of the Oh model. In this way, a complete and coherent Bayesian probabilistic framework is established. Experimental results show that SMSynth is capable of generating realistic SAR images that suit the needs of a large amount of training samples of empirical models.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Apparent cosmic acceleration from Type Ia supernovae

NASA Astrophysics Data System (ADS)

Dam, Lawrence H.; Heinesen, Asta; Wiltshire, David L.

2017-11-01

Parameters that quantify the acceleration of cosmic expansion are conventionally determined within the standard Friedmann-Lemaître-Robertson-Walker (FLRW) model, which fixes spatial curvature to be homogeneous. Generic averages of Einstein's equations in inhomogeneous cosmology lead to models with non-rigidly evolving average spatial curvature, and different parametrizations of apparent cosmic acceleration. The timescape cosmology is a viable example of such a model without dark energy. Using the largest available supernova data set, the JLA catalogue, we find that the timescape model fits the luminosity distance-redshift data with a likelihood that is statistically indistinguishable from the standard spatially flat Λ cold dark matter cosmology by Bayesian comparison. In the timescape case cosmic acceleration is non-zero but has a marginal amplitude, with best-fitting apparent deceleration parameter, q_{0}=-0.043^{+0.004}_{-0.000}. Systematic issues regarding standardization of supernova light curves are analysed. Cuts of data at the statistical homogeneity scale affect light-curve parameter fits independent of cosmology. A cosmological model dependence of empirical changes to the mean colour parameter is also found. Irrespective of which model ultimately fits better, we argue that as a competitive model with a non-FLRW expansion history, the timescape model may prove a useful diagnostic tool for disentangling selection effects and astrophysical systematics from the underlying expansion history.

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

NASA Astrophysics Data System (ADS)

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

2009-05-01

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

Bayesian parameter estimation for chiral effective field theory

NASA Astrophysics Data System (ADS)

Wesolowski, Sarah; Furnstahl, Richard; Phillips, Daniel; Klco, Natalie

2016-09-01

The low-energy constants (LECs) of a chiral effective field theory (EFT) interaction in the two-body sector are fit to observable data using a Bayesian parameter estimation framework. By using Bayesian prior probability distributions (pdfs), we quantify relevant physical expectations such as LEC naturalness and include them in the parameter estimation procedure. The final result is a posterior pdf for the LECs, which can be used to propagate uncertainty resulting from the fit to data to the final observable predictions. The posterior pdf also allows an empirical test of operator redundancy and other features of the potential. We compare results of our framework with other fitting procedures, interpreting the underlying assumptions in Bayesian probabilistic language. We also compare results from fitting all partial waves of the interaction simultaneously to cross section data compared to fitting to extracted phase shifts, appropriately accounting for correlations in the data. Supported in part by the NSF and DOE.

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.

Spatiotemporal Bayesian analysis of Lyme disease in New York state, 1990-2000.

PubMed

Chen, Haiyan; Stratton, Howard H; Caraco, Thomas B; White, Dennis J

2006-07-01

Mapping ordinarily increases our understanding of nontrivial spatial and temporal heterogeneities in disease rates. However, the large number of parameters required by the corresponding statistical models often complicates detailed analysis. This study investigates the feasibility of a fully Bayesian hierarchical regression approach to the problem and identifies how it outperforms two more popular methods: crude rate estimates (CRE) and empirical Bayes standardization (EBS). In particular, we apply a fully Bayesian approach to the spatiotemporal analysis of Lyme disease incidence in New York state for the period 1990-2000. These results are compared with those obtained by CRE and EBS in Chen et al. (2005). We show that the fully Bayesian regression model not only gives more reliable estimates of disease rates than the other two approaches but also allows for tractable models that can accommodate more numerous sources of variation and unknown parameters.

Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.

PubMed

Sampid, Marius Galabe; Hasim, Haslifah M; Dai, Hongsheng

2018-01-01

In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory. A Bayesian Markov-switching GJR-GARCH(1,1) model that identifies non-constant volatility over time and allows the GARCH parameters to vary over time following a Markov process, is combined with copula functions and EVT to formulate the Bayesian Markov-switching GJR-GARCH(1,1) copula-EVT VaR model, which is then used to forecast the level of risk on financial asset returns. We further propose a new method for threshold selection in EVT analysis, which we term the hybrid method. Empirical and back-testing results show that the proposed VaR models capture VaR reasonably well in periods of calm and in periods of crisis.

Bayesian learning of visual chunks by human observers

PubMed Central

Orbán, Gergő; Fiser, József; Aslin, Richard N.; Lengyel, Máté

2008-01-01

Efficient and versatile processing of any hierarchically structured information requires a learning mechanism that combines lower-level features into higher-level chunks. We investigated this chunking mechanism in humans with a visual pattern-learning paradigm. We developed an ideal learner based on Bayesian model comparison that extracts and stores only those chunks of information that are minimally sufficient to encode a set of visual scenes. Our ideal Bayesian chunk learner not only reproduced the results of a large set of previous empirical findings in the domain of human pattern learning but also made a key prediction that we confirmed experimentally. In accordance with Bayesian learning but contrary to associative learning, human performance was well above chance when pair-wise statistics in the exemplars contained no relevant information. Thus, humans extract chunks from complex visual patterns by generating accurate yet economical representations and not by encoding the full correlational structure of the input. PMID:18268353

Efficient Posterior Probability Mapping Using Savage-Dickey Ratios

PubMed Central

Penny, William D.; Ridgway, Gerard R.

2013-01-01

Statistical Parametric Mapping (SPM) is the dominant paradigm for mass-univariate analysis of neuroimaging data. More recently, a Bayesian approach termed Posterior Probability Mapping (PPM) has been proposed as an alternative. PPM offers two advantages: (i) inferences can be made about effect size thus lending a precise physiological meaning to activated regions, (ii) regions can be declared inactive. This latter facility is most parsimoniously provided by PPMs based on Bayesian model comparisons. To date these comparisons have been implemented by an Independent Model Optimization (IMO) procedure which separately fits null and alternative models. This paper proposes a more computationally efficient procedure based on Savage-Dickey approximations to the Bayes factor, and Taylor-series approximations to the voxel-wise posterior covariance matrices. Simulations show the accuracy of this Savage-Dickey-Taylor (SDT) method to be comparable to that of IMO. Results on fMRI data show excellent agreement between SDT and IMO for second-level models, and reasonable agreement for first-level models. This Savage-Dickey test is a Bayesian analogue of the classical SPM-F and allows users to implement model comparison in a truly interactive manner. PMID:23533640

Reducing numerical costs for core wide nuclear reactor CFD simulations by the Coarse-Grid-CFD

NASA Astrophysics Data System (ADS)

Viellieber, Mathias; Class, Andreas G.

2013-11-01

Traditionally complete nuclear reactor core simulations are performed with subchannel analysis codes, that rely on experimental and empirical input. The Coarse-Grid-CFD (CGCFD) intends to replace the experimental or empirical input with CFD data. The reactor core consists of repetitive flow patterns, allowing the general approach of creating a parametrized model for one segment and composing many of those to obtain the entire reactor simulation. The method is based on a detailed and well-resolved CFD simulation of one representative segment. From this simulation we extract so-called parametrized volumetric forces which close, an otherwise strongly under resolved, coarsely-meshed model of a complete reactor setup. While the formulation so far accounts for forces created internally in the fluid others e.g. obstruction and flow deviation through spacers and wire wraps, still need to be accounted for if the geometric details are not represented in the coarse mesh. These are modelled with an Anisotropic Porosity Formulation (APF). This work focuses on the application of the CGCFD to a complete reactor core setup and the accomplishment of the parametrization of the volumetric forces.

Quantification of variability and uncertainty for air toxic emission inventories with censored emission factor data.

PubMed

Frey, H Christopher; Zhao, Yuchao

2004-11-15

Probabilistic emission inventories were developed for urban air toxic emissions of benzene, formaldehyde, chromium, and arsenic for the example of Houston. Variability and uncertainty in emission factors were quantified for 71-97% of total emissions, depending upon the pollutant and data availability. Parametric distributions for interunit variability were fit using maximum likelihood estimation (MLE), and uncertainty in mean emission factors was estimated using parametric bootstrap simulation. For data sets containing one or more nondetected values, empirical bootstrap simulation was used to randomly sample detection limits for nondetected values and observations for sample values, and parametric distributions for variability were fit using MLE estimators for censored data. The goodness-of-fit for censored data was evaluated by comparison of cumulative distributions of bootstrap confidence intervals and empirical data. The emission inventory 95% uncertainty ranges are as small as -25% to +42% for chromium to as large as -75% to +224% for arsenic with correlated surrogates. Uncertainty was dominated by only a few source categories. Recommendations are made for future improvements to the analysis.

Evaluation of a neutron spectrum from Bonner spheres measurements using a Bayesian parameter estimation combined with the traditional unfolding methods

NASA Astrophysics Data System (ADS)

Mazrou, H.; Bezoubiri, F.

2018-07-01

In this work, a new program developed under MATLAB environment and supported by the Bayesian software WinBUGS has been combined to the traditional unfolding codes namely MAXED and GRAVEL, to evaluate a neutron spectrum from the Bonner spheres measured counts obtained around a shielded 241AmBe based-neutron irradiator located at a Secondary Standards Dosimetry Laboratory (SSDL) at CRNA. In the first step, the results obtained by the standalone Bayesian program, using a parametric neutron spectrum model based on a linear superposition of three components namely: a thermal-Maxwellian distribution, an epithermal (1/E behavior) and a kind of a Watt fission and Evaporation models to represent the fast component, were compared to those issued from MAXED and GRAVEL assuming a Monte Carlo default spectrum. Through the selection of new upper limits for some free parameters, taking into account the physical characteristics of the irradiation source, of both considered models, good agreement was obtained for investigated integral quantities i.e. fluence rate and ambient dose equivalent rate compared to MAXED and GRAVEL results. The difference was generally below 4% for investigated parameters suggesting, thereby, the reliability of the proposed models. In the second step, the Bayesian results obtained from the previous calculations were used, as initial guess spectra, for the traditional unfolding codes, MAXED and GRAVEL to derive the solution spectra. Here again the results were in very good agreement, confirming the stability of the Bayesian solution.

Inferring the photometric and size evolution of galaxies from image simulations. I. Method

NASA Astrophysics Data System (ADS)

Carassou, Sébastien; de Lapparent, Valérie; Bertin, Emmanuel; Le Borgne, Damien

2017-09-01

Context. Current constraints on models of galaxy evolution rely on morphometric catalogs extracted from multi-band photometric surveys. However, these catalogs are altered by selection effects that are difficult to model, that correlate in non trivial ways, and that can lead to contradictory predictions if not taken into account carefully. Aims: To address this issue, we have developed a new approach combining parametric Bayesian indirect likelihood (pBIL) techniques and empirical modeling with realistic image simulations that reproduce a large fraction of these selection effects. This allows us to perform a direct comparison between observed and simulated images and to infer robust constraints on model parameters. Methods: We use a semi-empirical forward model to generate a distribution of mock galaxies from a set of physical parameters. These galaxies are passed through an image simulator reproducing the instrumental characteristics of any survey and are then extracted in the same way as the observed data. The discrepancy between the simulated and observed data is quantified, and minimized with a custom sampling process based on adaptive Markov chain Monte Carlo methods. Results: Using synthetic data matching most of the properties of a Canada-France-Hawaii Telescope Legacy Survey Deep field, we demonstrate the robustness and internal consistency of our approach by inferring the parameters governing the size and luminosity functions and their evolutions for different realistic populations of galaxies. We also compare the results of our approach with those obtained from the classical spectral energy distribution fitting and photometric redshift approach. Conclusions: Our pipeline infers efficiently the luminosity and size distribution and evolution parameters with a very limited number of observables (three photometric bands). When compared to SED fitting based on the same set of observables, our method yields results that are more accurate and free from systematic biases.

Empirical Prediction of Aircraft Landing Gear Noise

NASA Technical Reports Server (NTRS)

Golub, Robert A. (Technical Monitor); Guo, Yue-Ping

2005-01-01

This report documents a semi-empirical/semi-analytical method for landing gear noise prediction. The method is based on scaling laws of the theory of aerodynamic noise generation and correlation of these scaling laws with current available test data. The former gives the method a sound theoretical foundation and the latter quantitatively determines the relations between the parameters of the landing gear assembly and the far field noise, enabling practical predictions of aircraft landing gear noise, both for parametric trends and for absolute noise levels. The prediction model is validated by wind tunnel test data for an isolated Boeing 737 landing gear and by flight data for the Boeing 777 airplane. In both cases, the predictions agree well with data, both in parametric trends and in absolute noise levels.

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

Applications of Bayesian spectrum representation in acoustics

NASA Astrophysics Data System (ADS)

Botts, Jonathan M.

This dissertation utilizes a Bayesian inference framework to enhance the solution of inverse problems where the forward model maps to acoustic spectra. A Bayesian solution to filter design inverts a acoustic spectra to pole-zero locations of a discrete-time filter model. Spatial sound field analysis with a spherical microphone array is a data analysis problem that requires inversion of spatio-temporal spectra to directions of arrival. As with many inverse problems, a probabilistic analysis results in richer solutions than can be achieved with ad-hoc methods. In the filter design problem, the Bayesian inversion results in globally optimal coefficient estimates as well as an estimate the most concise filter capable of representing the given spectrum, within a single framework. This approach is demonstrated on synthetic spectra, head-related transfer function spectra, and measured acoustic reflection spectra. The Bayesian model-based analysis of spatial room impulse responses is presented as an analogous problem with equally rich solution. The model selection mechanism provides an estimate of the number of arrivals, which is necessary to properly infer the directions of simultaneous arrivals. Although, spectrum inversion problems are fairly ubiquitous, the scope of this dissertation has been limited to these two and derivative problems. The Bayesian approach to filter design is demonstrated on an artificial spectrum to illustrate the model comparison mechanism and then on measured head-related transfer functions to show the potential range of application. Coupled with sampling methods, the Bayesian approach is shown to outperform least-squares filter design methods commonly used in commercial software, confirming the need for a global search of the parameter space. The resulting designs are shown to be comparable to those that result from global optimization methods, but the Bayesian approach has the added advantage of a filter length estimate within the same unified framework. The application to reflection data is useful for representing frequency-dependent impedance boundaries in finite difference acoustic simulations. Furthermore, since the filter transfer function is a parametric model, it can be modified to incorporate arbitrary frequency weighting and account for the band-limited nature of measured reflection spectra. Finally, the model is modified to compensate for dispersive error in the finite difference simulation, from the filter design process. Stemming from the filter boundary problem, the implementation of pressure sources in finite difference simulation is addressed in order to assure that schemes properly converge. A class of parameterized source functions is proposed and shown to offer straightforward control of residual error in the simulation. Guided by the notion that the solution to be approximated affects the approximation error, sources are designed which reduce residual dispersive error to the size of round-off errors. The early part of a room impulse response can be characterized by a series of isolated plane waves. Measured with an array of microphones, plane waves map to a directional response of the array or spatial intensity map. Probabilistic inversion of this response results in estimates of the number and directions of image source arrivals. The model-based inversion is shown to avoid ambiguities associated with peak-finding or inspection of the spatial intensity map. For this problem, determining the number of arrivals in a given frame is critical for properly inferring the state of the sound field. This analysis is effectively compression of the spatial room response, which is useful for analysis or encoding of the spatial sound field. Parametric, model-based formulations of these problems enhance the solution in all cases, and a Bayesian interpretation provides a principled approach to model comparison and parameter estimation. v

Stochastic Model of Seasonal Runoff Forecasts

NASA Astrophysics Data System (ADS)

Krzysztofowicz, Roman; Watada, Leslie M.

1986-03-01

Each year the National Weather Service and the Soil Conservation Service issue a monthly sequence of five (or six) categorical forecasts of the seasonal snowmelt runoff volume. To describe uncertainties in these forecasts for the purposes of optimal decision making, a stochastic model is formulated. It is a discrete-time, finite, continuous-space, nonstationary Markov process. Posterior densities of the actual runoff conditional upon a forecast, and transition densities of forecasts are obtained from a Bayesian information processor. Parametric densities are derived for the process with a normal prior density of the runoff and a linear model of the forecast error. The structure of the model and the estimation procedure are motivated by analyses of forecast records from five stations in the Snake River basin, from the period 1971-1983. The advantages of supplementing the current forecasting scheme with a Bayesian analysis are discussed.

Improved dynamical scaling analysis using the kernel method for nonequilibrium relaxation.

PubMed

Echinaka, Yuki; Ozeki, Yukiyasu

2016-10-01

The dynamical scaling analysis for the Kosterlitz-Thouless transition in the nonequilibrium relaxation method is improved by the use of Bayesian statistics and the kernel method. This allows data to be fitted to a scaling function without using any parametric model function, which makes the results more reliable and reproducible and enables automatic and faster parameter estimation. Applying this method, the bootstrap method is introduced and a numerical discrimination for the transition type is proposed.

Bayes and empirical Bayes estimators of abundance and density from spatial capture-recapture data

USGS Publications Warehouse

Dorazio, Robert M.

2013-01-01

In capture-recapture and mark-resight surveys, movements of individuals both within and between sampling periods can alter the susceptibility of individuals to detection over the region of sampling. In these circumstances spatially explicit capture-recapture (SECR) models, which incorporate the observed locations of individuals, allow population density and abundance to be estimated while accounting for differences in detectability of individuals. In this paper I propose two Bayesian SECR models, one for the analysis of recaptures observed in trapping arrays and another for the analysis of recaptures observed in area searches. In formulating these models I used distinct submodels to specify the distribution of individual home-range centers and the observable recaptures associated with these individuals. This separation of ecological and observational processes allowed me to derive a formal connection between Bayes and empirical Bayes estimators of population abundance that has not been established previously. I showed that this connection applies to every Poisson point-process model of SECR data and provides theoretical support for a previously proposed estimator of abundance based on recaptures in trapping arrays. To illustrate results of both classical and Bayesian methods of analysis, I compared Bayes and empirical Bayes esimates of abundance and density using recaptures from simulated and real populations of animals. Real populations included two iconic datasets: recaptures of tigers detected in camera-trap surveys and recaptures of lizards detected in area-search surveys. In the datasets I analyzed, classical and Bayesian methods provided similar – and often identical – inferences, which is not surprising given the sample sizes and the noninformative priors used in the analyses.

Bayes and empirical Bayes estimators of abundance and density from spatial capture-recapture data.

PubMed

Dorazio, Robert M

2013-01-01

In capture-recapture and mark-resight surveys, movements of individuals both within and between sampling periods can alter the susceptibility of individuals to detection over the region of sampling. In these circumstances spatially explicit capture-recapture (SECR) models, which incorporate the observed locations of individuals, allow population density and abundance to be estimated while accounting for differences in detectability of individuals. In this paper I propose two Bayesian SECR models, one for the analysis of recaptures observed in trapping arrays and another for the analysis of recaptures observed in area searches. In formulating these models I used distinct submodels to specify the distribution of individual home-range centers and the observable recaptures associated with these individuals. This separation of ecological and observational processes allowed me to derive a formal connection between Bayes and empirical Bayes estimators of population abundance that has not been established previously. I showed that this connection applies to every Poisson point-process model of SECR data and provides theoretical support for a previously proposed estimator of abundance based on recaptures in trapping arrays. To illustrate results of both classical and Bayesian methods of analysis, I compared Bayes and empirical Bayes esimates of abundance and density using recaptures from simulated and real populations of animals. Real populations included two iconic datasets: recaptures of tigers detected in camera-trap surveys and recaptures of lizards detected in area-search surveys. In the datasets I analyzed, classical and Bayesian methods provided similar - and often identical - inferences, which is not surprising given the sample sizes and the noninformative priors used in the analyses.

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

CENTERLINE RUMBLE STRIPS SAFETY IMPACT EVALUATION—PHASE 2

DOT National Transportation Integrated Search

2018-02-02

Centerline rumble strips are used by various states as a low-cost countermeasure for mitigating cross-over crashes on two-way highways. This study performs a safety impact evaluation using an empirical Bayesian analysis. The researchers obtained a cr...

Species trees from consensus single nucleotide polymorphism (SNP) data: Testing phylogenetic approaches with simulated and empirical data.

PubMed

Schmidt-Lebuhn, Alexander N; Aitken, Nicola C; Chuah, Aaron

2017-11-01

Datasets of hundreds or thousands of SNPs (Single Nucleotide Polymorphisms) from multiple individuals per species are increasingly used to study population structure, species delimitation and shallow phylogenetics. The principal software tool to infer species or population trees from SNP data is currently the BEAST template SNAPP which uses a Bayesian coalescent analysis. However, it is computationally extremely demanding and tolerates only small amounts of missing data. We used simulated and empirical SNPs from plants (Australian Craspedia, Asteraceae, and Pelargonium, Geraniaceae) to compare species trees produced (1) by SNAPP, (2) using SVD quartets, and (3) using Bayesian and parsimony analysis with several different approaches to summarising data from multiple samples into one set of traits per species. Our aims were to explore the impact of tree topology and missing data on the results, and to test which data summarising and analyses approaches would best approximate the results obtained from SNAPP for empirical data. SVD quartets retrieved the correct topology from simulated data, as did SNAPP except in the case of a very unbalanced phylogeny. Both methods failed to retrieve the correct topology when large amounts of data were missing. Bayesian analysis of species level summary data scoring the two alleles of each SNP as independent characters and parsimony analysis of data scoring each SNP as one character produced trees with branch length distributions closest to the true trees on which SNPs were simulated. For empirical data, Bayesian inference and Dollo parsimony analysis of data scored allele-wise produced phylogenies most congruent with the results of SNAPP. In the case of study groups divergent enough for missing data to be phylogenetically informative (because of additional mutations preventing amplification of genomic fragments or bioinformatic establishment of homology), scoring of SNP data as a presence/absence matrix irrespective of allele content might be an additional option. As this depends on sampling across species being reasonably even and a random distribution of non-informative instances of missing data, however, further exploration of this approach is needed. Properly chosen data summary approaches to inferring species trees from SNP data may represent a potential alternative to currently available individual-level coalescent analyses especially for quick data exploration and when dealing with computationally demanding or patchy datasets. Crown Copyright © 2017. Published by Elsevier Inc. All rights reserved.

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.

Bayesian exponential random graph modelling of interhospital patient referral networks.

PubMed

Caimo, Alberto; Pallotti, Francesca; Lomi, Alessandro

2017-08-15

Using original data that we have collected on referral relations between 110 hospitals serving a large regional community, we show how recently derived Bayesian exponential random graph models may be adopted to illuminate core empirical issues in research on relational coordination among healthcare organisations. We show how a rigorous Bayesian computation approach supports a fully probabilistic analytical framework that alleviates well-known problems in the estimation of model parameters of exponential random graph models. We also show how the main structural features of interhospital patient referral networks that prior studies have described can be reproduced with accuracy by specifying the system of local dependencies that produce - but at the same time are induced by - decentralised collaborative arrangements between hospitals. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

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

Bayesian Fundamentalism or Enlightenment? On the explanatory status and theoretical contributions of Bayesian models of cognition.

PubMed

Jones, Matt; Love, Bradley C

2011-08-01

The prominence of Bayesian modeling of cognition has increased recently largely because of mathematical advances in specifying and deriving predictions from complex probabilistic models. Much of this research aims to demonstrate that cognitive behavior can be explained from rational principles alone, without recourse to psychological or neurological processes and representations. We note commonalities between this rational approach and other movements in psychology - namely, Behaviorism and evolutionary psychology - that set aside mechanistic explanations or make use of optimality assumptions. Through these comparisons, we identify a number of challenges that limit the rational program's potential contribution to psychological theory. Specifically, rational Bayesian models are significantly unconstrained, both because they are uninformed by a wide range of process-level data and because their assumptions about the environment are generally not grounded in empirical measurement. The psychological implications of most Bayesian models are also unclear. Bayesian inference itself is conceptually trivial, but strong assumptions are often embedded in the hypothesis sets and the approximation algorithms used to derive model predictions, without a clear delineation between psychological commitments and implementational details. Comparing multiple Bayesian models of the same task is rare, as is the realization that many Bayesian models recapitulate existing (mechanistic level) theories. Despite the expressive power of current Bayesian models, we argue they must be developed in conjunction with mechanistic considerations to offer substantive explanations of cognition. We lay out several means for such an integration, which take into account the representations on which Bayesian inference operates, as well as the algorithms and heuristics that carry it out. We argue this unification will better facilitate lasting contributions to psychological theory, avoiding the pitfalls that have plagued previous theoretical movements.

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.

Semi-empirical studies of atomic structure. Progress report, 1 July 1982-1 February 1983

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

Curtis, L.J.

1983-01-01

A program of studies of the properties of the heavy and highly ionized atomic systems which often occur as contaminants in controlled fusion devices is continuing. The project combines experimental measurements by fast-ion-beam excitation with semi-empirical data parametrizations to identify and exploit regularities in the properties of these very heavy and very highly ionized systems. The increasing use of spectroscopic line intensities as diagnostics for determining thermonuclear plasma temperatures and densities requires laboratory observation and analysis of such spectra, often to accuracies that exceed the capabilities of ab initio theoretical methods for these highly relativistic many electron systems. Through themore » acquisition and systematization of empirical data, remarkably precise methods for predicting excitation energies, transition wavelengths, transition probabilities, level lifetimes, ionization potentials, core polarizabilities, and core penetrabilities are being developed and applied. Although the data base for heavy, highly ionized atoms is still sparse, parametrized extrapolations and interpolations along isoelectronic, homologous, and Rydberg sequences are providing predictions for large classes of quantities, with a precision that is sharpened by subsequent measurements.« less

Comparing models for perfluorooctanoic acid pharmacokinetics using Bayesian analysis

EPA Science Inventory

Selecting the appropriate pharmacokinetic (PK) model given the available data is investigated for perfluorooctanoic acid (PFOA), which has been widely analyzed with an empirical, one-compartment model. This research examined the results of experiments [Kemper R. A., DuPont Haskel...

Bayesian accounts of covert selective attention: A tutorial review.

PubMed

Vincent, Benjamin T

2015-05-01

Decision making and optimal observer models offer an important theoretical approach to the study of covert selective attention. While their probabilistic formulation allows quantitative comparison to human performance, the models can be complex and their insights are not always immediately apparent. Part 1 establishes the theoretical appeal of the Bayesian approach, and introduces the way in which probabilistic approaches can be applied to covert search paradigms. Part 2 presents novel formulations of Bayesian models of 4 important covert attention paradigms, illustrating optimal observer predictions over a range of experimental manipulations. Graphical model notation is used to present models in an accessible way and Supplementary Code is provided to help bridge the gap between model theory and practical implementation. Part 3 reviews a large body of empirical and modelling evidence showing that many experimental phenomena in the domain of covert selective attention are a set of by-products. These effects emerge as the result of observers conducting Bayesian inference with noisy sensory observations, prior expectations, and knowledge of the generative structure of the stimulus environment.

Assessment of Manual Operation Time for the Manufacturing of Thin Film Transistor Liquid Crystal Display: A Bayesian Approach

NASA Astrophysics Data System (ADS)

Shen, Chien-wen

2009-01-01

During the processes of TFT-LCD manufacturing, steps like visual inspection of panel surface defects still heavily rely on manual operations. As the manual inspection time of TFT-LCD manufacturing could range from 4 hours to 1 day, the reliability of time forecasting is thus important for production planning, scheduling and customer response. This study would like to propose a practical and easy-to-implement prediction model through the approach of Bayesian networks for time estimation of manual operated procedures in TFT-LCD manufacturing. Given the lack of prior knowledge about manual operation time, algorithms of necessary path condition and expectation-maximization are used for structural learning and estimation of conditional probability distributions respectively. This study also applied Bayesian inference to evaluate the relationships between explanatory variables and manual operation time. With the empirical applications of this proposed forecasting model, approach of Bayesian networks demonstrates its practicability and prediction accountability.

A comment on priors for Bayesian occupancy models.

PubMed

Northrup, Joseph M; Gerber, Brian D

2018-01-01

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

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.

Sampling-free Bayesian inversion with adaptive hierarchical tensor representations

NASA Astrophysics Data System (ADS)

Eigel, Martin; Marschall, Manuel; Schneider, Reinhold

2018-03-01

A sampling-free approach to Bayesian inversion with an explicit polynomial representation of the parameter densities is developed, based on an affine-parametric representation of a linear forward model. This becomes feasible due to the complete treatment in function spaces, which requires an efficient model reduction technique for numerical computations. The advocated perspective yields the crucial benefit that error bounds can be derived for all occuring approximations, leading to provable convergence subject to the discretization parameters. Moreover, it enables a fully adaptive a posteriori control with automatic problem-dependent adjustments of the employed discretizations. The method is discussed in the context of modern hierarchical tensor representations, which are used for the evaluation of a random PDE (the forward model) and the subsequent high-dimensional quadrature of the log-likelihood, alleviating the ‘curse of dimensionality’. Numerical experiments demonstrate the performance and confirm the theoretical results.

Parametric Bayesian priors and better choice of negative examples improve protein function prediction.

PubMed

Youngs, Noah; Penfold-Brown, Duncan; Drew, Kevin; Shasha, Dennis; Bonneau, Richard

2013-05-01

Computational biologists have demonstrated the utility of using machine learning methods to predict protein function from an integration of multiple genome-wide data types. Yet, even the best performing function prediction algorithms rely on heuristics for important components of the algorithm, such as choosing negative examples (proteins without a given function) or determining key parameters. The improper choice of negative examples, in particular, can hamper the accuracy of protein function prediction. We present a novel approach for choosing negative examples, using a parameterizable Bayesian prior computed from all observed annotation data, which also generates priors used during function prediction. We incorporate this new method into the GeneMANIA function prediction algorithm and demonstrate improved accuracy of our algorithm over current top-performing function prediction methods on the yeast and mouse proteomes across all metrics tested. Code and Data are available at: http://bonneaulab.bio.nyu.edu/funcprop.html

Goal-oriented Site Characterization in Hydrogeological Applications: An Overview

NASA Astrophysics Data System (ADS)

Nowak, W.; de Barros, F.; Rubin, Y.

2011-12-01

In this study, we address the importance of goal-oriented site characterization. Given the multiple sources of uncertainty in hydrogeological applications, information needs of modeling, prediction and decision support should be satisfied with efficient and rational field campaigns. In this work, we provide an overview of an optimal sampling design framework based on Bayesian decision theory, statistical parameter inference and Bayesian model averaging. It optimizes the field sampling campaign around decisions on environmental performance metrics (e.g., risk, arrival times, etc.) while accounting for parametric and model uncertainty in the geostatistical characterization, in forcing terms, and measurement error. The appealing aspects of the framework lie on its goal-oriented character and that it is directly linked to the confidence in a specified decision. We illustrate how these concepts could be applied in a human health risk problem where uncertainty from both hydrogeological and health parameters are accounted.

Bayesian spatial analysis of childhood diseases in Zimbabwe.

PubMed

Tsiko, Rodney Godfrey

2015-09-02

Many sub-Saharan countries are confronted with persistently high levels of childhood morbidity and mortality because of the impact of a range of demographic, biological and social factors or situational events that directly precipitate ill health. In particular, under-five morbidity and mortality have increased in recent decades due to childhood diarrhoea, cough and fever. Understanding the geographic distribution of such diseases and their relationships to potential risk factors can be invaluable for cost effective intervention. Bayesian semi-parametric regression models were used to quantify the spatial risk of childhood diarrhoea, fever and cough, as well as associations between childhood diseases and a range of factors, after accounting for spatial correlation between neighbouring areas. Such semi-parametric regression models allow joint analysis of non-linear effects of continuous covariates, spatially structured variation, unstructured heterogeneity, and other fixed effects on childhood diseases. Modelling and inference made use of the fully Bayesian approach via Markov Chain Monte Carlo (MCMC) simulation techniques. The analysis was based on data derived from the 1999, 2005/6 and 2010/11 Zimbabwe Demographic and Health Surveys (ZDHS). The results suggest that until recently, sex of child had little or no significant association with childhood diseases. However, a higher proportion of male than female children within a given province had a significant association with childhood cough, fever and diarrhoea. Compared to their counterparts in rural areas, children raised in an urban setting had less exposure to cough, fever and diarrhoea across all the survey years with the exception of diarrhoea in 2010. In addition, the link between sanitation, parental education, antenatal care, vaccination and childhood diseases was found to be both intuitive and counterintuitive. Results also showed marked geographical differences in the prevalence of childhood diarrhoea, fever and cough. Across all the survey years Manicaland province reported the highest cases of childhood diseases. There is also clear evidence of significant high prevalence of childhood diseases in Mashonaland than in Matabeleland provinces.

Coupled oscillators in identification of nonlinear damping of a real parametric pendulum

NASA Astrophysics Data System (ADS)

Olejnik, Paweł; Awrejcewicz, Jan

2018-01-01

A damped parametric pendulum with friction is identified twice by means of its precise and imprecise mathematical model. A laboratory test stand designed for experimental investigations of nonlinear effects determined by a viscous resistance and the stick-slip phenomenon serves as the model mechanical system. An influence of accurateness of mathematical modeling on the time variability of the nonlinear damping coefficient of the oscillator is proved. A free decay response of a precisely and imprecisely modeled physical pendulum is dependent on two different time-varying coefficients of damping. The coefficients of the analyzed parametric oscillator are identified with the use of a new semi-empirical method based on a coupled oscillators approach, utilizing the fractional order derivative of the discrete measurement series treated as an input to the numerical model. Results of application of the proposed method of identification of the nonlinear coefficients of the damped parametric oscillator have been illustrated and extensively discussed.

A robust semi-parametric warping estimator of the survivor function with an application to two-group comparisons

PubMed Central

Hutson, Alan D

2018-01-01

In this note, we develop a new and novel semi-parametric estimator of the survival curve that is comparable to the product-limit estimator under very relaxed assumptions. The estimator is based on a beta parametrization that warps the empirical distribution of the observed censored and uncensored data. The parameters are obtained using a pseudo-maximum likelihood approach adjusting the survival curve accounting for the censored observations. In the univariate setting, the new estimator tends to better extend the range of the survival estimation given a high degree of censoring. However, the key feature of this paper is that we develop a new two-group semi-parametric exact permutation test for comparing survival curves that is generally superior to the classic log-rank and Wilcoxon tests and provides the best global power across a variety of alternatives. The new test is readily extended to the k group setting. PMID:26988931

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

NET-VISA, a Bayesian method next-generation automatic association software. Latest developments and operational assessment.

NASA Astrophysics Data System (ADS)

Le Bras, Ronan; Kushida, Noriyuki; Mialle, Pierrick; Tomuta, Elena; Arora, Nimar

2017-04-01

The Preparatory Commission for the Comprehensive Nuclear-Test-Ban Treaty Organization (CTBTO) has been developing a Bayesian method and software to perform the key step of automatic association of seismological, hydroacoustic, and infrasound (SHI) parametric data. In our preliminary testing in the CTBTO, NET_VISA shows much better performance than its currently operating automatic association module, with a rate for automatic events matching the analyst-reviewed events increased by 10%, signifying that the percentage of missed events is lowered by 40%. Initial tests involving analysts also showed that the new software will complete the automatic bulletins of the CTBTO by adding previously missed events. Because products by the CTBTO are also widely distributed to its member States as well as throughout the seismological community, the introduction of a new technology must be carried out carefully, and the first step of operational integration is to first use NET-VISA results within the interactive analysts' software so that the analysts can check the robustness of the Bayesian approach. We report on the latest results both on the progress for automatic processing and for the initial introduction of NET-VISA results in the analyst review process

Bayesian Atmospheric Radiative Transfer (BART) Code and Application to WASP-43b

NASA Astrophysics Data System (ADS)

Blecic, Jasmina; Harrington, Joseph; Cubillos, Patricio; Bowman, Oliver; Rojo, Patricio; Stemm, Madison; Lust, Nathaniel B.; Challener, Ryan; Foster, Austin James; Foster, Andrew S.; Blumenthal, Sarah D.; Bruce, Dylan

2016-01-01

We present a new open-source Bayesian radiative-transfer framework, Bayesian Atmospheric Radiative Transfer (BART, https://github.com/exosports/BART), and its application to WASP-43b. BART initializes a model for the atmospheric retrieval calculation, generates thousands of theoretical model spectra using parametrized pressure and temperature profiles and line-by-line radiative-transfer calculation, and employs a statistical package to compare the models with the observations. It consists of three self-sufficient modules available to the community under the reproducible-research license, the Thermochemical Equilibrium Abundances module (TEA, https://github.com/dzesmin/TEA, Blecic et al. 2015}, the radiative-transfer module (Transit, https://github.com/exosports/transit), and the Multi-core Markov-chain Monte Carlo statistical module (MCcubed, https://github.com/pcubillos/MCcubed, Cubillos et al. 2015). We applied BART on all available WASP-43b secondary eclipse data from the space- and ground-based observations constraining the temperature-pressure profile and molecular abundances of the dayside atmosphere of WASP-43b. This work was supported by NASA Planetary Atmospheres grant NNX12AI69G and NASA Astrophysics Data Analysis Program grant NNX13AF38G. JB holds a NASA Earth and Space Science Fellowship.

Bayesian Treed Multivariate Gaussian Process with Adaptive Design: Application to a Carbon Capture Unit

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

Konomi, Bledar A.; Karagiannis, Georgios; Sarkar, Avik

2014-05-16

Computer experiments (numerical simulations) are widely used in scientific research to study and predict the behavior of complex systems, which usually have responses consisting of a set of distinct outputs. The computational cost of the simulations at high resolution are often expensive and become impractical for parametric studies at different input values. To overcome these difficulties we develop a Bayesian treed multivariate Gaussian process (BTMGP) as an extension of the Bayesian treed Gaussian process (BTGP) in order to model and evaluate a multivariate process. A suitable choice of covariance function and the prior distributions facilitates the different Markov chain Montemore » Carlo (MCMC) movements. We utilize this model to sequentially sample the input space for the most informative values, taking into account model uncertainty and expertise gained. A simulation study demonstrates the use of the proposed method and compares it with alternative approaches. We apply the sequential sampling technique and BTMGP to model the multiphase flow in a full scale regenerator of a carbon capture unit. The application presented in this paper is an important tool for research into carbon dioxide emissions from thermal power plants.« less

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.

SU-G-JeP2-02: A Unifying Multi-Atlas Approach to Electron Density Mapping Using Multi-Parametric MRI for Radiation Treatment Planning

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

Ren, S; Tianjin University, Tianjin; Hara, W

Purpose: MRI has a number of advantages over CT as a primary modality for radiation treatment planning (RTP). However, one key bottleneck problem still remains, which is the lack of electron density information in MRI. In the work, a reliable method to map electron density is developed by leveraging the differential contrast of multi-parametric MRI. Methods: We propose a probabilistic Bayesian approach for electron density mapping based on T1 and T2-weighted MRI, using multiple patients as atlases. For each voxel, we compute two conditional probabilities: (1) electron density given its image intensity on T1 and T2-weighted MR images, and (2)more » electron density given its geometric location in a reference anatomy. The two sources of information (image intensity and spatial location) are combined into a unifying posterior probability density function using the Bayesian formalism. The mean value of the posterior probability density function provides the estimated electron density. Results: We evaluated the method on 10 head and neck patients and performed leave-one-out cross validation (9 patients as atlases and remaining 1 as test). The proposed method significantly reduced the errors in electron density estimation, with a mean absolute HU error of 138, compared with 193 for the T1-weighted intensity approach and 261 without density correction. For bone detection (HU>200), the proposed method had an accuracy of 84% and a sensitivity of 73% at specificity of 90% (AUC = 87%). In comparison, the AUC for bone detection is 73% and 50% using the intensity approach and without density correction, respectively. Conclusion: The proposed unifying method provides accurate electron density estimation and bone detection based on multi-parametric MRI of the head with highly heterogeneous anatomy. This could allow for accurate dose calculation and reference image generation for patient setup in MRI-based radiation treatment planning.« less

A Genomewide Linkage Scan of Cocaine Dependence and Major Depressive Episode in Two Populations

PubMed Central

Yang, Bao-Zhu; Han, Shizhong; Kranzler, Henry R; Farrer, Lindsay A; Gelernter, Joel

2011-01-01

Cocaine dependence (CD) and major depressive episode (MDE) frequently co-occur with poorer treatment outcome and higher relapse risk. Shared genetic risk was affirmed; to date, there have been no reports of genomewide linkage scans (GWLSs) surveying the susceptibility regions for comorbid CD and MDE (CD–MDE). We aimed to identify chromosomal regions and candidate genes susceptible to CD, MDE, and CD–MDE in African Americans (AAs) and European Americans (EAs). A total of 1896 individuals were recruited from 384 AA and 355 EA families, each with at least a sibling-pair with CD and/or opioid dependence. Array-based genotyping of about 6000 single-nucleotide polymorphisms was completed for all individuals. Parametric and non-parametric genomewide linkage analyses were performed. We found a genomewide-significant linkage peak on chromosome 7 at 183.4 cM for non-parametric analysis of CD–MDE in AAs (lod=3.8, genomewide empirical p=0.016; point-wise p=0.00001). A nearly genomewide significant linkage was identified for CD–MDE in EAs on chromosome 5 at 14.3 cM (logarithm of odds (lod)=2.95, genomewide empirical p=0.055; point-wise p=0.00012). Parametric analysis corroborated the findings in these two regions and improved the support for the peak on chromosome 5 so that it reached genomewide significance (heterogeneity lod=3.28, genomewide empirical p=0.046; point-wise p=0.00053). This is the first GWLS for CD–MDE. The genomewide significant linkage regions on chromosomes 5 and 7 harbor four particularly promising candidate genes: SRD5A1, UBE3C, PTPRN2, and VIPR2. Replication of the linkage findings in other populations is warranted, as is a focused analysis of the genes located in the linkage regions implicated here. PMID:21849985

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.

Testing adaptive toolbox models: a Bayesian hierarchical approach.

PubMed

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

2013-01-01

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

Bayesian Factor Analysis as a Variable Selection Problem: Alternative Priors and Consequences

PubMed Central

Lu, Zhao-Hua; Chow, Sy-Miin; Loken, Eric

2016-01-01

Factor analysis is a popular statistical technique for multivariate data analysis. Developments in the structural equation modeling framework have enabled the use of hybrid confirmatory/exploratory approaches in which factor loading structures can be explored relatively flexibly within a confirmatory factor analysis (CFA) framework. Recently, a Bayesian structural equation modeling (BSEM) approach (Muthén & Asparouhov, 2012) has been proposed as a way to explore the presence of cross-loadings in CFA models. We show that the issue of determining factor loading patterns may be formulated as a Bayesian variable selection problem in which Muthén and Asparouhov’s approach can be regarded as a BSEM approach with ridge regression prior (BSEM-RP). We propose another Bayesian approach, denoted herein as the Bayesian structural equation modeling with spike and slab prior (BSEM-SSP), which serves as a one-stage alternative to the BSEM-RP. We review the theoretical advantages and disadvantages of both approaches and compare their empirical performance relative to two modification indices-based approaches and exploratory factor analysis with target rotation. A teacher stress scale data set (Byrne, 2012; Pettegrew & Wolf, 1982) is used to demonstrate our approach. PMID:27314566

Discriminating Among Probability Weighting Functions Using Adaptive Design Optimization

PubMed Central

Cavagnaro, Daniel R.; Pitt, Mark A.; Gonzalez, Richard; Myung, Jay I.

2014-01-01

Probability weighting functions relate objective probabilities and their subjective weights, and play a central role in modeling choices under risk within cumulative prospect theory. While several different parametric forms have been proposed, their qualitative similarities make it challenging to discriminate among them empirically. In this paper, we use both simulation and choice experiments to investigate the extent to which different parametric forms of the probability weighting function can be discriminated using adaptive design optimization, a computer-based methodology that identifies and exploits model differences for the purpose of model discrimination. The simulation experiments show that the correct (data-generating) form can be conclusively discriminated from its competitors. The results of an empirical experiment reveal heterogeneity between participants in terms of the functional form, with two models (Prelec-2, Linear in Log Odds) emerging as the most common best-fitting models. The findings shed light on assumptions underlying these models. PMID:24453406

Parametrization in models of subcritical glass fracture: Activation offset and concerted activation

NASA Astrophysics Data System (ADS)

Rodrigues, Bruno Poletto; Hühn, Carolin; Erlebach, Andreas; Mey, Dorothea; Sierka, Marek; Wondraczek, Lothar

2017-08-01

There are two established but fundamentally different empirical approaches to parametrize the rate of subcritical fracture in brittle materials. While both are relying on a thermally activated reaction of bond rupture, the difference lies in the way as to how the externally applied stresses affect the local energy landscape. In the consideration of inorganic glasses, the strain energy is typically taken as an off-set on the activation barrier. As an alternative interpretation, the system’s volumetric strain-energy is added to its thermal energy. Such an interpretation is consistent with the democratic fiber bundle model. Here, we test this approach of concerted activation against macroscopic data of bond cleavage activation energy, and also against ab initio quantum chemical simulation of the energy barrier for cracking in silica. The fact that both models are able to reproduce experimental observation to a remarkable degree highlights the importance of a holistic consideration towards non-empirical understanding.

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.

Good fences make for good neighbors but bad science: a review of what improves Bayesian reasoning and why

PubMed Central

Brase, Gary L.; Hill, W. Trey

2015-01-01

Bayesian reasoning, defined here as the updating of a posterior probability following new information, has historically been problematic for humans. Classic psychology experiments have tested human Bayesian reasoning through the use of word problems and have evaluated each participant’s performance against the normatively correct answer provided by Bayes’ theorem. The standard finding is of generally poor performance. Over the past two decades, though, progress has been made on how to improve Bayesian reasoning. Most notably, research has demonstrated that the use of frequencies in a natural sampling framework—as opposed to single-event probabilities—can improve participants’ Bayesian estimates. Furthermore, pictorial aids and certain individual difference factors also can play significant roles in Bayesian reasoning success. The mechanics of how to build tasks which show these improvements is not under much debate. The explanations for why naturally sampled frequencies and pictures help Bayesian reasoning remain hotly contested, however, with many researchers falling into ingrained “camps” organized around two dominant theoretical perspectives. The present paper evaluates the merits of these theoretical perspectives, including the weight of empirical evidence, theoretical coherence, and predictive power. By these criteria, the ecological rationality approach is clearly better than the heuristics and biases view. Progress in the study of Bayesian reasoning will depend on continued research that honestly, vigorously, and consistently engages across these different theoretical accounts rather than staying “siloed” within one particular perspective. The process of science requires an understanding of competing points of view, with the ultimate goal being integration. PMID:25873904

Good fences make for good neighbors but bad science: a review of what improves Bayesian reasoning and why.

PubMed

Brase, Gary L; Hill, W Trey

2015-01-01

Bayesian reasoning, defined here as the updating of a posterior probability following new information, has historically been problematic for humans. Classic psychology experiments have tested human Bayesian reasoning through the use of word problems and have evaluated each participant's performance against the normatively correct answer provided by Bayes' theorem. The standard finding is of generally poor performance. Over the past two decades, though, progress has been made on how to improve Bayesian reasoning. Most notably, research has demonstrated that the use of frequencies in a natural sampling framework-as opposed to single-event probabilities-can improve participants' Bayesian estimates. Furthermore, pictorial aids and certain individual difference factors also can play significant roles in Bayesian reasoning success. The mechanics of how to build tasks which show these improvements is not under much debate. The explanations for why naturally sampled frequencies and pictures help Bayesian reasoning remain hotly contested, however, with many researchers falling into ingrained "camps" organized around two dominant theoretical perspectives. The present paper evaluates the merits of these theoretical perspectives, including the weight of empirical evidence, theoretical coherence, and predictive power. By these criteria, the ecological rationality approach is clearly better than the heuristics and biases view. Progress in the study of Bayesian reasoning will depend on continued research that honestly, vigorously, and consistently engages across these different theoretical accounts rather than staying "siloed" within one particular perspective. The process of science requires an understanding of competing points of view, with the ultimate goal being integration.

Empirical validation of statistical parametric mapping for group imaging of fast neural activity using electrical impedance tomography.

PubMed

Packham, B; Barnes, G; Dos Santos, G Sato; Aristovich, K; Gilad, O; Ghosh, A; Oh, T; Holder, D

2016-06-01

Electrical impedance tomography (EIT) allows for the reconstruction of internal conductivity from surface measurements. A change in conductivity occurs as ion channels open during neural activity, making EIT a potential tool for functional brain imaging. EIT images can have  >10 000 voxels, which means statistical analysis of such images presents a substantial multiple testing problem. One way to optimally correct for these issues and still maintain the flexibility of complicated experimental designs is to use random field theory. This parametric method estimates the distribution of peaks one would expect by chance in a smooth random field of a given size. Random field theory has been used in several other neuroimaging techniques but never validated for EIT images of fast neural activity, such validation can be achieved using non-parametric techniques. Both parametric and non-parametric techniques were used to analyze a set of 22 images collected from 8 rats. Significant group activations were detected using both techniques (corrected p  <  0.05). Both parametric and non-parametric analyses yielded similar results, although the latter was less conservative. These results demonstrate the first statistical analysis of such an image set and indicate that such an analysis is an approach for EIT images of neural activity.

Empirical validation of statistical parametric mapping for group imaging of fast neural activity using electrical impedance tomography

PubMed Central

Packham, B; Barnes, G; dos Santos, G Sato; Aristovich, K; Gilad, O; Ghosh, A; Oh, T; Holder, D

2016-01-01

Abstract Electrical impedance tomography (EIT) allows for the reconstruction of internal conductivity from surface measurements. A change in conductivity occurs as ion channels open during neural activity, making EIT a potential tool for functional brain imaging. EIT images can have  >10 000 voxels, which means statistical analysis of such images presents a substantial multiple testing problem. One way to optimally correct for these issues and still maintain the flexibility of complicated experimental designs is to use random field theory. This parametric method estimates the distribution of peaks one would expect by chance in a smooth random field of a given size. Random field theory has been used in several other neuroimaging techniques but never validated for EIT images of fast neural activity, such validation can be achieved using non-parametric techniques. Both parametric and non-parametric techniques were used to analyze a set of 22 images collected from 8 rats. Significant group activations were detected using both techniques (corrected p  <  0.05). Both parametric and non-parametric analyses yielded similar results, although the latter was less conservative. These results demonstrate the first statistical analysis of such an image set and indicate that such an analysis is an approach for EIT images of neural activity. PMID:27203477

Optimal Sequential Rules for Computer-Based Instruction.

ERIC Educational Resources Information Center

Vos, Hans J.

1998-01-01

Formulates sequential rules for adapting the appropriate amount of instruction to learning needs in the context of computer-based instruction. Topics include Bayesian decision theory, threshold and linear-utility structure, psychometric model, optimal sequential number of test questions, and an empirical example of sequential instructional…

Consensus in the Wasserstein Metric Space of Probability Measures

DTIC Science & Technology

2015-07-01

this direction, potential applications/uses for the Wasser - stein barycentre (itself) have been considered previously in a number of fields...one is interested in more general empirical input measures. Applications in machine learning and Bayesian statistics have also made use of the Wasser

A probabilistic process model for pelagic marine ecosystems informed by Bayesian inverse analysis

EPA Science Inventory

Marine ecosystems are complex systems with multiple pathways that produce feedback cycles, which may lead to unanticipated effects. Models abstract this complexity and allow us to predict, understand, and hypothesize. In ecological models, however, the paucity of empirical data...

ARS leptogenesis

NASA Astrophysics Data System (ADS)

Drewes, M.; Garbrecht, B.; Hernández, P.; Kekic, M.; Lopez-Pavon, J.; Racker, J.; Rius, N.; Salvado, J.; Teresi, D.

2018-02-01

We review the current status of the leptogenesis scenario originally proposed by Akhmedov, Rubakov and Smirnov (ARS). It takes place in the parametric regime where the right-handed neutrinos are at the electroweak scale or below and the CP-violating effects are induced by the coherent superposition of different right-handed mass eigenstates. Two main theoretical approaches to derive quantum kinetic equations, the Hamiltonian time evolution as well as the Closed-Time-Path technique are presented, and we discuss their relations. For scenarios with two right-handed neutrinos, we chart the viable parameter space. Both, a Bayesian analysis, that determines the most likely configurations for viable leptogenesis given different variants of flat priors, and a determination of the maximally allowed mixing between the light, mostly left-handed, and heavy, mostly right-handed, neutrino states are discussed. Rephasing invariants are shown to be a useful tool to classify and to understand various distinct contributions to ARS leptogenesis that can dominate in different parametric regimes. While these analyses are carried out for the parametric regime where initial asymmetries are generated predominantly from lepton-number conserving, but flavor violating effects, we also review the contributions from lepton-number violating operators and identify the regions of parameter space where these are relevant.

A parametric evaluation of fundamental engineering properties for Louisiana hot mix : final report.

DOT National Transportation Integrated Search

1994-06-01

Historically, asphalt concrete has been designed and constructed using empirically developed criteria which has been based on static loading conditions. As loadings increase and stress distributions change due to increased tire pressures such criteri...

Empirical velocity profiles for galactic rotation curves

NASA Astrophysics Data System (ADS)

López Fune, E.

2018-04-01

A unified parametrization of the circular velocity, which accurately fits 850 galaxy rotation curves without needing in advance the knowledge of the luminous matter components, nor a fixed dark matter halo model, is proposed. A notable feature is that the associated gravitational potential increases with the distance from the galaxy centre, giving rise to a length-scale indicating a finite size of a galaxy, and after, the Keplerian fall-off of the parametrized circular velocity is recovered according to Newtonian gravity, making possible the estimation of the total mass enclosed by the galaxy.

Bayesian Modeling of Perceived Surface Slant from Actively-Generated and Passively-Observed Optic Flow

PubMed Central

Caudek, Corrado; Fantoni, Carlo; Domini, Fulvio

2011-01-01

We measured perceived depth from the optic flow (a) when showing a stationary physical or virtual object to observers who moved their head at a normal or slower speed, and (b) when simulating the same optic flow on a computer and presenting it to stationary observers. Our results show that perceived surface slant is systematically distorted, for both the active and the passive viewing of physical or virtual surfaces. These distortions are modulated by head translation speed, with perceived slant increasing directly with the local velocity gradient of the optic flow. This empirical result allows us to determine the relative merits of two alternative approaches aimed at explaining perceived surface slant in active vision: an “inverse optics” model that takes head motion information into account, and a probabilistic model that ignores extra-retinal signals. We compare these two approaches within the framework of the Bayesian theory. The “inverse optics” Bayesian model produces veridical slant estimates if the optic flow and the head translation velocity are measured with no error; because of the influence of a “prior” for flatness, the slant estimates become systematically biased as the measurement errors increase. The Bayesian model, which ignores the observer's motion, always produces distorted estimates of surface slant. Interestingly, the predictions of this second model, not those of the first one, are consistent with our empirical findings. The present results suggest that (a) in active vision perceived surface slant may be the product of probabilistic processes which do not guarantee the correct solution, and (b) extra-retinal signals may be mainly used for a better measurement of retinal information. PMID:21533197

A comment on priors for Bayesian occupancy models

PubMed Central

Gerber, Brian D.

2018-01-01

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

SOMBI: Bayesian identification of parameter relations in unstructured cosmological data

NASA Astrophysics Data System (ADS)

Frank, Philipp; Jasche, Jens; Enßlin, Torsten A.

2016-11-01

This work describes the implementation and application of a correlation determination method based on self organizing maps and Bayesian inference (SOMBI). SOMBI aims to automatically identify relations between different observed parameters in unstructured cosmological or astrophysical surveys by automatically identifying data clusters in high-dimensional datasets via the self organizing map neural network algorithm. Parameter relations are then revealed by means of a Bayesian inference within respective identified data clusters. Specifically such relations are assumed to be parametrized as a polynomial of unknown order. The Bayesian approach results in a posterior probability distribution function for respective polynomial coefficients. To decide which polynomial order suffices to describe correlation structures in data, we include a method for model selection, the Bayesian information criterion, to the analysis. The performance of the SOMBI algorithm is tested with mock data. As illustration we also provide applications of our method to cosmological data. In particular, we present results of a correlation analysis between galaxy and active galactic nucleus (AGN) properties provided by the SDSS catalog with the cosmic large-scale-structure (LSS). The results indicate that the combined galaxy and LSS dataset indeed is clustered into several sub-samples of data with different average properties (for example different stellar masses or web-type classifications). The majority of data clusters appear to have a similar correlation structure between galaxy properties and the LSS. In particular we revealed a positive and linear dependency between the stellar mass, the absolute magnitude and the color of a galaxy with the corresponding cosmic density field. A remaining subset of data shows inverted correlations, which might be an artifact of non-linear redshift distortions.

A unifying Bayesian account of contextual effects in value-based choice

PubMed Central

Friston, Karl J.; Dolan, Raymond J.

2017-01-01

Empirical evidence suggests the incentive value of an option is affected by other options available during choice and by options presented in the past. These contextual effects are hard to reconcile with classical theories and have inspired accounts where contextual influences play a crucial role. However, each account only addresses one or the other of the empirical findings and a unifying perspective has been elusive. Here, we offer a unifying theory of context effects on incentive value attribution and choice based on normative Bayesian principles. This formulation assumes that incentive value corresponds to a precision-weighted prediction error, where predictions are based upon expectations about reward. We show that this scheme explains a wide range of contextual effects, such as those elicited by other options available during choice (or within-choice context effects). These include both conditions in which choice requires an integration of multiple attributes and conditions where a multi-attribute integration is not necessary. Moreover, the same scheme explains context effects elicited by options presented in the past or between-choice context effects. Our formulation encompasses a wide range of contextual influences (comprising both within- and between-choice effects) by calling on Bayesian principles, without invoking ad-hoc assumptions. This helps clarify the contextual nature of incentive value and choice behaviour and may offer insights into psychopathologies characterized by dysfunctional decision-making, such as addiction and pathological gambling. PMID:28981514

A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

PubMed Central

2012-01-01

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

Estimating the hatchery fraction of a natural population: a Bayesian approach

USGS Publications Warehouse

Barber, Jarrett J.; Gerow, Kenneth G.; Connolly, Patrick J.; Singh, Sarabdeep

2011-01-01

There is strong and growing interest in estimating the proportion of hatchery fish that are in a natural population (the hatchery fraction). In a sample of fish from the relevant population, some are observed to be marked, indicating their origin as hatchery fish. The observed proportion of marked fish is usually less than the actual hatchery fraction, since the observed proportion is determined by the proportion originally marked, differential survival (usually lower) of marked fish relative to unmarked hatchery fish, and rates of mark retention and detection. Bayesian methods can work well in a setting such as this, in which empirical data are limited but for which there may be considerable expert judgment regarding these values. We explored a Bayesian estimation of the hatchery fraction using Monte Carlo–Markov chain methods. Based on our findings, we created an interactive Excel tool to implement the algorithm, which we have made available for free.

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.

Volterra model of the parametric array loudspeaker operating at ultrasonic frequencies.

PubMed

Shi, Chuang; Kajikawa, Yoshinobu

2016-11-01

The parametric array loudspeaker (PAL) is an application of the parametric acoustic array in air, which can be applied to transmit a narrow audio beam from an ultrasonic emitter. However, nonlinear distortion is very perceptible in the audio beam. Modulation methods to reduce the nonlinear distortion are available for on-axis far-field applications. For other applications, preprocessing techniques are wanting. In order to develop a preprocessing technique with general applicability to a wide range of operating conditions, the Volterra filter is investigated as a nonlinear model of the PAL in this paper. Limitations of the standard audio-to-audio Volterra filter are elaborated. An improved ultrasound-to-ultrasound Volterra filter is proposed and empirically demonstrated to be a more generic Volterra model of the PAL.

Uncertainty plus Prior Equals Rational Bias: An Intuitive Bayesian Probability Weighting Function

ERIC Educational Resources Information Center

Fennell, John; Baddeley, Roland

2012-01-01

Empirical research has shown that when making choices based on probabilistic options, people behave as if they overestimate small probabilities, underestimate large probabilities, and treat positive and negative outcomes differently. These distortions have been modeled using a nonlinear probability weighting function, which is found in several…

A Look at Psychometrics in the Netherlands.

ERIC Educational Resources Information Center

Hambleton, Ronald K.; Swaminathan, H.

Comments are made on the review papers presented by six Dutch psychometricians: Ivo Molenaar, Wim van der Linden, Ed Roskam, Arnold Van den Wollenberg, Gideon Mellenbergh, and Dato de Gruijter. Molenaar has embraced a pragmatic viewpoint on Bayesian methods, using both empirical and pure approaches to solve educational research problems. Molenaar…

Empirically-based modeling and mapping to consider the co-occurrence of ecological receptors and stressors

EPA Science Inventory

Part of the ecological risk assessment process involves examining the potential for environmental stressors and ecological receptors to co-occur across a landscape. In this study, we introduce a Bayesian joint modeling framework for use in evaluating and mapping the co-occurrence...

Bayesian Networks in Educational Assessment

PubMed Central

Culbertson, Michael J.

2015-01-01

Bayesian networks (BN) provide a convenient and intuitive framework for specifying complex joint probability distributions and are thus well suited for modeling content domains of educational assessments at a diagnostic level. BN have been used extensively in the artificial intelligence community as student models for intelligent tutoring systems (ITS) but have received less attention among psychometricians. This critical review outlines the existing research on BN in educational assessment, providing an introduction to the ITS literature for the psychometric community, and points out several promising research paths. The online appendix lists 40 assessment systems that serve as empirical examples of the use of BN for educational assessment in a variety of domains. PMID:29881033

Model risk for European-style stock index options.

PubMed

Gençay, Ramazan; Gibson, Rajna

2007-01-01

In empirical modeling, there have been two strands for pricing in the options literature, namely the parametric and nonparametric models. Often, the support for the nonparametric methods is based on a benchmark such as the Black-Scholes (BS) model with constant volatility. In this paper, we study the stochastic volatility (SV) and stochastic volatility random jump (SVJ) models as parametric benchmarks against feedforward neural network (FNN) models, a class of neural network models. Our choice for FNN models is due to their well-studied universal approximation properties of an unknown function and its partial derivatives. Since the partial derivatives of an option pricing formula are risk pricing tools, an accurate estimation of the unknown option pricing function is essential for pricing and hedging. Our findings indicate that FNN models offer themselves as robust option pricing tools, over their sophisticated parametric counterparts in predictive settings. There are two routes to explain the superiority of FNN models over the parametric models in forecast settings. These are nonnormality of return distributions and adaptive learning.

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.

Robust Bayesian Experimental Design for Conceptual Model Discrimination

NASA Astrophysics Data System (ADS)

Pham, H. V.; Tsai, F. T. C.

2015-12-01

A robust Bayesian optimal experimental design under uncertainty is presented to provide firm information for model discrimination, given the least number of pumping wells and observation wells. Firm information is the maximum information of a system can be guaranteed from an experimental design. The design is based on the Box-Hill expected entropy decrease (EED) before and after the experiment design and the Bayesian model averaging (BMA) framework. A max-min programming is introduced to choose the robust design that maximizes the minimal Box-Hill EED subject to that the highest expected posterior model probability satisfies a desired probability threshold. The EED is calculated by the Gauss-Hermite quadrature. The BMA method is used to predict future observations and to quantify future observation uncertainty arising from conceptual and parametric uncertainties in calculating EED. Monte Carlo approach is adopted to quantify the uncertainty in the posterior model probabilities. The optimal experimental design is tested by a synthetic 5-layer anisotropic confined aquifer. Nine conceptual groundwater models are constructed due to uncertain geological architecture and boundary condition. High-performance computing is used to enumerate all possible design solutions in order to identify the most plausible groundwater model. Results highlight the impacts of scedasticity in future observation data as well as uncertainty sources on potential pumping and observation locations.

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.

Towards an Empirically Based Parametric Explosion Spectral Model

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

Ford, S R; Walter, W R; Ruppert, S

2009-08-31

Small underground nuclear explosions need to be confidently detected, identified, and characterized in regions of the world where they have never before been tested. The focus of our work is on the local and regional distances (< 2000 km) and phases (Pn, Pg, Sn, Lg) necessary to see small explosions. We are developing a parametric model of the nuclear explosion seismic source spectrum that is compatible with the earthquake-based geometrical spreading and attenuation models developed using the Magnitude Distance Amplitude Correction (MDAC) techniques (Walter and Taylor, 2002). The explosion parametric model will be particularly important in regions without any priormore » explosion data for calibration. The model is being developed using the available body of seismic data at local and regional distances for past nuclear explosions at foreign and domestic test sites. Parametric modeling is a simple and practical approach for widespread monitoring applications, prior to the capability to carry out fully deterministic modeling. The achievable goal of our parametric model development is to be able to predict observed local and regional distance seismic amplitudes for event identification and yield determination in regions with incomplete or no prior history of underground nuclear testing. The relationship between the parametric equations and the geologic and containment conditions will assist in our physical understanding of the nuclear explosion source.« less

A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates

NASA Astrophysics Data System (ADS)

Lima, Carlos H. R.; Lall, Upmanu; Troy, Tara; Devineni, Naresh

2016-10-01

We estimate local and regional Generalized Extreme Value (GEV) distribution parameters for flood frequency analysis in a multilevel, hierarchical Bayesian framework, to explicitly model and reduce uncertainties. As prior information for the model, we assume that the GEV location and scale parameters for each site come from independent log-normal distributions, whose mean parameter scales with the drainage area. From empirical and theoretical arguments, the shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the joint posterior distribution. The model is tested using annual maximum series from 20 streamflow gauges located in an 83,000 km2 flood prone basin in Southeast Brazil. The results show a significant reduction of uncertainty estimates of flood quantile estimates over the traditional GEV model, particularly for sites with shorter records. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles tend to be narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering parameter uncertainties and regional information. In order to evaluate the applicability of the proposed hierarchical Bayesian model for regional flood frequency analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling law coefficients are used to define the predictive distributions of the GEV location and scale parameters for the out-of-sample sites given only their drainage areas and the posterior distribution of the average shape parameter is taken as the regional predictive distribution for this parameter. While the index flood method does not provide a straightforward way to consider the uncertainties in the index flood and in the regional parameters, the results obtained here show that the proposed Bayesian method is able to produce adequate credible intervals for flood quantiles that are in accordance with empirical estimates.

Impact of signal scattering and parametric uncertainties on receiver operating characteristics

NASA Astrophysics Data System (ADS)

Wilson, D. Keith; Breton, Daniel J.; Hart, Carl R.; Pettit, Chris L.

2017-05-01

The receiver operating characteristic (ROC curve), which is a plot of the probability of detection as a function of the probability of false alarm, plays a key role in the classical analysis of detector performance. However, meaningful characterization of the ROC curve is challenging when practically important complications such as variations in source emissions, environmental impacts on the signal propagation, uncertainties in the sensor response, and multiple sources of interference are considered. In this paper, a relatively simple but realistic model for scattered signals is employed to explore how parametric uncertainties impact the ROC curve. In particular, we show that parametric uncertainties in the mean signal and noise power substantially raise the tails of the distributions; since receiver operation with a very low probability of false alarm and a high probability of detection is normally desired, these tails lead to severely degraded performance. Because full a priori knowledge of such parametric uncertainties is rarely available in practice, analyses must typically be based on a finite sample of environmental states, which only partially characterize the range of parameter variations. We show how this effect can lead to misleading assessments of system performance. For the cases considered, approximately 64 or more statistically independent samples of the uncertain parameters are needed to accurately predict the probabilities of detection and false alarm. A connection is also described between selection of suitable distributions for the uncertain parameters, and Bayesian adaptive methods for inferring the parameters.

A parametric study of Enceladus plumes based on DSMC calculations for retrieving the outgassing parameters as measured by Cassini instruments

NASA Astrophysics Data System (ADS)

Mahieux, Arnaud; Goldstein, David B.; Varghese, Philip; Trafton, Laurence M.

2017-10-01

The vapor and particulate plumes arising from the southern polar regions of Enceladus are a key signature of what lies below the surface. Multiple Cassini instruments (INMS, CDA, CAPS, MAG, UVIS, VIMS, ISS) measured the gas-particle plume over the warm Tiger Stripe region and there have been several close flybys. Numerous observations also exist of the near-vent regions in the visible and the IR. The most likely source for these extensive geysers is a subsurface liquid reservoir of somewhat saline water and other volatiles boiling off through crevasse-like conduits into the vacuum of space.In this work, we use a DSMC code to simulate the plume as it exits a vent, considering axisymmetric conditions, in a vertical domain extending up to 10 km. Above 10 km altitude, the flow is collisionless and well modeled in a separate free molecular code. We perform a DSMC parametric and sensitivity study of the following vent parameters: vent diameter, outgassed flow density, water gas/water ice mass flow ratio, gas and ice speed, and ice grain diameter. We build parametric expressions of the plume characteristics at the 10 km upper boundary (number density, temperature, velocity) that will be used in a Bayesian inversion algorithm in order to constrain source conditions from fits to plume observations by various instruments on board the Cassini spacecraft and assess the parametric sensitivity study.

Quantification of soil water retention parameters using multi-section TDR-waveform analysis

NASA Astrophysics Data System (ADS)

Baviskar, S. M.; Heimovaara, T. J.

2017-06-01

Soil water retention parameters are important for describing flow in variably saturated soils. TDR is one of the standard methods used for determining water content in soil samples. In this study, we present an approach to estimate water retention parameters of a sample which is initially saturated and subjected to an incremental decrease in boundary head causing it to drain in a multi-step fashion. TDR waveforms are measured along the height of the sample at assumed different hydrostatic conditions at daily interval. The cumulative discharge outflow drained from the sample is also recorded. The saturated water content is obtained using volumetric analysis after the final step involved in multi-step drainage. The equation obtained by coupling the unsaturated parametric function and the apparent dielectric permittivity is fitted to a TDR wave propagation forward model. The unsaturated parametric function is used to spatially interpolate the water contents along TDR probe. The cumulative discharge outflow data is fitted with cumulative discharge estimated using the unsaturated parametric function. The weight of water inside the sample estimated at the first and final boundary head in multi-step drainage is fitted with the corresponding weights calculated using unsaturated parametric function. A Bayesian optimization scheme is used to obtain optimized water retention parameters for these different objective functions. This approach can be used for samples with long heights and is especially suitable for characterizing sands with a uniform particle size distribution at low capillary heads.

When the Single Matters more than the Group (II): Addressing the Problem of High False Positive Rates in Single Case Voxel Based Morphometry Using Non-parametric Statistics.

PubMed

Scarpazza, Cristina; Nichols, Thomas E; Seramondi, Donato; Maumet, Camille; Sartori, Giuseppe; Mechelli, Andrea

2016-01-01

In recent years, an increasing number of studies have used Voxel Based Morphometry (VBM) to compare a single patient with a psychiatric or neurological condition of interest against a group of healthy controls. However, the validity of this approach critically relies on the assumption that the single patient is drawn from a hypothetical population with a normal distribution and variance equal to that of the control group. In a previous investigation, we demonstrated that family-wise false positive error rate (i.e., the proportion of statistical comparisons yielding at least one false positive) in single case VBM are much higher than expected (Scarpazza et al., 2013). Here, we examine whether the use of non-parametric statistics, which does not rely on the assumptions of normal distribution and equal variance, would enable the investigation of single subjects with good control of false positive risk. We empirically estimated false positive rates (FPRs) in single case non-parametric VBM, by performing 400 statistical comparisons between a single disease-free individual and a group of 100 disease-free controls. The impact of smoothing (4, 8, and 12 mm) and type of pre-processing (Modulated, Unmodulated) was also examined, as these factors have been found to influence FPRs in previous investigations using parametric statistics. The 400 statistical comparisons were repeated using two independent, freely available data sets in order to maximize the generalizability of the results. We found that the family-wise error rate was 5% for increases and 3.6% for decreases in one data set; and 5.6% for increases and 6.3% for decreases in the other data set (5% nominal). Further, these results were not dependent on the level of smoothing and modulation. Therefore, the present study provides empirical evidence that single case VBM studies with non-parametric statistics are not susceptible to high false positive rates. The critical implication of this finding is that VBM can be used to characterize neuroanatomical alterations in individual subjects as long as non-parametric statistics are employed.

Bayesian multivariate hierarchical transformation models for ROC analysis.

PubMed

O'Malley, A James; Zou, Kelly H

2006-02-15

A Bayesian multivariate hierarchical transformation model (BMHTM) is developed for receiver operating characteristic (ROC) curve analysis based on clustered continuous diagnostic outcome data with covariates. Two special features of this model are that it incorporates non-linear monotone transformations of the outcomes and that multiple correlated outcomes may be analysed. The mean, variance, and transformation components are all modelled parametrically, enabling a wide range of inferences. The general framework is illustrated by focusing on two problems: (1) analysis of the diagnostic accuracy of a covariate-dependent univariate test outcome requiring a Box-Cox transformation within each cluster to map the test outcomes to a common family of distributions; (2) development of an optimal composite diagnostic test using multivariate clustered outcome data. In the second problem, the composite test is estimated using discriminant function analysis and compared to the test derived from logistic regression analysis where the gold standard is a binary outcome. The proposed methodology is illustrated on prostate cancer biopsy data from a multi-centre clinical trial.

Bayesian multivariate hierarchical transformation models for ROC analysis

PubMed Central

O'Malley, A. James; Zou, Kelly H.

2006-01-01

SUMMARY A Bayesian multivariate hierarchical transformation model (BMHTM) is developed for receiver operating characteristic (ROC) curve analysis based on clustered continuous diagnostic outcome data with covariates. Two special features of this model are that it incorporates non-linear monotone transformations of the outcomes and that multiple correlated outcomes may be analysed. The mean, variance, and transformation components are all modelled parametrically, enabling a wide range of inferences. The general framework is illustrated by focusing on two problems: (1) analysis of the diagnostic accuracy of a covariate-dependent univariate test outcome requiring a Box–Cox transformation within each cluster to map the test outcomes to a common family of distributions; (2) development of an optimal composite diagnostic test using multivariate clustered outcome data. In the second problem, the composite test is estimated using discriminant function analysis and compared to the test derived from logistic regression analysis where the gold standard is a binary outcome. The proposed methodology is illustrated on prostate cancer biopsy data from a multi-centre clinical trial. PMID:16217836

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

A multilevel model of the impact of farm-level best management practices on phosphorus runoff

USDA-ARS?s Scientific Manuscript database

Multilevel or hierarchical models have been applied for a number of years in the social sciences but only relatively recently in the environmental sciences. These models can be developed in either a frequentist or Bayesian context and have similarities to other methods such as empirical Bayes analys...

Advances in the Application of Decision Theory to Test-Based Decision Making.

ERIC Educational Resources Information Center

van der Linden, Wim J.

This paper reviews recent research in the Netherlands on the application of decision theory to test-based decision making about personnel selection and student placement. The review is based on an earlier model proposed for the classification of decision problems, and emphasizes an empirical Bayesian framework. Classification decisions with…

Bayesian Analysis of Recognition Memory: The Case of the List-Length Effect

ERIC Educational Resources Information Center

Dennis, Simon; Lee, Michael D.; Kinnell, Angela

2008-01-01

Recognition memory experiments are an important source of empirical constraints for theories of memory. Unfortunately, standard methods for analyzing recognition memory data have problems that are often severe enough to prevent clear answers being obtained. A key example is whether longer lists lead to poorer recognition performance. The presence…

Bayesian Analysis of Multilevel Probit Models for Data with Friendship Dependencies

ERIC Educational Resources Information Center

Koskinen, Johan; Stenberg, Sten-Ake

2012-01-01

When studying educational aspirations of adolescents, it is unrealistic to assume that the aspirations of pupils are independent of those of their friends. Considerable attention has also been given to the study of peer influence in the educational and behavioral literature. Typically, in empirical studies, the friendship networks have either been…

Comprehensive review: Computational modelling of schizophrenia.

PubMed

Valton, Vincent; Romaniuk, Liana; Douglas Steele, J; Lawrie, Stephen; Seriès, Peggy

2017-12-01

Computational modelling has been used to address: (1) the variety of symptoms observed in schizophrenia using abstract models of behavior (e.g. Bayesian models - top-down descriptive models of psychopathology); (2) the causes of these symptoms using biologically realistic models involving abnormal neuromodulation and/or receptor imbalance (e.g. connectionist and neural networks - bottom-up realistic models of neural processes). These different levels of analysis have been used to answer different questions (i.e. understanding behavioral vs. neurobiological anomalies) about the nature of the disorder. As such, these computational studies have mostly supported diverging hypotheses of schizophrenia's pathophysiology, resulting in a literature that is not always expanding coherently. Some of these hypotheses are however ripe for revision using novel empirical evidence. Here we present a review that first synthesizes the literature of computational modelling for schizophrenia and psychotic symptoms into categories supporting the dopamine, glutamate, GABA, dysconnection and Bayesian inference hypotheses respectively. Secondly, we compare model predictions against the accumulated empirical evidence and finally we identify specific hypotheses that have been left relatively under-investigated. Copyright © 2017. Published by Elsevier Ltd.

Bayesian modelling of lung function data from multiple-breath washout tests.

PubMed

Mahar, Robert K; Carlin, John B; Ranganathan, Sarath; Ponsonby, Anne-Louise; Vuillermin, Peter; Vukcevic, Damjan

2018-05-30

Paediatric respiratory researchers have widely adopted the multiple-breath washout (MBW) test because it allows assessment of lung function in unsedated infants and is well suited to longitudinal studies of lung development and disease. However, a substantial proportion of MBW tests in infants fail current acceptability criteria. We hypothesised that a model-based approach to analysing the data, in place of traditional simple empirical summaries, would enable more efficient use of these tests. We therefore developed a novel statistical model for infant MBW data and applied it to 1197 tests from 432 individuals from a large birth cohort study. We focus on Bayesian estimation of the lung clearance index, the most commonly used summary of lung function from MBW tests. Our results show that the model provides an excellent fit to the data and shed further light on statistical properties of the standard empirical approach. Furthermore, the modelling approach enables the lung clearance index to be estimated by using tests with different degrees of completeness, something not possible with the standard approach. Our model therefore allows previously unused data to be used rather than discarded, as well as routine use of shorter tests without significant loss of precision. Beyond our specific application, our work illustrates a number of important aspects of Bayesian modelling in practice, such as the importance of hierarchical specifications to account for repeated measurements and the value of model checking via posterior predictive distributions. Copyright © 2018 John Wiley & Sons, Ltd.

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.

Estimating piecewise exponential frailty model with changing prior for baseline hazard function

NASA Astrophysics Data System (ADS)

Thamrin, Sri Astuti; Lawi, Armin

2016-02-01

Piecewise exponential models provide a very flexible framework for modelling univariate survival data. It can be used to estimate the effects of different covariates which are influenced by the survival data. Although in a strict sense it is a parametric model, a piecewise exponential hazard can approximate any shape of a parametric baseline hazard. In the parametric baseline hazard, the hazard function for each individual may depend on a set of risk factors or explanatory variables. However, it usually does not explain all such variables which are known or measurable, and these variables become interesting to be considered. This unknown and unobservable risk factor of the hazard function is often termed as the individual's heterogeneity or frailty. This paper analyses the effects of unobserved population heterogeneity in patients' survival times. The issue of model choice through variable selection is also considered. A sensitivity analysis is conducted to assess the influence of the prior for each parameter. We used the Markov Chain Monte Carlo method in computing the Bayesian estimator on kidney infection data. The results obtained show that the sex and frailty are substantially associated with survival in this study and the models are relatively quite sensitive to the choice of two different priors.

A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times

PubMed Central

Heath, Tracy A.

2012-01-01

In Bayesian divergence time estimation methods, incorporating calibrating information from the fossil record is commonly done by assigning prior densities to ancestral nodes in the tree. Calibration prior densities are typically parametric distributions offset by minimum age estimates provided by the fossil record. Specification of the parameters of calibration densities requires the user to quantify his or her prior knowledge of the age of the ancestral node relative to the age of its calibrating fossil. The values of these parameters can, potentially, result in biased estimates of node ages if they lead to overly informative prior distributions. Accordingly, determining parameter values that lead to adequate prior densities is not straightforward. In this study, I present a hierarchical Bayesian model for calibrating divergence time analyses with multiple fossil age constraints. This approach applies a Dirichlet process prior as a hyperprior on the parameters of calibration prior densities. Specifically, this model assumes that the rate parameters of exponential prior distributions on calibrated nodes are distributed according to a Dirichlet process, whereby the rate parameters are clustered into distinct parameter categories. Both simulated and biological data are analyzed to evaluate the performance of the Dirichlet process hyperprior. Compared with fixed exponential prior densities, the hierarchical Bayesian approach results in more accurate and precise estimates of internal node ages. When this hyperprior is applied using Markov chain Monte Carlo methods, the ages of calibrated nodes are sampled from mixtures of exponential distributions and uncertainty in the values of calibration density parameters is taken into account. PMID:22334343

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.

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.

Improved estimation of subject-level functional connectivity using full and partial correlation with empirical Bayes shrinkage.

PubMed

Mejia, Amanda F; Nebel, Mary Beth; Barber, Anita D; Choe, Ann S; Pekar, James J; Caffo, Brian S; Lindquist, Martin A

2018-05-15

Reliability of subject-level resting-state functional connectivity (FC) is determined in part by the statistical techniques employed in its estimation. Methods that pool information across subjects to inform estimation of subject-level effects (e.g., Bayesian approaches) have been shown to enhance reliability of subject-level FC. However, fully Bayesian approaches are computationally demanding, while empirical Bayesian approaches typically rely on using repeated measures to estimate the variance components in the model. Here, we avoid the need for repeated measures by proposing a novel measurement error model for FC describing the different sources of variance and error, which we use to perform empirical Bayes shrinkage of subject-level FC towards the group average. In addition, since the traditional intra-class correlation coefficient (ICC) is inappropriate for biased estimates, we propose a new reliability measure denoted the mean squared error intra-class correlation coefficient (ICC MSE ) to properly assess the reliability of the resulting (biased) estimates. We apply the proposed techniques to test-retest resting-state fMRI data on 461 subjects from the Human Connectome Project to estimate connectivity between 100 regions identified through independent components analysis (ICA). We consider both correlation and partial correlation as the measure of FC and assess the benefit of shrinkage for each measure, as well as the effects of scan duration. We find that shrinkage estimates of subject-level FC exhibit substantially greater reliability than traditional estimates across various scan durations, even for the most reliable connections and regardless of connectivity measure. Additionally, we find partial correlation reliability to be highly sensitive to the choice of penalty term, and to be generally worse than that of full correlations except for certain connections and a narrow range of penalty values. This suggests that the penalty needs to be chosen carefully when using partial correlations. Copyright © 2018. Published by Elsevier Inc.

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

NASA Astrophysics Data System (ADS)

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

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

Empirical study of the dependence of the results of multivariable flexible survival analyses on model selection strategy.

PubMed

Binquet, C; Abrahamowicz, M; Mahboubi, A; Jooste, V; Faivre, J; Bonithon-Kopp, C; Quantin, C

2008-12-30

Flexible survival models, which avoid assumptions about hazards proportionality (PH) or linearity of continuous covariates effects, bring the issues of model selection to a new level of complexity. Each 'candidate covariate' requires inter-dependent decisions regarding (i) its inclusion in the model, and representation of its effects on the log hazard as (ii) either constant over time or time-dependent (TD) and, for continuous covariates, (iii) either loglinear or non-loglinear (NL). Moreover, 'optimal' decisions for one covariate depend on the decisions regarding others. Thus, some efficient model-building strategy is necessary.We carried out an empirical study of the impact of the model selection strategy on the estimates obtained in flexible multivariable survival analyses of prognostic factors for mortality in 273 gastric cancer patients. We used 10 different strategies to select alternative multivariable parametric as well as spline-based models, allowing flexible modeling of non-parametric (TD and/or NL) effects. We employed 5-fold cross-validation to compare the predictive ability of alternative models.All flexible models indicated significant non-linearity and changes over time in the effect of age at diagnosis. Conventional 'parametric' models suggested the lack of period effect, whereas more flexible strategies indicated a significant NL effect. Cross-validation confirmed that flexible models predicted better mortality. The resulting differences in the 'final model' selected by various strategies had also impact on the risk prediction for individual subjects.Overall, our analyses underline (a) the importance of accounting for significant non-parametric effects of covariates and (b) the need for developing accurate model selection strategies for flexible survival analyses. Copyright 2008 John Wiley & Sons, Ltd.

Dissecting hemisphere-specific contributions to visual spatial imagery using parametric brain mapping.

PubMed

Bien, Nina; Sack, Alexander T

2014-07-01

In the current study we aimed to empirically test previously proposed accounts of a division of labour between the left and right posterior parietal cortices during visuospatial mental imagery. The representation of mental images in the brain has been a topic of debate for several decades. Although the posterior parietal cortex is involved bilaterally, previous studies have postulated that hemispheric specialisation might result in a division of labour between the left and right parietal cortices. In the current fMRI study, we used an elaborated version of a behaviourally-controlled spatial imagery paradigm, the mental clock task, which involves mental image generation and a subsequent spatial comparison between two angles. By systematically varying the difference between the two angles that are mentally compared, we induced a symbolic distance effect: smaller differences between the two angles result in higher task difficulty. We employed parametrically weighed brain imaging to reveal brain areas showing a graded activation pattern in accordance with the induced distance effect. The parametric difficulty manipulation influenced behavioural data and brain activation patterns in a similar matter. Moreover, since this difficulty manipulation only starts to play a role from the angle comparison phase onwards, it allows for a top-down dissociation between the initial mental image formation, and the subsequent angle comparison phase of the spatial imagery task. Employing parametrically weighed fMRI analysis enabled us to top-down disentangle brain activation related to mental image formation, and activation reflecting spatial angle comparison. The results provide first empirical evidence for the repeatedly proposed division of labour between the left and right posterior parietal cortices during spatial imagery. Copyright © 2014 Elsevier Inc. All rights reserved.

Cardiovascular oscillations: in search of a nonlinear parametric model

NASA Astrophysics Data System (ADS)

Bandrivskyy, Andriy; Luchinsky, Dmitry; McClintock, Peter V.; Smelyanskiy, Vadim; Stefanovska, Aneta; Timucin, Dogan

2003-05-01

We suggest a fresh approach to the modeling of the human cardiovascular system. Taking advantage of a new Bayesian inference technique, able to deal with stochastic nonlinear systems, we show that one can estimate parameters for models of the cardiovascular system directly from measured time series. We present preliminary results of inference of parameters of a model of coupled oscillators from measured cardiovascular data addressing cardiorespiratory interaction. We argue that the inference technique offers a very promising tool for the modeling, able to contribute significantly towards the solution of a long standing challenge -- development of new diagnostic techniques based on noninvasive measurements.

NASA's Human Mission to a Near-Earth Asteroid: Landing on a Moving Target

NASA Technical Reports Server (NTRS)

Smith, Jeffrey H.; Lincoln, William P.; Weisbin, Charles R.

2011-01-01

This paper describes a Bayesian approach for comparing the productivity and cost-risk tradeoffs of sending versus not sending one or more robotic surveyor missions prior to a human mission to land on an asteroid. The expected value of sample information based on productivity combined with parametric variations in the prior probability an asteroid might be found suitable for landing were used to assess the optimal number of spacecraft and asteroids to survey. The analysis supports the value of surveyor missions to asteroids and indicates one launch with two spacecraft going simultaneously to two independent asteroids appears optimal.

Comparison of three different detectors applied to synthetic aperture radar data

NASA Astrophysics Data System (ADS)

Ranney, Kenneth I.; Khatri, Hiralal; Nguyen, Lam H.

2002-08-01

The U.S. Army Research Laboratory has investigated the relative performance of three different target detection paradigms applied to foliage penetration (FOPEN) synthetic aperture radar (SAR) data. The three detectors - a quadratic polynomial discriminator (QPD), Bayesian neural network (BNN) and a support vector machine (SVM) - utilize a common collection of statistics (feature values) calculated from the fully polarimetric FOPEN data. We describe the parametric variations required as part of the algorithm optimizations, and we present the relative performance of the detectors in terms of probability of false alarm (Pfa) and probability of detection (Pd).

Reconstruction of normal forms by learning informed observation geometries from data.

PubMed

Yair, Or; Talmon, Ronen; Coifman, Ronald R; Kevrekidis, Ioannis G

2017-09-19

The discovery of physical laws consistent with empirical observations is at the heart of (applied) science and engineering. These laws typically take the form of nonlinear differential equations depending on parameters; dynamical systems theory provides, through the appropriate normal forms, an "intrinsic" prototypical characterization of the types of dynamical regimes accessible to a given model. Using an implementation of data-informed geometry learning, we directly reconstruct the relevant "normal forms": a quantitative mapping from empirical observations to prototypical realizations of the underlying dynamics. Interestingly, the state variables and the parameters of these realizations are inferred from the empirical observations; without prior knowledge or understanding, they parametrize the dynamics intrinsically without explicit reference to fundamental physical quantities.

Can Bayesian Theories of Autism Spectrum Disorder Help Improve Clinical Practice?

PubMed

Haker, Helene; Schneebeli, Maya; Stephan, Klaas Enno

2016-01-01

Diagnosis and individualized treatment of autism spectrum disorder (ASD) represent major problems for contemporary psychiatry. Tackling these problems requires guidance by a pathophysiological theory. In this paper, we consider recent theories that re-conceptualize ASD from a "Bayesian brain" perspective, which posit that the core abnormality of ASD resides in perceptual aberrations due to a disbalance in the precision of prediction errors (sensory noise) relative to the precision of predictions (prior beliefs). This results in percepts that are dominated by sensory inputs and less guided by top-down regularization and shifts the perceptual focus to detailed aspects of the environment with difficulties in extracting meaning. While these Bayesian theories have inspired ongoing empirical studies, their clinical implications have not yet been carved out. Here, we consider how this Bayesian perspective on disease mechanisms in ASD might contribute to improving clinical care for affected individuals. Specifically, we describe a computational strategy, based on generative (e.g., hierarchical Bayesian) models of behavioral and functional neuroimaging data, for establishing diagnostic tests. These tests could provide estimates of specific cognitive processes underlying ASD and delineate pathophysiological mechanisms with concrete treatment targets. Written with a clinical audience in mind, this article outlines how the development of computational diagnostics applicable to behavioral and functional neuroimaging data in routine clinical practice could not only fundamentally alter our concept of ASD but eventually also transform the clinical management of this disorder.

Can Bayesian Theories of Autism Spectrum Disorder Help Improve Clinical Practice?

PubMed Central

Haker, Helene; Schneebeli, Maya; Stephan, Klaas Enno

2016-01-01

Diagnosis and individualized treatment of autism spectrum disorder (ASD) represent major problems for contemporary psychiatry. Tackling these problems requires guidance by a pathophysiological theory. In this paper, we consider recent theories that re-conceptualize ASD from a “Bayesian brain” perspective, which posit that the core abnormality of ASD resides in perceptual aberrations due to a disbalance in the precision of prediction errors (sensory noise) relative to the precision of predictions (prior beliefs). This results in percepts that are dominated by sensory inputs and less guided by top-down regularization and shifts the perceptual focus to detailed aspects of the environment with difficulties in extracting meaning. While these Bayesian theories have inspired ongoing empirical studies, their clinical implications have not yet been carved out. Here, we consider how this Bayesian perspective on disease mechanisms in ASD might contribute to improving clinical care for affected individuals. Specifically, we describe a computational strategy, based on generative (e.g., hierarchical Bayesian) models of behavioral and functional neuroimaging data, for establishing diagnostic tests. These tests could provide estimates of specific cognitive processes underlying ASD and delineate pathophysiological mechanisms with concrete treatment targets. Written with a clinical audience in mind, this article outlines how the development of computational diagnostics applicable to behavioral and functional neuroimaging data in routine clinical practice could not only fundamentally alter our concept of ASD but eventually also transform the clinical management of this disorder. PMID:27378955

Bayesian learning and the psychology of rule induction

PubMed Central

Endress, Ansgar D.

2014-01-01

In recent years, Bayesian learning models have been applied to an increasing variety of domains. While such models have been criticized on theoretical grounds, the underlying assumptions and predictions are rarely made concrete and tested experimentally. Here, I use Frank and Tenenbaum's (2011) Bayesian model of rule-learning as a case study to spell out the underlying assumptions, and to confront them with the empirical results Frank and Tenenbaum (2011) propose to simulate, as well as with novel experiments. While rule-learning is arguably well suited to rational Bayesian approaches, I show that their models are neither psychologically plausible nor ideal observer models. Further, I show that their central assumption is unfounded: humans do not always preferentially learn more specific rules, but, at least in some situations, those rules that happen to be more salient. Even when granting the unsupported assumptions, I show that all of the experiments modeled by Frank and Tenenbaum (2011) either contradict their models, or have a large number of more plausible interpretations. I provide an alternative account of the experimental data based on simple psychological mechanisms, and show that this account both describes the data better, and is easier to falsify. I conclude that, despite the recent surge in Bayesian models of cognitive phenomena, psychological phenomena are best understood by developing and testing psychological theories rather than models that can be fit to virtually any data. PMID:23454791

Robust Bayesian clustering.

PubMed

Archambeau, Cédric; Verleysen, Michel

2007-01-01

A new variational Bayesian learning algorithm for Student-t mixture models is introduced. This algorithm leads to (i) robust density estimation, (ii) robust clustering and (iii) robust automatic model selection. Gaussian mixture models are learning machines which are based on a divide-and-conquer approach. They are commonly used for density estimation and clustering tasks, but are sensitive to outliers. The Student-t distribution has heavier tails than the Gaussian distribution and is therefore less sensitive to any departure of the empirical distribution from Gaussianity. As a consequence, the Student-t distribution is suitable for constructing robust mixture models. In this work, we formalize the Bayesian Student-t mixture model as a latent variable model in a different way from Svensén and Bishop [Svensén, M., & Bishop, C. M. (2005). Robust Bayesian mixture modelling. Neurocomputing, 64, 235-252]. The main difference resides in the fact that it is not necessary to assume a factorized approximation of the posterior distribution on the latent indicator variables and the latent scale variables in order to obtain a tractable solution. Not neglecting the correlations between these unobserved random variables leads to a Bayesian model having an increased robustness. Furthermore, it is expected that the lower bound on the log-evidence is tighter. Based on this bound, the model complexity, i.e. the number of components in the mixture, can be inferred with a higher confidence.

Scientific thinking in young children: theoretical advances, empirical research, and policy implications.

PubMed

Gopnik, Alison

2012-09-28

New theoretical ideas and empirical research show that very young children's learning and thinking are strikingly similar to much learning and thinking in science. Preschoolers test hypotheses against data and make causal inferences; they learn from statistics and informal experimentation, and from watching and listening to others. The mathematical framework of probabilistic models and Bayesian inference can describe this learning in precise ways. These discoveries have implications for early childhood education and policy. In particular, they suggest both that early childhood experience is extremely important and that the trend toward more structured and academic early childhood programs is misguided.

A Robust Adaptive Autonomous Approach to Optimal Experimental Design

NASA Astrophysics Data System (ADS)

Gu, Hairong

Experimentation is the fundamental tool of scientific inquiries to understand the laws governing the nature and human behaviors. Many complex real-world experimental scenarios, particularly in quest of prediction accuracy, often encounter difficulties to conduct experiments using an existing experimental procedure for the following two reasons. First, the existing experimental procedures require a parametric model to serve as the proxy of the latent data structure or data-generating mechanism at the beginning of an experiment. However, for those experimental scenarios of concern, a sound model is often unavailable before an experiment. Second, those experimental scenarios usually contain a large number of design variables, which potentially leads to a lengthy and costly data collection cycle. Incompetently, the existing experimental procedures are unable to optimize large-scale experiments so as to minimize the experimental length and cost. Facing the two challenges in those experimental scenarios, the aim of the present study is to develop a new experimental procedure that allows an experiment to be conducted without the assumption of a parametric model while still achieving satisfactory prediction, and performs optimization of experimental designs to improve the efficiency of an experiment. The new experimental procedure developed in the present study is named robust adaptive autonomous system (RAAS). RAAS is a procedure for sequential experiments composed of multiple experimental trials, which performs function estimation, variable selection, reverse prediction and design optimization on each trial. Directly addressing the challenges in those experimental scenarios of concern, function estimation and variable selection are performed by data-driven modeling methods to generate a predictive model from data collected during the course of an experiment, thus exempting the requirement of a parametric model at the beginning of an experiment; design optimization is performed to select experimental designs on the fly of an experiment based on their usefulness so that fewest designs are needed to reach useful inferential conclusions. Technically, function estimation is realized by Bayesian P-splines, variable selection is realized by Bayesian spike-and-slab prior, reverse prediction is realized by grid-search and design optimization is realized by the concepts of active learning. The present study demonstrated that RAAS achieves statistical robustness by making accurate predictions without the assumption of a parametric model serving as the proxy of latent data structure while the existing procedures can draw poor statistical inferences if a misspecified model is assumed; RAAS also achieves inferential efficiency by taking fewer designs to acquire useful statistical inferences than non-optimal procedures. Thus, RAAS is expected to be a principled solution to real-world experimental scenarios pursuing robust prediction and efficient experimentation.

Quantum-Bayesian coherence

NASA Astrophysics Data System (ADS)

Fuchs, Christopher A.; Schack, Rüdiger

2013-10-01

In the quantum-Bayesian interpretation of quantum theory (or QBism), the Born rule cannot be interpreted as a rule for setting measurement-outcome probabilities from an objective quantum state. But if not, what is the role of the rule? In this paper, the argument is given that it should be seen as an empirical addition to Bayesian reasoning itself. Particularly, it is shown how to view the Born rule as a normative rule in addition to usual Dutch-book coherence. It is a rule that takes into account how one should assign probabilities to the consequences of various intended measurements on a physical system, but explicitly in terms of prior probabilities for and conditional probabilities consequent upon the imagined outcomes of a special counterfactual reference measurement. This interpretation is exemplified by representing quantum states in terms of probabilities for the outcomes of a fixed, fiducial symmetric informationally complete measurement. The extent to which the general form of the new normative rule implies the full state-space structure of quantum mechanics is explored.

BAYESIAN BICLUSTERING FOR PATIENT STRATIFICATION.

PubMed

Khakabimamaghani, Sahand; Ester, Martin

2016-01-01

The move from Empirical Medicine towards Personalized Medicine has attracted attention to Stratified Medicine (SM). Some methods are provided in the literature for patient stratification, which is the central task of SM, however, there are still significant open issues. First, it is still unclear if integrating different datatypes will help in detecting disease subtypes more accurately, and, if not, which datatype(s) are most useful for this task. Second, it is not clear how we can compare different methods of patient stratification. Third, as most of the proposed stratification methods are deterministic, there is a need for investigating the potential benefits of applying probabilistic methods. To address these issues, we introduce a novel integrative Bayesian biclustering method, called B2PS, for patient stratification and propose methods for evaluating the results. Our experimental results demonstrate the superiority of B2PS over a popular state-of-the-art method and the benefits of Bayesian approaches. Our results agree with the intuition that transcriptomic data forms a better basis for patient stratification than genomic data.

Context Effects in Multi-Alternative Decision Making: Empirical Data and a Bayesian Model

ERIC Educational Resources Information Center

Hawkins, Guy; Brown, Scott D.; Steyvers, Mark; Wagenmakers, Eric-Jan

2012-01-01

For decisions between many alternatives, the benchmark result is Hick's Law: that response time increases log-linearly with the number of choice alternatives. Even when Hick's Law is observed for response times, divergent results have been observed for error rates--sometimes error rates increase with the number of choice alternatives, and…

Community of Priors: A Bayesian Approach to Consensus Building

ERIC Educational Resources Information Center

Hara, Motoaki

2010-01-01

Despite having drawn from empirical evidence and cumulative prior expertise in the formulation of research questions as well as study design, each study is treated as a stand-alone product rather than positioned within a sequence of cumulative evidence. While results of prior studies are typically cited within the body of prior literature review,…

A Fault Diagnosis Methodology for Gear Pump Based on EEMD and Bayesian Network

PubMed Central

Liu, Zengkai; Liu, Yonghong; Shan, Hongkai; Cai, Baoping; Huang, Qing

2015-01-01

This paper proposes a fault diagnosis methodology for a gear pump based on the ensemble empirical mode decomposition (EEMD) method and the Bayesian network. Essentially, the presented scheme is a multi-source information fusion based methodology. Compared with the conventional fault diagnosis with only EEMD, the proposed method is able to take advantage of all useful information besides sensor signals. The presented diagnostic Bayesian network consists of a fault layer, a fault feature layer and a multi-source information layer. Vibration signals from sensor measurement are decomposed by the EEMD method and the energy of intrinsic mode functions (IMFs) are calculated as fault features. These features are added into the fault feature layer in the Bayesian network. The other sources of useful information are added to the information layer. The generalized three-layer Bayesian network can be developed by fully incorporating faults and fault symptoms as well as other useful information such as naked eye inspection and maintenance records. Therefore, diagnostic accuracy and capacity can be improved. The proposed methodology is applied to the fault diagnosis of a gear pump and the structure and parameters of the Bayesian network is established. Compared with artificial neural network and support vector machine classification algorithms, the proposed model has the best diagnostic performance when sensor data is used only. A case study has demonstrated that some information from human observation or system repair records is very helpful to the fault diagnosis. It is effective and efficient in diagnosing faults based on uncertain, incomplete information. PMID:25938760

A Fault Diagnosis Methodology for Gear Pump Based on EEMD and Bayesian Network.

PubMed

Liu, Zengkai; Liu, Yonghong; Shan, Hongkai; Cai, Baoping; Huang, Qing

2015-01-01

This paper proposes a fault diagnosis methodology for a gear pump based on the ensemble empirical mode decomposition (EEMD) method and the Bayesian network. Essentially, the presented scheme is a multi-source information fusion based methodology. Compared with the conventional fault diagnosis with only EEMD, the proposed method is able to take advantage of all useful information besides sensor signals. The presented diagnostic Bayesian network consists of a fault layer, a fault feature layer and a multi-source information layer. Vibration signals from sensor measurement are decomposed by the EEMD method and the energy of intrinsic mode functions (IMFs) are calculated as fault features. These features are added into the fault feature layer in the Bayesian network. The other sources of useful information are added to the information layer. The generalized three-layer Bayesian network can be developed by fully incorporating faults and fault symptoms as well as other useful information such as naked eye inspection and maintenance records. Therefore, diagnostic accuracy and capacity can be improved. The proposed methodology is applied to the fault diagnosis of a gear pump and the structure and parameters of the Bayesian network is established. Compared with artificial neural network and support vector machine classification algorithms, the proposed model has the best diagnostic performance when sensor data is used only. A case study has demonstrated that some information from human observation or system repair records is very helpful to the fault diagnosis. It is effective and efficient in diagnosing faults based on uncertain, incomplete information.

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.

The geometry of distributional preferences and a non-parametric identification approach: The Equality Equivalence Test.

PubMed

Kerschbamer, Rudolf

2015-05-01

This paper proposes a geometric delineation of distributional preference types and a non-parametric approach for their identification in a two-person context. It starts with a small set of assumptions on preferences and shows that this set (i) naturally results in a taxonomy of distributional archetypes that nests all empirically relevant types considered in previous work; and (ii) gives rise to a clean experimental identification procedure - the Equality Equivalence Test - that discriminates between archetypes according to core features of preferences rather than properties of specific modeling variants. As a by-product the test yields a two-dimensional index of preference intensity.

Analysis of survival in breast cancer patients by using different parametric models

NASA Astrophysics Data System (ADS)

Enera Amran, Syahila; Asrul Afendi Abdullah, M.; Kek, Sie Long; Afiqah Muhamad Jamil, Siti

2017-09-01

In biomedical applications or clinical trials, right censoring was often arising when studying the time to event data. In this case, some individuals are still alive at the end of the study or lost to follow up at a certain time. It is an important issue to handle the censoring data in order to prevent any bias information in the analysis. Therefore, this study was carried out to analyze the right censoring data with three different parametric models; exponential model, Weibull model and log-logistic models. Data of breast cancer patients from Hospital Sultan Ismail, Johor Bahru from 30 December 2008 until 15 February 2017 was used in this study to illustrate the right censoring data. Besides, the covariates included in this study are the time of breast cancer infection patients survive t, age of each patients X1 and treatment given to the patients X2 . In order to determine the best parametric models in analysing survival of breast cancer patients, the performance of each model was compare based on Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and log-likelihood value using statistical software R. When analysing the breast cancer data, all three distributions were shown consistency of data with the line graph of cumulative hazard function resembles a straight line going through the origin. As the result, log-logistic model was the best fitted parametric model compared with exponential and Weibull model since it has the smallest value in AIC and BIC, also the biggest value in log-likelihood.

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

PubMed

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

2007-08-01

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

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

scoringRules - A software package for probabilistic model evaluation

NASA Astrophysics Data System (ADS)

Lerch, Sebastian; Jordan, Alexander; Krüger, Fabian

2016-04-01

Models in the geosciences are generally surrounded by uncertainty, and being able to quantify this uncertainty is key to good decision making. Accordingly, probabilistic forecasts in the form of predictive distributions have become popular over the last decades. With the proliferation of probabilistic models arises the need for decision theoretically principled tools to evaluate the appropriateness of models and forecasts in a generalized way. Various scoring rules have been developed over the past decades to address this demand. Proper scoring rules are functions S(F,y) which evaluate the accuracy of a forecast distribution F , given that an outcome y was observed. As such, they allow to compare alternative models, a crucial ability given the variety of theories, data sources and statistical specifications that is available in many situations. This poster presents the software package scoringRules for the statistical programming language R, which contains functions to compute popular scoring rules such as the continuous ranked probability score for a variety of distributions F that come up in applied work. Two main classes are parametric distributions like normal, t, or gamma distributions, and distributions that are not known analytically, but are indirectly described through a sample of simulation draws. For example, Bayesian forecasts produced via Markov Chain Monte Carlo take this form. Thereby, the scoringRules package provides a framework for generalized model evaluation that both includes Bayesian as well as classical parametric models. The scoringRules package aims to be a convenient dictionary-like reference for computing scoring rules. We offer state of the art implementations of several known (but not routinely applied) formulas, and implement closed-form expressions that were previously unavailable. Whenever more than one implementation variant exists, we offer statistically principled default choices.

Predictive uncertainty analysis of plume distribution for geological carbon sequestration using sparse-grid Bayesian method

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

Because of the extensive computational burden, parametric uncertainty analyses are rarely conducted for geological carbon sequestration (GCS) process based multi-phase models. The difficulty of predictive uncertainty analysis for the CO2 plume migration in realistic GCS models is not only due to the spatial distribution of the caprock and reservoir (i.e. heterogeneous model parameters), but also because the GCS optimization estimation problem has multiple local minima due to the complex nonlinear multi-phase (gas and aqueous), and multi-component (water, CO2, salt) transport equations. The geological model built by Doughty and Pruess (2004) for the Frio pilot site (Texas) was selected and assumed to represent the 'true' system, which was composed of seven different facies (geological units) distributed among 10 layers. We chose to calibrate the permeabilities of these facies. Pressure and gas saturation values from this true model were then extracted and used as observations for subsequent model calibration. Random noise was added to the observations to approximate realistic field conditions. Each simulation of the model lasts about 2 hours. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid stochastic collocation method. This surrogate response surface global optimization algorithm is firstly used to calibrate the model parameters, then prediction uncertainty of the CO2 plume position is quantified due to the propagation from parametric uncertainty in the numerical experiments, which is also compared to the actual plume from the 'true' model. Results prove that the approach is computationally efficient for multi-modal optimization and prediction uncertainty quantification for computationally expensive simulation models. Both our inverse methodology and findings can be broadly applicable to GCS in heterogeneous storage formations.

Integrating biological knowledge into variable selection: an empirical Bayes approach with an application in cancer biology

PubMed Central

2012-01-01

Background An important question in the analysis of biochemical data is that of identifying subsets of molecular variables that may jointly influence a biological response. Statistical variable selection methods have been widely used for this purpose. In many settings, it may be important to incorporate ancillary biological information concerning the variables of interest. Pathway and network maps are one example of a source of such information. However, although ancillary information is increasingly available, it is not always clear how it should be used nor how it should be weighted in relation to primary data. Results We put forward an approach in which biological knowledge is incorporated using informative prior distributions over variable subsets, with prior information selected and weighted in an automated, objective manner using an empirical Bayes formulation. We employ continuous, linear models with interaction terms and exploit biochemically-motivated sparsity constraints to permit exact inference. We show an example of priors for pathway- and network-based information and illustrate our proposed method on both synthetic response data and by an application to cancer drug response data. Comparisons are also made to alternative Bayesian and frequentist penalised-likelihood methods for incorporating network-based information. Conclusions The empirical Bayes method proposed here can aid prior elicitation for Bayesian variable selection studies and help to guard against mis-specification of priors. Empirical Bayes, together with the proposed pathway-based priors, results in an approach with a competitive variable selection performance. In addition, the overall procedure is fast, deterministic, and has very few user-set parameters, yet is capable of capturing interplay between molecular players. The approach presented is general and readily applicable in any setting with multiple sources of biological prior knowledge. PMID:22578440

A Bayesian hierarchical latent trait model for estimating rater bias and reliability in large-scale performance assessment

PubMed Central

2018-01-01

We propose a novel approach to modelling rater effects in scoring-based assessment. The approach is based on a Bayesian hierarchical model and simulations from the posterior distribution. We apply it to large-scale essay assessment data over a period of 5 years. Empirical results suggest that the model provides a good fit for both the total scores and when applied to individual rubrics. We estimate the median impact of rater effects on the final grade to be ± 2 points on a 50 point scale, while 10% of essays would receive a score at least ± 5 different from their actual quality. Most of the impact is due to rater unreliability, not rater bias. PMID:29614129

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)

An approach based on Hierarchical Bayesian Graphical Models for measurement interpretation under uncertainty

NASA Astrophysics Data System (ADS)

Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter

2017-02-01

It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.

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

Estimation of white matter fiber parameters from compressed multiresolution diffusion MRI using sparse Bayesian learning.

PubMed

Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Duarte-Carvajalino, Julio M; Sapiro, Guillermo; Lenglet, Christophe

2018-02-15

We present a sparse Bayesian unmixing algorithm BusineX: Bayesian Unmixing for Sparse Inference-based Estimation of Fiber Crossings (X), for estimation of white matter fiber parameters from compressed (under-sampled) diffusion MRI (dMRI) data. BusineX combines compressive sensing with linear unmixing and introduces sparsity to the previously proposed multiresolution data fusion algorithm RubiX, resulting in a method for improved reconstruction, especially from data with lower number of diffusion gradients. We formulate the estimation of fiber parameters as a sparse signal recovery problem and propose a linear unmixing framework with sparse Bayesian learning for the recovery of sparse signals, the fiber orientations and volume fractions. The data is modeled using a parametric spherical deconvolution approach and represented using a dictionary created with the exponential decay components along different possible diffusion directions. Volume fractions of fibers along these directions define the dictionary weights. The proposed sparse inference, which is based on the dictionary representation, considers the sparsity of fiber populations and exploits the spatial redundancy in data representation, thereby facilitating inference from under-sampled q-space. The algorithm improves parameter estimation from dMRI through data-dependent local learning of hyperparameters, at each voxel and for each possible fiber orientation, that moderate the strength of priors governing the parameter variances. Experimental results on synthetic and in-vivo data show improved accuracy with a lower uncertainty in fiber parameter estimates. BusineX resolves a higher number of second and third fiber crossings. For under-sampled data, the algorithm is also shown to produce more reliable estimates. Copyright © 2017 Elsevier Inc. All rights reserved.

An Empirical Study of Eight Nonparametric Tests in Hierarchical Regression.

ERIC Educational Resources Information Center

Harwell, Michael; Serlin, Ronald C.

When normality does not hold, nonparametric tests represent an important data-analytic alternative to parametric tests. However, the use of nonparametric tests in educational research has been limited by the absence of easily performed tests for complex experimental designs and analyses, such as factorial designs and multiple regression analyses,…

Comparison of seismic waveform inversion results for the rupture history of a finite fault: application to the 1986 North Palm Springs, California, earthquake

USGS Publications Warehouse

Hartzell, S.

1989-01-01

The July 8, 1986, North Palm Strings earthquake is used as a basis for comparison of several different approaches to the solution for the rupture history of a finite fault. The inversion of different waveform data is considered; both teleseismic P waveforms and local strong ground motion records. Linear parametrizations for slip amplitude are compared with nonlinear parametrizations for both slip amplitude and rupture time. Inversions using both synthetic and empirical Green's functions are considered. In general, accurate Green's functions are more readily calculable for the teleseismic problem where simple ray theory and flat-layered velocity structures are usually sufficient. However, uncertainties in the variation in t* with frequency most limit the resolution of teleseismic inversions. A set of empirical Green's functions that are well recorded at teleseismic distances could avoid the uncertainties in attenuation. In the inversion of strong motion data, the accurate calculation of propagation path effects other than attenuation effects is the limiting factor in the resolution of source parameters. -from Author

An empirical Bayes approach to network recovery using external knowledge.

PubMed

Kpogbezan, Gino B; van der Vaart, Aad W; van Wieringen, Wessel N; Leday, Gwenaël G R; van de Wiel, Mark A

2017-09-01

Reconstruction of a high-dimensional network may benefit substantially from the inclusion of prior knowledge on the network topology. In the case of gene interaction networks such knowledge may come for instance from pathway repositories like KEGG, or be inferred from data of a pilot study. The Bayesian framework provides a natural means of including such prior knowledge. Based on a Bayesian Simultaneous Equation Model, we develop an appealing Empirical Bayes (EB) procedure that automatically assesses the agreement of the used prior knowledge with the data at hand. We use variational Bayes method for posterior densities approximation and compare its accuracy with that of Gibbs sampling strategy. Our method is computationally fast, and can outperform known competitors. In a simulation study, we show that accurate prior data can greatly improve the reconstruction of the network, but need not harm the reconstruction if wrong. We demonstrate the benefits of the method in an analysis of gene expression data from GEO. In particular, the edges of the recovered network have superior reproducibility (compared to that of competitors) over resampled versions of the data. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Bayesian evidences for dark energy models in light of current observational data

NASA Astrophysics Data System (ADS)

Lonappan, Anto. I.; Kumar, Sumit; Ruchika; Dinda, Bikash R.; Sen, Anjan A.

2018-02-01

We do a comprehensive study of the Bayesian evidences for a large number of dark energy models using a combination of latest cosmological data from SNIa, CMB, BAO, strong lensing time delay, growth measurements, measurements of Hubble parameter at different redshifts and measurements of angular diameter distance by Megamaser Cosmology Project. We consider a variety of scalar field models with different potentials as well as different parametrizations for the dark energy equation of state. Among 21 models that we consider in our study, we do not find strong evidences in favor of any evolving dark energy model compared to Λ CDM . For the evolving dark energy models, we show that purely nonphantom models have much better evidences compared to those models that allow both phantom and nonphantom behaviors. Canonical scalar field with exponential and tachyon field with square potential have highest evidences among all the models considered in this work. We also show that a combination of low redshift measurements decisively favors an accelerating Λ CDM model compared to a nonaccelerating power law model.

A Bayesian approach for estimating under-reported dengue incidence with a focus on non-linear associations between climate and dengue in Dhaka, Bangladesh.

PubMed

Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David

2018-04-01

Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.

Model averaging, optimal inference, and habit formation

PubMed Central

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

2014-01-01

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

Development of a Bayesian response-adaptive trial design for the Dexamethasone for Excessive Menstruation study.

PubMed

Holm Hansen, Christian; Warner, Pamela; Parker, Richard A; Walker, Brian R; Critchley, Hilary Od; Weir, Christopher J

2017-12-01

It is often unclear what specific adaptive trial design features lead to an efficient design which is also feasible to implement. This article describes the preparatory simulation study for a Bayesian response-adaptive dose-finding trial design. Dexamethasone for Excessive Menstruation aims to assess the efficacy of Dexamethasone in reducing excessive menstrual bleeding and to determine the best dose for further study. To maximise learning about the dose response, patients receive placebo or an active dose with randomisation probabilities adapting based on evidence from patients already recruited. The dose-response relationship is estimated using a flexible Bayesian Normal Dynamic Linear Model. Several competing design options were considered including: number of doses, proportion assigned to placebo, adaptation criterion, and number and timing of adaptations. We performed a fractional factorial study using SAS software to simulate virtual trial data for candidate adaptive designs under a variety of scenarios and to invoke WinBUGS for Bayesian model estimation. We analysed the simulated trial results using Normal linear models to estimate the effects of each design feature on empirical type I error and statistical power. Our readily-implemented approach using widely available statistical software identified a final design which performed robustly across a range of potential trial scenarios.

Receptive Field Inference with Localized Priors

PubMed Central

Park, Mijung; Pillow, Jonathan W.

2011-01-01

The linear receptive field describes a mapping from sensory stimuli to a one-dimensional variable governing a neuron's spike response. However, traditional receptive field estimators such as the spike-triggered average converge slowly and often require large amounts of data. Bayesian methods seek to overcome this problem by biasing estimates towards solutions that are more likely a priori, typically those with small, smooth, or sparse coefficients. Here we introduce a novel Bayesian receptive field estimator designed to incorporate locality, a powerful form of prior information about receptive field structure. The key to our approach is a hierarchical receptive field model that flexibly adapts to localized structure in both spacetime and spatiotemporal frequency, using an inference method known as empirical Bayes. We refer to our method as automatic locality determination (ALD), and show that it can accurately recover various types of smooth, sparse, and localized receptive fields. We apply ALD to neural data from retinal ganglion cells and V1 simple cells, and find it achieves error rates several times lower than standard estimators. Thus, estimates of comparable accuracy can be achieved with substantially less data. Finally, we introduce a computationally efficient Markov Chain Monte Carlo (MCMC) algorithm for fully Bayesian inference under the ALD prior, yielding accurate Bayesian confidence intervals for small or noisy datasets. PMID:22046110

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

PubMed

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

2013-12-01

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

A new approach for measuring power spectra and reconstructing time series in active galactic nuclei

NASA Astrophysics Data System (ADS)

Li, Yan-Rong; Wang, Jian-Min

2018-05-01

We provide a new approach to measure power spectra and reconstruct time series in active galactic nuclei (AGNs) based on the fact that the Fourier transform of AGN stochastic variations is a series of complex Gaussian random variables. The approach parametrizes a stochastic series in frequency domain and transforms it back to time domain to fit the observed data. The parameters and their uncertainties are derived in a Bayesian framework, which also allows us to compare the relative merits of different power spectral density models. The well-developed fast Fourier transform algorithm together with parallel computation enables an acceptable time complexity for the approach.

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.

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 parametric approach to irregular fatigue prediction

NASA Technical Reports Server (NTRS)

Erismann, T. H.

1972-01-01

A parametric approach to irregular fatigue protection is presented. The method proposed consists of two parts: empirical determination of certain characteristics of a material by means of a relatively small number of well-defined standard tests, and arithmetical application of the results obtained to arbitrary loading histories. The following groups of parameters are thus taken into account: (1) the variations of the mean stress, (2) the interaction of these variations and the superposed oscillating stresses, (3) the spectrum of the oscillating-stress amplitudes, and (4) the sequence of the oscillating-stress amplitudes. It is pointed out that only experimental verification can throw sufficient light upon possibilities and limitations of this (or any other) prediction method.

Parametrically Optimized Carbon Nanotube-Coated Cold Cathode Spindt Arrays

PubMed Central

Yuan, Xuesong; Cole, Matthew T.; Zhang, Yu; Wu, Jianqiang; Milne, William I.; Yan, Yang

2017-01-01

Here, we investigate, through parametrically optimized macroscale simulations, the field electron emission from arrays of carbon nanotube (CNT)-coated Spindts towards the development of an emerging class of novel vacuum electron devices. The present study builds on empirical data gleaned from our recent experimental findings on the room temperature electron emission from large area CNT electron sources. We determine the field emission current of the present microstructures directly using particle in cell (PIC) software and present a new CNT cold cathode array variant which has been geometrically optimized to provide maximal emission current density, with current densities of up to 11.5 A/cm2 at low operational electric fields of 5.0 V/μm. PMID:28336845

Robust biological parametric mapping: an improved technique for multimodal brain image analysis

NASA Astrophysics Data System (ADS)

Yang, Xue; Beason-Held, Lori; Resnick, Susan M.; Landman, Bennett A.

2011-03-01

Mapping the quantitative relationship between structure and function in the human brain is an important and challenging problem. Numerous volumetric, surface, region of interest and voxelwise image processing techniques have been developed to statistically assess potential correlations between imaging and non-imaging metrics. Recently, biological parametric mapping has extended the widely popular statistical parametric approach to enable application of the general linear model to multiple image modalities (both for regressors and regressands) along with scalar valued observations. This approach offers great promise for direct, voxelwise assessment of structural and functional relationships with multiple imaging modalities. However, as presented, the biological parametric mapping approach is not robust to outliers and may lead to invalid inferences (e.g., artifactual low p-values) due to slight mis-registration or variation in anatomy between subjects. To enable widespread application of this approach, we introduce robust regression and robust inference in the neuroimaging context of application of the general linear model. Through simulation and empirical studies, we demonstrate that our robust approach reduces sensitivity to outliers without substantial degradation in power. The robust approach and associated software package provides a reliable way to quantitatively assess voxelwise correlations between structural and functional neuroimaging modalities.

A Comparison of Uniform DIF Effect Size Estimators under the MIMIC and Rasch Models

ERIC Educational Resources Information Center

Jin, Ying; Myers, Nicholas D.; Ahn, Soyeon; Penfield, Randall D.

2013-01-01

The Rasch model, a member of a larger group of models within item response theory, is widely used in empirical studies. Detection of uniform differential item functioning (DIF) within the Rasch model typically employs null hypothesis testing with a concomitant consideration of effect size (e.g., signed area [SA]). Parametric equivalence between…

The Bayesian Learning Automaton — Empirical Evaluation with Two-Armed Bernoulli Bandit Problems

NASA Astrophysics Data System (ADS)

Granmo, Ole-Christoffer

The two-armed Bernoulli bandit (TABB) problem is a classical optimization problem where an agent sequentially pulls one of two arms attached to a gambling machine, with each pull resulting either in a reward or a penalty. The reward probabilities of each arm are unknown, and thus one must balance between exploiting existing knowledge about the arms, and obtaining new information.

Myths and legends in learning classification rules

NASA Technical Reports Server (NTRS)

Buntine, Wray

1990-01-01

A discussion is presented of machine learning theory on empirically learning classification rules. Six myths are proposed in the machine learning community that address issues of bias, learning as search, computational learning theory, Occam's razor, universal learning algorithms, and interactive learning. Some of the problems raised are also addressed from a Bayesian perspective. Questions are suggested that machine learning researchers should be addressing both theoretically and experimentally.

Methods for fitting a parametric probability distribution to most probable number data.

PubMed

Williams, Michael S; Ebel, Eric D

2012-07-02

Every year hundreds of thousands, if not millions, of samples are collected and analyzed to assess microbial contamination in food and water. The concentration of pathogenic organisms at the end of the production process is low for most commodities, so a highly sensitive screening test is used to determine whether the organism of interest is present in a sample. In some applications, samples that test positive are subjected to quantitation. The most probable number (MPN) technique is a common method to quantify the level of contamination in a sample because it is able to provide estimates at low concentrations. This technique uses a series of dilution count experiments to derive estimates of the concentration of the microorganism of interest. An application for these data is food-safety risk assessment, where the MPN concentration estimates can be fitted to a parametric distribution to summarize the range of potential exposures to the contaminant. Many different methods (e.g., substitution methods, maximum likelihood and regression on order statistics) have been proposed to fit microbial contamination data to a distribution, but the development of these methods rarely considers how the MPN technique influences the choice of distribution function and fitting method. An often overlooked aspect when applying these methods is whether the data represent actual measurements of the average concentration of microorganism per milliliter or the data are real-valued estimates of the average concentration, as is the case with MPN data. In this study, we propose two methods for fitting MPN data to a probability distribution. The first method uses a maximum likelihood estimator that takes average concentration values as the data inputs. The second is a Bayesian latent variable method that uses the counts of the number of positive tubes at each dilution to estimate the parameters of the contamination distribution. The performance of the two fitting methods is compared for two data sets that represent Salmonella and Campylobacter concentrations on chicken carcasses. The results demonstrate a bias in the maximum likelihood estimator that increases with reductions in average concentration. The Bayesian method provided unbiased estimates of the concentration distribution parameters for all data sets. We provide computer code for the Bayesian fitting method. Published by Elsevier B.V.

Spatial Attention, Motor Intention, and Bayesian Cue Predictability in the Human Brain.

PubMed

Kuhns, Anna B; Dombert, Pascasie L; Mengotti, Paola; Fink, Gereon R; Vossel, Simone

2017-05-24

Predictions about upcoming events influence how we perceive and respond to our environment. There is increasing evidence that predictions may be generated based upon previous observations following Bayesian principles, but little is known about the underlying cortical mechanisms and their specificity for different cognitive subsystems. The present study aimed at identifying common and distinct neural signatures of predictive processing in the spatial attentional and motor intentional system. Twenty-three female and male healthy human volunteers performed two probabilistic cueing tasks with either spatial or motor cues while lying in the fMRI scanner. In these tasks, the percentage of cue validity changed unpredictably over time. Trialwise estimates of cue predictability were derived from a Bayesian observer model of behavioral responses. These estimates were included as parametric regressors for analyzing the BOLD time series. Parametric effects of cue predictability in valid and invalid trials were considered to reflect belief updating by precision-weighted prediction errors. The brain areas exhibiting predictability-dependent effects dissociated between the spatial attention and motor intention task, with the right temporoparietal cortex being involved during spatial attention and the left angular gyrus and anterior cingulate cortex during motor intention. Connectivity analyses revealed that all three areas showed predictability-dependent coupling with the right hippocampus. These results suggest that precision-weighted prediction errors of stimulus locations and motor responses are encoded in distinct brain regions, but that crosstalk with the hippocampus may be necessary to integrate new trialwise outcomes in both cognitive systems. SIGNIFICANCE STATEMENT The brain is able to infer the environments' statistical structure and responds strongly to expectancy violations. In the spatial attentional domain, it has been shown that parts of the attentional networks are sensitive to the predictability of stimuli. It remains unknown, however, whether these effects are ubiquitous or if they are specific for different cognitive systems. The present study compared the influence of model-derived cue predictability on brain activity in the spatial attentional and motor intentional system. We identified areas with distinct predictability-dependent activation for spatial attention and motor intention, but also common connectivity changes of these regions with the hippocampus. These findings provide novel insights into the generality and specificity of predictive processing signatures in the human brain. Copyright © 2017 the authors 0270-6474/17/375334-11$15.00/0.

Dimensionality of the 9-item Utrecht Work Engagement Scale revisited: A Bayesian structural equation modeling approach.

PubMed

Fong, Ted C T; Ho, Rainbow T H

2015-01-01

The aim of this study was to reexamine the dimensionality of the widely used 9-item Utrecht Work Engagement Scale using the maximum likelihood (ML) approach and Bayesian structural equation modeling (BSEM) approach. Three measurement models (1-factor, 3-factor, and bi-factor models) were evaluated in two split samples of 1,112 health-care workers using confirmatory factor analysis and BSEM, which specified small-variance informative priors for cross-loadings and residual covariances. Model fit and comparisons were evaluated by posterior predictive p-value (PPP), deviance information criterion, and Bayesian information criterion (BIC). None of the three ML-based models showed an adequate fit to the data. The use of informative priors for cross-loadings did not improve the PPP for the models. The 1-factor BSEM model with approximately zero residual covariances displayed a good fit (PPP>0.10) to both samples and a substantially lower BIC than its 3-factor and bi-factor counterparts. The BSEM results demonstrate empirical support for the 1-factor model as a parsimonious and reasonable representation of work engagement.

Estimation of the latent mediated effect with ordinal data using the limited-information and Bayesian full-information approaches.

PubMed

Chen, Jinsong; Zhang, Dake; Choi, Jaehwa

2015-12-01

It is common to encounter latent variables with ordinal data in social or behavioral research. Although a mediated effect of latent variables (latent mediated effect, or LME) with ordinal data may appear to be a straightforward combination of LME with continuous data and latent variables with ordinal data, the methodological challenges to combine the two are not trivial. This research covers model structures as complex as LME and formulates both point and interval estimates of LME for ordinal data using the Bayesian full-information approach. We also combine weighted least squares (WLS) estimation with the bias-corrected bootstrapping (BCB; Efron Journal of the American Statistical Association, 82, 171-185, 1987) method or the traditional delta method as the limited-information approach. We evaluated the viability of these different approaches across various conditions through simulation studies, and provide an empirical example to illustrate the approaches. We found that the Bayesian approach with reasonably informative priors is preferred when both point and interval estimates are of interest and the sample size is 200 or above.

Bayesian nonparametric dictionary learning for compressed sensing MRI.

PubMed

Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

2014-12-01

We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

The influence of taxon sampling on Bayesian divergence time inference under scenarios of rate heterogeneity among lineages.

PubMed

Soares, André E R; Schrago, Carlos G

2015-01-07

Although taxon sampling is commonly considered an important issue in phylogenetic inference, it is rarely considered in the Bayesian estimation of divergence times. In fact, the studies conducted to date have presented ambiguous results, and the relevance of taxon sampling for molecular dating remains unclear. In this study, we developed a series of simulations that, after six hundred Bayesian molecular dating analyses, allowed us to evaluate the impact of taxon sampling on chronological estimates under three scenarios of among-lineage rate heterogeneity. The first scenario allowed us to examine the influence of the number of terminals on the age estimates based on a strict molecular clock. The second scenario imposed an extreme example of lineage specific rate variation, and the third scenario permitted extensive rate variation distributed along the branches. We also analyzed empirical data on selected mitochondrial genomes of mammals. Our results showed that in the strict molecular-clock scenario (Case I), taxon sampling had a minor impact on the accuracy of the time estimates, although the precision of the estimates was greater with an increased number of terminals. The effect was similar in the scenario (Case III) based on rate variation distributed among the branches. Only under intensive rate variation among lineages (Case II) taxon sampling did result in biased estimates. The results of an empirical analysis corroborated the simulation findings. We demonstrate that taxonomic sampling affected divergence time inference but that its impact was significant if the rates deviated from those derived for the strict molecular clock. Increased taxon sampling improved the precision and accuracy of the divergence time estimates, but the impact on precision is more relevant. On average, biased estimates were obtained only if lineage rate variation was pronounced. Copyright © 2014 Elsevier Ltd. All rights reserved.

Bayesian multi-scale smoothing of photon-limited images with applications to astronomy and medicine

NASA Astrophysics Data System (ADS)

White, John

Multi-scale models for smoothing Poisson signals or images have gained much attention over the past decade. A new Bayesian model is developed using the concept of the Chinese restaurant process to find structures in two-dimensional images when performing image reconstruction or smoothing. This new model performs very well when compared to other leading methodologies for the same problem. It is developed and evaluated theoretically and empirically throughout Chapter 2. The newly developed Bayesian model is extended to three-dimensional images in Chapter 3. The third dimension has numerous different applications, such as different energy spectra, another spatial index, or possibly a temporal dimension. Empirically, this method shows promise in reducing error with the use of simulation studies. A further development removes background noise in the image. This removal can further reduce the error and is done using a modeling adjustment and post-processing techniques. These details are given in Chapter 4. Applications to real world problems are given throughout. Photon-based images are common in astronomical imaging due to the collection of different types of energy such as X-Rays. Applications to real astronomical images are given, and these consist of X-ray images from the Chandra X-ray observatory satellite. Diagnostic medicine uses many types of imaging such as magnetic resonance imaging and computed tomography that can also benefit from smoothing techniques such as the one developed here. Reducing the amount of radiation a patient takes will make images more noisy, but this can be mitigated through the use of image smoothing techniques. Both types of images represent the potential real world use for these methods.

How good is crude MDL for solving the bias-variance dilemma? An empirical investigation based on Bayesian networks.

PubMed

Cruz-Ramírez, Nicandro; Acosta-Mesa, Héctor Gabriel; Mezura-Montes, Efrén; Guerra-Hernández, Alejandro; Hoyos-Rivera, Guillermo de Jesús; Barrientos-Martínez, Rocío Erandi; Gutiérrez-Fragoso, Karina; Nava-Fernández, Luis Alonso; González-Gaspar, Patricia; Novoa-del-Toro, Elva María; Aguilera-Rueda, Vicente Josué; Ameca-Alducin, María Yaneli

2014-01-01

The bias-variance dilemma is a well-known and important problem in Machine Learning. It basically relates the generalization capability (goodness of fit) of a learning method to its corresponding complexity. When we have enough data at hand, it is possible to use these data in such a way so as to minimize overfitting (the risk of selecting a complex model that generalizes poorly). Unfortunately, there are many situations where we simply do not have this required amount of data. Thus, we need to find methods capable of efficiently exploiting the available data while avoiding overfitting. Different metrics have been proposed to achieve this goal: the Minimum Description Length principle (MDL), Akaike's Information Criterion (AIC) and Bayesian Information Criterion (BIC), among others. In this paper, we focus on crude MDL and empirically evaluate its performance in selecting models with a good balance between goodness of fit and complexity: the so-called bias-variance dilemma, decomposition or tradeoff. Although the graphical interaction between these dimensions (bias and variance) is ubiquitous in the Machine Learning literature, few works present experimental evidence to recover such interaction. In our experiments, we argue that the resulting graphs allow us to gain insights that are difficult to unveil otherwise: that crude MDL naturally selects balanced models in terms of bias-variance, which not necessarily need be the gold-standard ones. We carry out these experiments using a specific model: a Bayesian network. In spite of these motivating results, we also should not overlook three other components that may significantly affect the final model selection: the search procedure, the noise rate and the sample size.

How Good Is Crude MDL for Solving the Bias-Variance Dilemma? An Empirical Investigation Based on Bayesian Networks

PubMed Central

Cruz-Ramírez, Nicandro; Acosta-Mesa, Héctor Gabriel; Mezura-Montes, Efrén; Guerra-Hernández, Alejandro; Hoyos-Rivera, Guillermo de Jesús; Barrientos-Martínez, Rocío Erandi; Gutiérrez-Fragoso, Karina; Nava-Fernández, Luis Alonso; González-Gaspar, Patricia; Novoa-del-Toro, Elva María; Aguilera-Rueda, Vicente Josué; Ameca-Alducin, María Yaneli

2014-01-01

The bias-variance dilemma is a well-known and important problem in Machine Learning. It basically relates the generalization capability (goodness of fit) of a learning method to its corresponding complexity. When we have enough data at hand, it is possible to use these data in such a way so as to minimize overfitting (the risk of selecting a complex model that generalizes poorly). Unfortunately, there are many situations where we simply do not have this required amount of data. Thus, we need to find methods capable of efficiently exploiting the available data while avoiding overfitting. Different metrics have been proposed to achieve this goal: the Minimum Description Length principle (MDL), Akaike’s Information Criterion (AIC) and Bayesian Information Criterion (BIC), among others. In this paper, we focus on crude MDL and empirically evaluate its performance in selecting models with a good balance between goodness of fit and complexity: the so-called bias-variance dilemma, decomposition or tradeoff. Although the graphical interaction between these dimensions (bias and variance) is ubiquitous in the Machine Learning literature, few works present experimental evidence to recover such interaction. In our experiments, we argue that the resulting graphs allow us to gain insights that are difficult to unveil otherwise: that crude MDL naturally selects balanced models in terms of bias-variance, which not necessarily need be the gold-standard ones. We carry out these experiments using a specific model: a Bayesian network. In spite of these motivating results, we also should not overlook three other components that may significantly affect the final model selection: the search procedure, the noise rate and the sample size. PMID:24671204

Rapid calculation of accurate atomic charges for proteins via the electronegativity equalization method.

PubMed

Ionescu, Crina-Maria; Geidl, Stanislav; Svobodová Vařeková, Radka; Koča, Jaroslav

2013-10-28

We focused on the parametrization and evaluation of empirical models for fast and accurate calculation of conformationally dependent atomic charges in proteins. The models were based on the electronegativity equalization method (EEM), and the parametrization procedure was tailored to proteins. We used large protein fragments as reference structures and fitted the EEM model parameters using atomic charges computed by three population analyses (Mulliken, Natural, iterative Hirshfeld), at the Hartree-Fock level with two basis sets (6-31G*, 6-31G**) and in two environments (gas phase, implicit solvation). We parametrized and successfully validated 24 EEM models. When tested on insulin and ubiquitin, all models reproduced quantum mechanics level charges well and were consistent with respect to population analysis and basis set. Specifically, the models showed on average a correlation of 0.961, RMSD 0.097 e, and average absolute error per atom 0.072 e. The EEM models can be used with the freely available EEM implementation EEM_SOLVER.

Statistical estimation via convex optimization for trending and performance monitoring

NASA Astrophysics Data System (ADS)

Samar, Sikandar

This thesis presents an optimization-based statistical estimation approach to find unknown trends in noisy data. A Bayesian framework is used to explicitly take into account prior information about the trends via trend models and constraints. The main focus is on convex formulation of the Bayesian estimation problem, which allows efficient computation of (globally) optimal estimates. There are two main parts of this thesis. The first part formulates trend estimation in systems described by known detailed models as a convex optimization problem. Statistically optimal estimates are then obtained by maximizing a concave log-likelihood function subject to convex constraints. We consider the problem of increasing problem dimension as more measurements become available, and introduce a moving horizon framework to enable recursive estimation of the unknown trend by solving a fixed size convex optimization problem at each horizon. We also present a distributed estimation framework, based on the dual decomposition method, for a system formed by a network of complex sensors with local (convex) estimation. Two specific applications of the convex optimization-based Bayesian estimation approach are described in the second part of the thesis. Batch estimation for parametric diagnostics in a flight control simulation of a space launch vehicle is shown to detect incipient fault trends despite the natural masking properties of feedback in the guidance and control loops. Moving horizon approach is used to estimate time varying fault parameters in a detailed nonlinear simulation model of an unmanned aerial vehicle. An excellent performance is demonstrated in the presence of winds and turbulence.

Hierarchical Bayesian inference of the initial mass function in composite stellar populations

NASA Astrophysics Data System (ADS)

Dries, M.; Trager, S. C.; Koopmans, L. V. E.; Popping, G.; Somerville, R. S.

2018-03-01

The initial mass function (IMF) is a key ingredient in many studies of galaxy formation and evolution. Although the IMF is often assumed to be universal, there is continuing evidence that it is not universal. Spectroscopic studies that derive the IMF of the unresolved stellar populations of a galaxy often assume that this spectrum can be described by a single stellar population (SSP). To alleviate these limitations, in this paper we have developed a unique hierarchical Bayesian framework for modelling composite stellar populations (CSPs). Within this framework, we use a parametrized IMF prior to regulate a direct inference of the IMF. We use this new framework to determine the number of SSPs that is required to fit a set of realistic CSP mock spectra. The CSP mock spectra that we use are based on semi-analytic models and have an IMF that varies as a function of stellar velocity dispersion of the galaxy. Our results suggest that using a single SSP biases the determination of the IMF slope to a higher value than the true slope, although the trend with stellar velocity dispersion is overall recovered. If we include more SSPs in the fit, the Bayesian evidence increases significantly and the inferred IMF slopes of our mock spectra converge, within the errors, to their true values. Most of the bias is already removed by using two SSPs instead of one. We show that we can reconstruct the variable IMF of our mock spectra for signal-to-noise ratios exceeding ˜75.

Multi-angle backscatter classification and sub-bottom profiling for improved seafloor characterization

NASA Astrophysics Data System (ADS)

Alevizos, Evangelos; Snellen, Mirjam; Simons, Dick; Siemes, Kerstin; Greinert, Jens

2018-06-01

This study applies three classification methods exploiting the angular dependence of acoustic seafloor backscatter along with high resolution sub-bottom profiling for seafloor sediment characterization in the Eckernförde Bay, Baltic Sea Germany. This area is well suited for acoustic backscatter studies due to its shallowness, its smooth bathymetry and the presence of a wide range of sediment types. Backscatter data were acquired using a Seabeam1180 (180 kHz) multibeam echosounder and sub-bottom profiler data were recorded using a SES-2000 parametric sonar transmitting 6 and 12 kHz. The high density of seafloor soundings allowed extracting backscatter layers for five beam angles over a large part of the surveyed area. A Bayesian probability method was employed for sediment classification based on the backscatter variability at a single incidence angle, whereas Maximum Likelihood Classification (MLC) and Principal Components Analysis (PCA) were applied to the multi-angle layers. The Bayesian approach was used for identifying the optimum number of acoustic classes because cluster validation is carried out prior to class assignment and class outputs are ordinal categorical values. The method is based on the principle that backscatter values from a single incidence angle express a normal distribution for a particular sediment type. The resulting Bayesian classes were well correlated to median grain sizes and the percentage of coarse material. The MLC method uses angular response information from five layers of training areas extracted from the Bayesian classification map. The subsequent PCA analysis is based on the transformation of these five layers into two principal components that comprise most of the data variability. These principal components were clustered in five classes after running an external cluster validation test. In general both methods MLC and PCA, separated the various sediment types effectively, showing good agreement (kappa >0.7) with the Bayesian approach which also correlates well with ground truth data (r2 > 0.7). In addition, sub-bottom data were used in conjunction with the Bayesian classification results to characterize acoustic classes with respect to their geological and stratigraphic interpretation. The joined interpretation of seafloor and sub-seafloor data sets proved to be an efficient approach for a better understanding of seafloor backscatter patchiness and to discriminate acoustically similar classes in different geological/bathymetric settings.

Controlling bias and inflation in epigenome- and transcriptome-wide association studies using the empirical null distribution.

PubMed

van Iterson, Maarten; van Zwet, Erik W; Heijmans, Bastiaan T

2017-01-27

We show that epigenome- and transcriptome-wide association studies (EWAS and TWAS) are prone to significant inflation and bias of test statistics, an unrecognized phenomenon introducing spurious findings if left unaddressed. Neither GWAS-based methodology nor state-of-the-art confounder adjustment methods completely remove bias and inflation. We propose a Bayesian method to control bias and inflation in EWAS and TWAS based on estimation of the empirical null distribution. Using simulations and real data, we demonstrate that our method maximizes power while properly controlling the false positive rate. We illustrate the utility of our method in large-scale EWAS and TWAS meta-analyses of age and smoking.

Bayesian analysis of the astrobiological implications of life’s early emergence on Earth

PubMed Central

Spiegel, David S.; Turner, Edwin L.

2012-01-01

Life arose on Earth sometime in the first few hundred million years after the young planet had cooled to the point that it could support water-based organisms on its surface. The early emergence of life on Earth has been taken as evidence that the probability of abiogenesis is high, if starting from young Earth-like conditions. We revisit this argument quantitatively in a Bayesian statistical framework. By constructing a simple model of the probability of abiogenesis, we calculate a Bayesian estimate of its posterior probability, given the data that life emerged fairly early in Earth’s history and that, billions of years later, curious creatures noted this fact and considered its implications. We find that, given only this very limited empirical information, the choice of Bayesian prior for the abiogenesis probability parameter has a dominant influence on the computed posterior probability. Although terrestrial life's early emergence provides evidence that life might be abundant in the universe if early-Earth-like conditions are common, the evidence is inconclusive and indeed is consistent with an arbitrarily low intrinsic probability of abiogenesis for plausible uninformative priors. Finding a single case of life arising independently of our lineage (on Earth, elsewhere in the solar system, or on an extrasolar planet) would provide much stronger evidence that abiogenesis is not extremely rare in the universe. PMID:22198766

Bayesian analysis of the astrobiological implications of life's early emergence on Earth.

PubMed

Spiegel, David S; Turner, Edwin L

2012-01-10

Life arose on Earth sometime in the first few hundred million years after the young planet had cooled to the point that it could support water-based organisms on its surface. The early emergence of life on Earth has been taken as evidence that the probability of abiogenesis is high, if starting from young Earth-like conditions. We revisit this argument quantitatively in a bayesian statistical framework. By constructing a simple model of the probability of abiogenesis, we calculate a bayesian estimate of its posterior probability, given the data that life emerged fairly early in Earth's history and that, billions of years later, curious creatures noted this fact and considered its implications. We find that, given only this very limited empirical information, the choice of bayesian prior for the abiogenesis probability parameter has a dominant influence on the computed posterior probability. Although terrestrial life's early emergence provides evidence that life might be abundant in the universe if early-Earth-like conditions are common, the evidence is inconclusive and indeed is consistent with an arbitrarily low intrinsic probability of abiogenesis for plausible uninformative priors. Finding a single case of life arising independently of our lineage (on Earth, elsewhere in the solar system, or on an extrasolar planet) would provide much stronger evidence that abiogenesis is not extremely rare in the universe.

Parametric Study to Determine the Effect of Temperature on Oil Soldifier Performance and the Development of a new Empirical Correlation for Predicting Effectiveness

EPA Science Inventory

Temperature can play a significant role in the efficacy of solidifiers in removing oil slicks on water. We studied and quantified the effect of temperature on the performance of several solidifiers using 5 different types of oils under a newly developed testing protocol by condu...

Parametric Study to Determine the Effect of Temperature on Oil Solidifier Performance and the Development of a New Empirical Correlation for Predicting Effectiveness

EPA Science Inventory

Temperature can play a significant role in the efficacy of solidifiers in removing oil slicks on water. We studied and quantified the effect of temperature on the performance of several solidifiers using 5 different types of oils under a newly developed testing protocol by conduc...

Toward an Empirically-Based Parametric Explosion Spectral Model

DTIC Science & Technology

2011-09-01

Site (NNSS, formerly the Nevada Test Site ) with data from explosions at the Semipalatinsk Test ...Nevada Test Site ) with data from explosions at the Semipalatinsk Test Site recorded at the Borovoye Geophysical Observatory (BRV). The BRV data archive...explosions at Semipalatinsk Test Site of the former Soviet Union (Figure 4). As an example, we plot the regional phase spectra of one of

Parametrization of electron impact ionization cross sections for CO, CO2, NH3 and SO2

NASA Technical Reports Server (NTRS)

Srivastava, Santosh K.; Nguyen, Hung P.

1987-01-01

The electron impact ionization and dissociative ionization cross section data of CO, CO2, CH4, NH3, and SO2, measured in the laboratory, were parameterized utilizing an empirical formula based on the Born approximation. For this purpose an chi squared minimization technique was employed which provided an excellent fit to the experimental data.

Kernel-Based Learning for Domain-Specific Relation Extraction

NASA Astrophysics Data System (ADS)

Basili, Roberto; Giannone, Cristina; Del Vescovo, Chiara; Moschitti, Alessandro; Naggar, Paolo

In a specific process of business intelligence, i.e. investigation on organized crime, empirical language processing technologies can play a crucial role. The analysis of transcriptions on investigative activities, such as police interrogatories, for the recognition and storage of complex relations among people and locations is a very difficult and time consuming task, ultimately based on pools of experts. We discuss here an inductive relation extraction platform that opens the way to much cheaper and consistent workflows. The presented empirical investigation shows that accurate results, comparable to the expert teams, can be achieved, and parametrization allows to fine tune the system behavior for fitting domain-specific requirements.

Development of probabilistic emission inventories of air toxics for Jacksonville, Florida, USA.

PubMed

Zhao, Yuchao; Frey, H Christopher

2004-11-01

Probabilistic emission inventories were developed for 1,3-butadiene, mercury (Hg), arsenic (As), benzene, formaldehyde, and lead for Jacksonville, FL. To quantify inter-unit variability in empirical emission factor data, the Maximum Likelihood Estimation (MLE) method or the Method of Matching Moments was used to fit parametric distributions. For data sets that contain nondetected measurements, a method based upon MLE was used for parameter estimation. To quantify the uncertainty in urban air toxic emission factors, parametric bootstrap simulation and empirical bootstrap simulation were applied to uncensored and censored data, respectively. The probabilistic emission inventories were developed based on the product of the uncertainties in the emission factors and in the activity factors. The uncertainties in the urban air toxics emission inventories range from as small as -25 to +30% for Hg to as large as -83 to +243% for As. The key sources of uncertainty in the emission inventory for each toxic are identified based upon sensitivity analysis. Typically, uncertainty in the inventory of a given pollutant can be attributed primarily to a small number of source categories. Priorities for improving the inventories and for refining the probabilistic analysis are discussed.

Empirical Bayes Estimation of Semi-parametric Hierarchical Mixture Models for Unbiased Characterization of Polygenic Disease Architectures

PubMed Central

Nishino, Jo; Kochi, Yuta; Shigemizu, Daichi; Kato, Mamoru; Ikari, Katsunori; Ochi, Hidenori; Noma, Hisashi; Matsui, Kota; Morizono, Takashi; Boroevich, Keith A.; Tsunoda, Tatsuhiko; Matsui, Shigeyuki

2018-01-01

Genome-wide association studies (GWAS) suggest that the genetic architecture of complex diseases consists of unexpectedly numerous variants with small effect sizes. However, the polygenic architectures of many diseases have not been well characterized due to lack of simple and fast methods for unbiased estimation of the underlying proportion of disease-associated variants and their effect-size distribution. Applying empirical Bayes estimation of semi-parametric hierarchical mixture models to GWAS summary statistics, we confirmed that schizophrenia was extremely polygenic [~40% of independent genome-wide SNPs are risk variants, most within odds ratio (OR = 1.03)], whereas rheumatoid arthritis was less polygenic (~4 to 8% risk variants, significant portion reaching OR = 1.05 to 1.1). For rheumatoid arthritis, stratified estimations revealed that expression quantitative loci in blood explained large genetic variance, and low- and high-frequency derived alleles were prone to be risk and protective, respectively, suggesting a predominance of deleterious-risk and advantageous-protective mutations. Despite genetic correlation, effect-size distributions for schizophrenia and bipolar disorder differed across allele frequency. These analyses distinguished disease polygenic architectures and provided clues for etiological differences in complex diseases. PMID:29740473

Forensic discrimination of copper wire using trace element concentrations.

PubMed

Dettman, Joshua R; Cassabaum, Alyssa A; Saunders, Christopher P; Snyder, Deanna L; Buscaglia, JoAnn

2014-08-19

Copper may be recovered as evidence in high-profile cases such as thefts and improvised explosive device incidents; comparison of copper samples from the crime scene and those associated with the subject of an investigation can provide probative associative evidence and investigative support. A solution-based inductively coupled plasma mass spectrometry method for measuring trace element concentrations in high-purity copper was developed using standard reference materials. The method was evaluated for its ability to use trace element profiles to statistically discriminate between copper samples considering the precision of the measurement and manufacturing processes. The discriminating power was estimated by comparing samples chosen on the basis of the copper refining and production process to represent the within-source (samples expected to be similar) and between-source (samples expected to be different) variability using multivariate parametric- and empirical-based data simulation models with bootstrap resampling. If the false exclusion rate is set to 5%, >90% of the copper samples can be correctly determined to originate from different sources using a parametric-based model and >87% with an empirical-based approach. These results demonstrate the potential utility of the developed method for the comparison of copper samples encountered as forensic evidence.

Integrative genetic risk prediction using non-parametric empirical Bayes classification.

PubMed

Zhao, Sihai Dave

2017-06-01

Genetic risk prediction is an important component of individualized medicine, but prediction accuracies remain low for many complex diseases. A fundamental limitation is the sample sizes of the studies on which the prediction algorithms are trained. One way to increase the effective sample size is to integrate information from previously existing studies. However, it can be difficult to find existing data that examine the target disease of interest, especially if that disease is rare or poorly studied. Furthermore, individual-level genotype data from these auxiliary studies are typically difficult to obtain. This article proposes a new approach to integrative genetic risk prediction of complex diseases with binary phenotypes. It accommodates possible heterogeneity in the genetic etiologies of the target and auxiliary diseases using a tuning parameter-free non-parametric empirical Bayes procedure, and can be trained using only auxiliary summary statistics. Simulation studies show that the proposed method can provide superior predictive accuracy relative to non-integrative as well as integrative classifiers. The method is applied to a recent study of pediatric autoimmune diseases, where it substantially reduces prediction error for certain target/auxiliary disease combinations. The proposed method is implemented in the R package ssa. © 2016, The International Biometric Society.

Fire risk in San Diego County, California: A weighted Bayesian model approach

USGS Publications Warehouse

Kolden, Crystal A.; Weigel, Timothy J.

2007-01-01

Fire risk models are widely utilized to mitigate wildfire hazards, but models are often based on expert opinions of less understood fire-ignition and spread processes. In this study, we used an empirically derived weights-of-evidence model to assess what factors produce fire ignitions east of San Diego, California. We created and validated a dynamic model of fire-ignition risk based on land characteristics and existing fire-ignition history data, and predicted ignition risk for a future urbanization scenario. We then combined our empirical ignition-risk model with a fuzzy fire behavior-risk model developed by wildfire experts to create a hybrid model of overall fire risk. We found that roads influence fire ignitions and that future growth will increase risk in new rural development areas. We conclude that empirically derived risk models and hybrid models offer an alternative method to assess current and future fire risk based on management actions.

Myths and legends in learning classification rules

NASA Technical Reports Server (NTRS)

Buntine, Wray

1990-01-01

This paper is a discussion of machine learning theory on empirically learning classification rules. The paper proposes six myths in the machine learning community that address issues of bias, learning as search, computational learning theory, Occam's razor, 'universal' learning algorithms, and interactive learnings. Some of the problems raised are also addressed from a Bayesian perspective. The paper concludes by suggesting questions that machine learning researchers should be addressing both theoretically and experimentally.

A generalized concept for cost-effective structural design. [Statistical Decision Theory applied to aerospace systems

NASA Technical Reports Server (NTRS)

Thomas, J. M.; Hawk, J. D.

1975-01-01

A generalized concept for cost-effective structural design is introduced. It is assumed that decisions affecting the cost effectiveness of aerospace structures fall into three basic categories: design, verification, and operation. Within these basic categories, certain decisions concerning items such as design configuration, safety factors, testing methods, and operational constraints are to be made. All or some of the variables affecting these decisions may be treated probabilistically. Bayesian statistical decision theory is used as the tool for determining the cost optimum decisions. A special case of the general problem is derived herein, and some very useful parametric curves are developed and applied to several sample structures.

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.

Carbon Budget and its Dynamics over Northern Eurasia Forest Ecosystems

NASA Astrophysics Data System (ADS)

Shvidenko, Anatoly; Schepaschenko, Dmitry; Kraxner, Florian; Maksyutov, Shamil

2016-04-01

The presentation contains an overview of recent findings and results of assessment of carbon cycling of forest ecosystems of Northern Eurasia. From a methodological point of view, there is a clear tendency in understanding a need of a Full and Verified Carbon Account (FCA), i.e. in reliable assessment of uncertainties for all modules and all stages of FCA. FCA is considered as a fuzzy (underspecified) system that supposes a system integration of major methods of carbon cycling study (land-ecosystem approach, LEA; process-based models; eddy covariance; and inverse modelling). Landscape-ecosystem approach 1) serves for accumulation of all relevant knowledge of landscape and ecosystems; 2) for strict systems designing the account, 3) contains all relevant spatially distributed empirical and semi-empirical data and models, and 4) is presented in form of an Integrated Land Information System (ILIS). The ILIS includes a hybrid land cover in a spatially and temporarily explicit way and corresponding attributive databases. The forest mask is provided by utilizing multi-sensor remote sensing data, geographically weighed regression and validation within GEO-wiki platform. By-pixel parametrization of forest cover is based on a special optimization algorithms using all available knowledge and information sources (data of forest inventory and different surveys, observations in situ, official statistics of forest management etc.). Major carbon fluxes within the LEA (NPP, HR, disturbances etc.) are estimated based on fusion of empirical data and aggregations with process-based elements by sets of regionally distributed models. Uncertainties within LEA are assessed for each module and at each step of the account. Within method results of LEA and corresponding uncertainties are harmonized and mutually constrained with independent outputs received by other methods based on the Bayesian approach. The above methodology have been applied to carbon account of Russian forests for 2000-2012. It has been shown that the Net Ecosystem Carbon Budget (NECB) of Russian forests for this period was in range of 0.5-0.7 Pg C yr-1 with a slight negative trend during the period due to acceleration of disturbance regimes and negative impacts of weather extremes (heat waves etc.). Uncertainties of the FCA for individual years were estimated at about 25% (CI 0.9). It has been shown that some models (e.g. majority of DGVMs) do not describe some processes on permafrost satisfactory while results of applications of ensembles of inverse models on average are closed to empirical assessments. A most important conclusion from this experience is that future improvements of knowledge of carbon cycling of Northern Eurasia forests requires development of an integrated observing system as a unified information background, as well as systems methodological improvements of all methods of cognition of carbon cycling.

An empirical Bayesian and Buhlmann approach with non-homogenous Poisson process

NASA Astrophysics Data System (ADS)

Noviyanti, Lienda

2015-12-01

All general insurance companies in Indonesia have to adjust their current premium rates according to maximum and minimum limit rates in the new regulation established by the Financial Services Authority (Otoritas Jasa Keuangan / OJK). In this research, we estimated premium rate by means of the Bayesian and the Buhlmann approach using historical claim frequency and claim severity in a five-group risk. We assumed a Poisson distributed claim frequency and a Normal distributed claim severity. Particularly, we used a non-homogenous Poisson process for estimating the parameters of claim frequency. We found that estimated premium rates are higher than the actual current rate. Regarding to the OJK upper and lower limit rates, the estimates among the five-group risk are varied; some are in the interval and some are out of the interval.

Bayesian inference in geomagnetism

NASA Technical Reports Server (NTRS)

Backus, George E.

1988-01-01

The inverse problem in empirical geomagnetic modeling is investigated, with critical examination of recently published studies. Particular attention is given to the use of Bayesian inference (BI) to select the damping parameter lambda in the uniqueness portion of the inverse problem. The mathematical bases of BI and stochastic inversion are explored, with consideration of bound-softening problems and resolution in linear Gaussian BI. The problem of estimating the radial magnetic field B(r) at the earth core-mantle boundary from surface and satellite measurements is then analyzed in detail, with specific attention to the selection of lambda in the studies of Gubbins (1983) and Gubbins and Bloxham (1985). It is argued that the selection method is inappropriate and leads to lambda values much larger than those that would result if a reasonable bound on the heat flow at the CMB were assumed.

Assessment of Data Fusion Algorithms for Earth Observation Change Detection Processes.

PubMed

Molina, Iñigo; Martinez, Estibaliz; Morillo, Carmen; Velasco, Jesus; Jara, Alvaro

2016-09-30

In this work a parametric multi-sensor Bayesian data fusion approach and a Support Vector Machine (SVM) are used for a Change Detection problem. For this purpose two sets of SPOT5-PAN images have been used, which are in turn used for Change Detection Indices (CDIs) calculation. For minimizing radiometric differences, a methodology based on zonal "invariant features" is suggested. The choice of one or the other CDI for a change detection process is a subjective task as each CDI is probably more or less sensitive to certain types of changes. Likewise, this idea might be employed to create and improve a "change map", which can be accomplished by means of the CDI's informational content. For this purpose, information metrics such as the Shannon Entropy and "Specific Information" have been used to weight the changes and no-changes categories contained in a certain CDI and thus introduced in the Bayesian information fusion algorithm. Furthermore, the parameters of the probability density functions (pdf's) that best fit the involved categories have also been estimated. Conversely, these considerations are not necessary for mapping procedures based on the discriminant functions of a SVM. This work has confirmed the capabilities of probabilistic information fusion procedure under these circumstances.

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 multivariate Poisson abundance models for T-cell receptor data.

PubMed

Greene, Joshua; Birtwistle, Marc R; Ignatowicz, Leszek; Rempala, Grzegorz A

2013-06-07

A major feature of an adaptive immune system is its ability to generate B- and T-cell clones capable of recognizing and neutralizing specific antigens. These clones recognize antigens with the help of the surface molecules, called antigen receptors, acquired individually during the clonal development process. In order to ensure a response to a broad range of antigens, the number of different receptor molecules is extremely large, resulting in a huge clonal diversity of both B- and T-cell receptor populations and making their experimental comparisons statistically challenging. To facilitate such comparisons, we propose a flexible parametric model of multivariate count data and illustrate its use in a simultaneous analysis of multiple antigen receptor populations derived from mammalian T-cells. The model relies on a representation of the observed receptor counts as a multivariate Poisson abundance mixture (m PAM). A Bayesian parameter fitting procedure is proposed, based on the complete posterior likelihood, rather than the conditional one used typically in similar settings. The new procedure is shown to be considerably more efficient than its conditional counterpart (as measured by the Fisher information) in the regions of m PAM parameter space relevant to model T-cell data. Copyright © 2013 Elsevier Ltd. All rights reserved.

Spatiotemporal hurdle models for zero-inflated count data: Exploring trends in emergency department visits.

PubMed

Neelon, Brian; Chang, Howard H; Ling, Qiang; Hastings, Nicole S

2016-12-01

Motivated by a study exploring spatiotemporal trends in emergency department use, we develop a class of two-part hurdle models for the analysis of zero-inflated areal count data. The models consist of two components-one for the probability of any emergency department use and one for the number of emergency department visits given use. Through a hierarchical structure, the models incorporate both patient- and region-level predictors, as well as spatially and temporally correlated random effects for each model component. The random effects are assigned multivariate conditionally autoregressive priors, which induce dependence between the components and provide spatial and temporal smoothing across adjacent spatial units and time periods, resulting in improved inferences. To accommodate potential overdispersion, we consider a range of parametric specifications for the positive counts, including truncated negative binomial and generalized Poisson distributions. We adopt a Bayesian inferential approach, and posterior computation is handled conveniently within standard Bayesian software. Our results indicate that the negative binomial and generalized Poisson hurdle models vastly outperform the Poisson hurdle model, demonstrating that overdispersed hurdle models provide a useful approach to analyzing zero-inflated spatiotemporal data. © The Author(s) 2014.

Semiparametric modeling: Correcting low-dimensional model error in parametric models

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

Berry, Tyrus, E-mail: thb11@psu.edu; Harlim, John, E-mail: jharlim@psu.edu; Department of Meteorology, the Pennsylvania State University, 503 Walker Building, University Park, PA 16802-5013

2016-03-01

In this paper, a semiparametric modeling approach is introduced as a paradigm for addressing model error arising from unresolved physical phenomena. Our approach compensates for model error by learning an auxiliary dynamical model for the unknown parameters. Practically, the proposed approach consists of the following steps. Given a physics-based model and a noisy data set of historical observations, a Bayesian filtering algorithm is used to extract a time-series of the parameter values. Subsequently, the diffusion forecast algorithm is applied to the retrieved time-series in order to construct the auxiliary model for the time evolving parameters. The semiparametric forecasting algorithm consistsmore » of integrating the existing physics-based model with an ensemble of parameters sampled from the probability density function of the diffusion forecast. To specify initial conditions for the diffusion forecast, a Bayesian semiparametric filtering method that extends the Kalman-based filtering framework is introduced. In difficult test examples, which introduce chaotically and stochastically evolving hidden parameters into the Lorenz-96 model, we show that our approach can effectively compensate for model error, with forecasting skill comparable to that of the perfect model.« less

Sparse Bayesian Inference of White Matter Fiber Orientations from Compressed Multi-resolution Diffusion MRI

PubMed Central

Pisharady, Pramod Kumar; Duarte-Carvajalino, Julio M; Sotiropoulos, Stamatios N; Sapiro, Guillermo; Lenglet, Christophe

2017-01-01

The RubiX [1] algorithm combines high SNR characteristics of low resolution data with high spacial specificity of high resolution data, to extract microstructural tissue parameters from diffusion MRI. In this paper we focus on estimating crossing fiber orientations and introduce sparsity to the RubiX algorithm, making it suitable for reconstruction from compressed (under-sampled) data. We propose a sparse Bayesian algorithm for estimation of fiber orientations and volume fractions from compressed diffusion MRI. The data at high resolution is modeled using a parametric spherical deconvolution approach and represented using a dictionary created with the exponential decay components along different possible directions. Volume fractions of fibers along these orientations define the dictionary weights. The data at low resolution is modeled using a spatial partial volume representation. The proposed dictionary representation and sparsity priors consider the dependence between fiber orientations and the spatial redundancy in data representation. Our method exploits the sparsity of fiber orientations, therefore facilitating inference from under-sampled data. Experimental results show improved accuracy and decreased uncertainty in fiber orientation estimates. For under-sampled data, the proposed method is also shown to produce more robust estimates of fiber orientations. PMID:28845484

Sparse Bayesian Inference of White Matter Fiber Orientations from Compressed Multi-resolution Diffusion MRI.

PubMed

Pisharady, Pramod Kumar; Duarte-Carvajalino, Julio M; Sotiropoulos, Stamatios N; Sapiro, Guillermo; Lenglet, Christophe

2015-10-01

The RubiX [1] algorithm combines high SNR characteristics of low resolution data with high spacial specificity of high resolution data, to extract microstructural tissue parameters from diffusion MRI. In this paper we focus on estimating crossing fiber orientations and introduce sparsity to the RubiX algorithm, making it suitable for reconstruction from compressed (under-sampled) data. We propose a sparse Bayesian algorithm for estimation of fiber orientations and volume fractions from compressed diffusion MRI. The data at high resolution is modeled using a parametric spherical deconvolution approach and represented using a dictionary created with the exponential decay components along different possible directions. Volume fractions of fibers along these orientations define the dictionary weights. The data at low resolution is modeled using a spatial partial volume representation. The proposed dictionary representation and sparsity priors consider the dependence between fiber orientations and the spatial redundancy in data representation. Our method exploits the sparsity of fiber orientations, therefore facilitating inference from under-sampled data. Experimental results show improved accuracy and decreased uncertainty in fiber orientation estimates. For under-sampled data, the proposed method is also shown to produce more robust estimates of fiber orientations.

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.

Reference interval estimation: Methodological comparison using extensive simulations and empirical data.

PubMed

Daly, Caitlin H; Higgins, Victoria; Adeli, Khosrow; Grey, Vijay L; Hamid, Jemila S

2017-12-01

To statistically compare and evaluate commonly used methods of estimating reference intervals and to determine which method is best based on characteristics of the distribution of various data sets. Three approaches for estimating reference intervals, i.e. parametric, non-parametric, and robust, were compared with simulated Gaussian and non-Gaussian data. The hierarchy of the performances of each method was examined based on bias and measures of precision. The findings of the simulation study were illustrated through real data sets. In all Gaussian scenarios, the parametric approach provided the least biased and most precise estimates. In non-Gaussian scenarios, no single method provided the least biased and most precise estimates for both limits of a reference interval across all sample sizes, although the non-parametric approach performed the best for most scenarios. The hierarchy of the performances of the three methods was only impacted by sample size and skewness. Differences between reference interval estimates established by the three methods were inflated by variability. Whenever possible, laboratories should attempt to transform data to a Gaussian distribution and use the parametric approach to obtain the most optimal reference intervals. When this is not possible, laboratories should consider sample size and skewness as factors in their choice of reference interval estimation method. The consequences of false positives or false negatives may also serve as factors in this decision. Copyright © 2017 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.

Probabilistic mapping of descriptive health status responses onto health state utilities using Bayesian networks: an empirical analysis converting SF-12 into EQ-5D utility index in a national US sample.

PubMed

Le, Quang A; Doctor, Jason N

2011-05-01

As quality-adjusted life years have become the standard metric in health economic evaluations, mapping health-profile or disease-specific measures onto preference-based measures to obtain quality-adjusted life years has become a solution when health utilities are not directly available. However, current mapping methods are limited due to their predictive validity, reliability, and/or other methodological issues. We employ probability theory together with a graphical model, called a Bayesian network, to convert health-profile measures into preference-based measures and to compare the results to those estimated with current mapping methods. A sample of 19,678 adults who completed both the 12-item Short Form Health Survey (SF-12v2) and EuroQoL 5D (EQ-5D) questionnaires from the 2003 Medical Expenditure Panel Survey was split into training and validation sets. Bayesian networks were constructed to explore the probabilistic relationships between each EQ-5D domain and 12 items of the SF-12v2. The EQ-5D utility scores were estimated on the basis of the predicted probability of each response level of the 5 EQ-5D domains obtained from the Bayesian inference process using the following methods: Monte Carlo simulation, expected utility, and most-likely probability. Results were then compared with current mapping methods including multinomial logistic regression, ordinary least squares, and censored least absolute deviations. The Bayesian networks consistently outperformed other mapping models in the overall sample (mean absolute error=0.077, mean square error=0.013, and R overall=0.802), in different age groups, number of chronic conditions, and ranges of the EQ-5D index. Bayesian networks provide a new robust and natural approach to map health status responses into health utility measures for health economic evaluations.

The Impact of ICT on Educational Performance and its Efficiency in Selected EU and OECD Countries: A Non-Parametric Analysis

ERIC Educational Resources Information Center

Aristovnik, Aleksander

2012-01-01

The purpose of the paper is to review some previous researches examining ICT efficiency and the impact of ICT on educational output/outcome as well as different conceptual and methodological issues related to performance measurement. Moreover, a definition, measurements and the empirical application of a model measuring the efficiency of ICT use…

Quantifying the uncertainty in discharge data using hydraulic knowledge and uncertain gaugings: a Bayesian method named BaRatin

NASA Astrophysics Data System (ADS)

Le Coz, Jérôme; Renard, Benjamin; Bonnifait, Laurent; Branger, Flora; Le Boursicaud, Raphaël; Horner, Ivan; Mansanarez, Valentin; Lang, Michel; Vigneau, Sylvain

2015-04-01

River discharge is a crucial variable for Hydrology: as the output variable of most hydrologic models, it is used for sensitivity analyses, model structure identification, parameter estimation, data assimilation, prediction, etc. A major difficulty stems from the fact that river discharge is not measured continuously. Instead, discharge time series used by hydrologists are usually based on simple stage-discharge relations (rating curves) calibrated using a set of direct stage-discharge measurements (gaugings). In this presentation, we present a Bayesian approach (cf. Le Coz et al., 2014) to build such hydrometric rating curves, to estimate the associated uncertainty and to propagate this uncertainty to discharge time series. The three main steps of this approach are described: (1) Hydraulic analysis: identification of the hydraulic controls that govern the stage-discharge relation, identification of the rating curve equation and specification of prior distributions for the rating curve parameters; (2) Rating curve estimation: Bayesian inference of the rating curve parameters, accounting for the individual uncertainties of available gaugings, which often differ according to the discharge measurement procedure and the flow conditions; (3) Uncertainty propagation: quantification of the uncertainty in discharge time series, accounting for both the rating curve uncertainties and the uncertainty of recorded stage values. The rating curve uncertainties combine the parametric uncertainties and the remnant uncertainties that reflect the limited accuracy of the mathematical model used to simulate the physical stage-discharge relation. In addition, we also discuss current research activities, including the treatment of non-univocal stage-discharge relationships (e.g. due to hydraulic hysteresis, vegetation growth, sudden change of the geometry of the section, etc.). An operational version of the BaRatin software and its graphical interface are made available free of charge on request to the authors. J. Le Coz, B. Renard, L. Bonnifait, F. Branger, R. Le Boursicaud (2014). Combining hydraulic knowledge and uncertain gaugings in the estimation of hydrometric rating curves: a Bayesian approach, Journal of Hydrology, 509, 573-587.

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

NASA Astrophysics Data System (ADS)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.

Doctor, what does my positive test mean? From Bayesian textbook tasks to personalized risk communication

PubMed Central

Navarrete, Gorka; Correia, Rut; Sirota, Miroslav; Juanchich, Marie; Huepe, David

2015-01-01

Most of the research on Bayesian reasoning aims to answer theoretical questions about the extent to which people are able to update their beliefs according to Bayes' Theorem, about the evolutionary nature of Bayesian inference, or about the role of cognitive abilities in Bayesian inference. Few studies aim to answer practical, mainly health-related questions, such as, “What does it mean to have a positive test in a context of cancer screening?” or “What is the best way to communicate a medical test result so a patient will understand it?”. This type of research aims to translate empirical findings into effective ways of providing risk information. In addition, the applied research often adopts the paradigms and methods of the theoretically-motivated research. But sometimes it works the other way around, and the theoretical research borrows the importance of the practical question in the medical context. The study of Bayesian reasoning is relevant to risk communication in that, to be as useful as possible, applied research should employ specifically tailored methods and contexts specific to the recipients of the risk information. In this paper, we concentrate on the communication of the result of medical tests and outline the epidemiological and test parameters that affect the predictive power of a test—whether it is correct or not. Building on this, we draw up recommendations for better practice to convey the results of medical tests that could inform health policy makers (What are the drawbacks of mass screenings?), be used by health practitioners and, in turn, help patients to make better and more informed decisions. PMID:26441711

Optimal inference with suboptimal models: Addiction and active Bayesian inference

PubMed Central

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

2015-01-01

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

A complete system for head tracking using motion-based particle filter and randomly perturbed active contour

NASA Astrophysics Data System (ADS)

Bouaynaya, N.; Schonfeld, Dan

2005-03-01

Many real world applications in computer and multimedia such as augmented reality and environmental imaging require an elastic accurate contour around a tracked object. In the first part of the paper we introduce a novel tracking algorithm that combines a motion estimation technique with the Bayesian Importance Sampling framework. We use Adaptive Block Matching (ABM) as the motion estimation technique. We construct the proposal density from the estimated motion vector. The resulting algorithm requires a small number of particles for efficient tracking. The tracking is adaptive to different categories of motion even with a poor a priori knowledge of the system dynamics. Particulary off-line learning is not needed. A parametric representation of the object is used for tracking purposes. In the second part of the paper, we refine the tracking output from a parametric sample to an elastic contour around the object. We use a 1D active contour model based on a dynamic programming scheme to refine the output of the tracker. To improve the convergence of the active contour, we perform the optimization over a set of randomly perturbed initial conditions. Our experiments are applied to head tracking. We report promising tracking results in complex environments.

A computer program for uncertainty analysis integrating regression and Bayesian methods

USGS Publications Warehouse

Lu, Dan; Ye, Ming; Hill, Mary C.; Poeter, Eileen P.; Curtis, Gary

2014-01-01

This work develops a new functionality in UCODE_2014 to evaluate Bayesian credible intervals using the Markov Chain Monte Carlo (MCMC) method. The MCMC capability in UCODE_2014 is based on the FORTRAN version of the differential evolution adaptive Metropolis (DREAM) algorithm of Vrugt et al. (2009), which estimates the posterior probability density function of model parameters in high-dimensional and multimodal sampling problems. The UCODE MCMC capability provides eleven prior probability distributions and three ways to initialize the sampling process. It evaluates parametric and predictive uncertainties and it has parallel computing capability based on multiple chains to accelerate the sampling process. This paper tests and demonstrates the MCMC capability using a 10-dimensional multimodal mathematical function, a 100-dimensional Gaussian function, and a groundwater reactive transport model. The use of the MCMC capability is made straightforward and flexible by adopting the JUPITER API protocol. With the new MCMC capability, UCODE_2014 can be used to calculate three types of uncertainty intervals, which all can account for prior information: (1) linear confidence intervals which require linearity and Gaussian error assumptions and typically 10s–100s of highly parallelizable model runs after optimization, (2) nonlinear confidence intervals which require a smooth objective function surface and Gaussian observation error assumptions and typically 100s–1,000s of partially parallelizable model runs after optimization, and (3) MCMC Bayesian credible intervals which require few assumptions and commonly 10,000s–100,000s or more partially parallelizable model runs. Ready access allows users to select methods best suited to their work, and to compare methods in many circumstances.

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

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-07-01

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

Informational and emotional elements in online support groups: a Bayesian approach to large-scale content analysis.

PubMed

Deetjen, Ulrike; Powell, John A

2016-05-01

This research examines the extent to which informational and emotional elements are employed in online support forums for 14 purposively sampled chronic medical conditions and the factors that influence whether posts are of a more informational or emotional nature. Large-scale qualitative data were obtained from Dailystrength.org. Based on a hand-coded training dataset, all posts were classified into informational or emotional using a Bayesian classification algorithm to generalize the findings. Posts that could not be classified with a probability of at least 75% were excluded. The overall tendency toward emotional posts differs by condition: mental health (depression, schizophrenia) and Alzheimer's disease consist of more emotional posts, while informational posts relate more to nonterminal physical conditions (irritable bowel syndrome, diabetes, asthma). There is no gender difference across conditions, although prostate cancer forums are oriented toward informational support, whereas breast cancer forums rather feature emotional support. Across diseases, the best predictors for emotional content are lower age and a higher number of overall posts by the support group member. The results are in line with previous empirical research and unify empirical findings from single/2-condition research. Limitations include the analytical restriction to predefined categories (informational, emotional) through the chosen machine-learning approach. Our findings provide an empirical foundation for building theory on informational versus emotional support across conditions, give insights for practitioners to better understand the role of online support groups for different patients, and show the usefulness of machine-learning approaches to analyze large-scale qualitative health data from online settings. © The Author 2016. Published by Oxford University Press on behalf of the American Medical Informatics Association. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

A Bayesian methodological framework for accommodating interannual variability of nutrient loading with the SPARROW model

NASA Astrophysics Data System (ADS)

Wellen, Christopher; Arhonditsis, George B.; Labencki, Tanya; Boyd, Duncan

2012-10-01

Regression-type, hybrid empirical/process-based models (e.g., SPARROW, PolFlow) have assumed a prominent role in efforts to estimate the sources and transport of nutrient pollution at river basin scales. However, almost no attempts have been made to explicitly accommodate interannual nutrient loading variability in their structure, despite empirical and theoretical evidence indicating that the associated source/sink processes are quite variable at annual timescales. In this study, we present two methodological approaches to accommodate interannual variability with the Spatially Referenced Regressions on Watershed attributes (SPARROW) nonlinear regression model. The first strategy uses the SPARROW model to estimate a static baseline load and climatic variables (e.g., precipitation) to drive the interannual variability. The second approach allows the source/sink processes within the SPARROW model to vary at annual timescales using dynamic parameter estimation techniques akin to those used in dynamic linear models. Model parameterization is founded upon Bayesian inference techniques that explicitly consider calibration data and model uncertainty. Our case study is the Hamilton Harbor watershed, a mixed agricultural and urban residential area located at the western end of Lake Ontario, Canada. Our analysis suggests that dynamic parameter estimation is the more parsimonious of the two strategies tested and can offer insights into the temporal structural changes associated with watershed functioning. Consistent with empirical and theoretical work, model estimated annual in-stream attenuation rates varied inversely with annual discharge. Estimated phosphorus source areas were concentrated near the receiving water body during years of high in-stream attenuation and dispersed along the main stems of the streams during years of low attenuation, suggesting that nutrient source areas are subject to interannual variability.

Estimation of option-implied risk-neutral into real-world density by using calibration function

NASA Astrophysics Data System (ADS)

Bahaludin, Hafizah; Abdullah, Mimi Hafizah

2017-04-01

Option prices contain crucial information that can be used as a reflection of future development of an underlying assets' price. The main objective of this study is to extract the risk-neutral density (RND) and the risk-world density (RWD) of option prices. A volatility function technique is applied by using a fourth order polynomial interpolation to obtain the RNDs. Then, a calibration function is used to convert the RNDs into RWDs. There are two types of calibration function which are parametric and non-parametric calibrations. The density is extracted from the Dow Jones Industrial Average (DJIA) index options with a one month constant maturity from January 2009 until December 2015. The performance of RNDs and RWDs extracted are evaluated by using a density forecasting test. This study found out that the RWDs obtain can provide an accurate information regarding the price of the underlying asset in future compared to that of the RNDs. In addition, empirical evidence suggests that RWDs from a non-parametric calibration has a better accuracy than other densities.

Wave Attenuation and Gas Exchange Velocity in Marginal Sea Ice Zone

NASA Astrophysics Data System (ADS)

Bigdeli, A.; Hara, T.; Loose, B.; Nguyen, A. T.

2018-03-01

The gas transfer velocity in marginal sea ice zones exerts a strong control on the input of anthropogenic gases into the ocean interior. In this study, a sea state-dependent gas exchange parametric model is developed based on the turbulent kinetic energy dissipation rate. The model is tuned to match the conventional gas exchange parametrization in fetch-unlimited, fully developed seas. Next, fetch limitation is introduced in the model and results are compared to fetch limited experiments in lakes, showing that the model captures the effects of finite fetch on gas exchange with good fidelity. Having validated the results in fetch limited waters such as lakes, the model is next applied in sea ice zones using an empirical relation between the sea ice cover and the effective fetch, while accounting for the sea ice motion effect that is unique to sea ice zones. The model results compare favorably with the available field measurements. Applying this parametric model to a regional Arctic numerical model, it is shown that, under the present conditions, gas flux into the Arctic Ocean may be overestimated by 10% if a conventional parameterization is used.

Reference Values for Body Composition and Anthropometric Measurements in Athletes

PubMed Central

Santos, Diana A.; Dawson, John A.; Matias, Catarina N.; Rocha, Paulo M.; Minderico, Cláudia S.; Allison, David B.; Sardinha, Luís B.; Silva, Analiza M.

2014-01-01

Background Despite the importance of body composition in athletes, reference sex- and sport-specific body composition data are lacking. We aim to develop reference values for body composition and anthropometric measurements in athletes. Methods Body weight and height were measured in 898 athletes (264 female, 634 male), anthropometric variables were assessed in 798 athletes (240 female and 558 male), and in 481 athletes (142 female and 339 male) with dual-energy X-ray absorptiometry (DXA). A total of 21 different sports were represented. Reference percentiles (5th, 25th, 50th, 75th, and 95th) were calculated for each measured value, stratified by sex and sport. Because sample sizes within a sport were often very low for some outcomes, the percentiles were estimated using a parametric, empirical Bayesian framework that allowed sharing information across sports. Results We derived sex- and sport-specific reference percentiles for the following DXA outcomes: total (whole body scan) and regional (subtotal, trunk, and appendicular) bone mineral content, bone mineral density, absolute and percentage fat mass, fat-free mass, and lean soft tissue. Additionally, we derived reference percentiles for height-normalized indexes by dividing fat mass, fat-free mass, and appendicular lean soft tissue by height squared. We also derived sex- and sport-specific reference percentiles for the following anthropometry outcomes: weight, height, body mass index, sum of skinfold thicknesses (7 skinfolds, appendicular skinfolds, trunk skinfolds, arm skinfolds, and leg skinfolds), circumferences (hip, arm, midthigh, calf, and abdominal circumferences), and muscle circumferences (arm, thigh, and calf muscle circumferences). Conclusions These reference percentiles will be a helpful tool for sports professionals, in both clinical and field settings, for body composition assessment in athletes. PMID:24830292

The Variability and Interpretation of Earthquake Source Mechanisms in The Geysers Geothermal Field From a Bayesian Standpoint Based on the Choice of a Noise Model

NASA Astrophysics Data System (ADS)

Mustać, Marija; Tkalčić, Hrvoje; Burky, Alexander L.

2018-01-01

Moment tensor (MT) inversion studies of events in The Geysers geothermal field mostly focused on microseismicity and found a large number of earthquakes with significant non-double-couple (non-DC) seismic radiation. Here we concentrate on the largest events in the area in recent years using a hierarchical Bayesian MT inversion. Initially, we show that the non-DC components of the MT can be reliably retrieved using regional waveform data from a small number of stations. Subsequently, we present results for a number of events and show that accounting for noise correlations can lead to retrieval of a lower isotropic (ISO) component and significantly different focal mechanisms. We compute the Bayesian evidence to compare solutions obtained with different assumptions of the noise covariance matrix. Although a diagonal covariance matrix produces a better waveform fit, inversions that account for noise correlations via an empirically estimated noise covariance matrix account for interdependences of data errors and are preferred from a Bayesian point of view. This implies that improper treatment of data noise in waveform inversions can result in fitting the noise and misinterpreting the non-DC components. Finally, one of the analyzed events is characterized as predominantly DC, while the others still have significant non-DC components, probably as a result of crack opening, which is a reasonable hypothesis for The Geysers geothermal field geological setting.

Cross-validation to select Bayesian hierarchical models in phylogenetics.

PubMed

Duchêne, Sebastián; Duchêne, David A; Di Giallonardo, Francesca; Eden, John-Sebastian; Geoghegan, Jemma L; Holt, Kathryn E; Ho, Simon Y W; Holmes, Edward C

2016-05-26

Recent developments in Bayesian phylogenetic models have increased the range of inferences that can be drawn from molecular sequence data. Accordingly, model selection has become an important component of phylogenetic analysis. Methods of model selection generally consider the likelihood of the data under the model in question. In the context of Bayesian phylogenetics, the most common approach involves estimating the marginal likelihood, which is typically done by integrating the likelihood across model parameters, weighted by the prior. Although this method is accurate, it is sensitive to the presence of improper priors. We explored an alternative approach based on cross-validation that is widely used in evolutionary analysis. This involves comparing models according to their predictive performance. We analysed simulated data and a range of viral and bacterial data sets using a cross-validation approach to compare a variety of molecular clock and demographic models. Our results show that cross-validation can be effective in distinguishing between strict- and relaxed-clock models and in identifying demographic models that allow growth in population size over time. In most of our empirical data analyses, the model selected using cross-validation was able to match that selected using marginal-likelihood estimation. The accuracy of cross-validation appears to improve with longer sequence data, particularly when distinguishing between relaxed-clock models. Cross-validation is a useful method for Bayesian phylogenetic model selection. This method can be readily implemented even when considering complex models where selecting an appropriate prior for all parameters may be difficult.

On selecting a prior for the precision parameter of Dirichlet process mixture models

USGS Publications Warehouse

Dorazio, R.M.

2009-01-01

In hierarchical mixture models the Dirichlet process is used to specify latent patterns of heterogeneity, particularly when the distribution of latent parameters is thought to be clustered (multimodal). The parameters of a Dirichlet process include a precision parameter ?? and a base probability measure G0. In problems where ?? is unknown and must be estimated, inferences about the level of clustering can be sensitive to the choice of prior assumed for ??. In this paper an approach is developed for computing a prior for the precision parameter ?? that can be used in the presence or absence of prior information about the level of clustering. This approach is illustrated in an analysis of counts of stream fishes. The results of this fully Bayesian analysis are compared with an empirical Bayes analysis of the same data and with a Bayesian analysis based on an alternative commonly used prior.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*

PubMed Central

Leão, William L.; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210

Hypothesis-Testing Demands Trustworthy Data—A Simulation Approach to Inferential Statistics Advocating the Research Program Strategy

PubMed Central

Krefeld-Schwalb, Antonia; Witte, Erich H.; Zenker, Frank

2018-01-01

In psychology as elsewhere, the main statistical inference strategy to establish empirical effects is null-hypothesis significance testing (NHST). The recent failure to replicate allegedly well-established NHST-results, however, implies that such results lack sufficient statistical power, and thus feature unacceptably high error-rates. Using data-simulation to estimate the error-rates of NHST-results, we advocate the research program strategy (RPS) as a superior methodology. RPS integrates Frequentist with Bayesian inference elements, and leads from a preliminary discovery against a (random) H0-hypothesis to a statistical H1-verification. Not only do RPS-results feature significantly lower error-rates than NHST-results, RPS also addresses key-deficits of a “pure” Frequentist and a standard Bayesian approach. In particular, RPS aggregates underpowered results safely. RPS therefore provides a tool to regain the trust the discipline had lost during the ongoing replicability-crisis. PMID:29740363

Exploring the inequality-mortality relationship in the US with Bayesian spatial modeling

PubMed Central

Yang, Tse-Chuan; Jensen, Leif

2014-01-01

While there is evidence to suggest that socioeconomic inequality within places is associated with mortality rates among people living within them, the empirical connection between the two remains unsettled as potential confounders associated with racial and social structure are overlooked. This study seeks to test this relationship, to determine whether it is due to differential levels of deprivation and social capital, and does so with intrinsically conditional autoregressive Bayesian spatial modeling that effectively addresses the bias introduced by spatial dependence. We find that deprivation and social capital partly but not completely account for why inequality is positively associated with mortality and that spatial modeling generates more accurate predictions than does the traditional approach. We advance the literature by unveiling the intervening roles of social capital and deprivation in the inequality-mortality relationship and offering new evidence that inequality matters in US county mortality rates. PMID:26166920

Hypothesis-Testing Demands Trustworthy Data-A Simulation Approach to Inferential Statistics Advocating the Research Program Strategy.

PubMed

Krefeld-Schwalb, Antonia; Witte, Erich H; Zenker, Frank

2018-01-01

In psychology as elsewhere, the main statistical inference strategy to establish empirical effects is null-hypothesis significance testing (NHST). The recent failure to replicate allegedly well-established NHST-results, however, implies that such results lack sufficient statistical power, and thus feature unacceptably high error-rates. Using data-simulation to estimate the error-rates of NHST-results, we advocate the research program strategy (RPS) as a superior methodology. RPS integrates Frequentist with Bayesian inference elements, and leads from a preliminary discovery against a (random) H 0 -hypothesis to a statistical H 1 -verification. Not only do RPS-results feature significantly lower error-rates than NHST-results, RPS also addresses key-deficits of a "pure" Frequentist and a standard Bayesian approach. In particular, RPS aggregates underpowered results safely. RPS therefore provides a tool to regain the trust the discipline had lost during the ongoing replicability-crisis.

Modelling household finances: A Bayesian approach to a multivariate two-part model

PubMed Central

Brown, Sarah; Ghosh, Pulak; Su, Li; Taylor, Karl

2016-01-01

We contribute to the empirical literature on household finances by introducing a Bayesian multivariate two-part model, which has been developed to further our understanding of household finances. Our flexible approach allows for the potential interdependence between the holding of assets and liabilities at the household level and also encompasses a two-part process to allow for differences in the influences on asset or liability holding and on the respective amounts held. Furthermore, the framework is dynamic in order to allow for persistence in household finances over time. Our findings endorse the joint modelling approach and provide evidence supporting the importance of dynamics. In addition, we find that certain independent variables exert different influences on the binary and continuous parts of the model thereby highlighting the flexibility of our framework and revealing a detailed picture of the nature of household finances. PMID:27212801

Evaluating scaling models in biology using hierarchical Bayesian approaches

PubMed Central

Price, Charles A; Ogle, Kiona; White, Ethan P; Weitz, Joshua S

2009-01-01

Theoretical models for allometric relationships between organismal form and function are typically tested by comparing a single predicted relationship with empirical data. Several prominent models, however, predict more than one allometric relationship, and comparisons among alternative models have not taken this into account. Here we evaluate several different scaling models of plant morphology within a hierarchical Bayesian framework that simultaneously fits multiple scaling relationships to three large allometric datasets. The scaling models include: inflexible universal models derived from biophysical assumptions (e.g. elastic similarity or fractal networks), a flexible variation of a fractal network model, and a highly flexible model constrained only by basic algebraic relationships. We demonstrate that variation in intraspecific allometric scaling exponents is inconsistent with the universal models, and that more flexible approaches that allow for biological variability at the species level outperform universal models, even when accounting for relative increases in model complexity. PMID:19453621

Tracking student progress in a game-like physics learning environment with a Monte Carlo Bayesian knowledge tracing model

NASA Astrophysics Data System (ADS)

Gweon, Gey-Hong; Lee, Hee-Sun; Dorsey, Chad; Tinker, Robert; Finzer, William; Damelin, Daniel

2015-03-01

In tracking student learning in on-line learning systems, the Bayesian knowledge tracing (BKT) model is a popular model. However, the model has well-known problems such as the identifiability problem or the empirical degeneracy problem. Understanding of these problems remain unclear and solutions to them remain subjective. Here, we analyze the log data from an online physics learning program with our new model, a Monte Carlo BKT model. With our new approach, we are able to perform a completely unbiased analysis, which can then be used for classifying student learning patterns and performances. Furthermore, a theoretical analysis of the BKT model and our computational work shed new light on the nature of the aforementioned problems. This material is based upon work supported by the National Science Foundation under Grant REC-1147621 and REC-1435470.

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

PubMed

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

2016-06-01

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

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.

PubMed

Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.

Maximum a posteriori Bayesian estimation of mycophenolic Acid area under the concentration-time curve: is this clinically useful for dosage prediction yet?

PubMed

Staatz, Christine E; Tett, Susan E

2011-12-01

This review seeks to summarize the available data about Bayesian estimation of area under the plasma concentration-time curve (AUC) and dosage prediction for mycophenolic acid (MPA) and evaluate whether sufficient evidence is available for routine use of Bayesian dosage prediction in clinical practice. A literature search identified 14 studies that assessed the predictive performance of maximum a posteriori Bayesian estimation of MPA AUC and one report that retrospectively evaluated how closely dosage recommendations based on Bayesian forecasting achieved targeted MPA exposure. Studies to date have mostly been undertaken in renal transplant recipients, with limited investigation in patients treated with MPA for autoimmune disease or haematopoietic stem cell transplantation. All of these studies have involved use of the mycophenolate mofetil (MMF) formulation of MPA, rather than the enteric-coated mycophenolate sodium (EC-MPS) formulation. Bias associated with estimation of MPA AUC using Bayesian forecasting was generally less than 10%. However some difficulties with imprecision was evident, with values ranging from 4% to 34% (based on estimation involving two or more concentration measurements). Evaluation of whether MPA dosing decisions based on Bayesian forecasting (by the free website service https://pharmaco.chu-limoges.fr) achieved target drug exposure has only been undertaken once. When MMF dosage recommendations were applied by clinicians, a higher proportion (72-80%) of subsequent estimated MPA AUC values were within the 30-60 mg · h/L target range, compared with when dosage recommendations were not followed (only 39-57% within target range). Such findings provide evidence that Bayesian dosage prediction is clinically useful for achieving target MPA AUC. This study, however, was retrospective and focussed only on adult renal transplant recipients. Furthermore, in this study, Bayesian-generated AUC estimations and dosage predictions were not compared with a later full measured AUC but rather with a further AUC estimate based on a second Bayesian analysis. This study also provided some evidence that a useful monitoring schedule for MPA AUC following adult renal transplant would be every 2 weeks during the first month post-transplant, every 1-3 months between months 1 and 12, and each year thereafter. It will be interesting to see further validations in different patient groups using the free website service. In summary, the predictive performance of Bayesian estimation of MPA, comparing estimated with measured AUC values, has been reported in several studies. However, the next step of predicting dosages based on these Bayesian-estimated AUCs, and prospectively determining how closely these predicted dosages give drug exposure matching targeted AUCs, remains largely unaddressed. Further prospective studies are required, particularly in non-renal transplant patients and with the EC-MPS formulation. Other important questions remain to be answered, such as: do Bayesian forecasting methods devised to date use the best population pharmacokinetic models or most accurate algorithms; are the methods simple to use for routine clinical practice; do the algorithms actually improve dosage estimations beyond empirical recommendations in all groups that receive MPA therapy; and, importantly, do the dosage predictions, when followed, improve patient health outcomes?

Testing averaged cosmology with type Ia supernovae and BAO data

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

Santos, B.; Alcaniz, J.S.; Coley, A.A.

An important problem in precision cosmology is the determination of the effects of averaging and backreaction on observational predictions, particularly in view of the wealth of new observational data and improved statistical techniques. In this paper, we discuss the observational viability of a class of averaged cosmologies which consist of a simple parametrized phenomenological two-scale backreaction model with decoupled spatial curvature parameters. We perform a Bayesian model selection analysis and find that this class of averaged phenomenological cosmological models is favored with respect to the standard ΛCDM cosmological scenario when a joint analysis of current SNe Ia and BAO datamore » is performed. In particular, the analysis provides observational evidence for non-trivial spatial curvature.« less

Logistic quantile regression provides improved estimates for bounded avian counts: a case study of California Spotted Owl fledgling production

Treesearch

Brian S. Cade; Barry R. Noon; Rick D. Scherer; John J. Keane

2017-01-01

Counts of avian fledglings, nestlings, or clutch size that are bounded below by zero and above by some small integer form a discrete random variable distribution that is not approximated well by conventional parametric count distributions such as the Poisson or negative binomial. We developed a logistic quantile regression model to provide estimates of the empirical...

Toward an Empirically-Based Parametric Explosion Spectral Model

DTIC Science & Technology

2010-09-01

estimated (Richards and Kim, 2009). This archive could potentially provide 200 recordings of explosions at Semipalatinsk Test Site of the former Soviet...estimates of explosion yield, and prior work at the Nevada Test Site (NTS) (e.g., Walter et al., 1995) has found that explosions in weak materials have...2007). Corner frequency scaling of regional seismic phases for underground nuclear explosions at the Nevada Test Site , Bull. Seismol. Soc. Am. 97

Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting

PubMed Central

Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng

2015-01-01

Summary The estimation of average treatment effects based on observational data is extremely important in practice and has been studied by generations of statisticians under different frameworks. Existing globally efficient estimators require non-parametric estimation of a propensity score function, an outcome regression function or both, but their performance can be poor in practical sample sizes. Without explicitly estimating either functions, we consider a wide class calibration weights constructed to attain an exact three-way balance of the moments of observed covariates among the treated, the control, and the combined group. The wide class includes exponential tilting, empirical likelihood and generalized regression as important special cases, and extends survey calibration estimators to different statistical problems and with important distinctions. Global semiparametric efficiency for the estimation of average treatment effects is established for this general class of calibration estimators. The results show that efficiency can be achieved by solely balancing the covariate distributions without resorting to direct estimation of propensity score or outcome regression function. We also propose a consistent estimator for the efficient asymptotic variance, which does not involve additional functional estimation of either the propensity score or the outcome regression functions. The proposed variance estimator outperforms existing estimators that require a direct approximation of the efficient influence function. PMID:27346982

Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting.

PubMed

Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng

2016-06-01

The estimation of average treatment effects based on observational data is extremely important in practice and has been studied by generations of statisticians under different frameworks. Existing globally efficient estimators require non-parametric estimation of a propensity score function, an outcome regression function or both, but their performance can be poor in practical sample sizes. Without explicitly estimating either functions, we consider a wide class calibration weights constructed to attain an exact three-way balance of the moments of observed covariates among the treated, the control, and the combined group. The wide class includes exponential tilting, empirical likelihood and generalized regression as important special cases, and extends survey calibration estimators to different statistical problems and with important distinctions. Global semiparametric efficiency for the estimation of average treatment effects is established for this general class of calibration estimators. The results show that efficiency can be achieved by solely balancing the covariate distributions without resorting to direct estimation of propensity score or outcome regression function. We also propose a consistent estimator for the efficient asymptotic variance, which does not involve additional functional estimation of either the propensity score or the outcome regression functions. The proposed variance estimator outperforms existing estimators that require a direct approximation of the efficient influence function.

Weighted-density functionals for cavity formation and dispersion energies in continuum solvation models

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

Sundararaman, Ravishankar; Gunceler, Deniz; Arias, T. A.

2014-10-07

Continuum solvation models enable efficient first principles calculations of chemical reactions in solution, but require extensive parametrization and fitting for each solvent and class of solute systems. Here, we examine the assumptions of continuum solvation models in detail and replace empirical terms with physical models in order to construct a minimally-empirical solvation model. Specifically, we derive solvent radii from the nonlocal dielectric response of the solvent from ab initio calculations, construct a closed-form and parameter-free weighted-density approximation for the free energy of the cavity formation, and employ a pair-potential approximation for the dispersion energy. We show that the resulting modelmore » with a single solvent-independent parameter: the electron density threshold (n c), and a single solvent-dependent parameter: the dispersion scale factor (s 6), reproduces solvation energies of organic molecules in water, chloroform, and carbon tetrachloride with RMS errors of 1.1, 0.6 and 0.5 kcal/mol, respectively. We additionally show that fitting the solvent-dependent s 6 parameter to the solvation energy of a single non-polar molecule does not substantially increase these errors. Parametrization of this model for other solvents, therefore, requires minimal effort and is possible without extensive databases of experimental solvation free energies.« less

Weighted-density functionals for cavity formation and dispersion energies in continuum solvation models

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

Sundararaman, Ravishankar; Gunceler, Deniz; Arias, T. A.

2014-10-07

Continuum solvation models enable efficient first principles calculations of chemical reactions in solution, but require extensive parametrization and fitting for each solvent and class of solute systems. Here, we examine the assumptions of continuum solvation models in detail and replace empirical terms with physical models in order to construct a minimally-empirical solvation model. Specifically, we derive solvent radii from the nonlocal dielectric response of the solvent from ab initio calculations, construct a closed-form and parameter-free weighted-density approximation for the free energy of the cavity formation, and employ a pair-potential approximation for the dispersion energy. We show that the resulting modelmore » with a single solvent-independent parameter: the electron density threshold (n{sub c}), and a single solvent-dependent parameter: the dispersion scale factor (s{sub 6}), reproduces solvation energies of organic molecules in water, chloroform, and carbon tetrachloride with RMS errors of 1.1, 0.6 and 0.5 kcal/mol, respectively. We additionally show that fitting the solvent-dependent s{sub 6} parameter to the solvation energy of a single non-polar molecule does not substantially increase these errors. Parametrization of this model for other solvents, therefore, requires minimal effort and is possible without extensive databases of experimental solvation free energies.« less

Nonparametric tests for equality of psychometric functions.

PubMed

García-Pérez, Miguel A; Núñez-Antón, Vicente

2017-12-07

Many empirical studies measure psychometric functions (curves describing how observers' performance varies with stimulus magnitude) because these functions capture the effects of experimental conditions. To assess these effects, parametric curves are often fitted to the data and comparisons are carried out by testing for equality of mean parameter estimates across conditions. This approach is parametric and, thus, vulnerable to violations of the implied assumptions. Furthermore, testing for equality of means of parameters may be misleading: Psychometric functions may vary meaningfully across conditions on an observer-by-observer basis with no effect on the mean values of the estimated parameters. Alternative approaches to assess equality of psychometric functions per se are thus needed. This paper compares three nonparametric tests that are applicable in all situations of interest: The existing generalized Mantel-Haenszel test, a generalization of the Berry-Mielke test that was developed here, and a split variant of the generalized Mantel-Haenszel test also developed here. Their statistical properties (accuracy and power) are studied via simulation and the results show that all tests are indistinguishable as to accuracy but they differ non-uniformly as to power. Empirical use of the tests is illustrated via analyses of published data sets and practical recommendations are given. The computer code in MATLAB and R to conduct these tests is available as Electronic Supplemental Material.

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.

Reconstruction of a windborne insect invasion using a particle dispersal model, historical wind data, and Bayesian analysis of genetic data

PubMed Central

Lander, Tonya A; Klein, Etienne K; Oddou-Muratorio, Sylvie; Candau, Jean-Noël; Gidoin, Cindy; Chalon, Alain; Roig, Anne; Fallour, Delphine; Auger-Rozenberg, Marie-Anne; Boivin, Thomas

2014-01-01

Understanding how invasive species establish and spread is vital for developing effective management strategies for invaded areas and identifying new areas where the risk of invasion is highest. We investigated the explanatory power of dispersal histories reconstructed based on local-scale wind data and a regional-scale wind-dispersed particle trajectory model for the invasive seed chalcid wasp Megastigmus schimitscheki (Hymenoptera: Torymidae) in France. The explanatory power was tested by: (1) survival analysis of empirical data on M. schimitscheki presence, absence and year of arrival at 52 stands of the wasp's obligate hosts, Cedrus (true cedar trees); and (2) Approximate Bayesian analysis of M. schimitscheki genetic data using a coalescence model. The Bayesian demographic modeling and traditional population genetic analysis suggested that initial invasion across the range was the result of long-distance dispersal from the longest established sites. The survival analyses of the windborne expansion patterns derived from a particle dispersal model indicated that there was an informative correlation between the M. schimitscheki presence/absence data from the annual surveys and the scenarios based on regional-scale wind data. These three very different analyses produced highly congruent results supporting our proposal that wind is the most probable vector for passive long-distance dispersal of this invasive seed wasp. This result confirms that long-distance dispersal from introduction areas is a likely driver of secondary expansion of alien invasive species. Based on our results, management programs for this and other windborne invasive species may consider (1) focusing effort at the longest established sites and (2) monitoring outlying populations remains critically important due to their influence on rates of spread. We also suggest that there is a distinct need for new analysis methods that have the capacity to combine empirical spatiotemporal field data, genetic data, and environmental data to investigate dispersal and invasion. PMID:25558356

Using a Bayesian network to clarify areas requiring research in a host-pathogen system.

PubMed

Bower, D S; Mengersen, K; Alford, R A; Schwarzkopf, L

2017-12-01

Bayesian network analyses can be used to interactively change the strength of effect of variables in a model to explore complex relationships in new ways. In doing so, they allow one to identify influential nodes that are not well studied empirically so that future research can be prioritized. We identified relationships in host and pathogen biology to examine disease-driven declines of amphibians associated with amphibian chytrid fungus (Batrachochytrium dendrobatidis). We constructed a Bayesian network consisting of behavioral, genetic, physiological, and environmental variables that influence disease and used them to predict host population trends. We varied the impacts of specific variables in the model to reveal factors with the most influence on host population trend. The behavior of the nodes (the way in which the variables probabilistically responded to changes in states of the parents, which are the nodes or variables that directly influenced them in the graphical model) was consistent with published results. The frog population had a 49% probability of decline when all states were set at their original values, and this probability increased when body temperatures were cold, the immune system was not suppressing infection, and the ambient environment was conducive to growth of B. dendrobatidis. These findings suggest the construction of our model reflected the complex relationships characteristic of host-pathogen interactions. Changes to climatic variables alone did not strongly influence the probability of population decline, which suggests that climate interacts with other factors such as the capacity of the frog immune system to suppress disease. Changes to the adaptive immune system and disease reservoirs had a large effect on the population trend, but there was little empirical information available for model construction. Our model inputs can be used as a base to examine other systems, and our results show that such analyses are useful tools for reviewing existing literature, identifying links poorly supported by evidence, and understanding complexities in emerging infectious-disease systems. © 2017 Society for Conservation Biology.

Space shuttle SRM plume expansion sensitivity analysis. [flow characteristics of exhaust gases from solid propellant rocket engines

NASA Technical Reports Server (NTRS)

Smith, S. D.; Tevepaugh, J. A.; Penny, M. M.

1975-01-01

The exhaust plumes of the space shuttle solid rocket motors can have a significant effect on the base pressure and base drag of the shuttle vehicle. A parametric analysis was conducted to assess the sensitivity of the initial plume expansion angle of analytical solid rocket motor flow fields to various analytical input parameters and operating conditions. The results of the analysis are presented and conclusions reached regarding the sensitivity of the initial plume expansion angle to each parameter investigated. Operating conditions parametrically varied were chamber pressure, nozzle inlet angle, nozzle throat radius of curvature ratio and propellant particle loading. Empirical particle parameters investigated were mean size, local drag coefficient and local heat transfer coefficient. Sensitivity of the initial plume expansion angle to gas thermochemistry model and local drag coefficient model assumptions were determined.

Axially grooved heat pipe study

NASA Technical Reports Server (NTRS)

1977-01-01

A technology evaluation study on axially grooved heat pipes is presented. The state-of-the-art is reviewed and present and future requirements are identified. Analytical models, the Groove Analysis Program (GAP) and a closed form solution, were developed to facilitate parametric performance evaluations. GAP provides a numerical solution of the differential equations which govern the hydrodynamic flow. The model accounts for liquid recession, liquid/vapor shear interaction, puddle flow as well as laminar and turbulent vapor flow conditions. The closed form solution was developed to reduce computation time and complexity in parametric evaluations. It is applicable to laminar and ideal charge conditions, liquid/vapor shear interaction, and an empirical liquid flow factor which accounts for groove geometry and liquid recession effects. The validity of the closed form solution is verified by comparison with GAP predictions and measured data.

A Relationship Between the 2-body Energy of Kaxiras Pandey and Pearson Takai Halicioglu Tiller Potential Functions

NASA Astrophysics Data System (ADS)

Lim, Teik-Cheng

2004-01-01

A parametric relationship between the Pearson Takai Halicioglu Tiller (PTHT) and the Kaxiras Pandey (KP) empirical potential energy functions is developed for the case of 2-body interaction. The need for such relationship arises when preferred parametric data and adopted software correspond to different potential functions. The analytical relationship was obtained by equating the potential functions' derivatives at zeroth, first and second order with respect to the interatomic distance at the equilibrium bond length, followed by comparison of coefficients in the repulsive and attractive terms. Plots of non-dimensional 2-body energy versus the nondimensional interatomic distance verified the analytical relationships developed herein. The discrepancy revealed in theoretical plots suggests that the 2-body PTHT and KP potentials are more suitable for curve-fitting "softer" and "harder" bonds respectively.

An empirical investigation on different methods of economic growth rate forecast and its behavior from fifteen countries across five continents

NASA Astrophysics Data System (ADS)

Yin, Yip Chee; Hock-Eam, Lim

2012-09-01

Our empirical results show that we can predict GDP growth rate more accurately in continent with fewer large economies, compared to smaller economies like Malaysia. This difficulty is very likely positively correlated with subsidy or social security policies. The stage of economic development and level of competiveness also appears to have interactive effects on this forecast stability. These results are generally independent of the forecasting procedures. Countries with high stability in their economic growth, forecasting by model selection is better than model averaging. Overall forecast weight averaging (FWA) is a better forecasting procedure in most countries. FWA also outperforms simple model averaging (SMA) and has the same forecasting ability as Bayesian model averaging (BMA) in almost all countries.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth

2016-01-01

We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815

A Bayesian least squares support vector machines based framework for fault diagnosis and failure prognosis

NASA Astrophysics Data System (ADS)

Khawaja, Taimoor Saleem

A high-belief low-overhead Prognostics and Health Management (PHM) system is desired for online real-time monitoring of complex non-linear systems operating in a complex (possibly non-Gaussian) noise environment. This thesis presents a Bayesian Least Squares Support Vector Machine (LS-SVM) based framework for fault diagnosis and failure prognosis in nonlinear non-Gaussian systems. The methodology assumes the availability of real-time process measurements, definition of a set of fault indicators and the existence of empirical knowledge (or historical data) to characterize both nominal and abnormal operating conditions. An efficient yet powerful Least Squares Support Vector Machine (LS-SVM) algorithm, set within a Bayesian Inference framework, not only allows for the development of real-time algorithms for diagnosis and prognosis but also provides a solid theoretical framework to address key concepts related to classification for diagnosis and regression modeling for prognosis. SVM machines are founded on the principle of Structural Risk Minimization (SRM) which tends to find a good trade-off between low empirical risk and small capacity. The key features in SVM are the use of non-linear kernels, the absence of local minima, the sparseness of the solution and the capacity control obtained by optimizing the margin. The Bayesian Inference framework linked with LS-SVMs allows a probabilistic interpretation of the results for diagnosis and prognosis. Additional levels of inference provide the much coveted features of adaptability and tunability of the modeling parameters. The two main modules considered in this research are fault diagnosis and failure prognosis. With the goal of designing an efficient and reliable fault diagnosis scheme, a novel Anomaly Detector is suggested based on the LS-SVM machines. The proposed scheme uses only baseline data to construct a 1-class LS-SVM machine which, when presented with online data is able to distinguish between normal behavior and any abnormal or novel data during real-time operation. The results of the scheme are interpreted as a posterior probability of health (1 - probability of fault). As shown through two case studies in Chapter 3, the scheme is well suited for diagnosing imminent faults in dynamical non-linear systems. Finally, the failure prognosis scheme is based on an incremental weighted Bayesian LS-SVR machine. It is particularly suited for online deployment given the incremental nature of the algorithm and the quick optimization problem solved in the LS-SVR algorithm. By way of kernelization and a Gaussian Mixture Modeling (GMM) scheme, the algorithm can estimate "possibly" non-Gaussian posterior distributions for complex non-linear systems. An efficient regression scheme associated with the more rigorous core algorithm allows for long-term predictions, fault growth estimation with confidence bounds and remaining useful life (RUL) estimation after a fault is detected. The leading contributions of this thesis are (a) the development of a novel Bayesian Anomaly Detector for efficient and reliable Fault Detection and Identification (FDI) based on Least Squares Support Vector Machines, (b) the development of a data-driven real-time architecture for long-term Failure Prognosis using Least Squares Support Vector Machines, (c) Uncertainty representation and management using Bayesian Inference for posterior distribution estimation and hyper-parameter tuning, and finally (d) the statistical characterization of the performance of diagnosis and prognosis algorithms in order to relate the efficiency and reliability of the proposed schemes.

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

NASA Astrophysics Data System (ADS)

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

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

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

An adaptive Bayesian inversion for upper-mantle structure using surface waves and scattered body waves

NASA Astrophysics Data System (ADS)

Eilon, Zachary; Fischer, Karen M.; Dalton, Colleen A.

2018-07-01

We present a methodology for 1-D imaging of upper-mantle structure using a Bayesian approach that incorporates a novel combination of seismic data types and an adaptive parametrization based on piecewise discontinuous splines. Our inversion algorithm lays the groundwork for improved seismic velocity models of the lithosphere and asthenosphere by harnessing the recent expansion of large seismic arrays and computational power alongside sophisticated data analysis. Careful processing of P- and S-wave arrivals isolates converted phases generated at velocity gradients between the mid-crust and 300 km depth. This data is allied with ambient noise and earthquake Rayleigh wave phase velocities to obtain detailed VS and VP velocity models. Synthetic tests demonstrate that converted phases are necessary to accurately constrain velocity gradients, and S-p phases are particularly important for resolving mantle structure, while surface waves are necessary for capturing absolute velocities. We apply the method to several stations in the northwest and north-central United States, finding that the imaged structure improves upon existing models by sharpening the vertical resolution of absolute velocity profiles, offering robust uncertainty estimates, and revealing mid-lithospheric velocity gradients indicative of thermochemical cratonic layering. This flexible method holds promise for increasingly detailed understanding of the upper mantle.

Assessment of Data Fusion Algorithms for Earth Observation Change Detection Processes

PubMed Central

Molina, Iñigo; Martinez, Estibaliz; Morillo, Carmen; Velasco, Jesus; Jara, Alvaro

2016-01-01

In this work a parametric multi-sensor Bayesian data fusion approach and a Support Vector Machine (SVM) are used for a Change Detection problem. For this purpose two sets of SPOT5-PAN images have been used, which are in turn used for Change Detection Indices (CDIs) calculation. For minimizing radiometric differences, a methodology based on zonal “invariant features” is suggested. The choice of one or the other CDI for a change detection process is a subjective task as each CDI is probably more or less sensitive to certain types of changes. Likewise, this idea might be employed to create and improve a “change map”, which can be accomplished by means of the CDI’s informational content. For this purpose, information metrics such as the Shannon Entropy and “Specific Information” have been used to weight the changes and no-changes categories contained in a certain CDI and thus introduced in the Bayesian information fusion algorithm. Furthermore, the parameters of the probability density functions (pdf’s) that best fit the involved categories have also been estimated. Conversely, these considerations are not necessary for mapping procedures based on the discriminant functions of a SVM. This work has confirmed the capabilities of probabilistic information fusion procedure under these circumstances. PMID:27706048

A flexible cure rate model for spatially correlated survival data based on generalized extreme value distribution and Gaussian process priors.

PubMed

Li, Dan; Wang, Xia; Dey, Dipak K

2016-09-01

Our present work proposes a new survival model in a Bayesian context to analyze right-censored survival data for populations with a surviving fraction, assuming that the log failure time follows a generalized extreme value distribution. Many applications require a more flexible modeling of covariate information than a simple linear or parametric form for all covariate effects. It is also necessary to include the spatial variation in the model, since it is sometimes unexplained by the covariates considered in the analysis. Therefore, the nonlinear covariate effects and the spatial effects are incorporated into the systematic component of our model. Gaussian processes (GPs) provide a natural framework for modeling potentially nonlinear relationship and have recently become extremely powerful in nonlinear regression. Our proposed model adopts a semiparametric Bayesian approach by imposing a GP prior on the nonlinear structure of continuous covariate. With the consideration of data availability and computational complexity, the conditionally autoregressive distribution is placed on the region-specific frailties to handle spatial correlation. The flexibility and gains of our proposed model are illustrated through analyses of simulated data examples as well as a dataset involving a colon cancer clinical trial from the state of Iowa. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Bayesian estimation of dose thresholds

NASA Technical Reports Server (NTRS)

Groer, P. G.; Carnes, B. A.

2003-01-01

An example is described of Bayesian estimation of radiation absorbed dose thresholds (subsequently simply referred to as dose thresholds) using a specific parametric model applied to a data set on mice exposed to 60Co gamma rays and fission neutrons. A Weibull based relative risk model with a dose threshold parameter was used to analyse, as an example, lung cancer mortality and determine the posterior density for the threshold dose after single exposures to 60Co gamma rays or fission neutrons from the JANUS reactor at Argonne National Laboratory. The data consisted of survival, censoring times and cause of death information for male B6CF1 unexposed and exposed mice. The 60Co gamma whole-body doses for the two exposed groups were 0.86 and 1.37 Gy. The neutron whole-body doses were 0.19 and 0.38 Gy. Marginal posterior densities for the dose thresholds for neutron and gamma radiation were calculated with numerical integration and found to have quite different shapes. The density of the threshold for 60Co is unimodal with a mode at about 0.50 Gy. The threshold density for fission neutrons declines monotonically from a maximum value at zero with increasing doses. The posterior densities for all other parameters were similar for the two radiation types.

Incorporating Biological Knowledge into Evaluation of Casual Regulatory Hypothesis

NASA Technical Reports Server (NTRS)

Chrisman, Lonnie; Langley, Pat; Bay, Stephen; Pohorille, Andrew; DeVincenzi, D. (Technical Monitor)

2002-01-01

Biological data can be scarce and costly to obtain. The small number of samples available typically limits statistical power and makes reliable inference of causal relations extremely difficult. However, we argue that statistical power can be increased substantially by incorporating prior knowledge and data from diverse sources. We present a Bayesian framework that combines information from different sources and we show empirically that this lets one make correct causal inferences with small sample sizes that otherwise would be impossible.

Recent advances in research on climate and human conflict

NASA Astrophysics Data System (ADS)

Hsiang, S. M.

2014-12-01

A rapidly growing body of empirical, quantitative research examines whether rates of human conflict can be systematically altered by climatic changes. We discuss recent advances in this field, including Bayesian meta-analyses of the effect of temperature and rainfall on current and future large-scale conflicts, the impact of climate variables on gang violence and suicides in Mexico, and probabilistic projections of personal violence and property crime in the United States under RCP scenarios. Criticisms of this research field will also be explained and addressed.

Social and Demographic Factors Associated with Morbidities in Young Children in Egypt: A Bayesian Geo-Additive Semi-Parametric Multinomial Model.

PubMed

Khatab, Khaled; Adegboye, Oyelola; Mohammed, Taofeeq Ibn

2016-01-01

Globally, the burden of mortality in children, especially in poor developing countries, is alarming and has precipitated concern and calls for concerted efforts in combating such health problems. Examples of diseases that contribute to this burden of mortality include diarrhoea, cough, fever, and the overlap between these illnesses, causing childhood morbidity and mortality. To gain insight into these health issues, we employed the 2008 Demographic and Health Survey Data of Egypt, which recorded details from 10,872 children under five. This data focused on the demographic and socio-economic characteristics of household members. We applied a Bayesian multinomial model to assess the area-specific spatial effects and risk factors of co-morbidity of fever, diarrhoea and cough for children under the age of five. The results showed that children under 20 months of age were more likely to have the three diseases (OR: 6.8; 95% CI: 4.6-10.2) than children between 20 and 40 months (OR: 2.14; 95% CI: 1.38-3.3). In multivariate Bayesian geo-additive models, the children of mothers who were over 20 years of age were more likely to have only cough (OR: 1.2; 95% CI: 0.9-1.5) and only fever (OR: 1.2; 95% CI: 0.91-1.51) compared with their counterparts. Spatial results showed that the North-eastern region of Egypt has a higher incidence than most of other regions. This study showed geographic patterns of Egyptian governorates in the combined prevalence of morbidity among Egyptian children. It is obvious that the Nile Delta, Upper Egypt, and south-eastern Egypt have high rates of diseases and are more affected. Therefore, more attention is needed in these areas.

Dynamic Bayesian Network Modeling of the Interplay between EGFR and Hedgehog Signaling.

PubMed

Fröhlich, Holger; Bahamondez, Gloria; Götschel, Frank; Korf, Ulrike

2015-01-01

Aberrant activation of sonic Hegdehog (SHH) signaling has been found to disrupt cellular differentiation in many human cancers and to increase proliferation. The SHH pathway is known to cross-talk with EGFR dependent signaling. Recent studies experimentally addressed this interplay in Daoy cells, which are presumable a model system for medulloblastoma, a highly malignant brain tumor that predominately occurs in children. Currently ongoing are several clinical trials for different solid cancers, which are designed to validate the clinical benefits of targeting the SHH in combination with other pathways. This has motivated us to investigate interactions between EGFR and SHH dependent signaling in greater depth. To our knowledge, there is no mathematical model describing the interplay between EGFR and SHH dependent signaling in medulloblastoma so far. Here we come up with a fully probabilistic approach using Dynamic Bayesian Networks (DBNs). To build our model, we made use of literature based knowledge describing SHH and EGFR signaling and integrated gene expression (Illumina) and cellular location dependent time series protein expression data (Reverse Phase Protein Arrays). We validated our model by sub-sampling training data and making Bayesian predictions on the left out test data. Our predictions focusing on key transcription factors and p70S6K, showed a high level of concordance with experimental data. Furthermore, the stability of our model was tested by a parametric bootstrap approach. Stable network features were in agreement with published data. Altogether we believe that our model improved our understanding of the interplay between two highly oncogenic signaling pathways in Daoy cells. This may open new perspectives for the future therapy of Hedghog/EGF-dependent solid tumors.

Accounting for model error in Bayesian solutions to hydrogeophysical inverse problems using a local basis approach

NASA Astrophysics Data System (ADS)

Köpke, Corinna; Irving, James; Elsheikh, Ahmed H.

2018-06-01

Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward model linking subsurface physical properties to measured data, which is typically assumed to be perfectly known in the inversion procedure. However, to make the stochastic solution of the inverse problem computationally tractable using methods such as Markov-chain-Monte-Carlo (MCMC), fast approximations of the forward model are commonly employed. This gives rise to model error, which has the potential to significantly bias posterior statistics if not properly accounted for. Here, we present a new methodology for dealing with the model error arising from the use of approximate forward solvers in Bayesian solutions to hydrogeophysical inverse problems. Our approach is geared towards the common case where this error cannot be (i) effectively characterized through some parametric statistical distribution; or (ii) estimated by interpolating between a small number of computed model-error realizations. To this end, we focus on identification and removal of the model-error component of the residual during MCMC using a projection-based approach, whereby the orthogonal basis employed for the projection is derived in each iteration from the K-nearest-neighboring entries in a model-error dictionary. The latter is constructed during the inversion and grows at a specified rate as the iterations proceed. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar travel-time data considering three different subsurface parameterizations of varying complexity. Synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed for their inversion. In each case, our developed approach enables us to remove posterior bias and obtain a more realistic characterization of uncertainty.

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

Remaining useful life assessment of lithium-ion batteries in implantable medical devices

NASA Astrophysics Data System (ADS)

Hu, Chao; Ye, Hui; Jain, Gaurav; Schmidt, Craig

2018-01-01

This paper presents a prognostic study on lithium-ion batteries in implantable medical devices, in which a hybrid data-driven/model-based method is employed for remaining useful life assessment. The method is developed on and evaluated against data from two sets of lithium-ion prismatic cells used in implantable applications exhibiting distinct fade performance: 1) eight cells from Medtronic, PLC whose rates of capacity fade appear to be stable and gradually decrease over a 10-year test duration; and 2) eight cells from Manufacturer X whose rates appear to be greater and show sharp increase after some period over a 1.8-year test duration. The hybrid method enables online prediction of remaining useful life for predictive maintenance/control. It consists of two modules: 1) a sparse Bayesian learning module (data-driven) for inferring capacity from charge-related features; and 2) a recursive Bayesian filtering module (model-based) for updating empirical capacity fade models and predicting remaining useful life. A generic particle filter is adopted to implement recursive Bayesian filtering for the cells from the first set, whose capacity fade behavior can be represented by a single fade model; a multiple model particle filter with fixed-lag smoothing is proposed for the cells from the second data set, whose capacity fade behavior switches between multiple fade models.

Physics-based simulations of aerial attacks by peregrine falcons reveal that stooping at high speed maximizes catch success against agile prey.

PubMed

Mills, Robin; Hildenbrandt, Hanno; Taylor, Graham K; Hemelrijk, Charlotte K

2018-04-01

The peregrine falcon Falco peregrinus is renowned for attacking its prey from high altitude in a fast controlled dive called a stoop. Many other raptors employ a similar mode of attack, but the functional benefits of stooping remain obscure. Here we investigate whether, when, and why stooping promotes catch success, using a three-dimensional, agent-based modeling approach to simulate attacks of falcons on aerial prey. We simulate avian flapping and gliding flight using an analytical quasi-steady model of the aerodynamic forces and moments, parametrized by empirical measurements of flight morphology. The model-birds' flight control inputs are commanded by their guidance system, comprising a phenomenological model of its vision, guidance, and control. To intercept its prey, model-falcons use the same guidance law as missiles (pure proportional navigation); this assumption is corroborated by empirical data on peregrine falcons hunting lures. We parametrically vary the falcon's starting position relative to its prey, together with the feedback gain of its guidance loop, under differing assumptions regarding its errors and delay in vision and control, and for three different patterns of prey motion. We find that, when the prey maneuvers erratically, high-altitude stoops increase catch success compared to low-altitude attacks, but only if the falcon's guidance law is appropriately tuned, and only given a high degree of precision in vision and control. Remarkably, the optimal tuning of the guidance law in our simulations coincides closely with what has been observed empirically in peregrines. High-altitude stoops are shown to be beneficial because their high airspeed enables production of higher aerodynamic forces for maneuvering, and facilitates higher roll agility as the wings are tucked, each of which is essential to catching maneuvering prey at realistic response delays.

Estimating trends in the global mean temperature record

NASA Astrophysics Data System (ADS)

Poppick, Andrew; Moyer, Elisabeth J.; Stein, Michael L.

2017-06-01

Given uncertainties in physical theory and numerical climate simulations, the historical temperature record is often used as a source of empirical information about climate change. Many historical trend analyses appear to de-emphasize physical and statistical assumptions: examples include regression models that treat time rather than radiative forcing as the relevant covariate, and time series methods that account for internal variability in nonparametric rather than parametric ways. However, given a limited data record and the presence of internal variability, estimating radiatively forced temperature trends in the historical record necessarily requires some assumptions. Ostensibly empirical methods can also involve an inherent conflict in assumptions: they require data records that are short enough for naive trend models to be applicable, but long enough for long-timescale internal variability to be accounted for. In the context of global mean temperatures, empirical methods that appear to de-emphasize assumptions can therefore produce misleading inferences, because the trend over the twentieth century is complex and the scale of temporal correlation is long relative to the length of the data record. We illustrate here how a simple but physically motivated trend model can provide better-fitting and more broadly applicable trend estimates and can allow for a wider array of questions to be addressed. In particular, the model allows one to distinguish, within a single statistical framework, between uncertainties in the shorter-term vs. longer-term response to radiative forcing, with implications not only on historical trends but also on uncertainties in future projections. We also investigate the consequence on inferred uncertainties of the choice of a statistical description of internal variability. While nonparametric methods may seem to avoid making explicit assumptions, we demonstrate how even misspecified parametric statistical methods, if attuned to the important characteristics of internal variability, can result in more accurate uncertainty statements about trends.

Towards Validation of an Adaptive Flight Control Simulation Using Statistical Emulation

NASA Technical Reports Server (NTRS)

He, Yuning; Lee, Herbert K. H.; Davies, Misty D.

2012-01-01

Traditional validation of flight control systems is based primarily upon empirical testing. Empirical testing is sufficient for simple systems in which a.) the behavior is approximately linear and b.) humans are in-the-loop and responsible for off-nominal flight regimes. A different possible concept of operation is to use adaptive flight control systems with online learning neural networks (OLNNs) in combination with a human pilot for off-nominal flight behavior (such as when a plane has been damaged). Validating these systems is difficult because the controller is changing during the flight in a nonlinear way, and because the pilot and the control system have the potential to co-adapt in adverse ways traditional empirical methods are unlikely to provide any guarantees in this case. Additionally, the time it takes to find unsafe regions within the flight envelope using empirical testing means that the time between adaptive controller design iterations is large. This paper describes a new concept for validating adaptive control systems using methods based on Bayesian statistics. This validation framework allows the analyst to build nonlinear models with modal behavior, and to have an uncertainty estimate for the difference between the behaviors of the model and system under test.

A Bayesian Framework for False Belief Reasoning in Children: A Rational Integration of Theory-Theory and Simulation Theory

PubMed Central

Asakura, Nobuhiko; Inui, Toshio

2016-01-01

Two apparently contrasting theories have been proposed to account for the development of children's theory of mind (ToM): theory-theory and simulation theory. We present a Bayesian framework that rationally integrates both theories for false belief reasoning. This framework exploits two internal models for predicting the belief states of others: one of self and one of others. These internal models are responsible for simulation-based and theory-based reasoning, respectively. The framework further takes into account empirical studies of a developmental ToM scale (e.g., Wellman and Liu, 2004): developmental progressions of various mental state understandings leading up to false belief understanding. By representing the internal models and their interactions as a causal Bayesian network, we formalize the model of children's false belief reasoning as probabilistic computations on the Bayesian network. This model probabilistically weighs and combines the two internal models and predicts children's false belief ability as a multiplicative effect of their early-developed abilities to understand the mental concepts of diverse beliefs and knowledge access. Specifically, the model predicts that children's proportion of correct responses on a false belief task can be closely approximated as the product of their proportions correct on the diverse belief and knowledge access tasks. To validate this prediction, we illustrate that our model provides good fits to a variety of ToM scale data for preschool children. We discuss the implications and extensions of our model for a deeper understanding of developmental progressions of children's ToM abilities. PMID:28082941

A Bayesian Framework for False Belief Reasoning in Children: A Rational Integration of Theory-Theory and Simulation Theory.

PubMed

Asakura, Nobuhiko; Inui, Toshio

2016-01-01

Two apparently contrasting theories have been proposed to account for the development of children's theory of mind (ToM): theory-theory and simulation theory. We present a Bayesian framework that rationally integrates both theories for false belief reasoning. This framework exploits two internal models for predicting the belief states of others: one of self and one of others. These internal models are responsible for simulation-based and theory-based reasoning, respectively. The framework further takes into account empirical studies of a developmental ToM scale (e.g., Wellman and Liu, 2004): developmental progressions of various mental state understandings leading up to false belief understanding. By representing the internal models and their interactions as a causal Bayesian network, we formalize the model of children's false belief reasoning as probabilistic computations on the Bayesian network. This model probabilistically weighs and combines the two internal models and predicts children's false belief ability as a multiplicative effect of their early-developed abilities to understand the mental concepts of diverse beliefs and knowledge access. Specifically, the model predicts that children's proportion of correct responses on a false belief task can be closely approximated as the product of their proportions correct on the diverse belief and knowledge access tasks. To validate this prediction, we illustrate that our model provides good fits to a variety of ToM scale data for preschool children. We discuss the implications and extensions of our model for a deeper understanding of developmental progressions of children's ToM abilities.

Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models

NASA Astrophysics Data System (ADS)

Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.

2017-12-01

Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream measurements.

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

PubMed

Wiczling, Paweł; Kaliszan, Roman

2016-01-05

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

Application of Poisson random effect models for highway network screening.

PubMed

Jiang, Ximiao; Abdel-Aty, Mohamed; Alamili, Samer

2014-02-01

In recent years, Bayesian random effect models that account for the temporal and spatial correlations of crash data became popular in traffic safety research. This study employs random effect Poisson Log-Normal models for crash risk hotspot identification. Both the temporal and spatial correlations of crash data were considered. Potential for Safety Improvement (PSI) were adopted as a measure of the crash risk. Using the fatal and injury crashes that occurred on urban 4-lane divided arterials from 2006 to 2009 in the Central Florida area, the random effect approaches were compared to the traditional Empirical Bayesian (EB) method and the conventional Bayesian Poisson Log-Normal model. A series of method examination tests were conducted to evaluate the performance of different approaches. These tests include the previously developed site consistence test, method consistence test, total rank difference test, and the modified total score test, as well as the newly proposed total safety performance measure difference test. Results show that the Bayesian Poisson model accounting for both temporal and spatial random effects (PTSRE) outperforms the model that with only temporal random effect, and both are superior to the conventional Poisson Log-Normal model (PLN) and the EB model in the fitting of crash data. Additionally, the method evaluation tests indicate that the PTSRE model is significantly superior to the PLN model and the EB model in consistently identifying hotspots during successive time periods. The results suggest that the PTSRE model is a superior alternative for road site crash risk hotspot identification. Copyright © 2013 Elsevier Ltd. All rights reserved.

Numerical Demons in Monte Carlo Estimation of Bayesian Model Evidence with Application to Soil Respiration Models

NASA Astrophysics Data System (ADS)

Elshall, A. S.; Ye, M.; Niu, G. Y.; Barron-Gafford, G.

2016-12-01

Bayesian multimodel inference is increasingly being used in hydrology. Estimating Bayesian model evidence (BME) is of central importance in many Bayesian multimodel analysis such as Bayesian model averaging and model selection. BME is the overall probability of the model in reproducing the data, accounting for the trade-off between the goodness-of-fit and the model complexity. Yet estimating BME is challenging, especially for high dimensional problems with complex sampling space. Estimating BME using the Monte Carlo numerical methods is preferred, as the methods yield higher accuracy than semi-analytical solutions (e.g. Laplace approximations, BIC, KIC, etc.). However, numerical methods are prone the numerical demons arising from underflow of round off errors. Although few studies alluded to this issue, to our knowledge this is the first study that illustrates these numerical demons. We show that the precision arithmetic can become a threshold on likelihood values and Metropolis acceptance ratio, which results in trimming parameter regions (when likelihood function is less than the smallest floating point number that a computer can represent) and corrupting of the empirical measures of the random states of the MCMC sampler (when using log-likelihood function). We consider two of the most powerful numerical estimators of BME that are the path sampling method of thermodynamic integration (TI) and the importance sampling method of steppingstone sampling (SS). We also consider the two most widely used numerical estimators, which are the prior sampling arithmetic mean (AS) and posterior sampling harmonic mean (HM). We investigate the vulnerability of these four estimators to the numerical demons. Interesting, the most biased estimator, namely the HM, turned out to be the least vulnerable. While it is generally assumed that AM is a bias-free estimator that will always approximate the true BME by investing in computational effort, we show that arithmetic underflow can hamper AM resulting in severe underestimation of BME. TI turned out to be the most vulnerable, resulting in BME overestimation. Finally, we show how SS can be largely invariant to rounding errors, yielding the most accurate and computational efficient results. These research results are useful for MC simulations to estimate Bayesian model evidence.

Evaluating sufficient similarity for drinking-water disinfection by-product (DBP) mixtures with bootstrap hypothesis test procedures.

PubMed

Feder, Paul I; Ma, Zhenxu J; Bull, Richard J; Teuschler, Linda K; Rice, Glenn

2009-01-01

In chemical mixtures risk assessment, the use of dose-response data developed for one mixture to estimate risk posed by a second mixture depends on whether the two mixtures are sufficiently similar. While evaluations of similarity may be made using qualitative judgments, this article uses nonparametric statistical methods based on the "bootstrap" resampling technique to address the question of similarity among mixtures of chemical disinfectant by-products (DBP) in drinking water. The bootstrap resampling technique is a general-purpose, computer-intensive approach to statistical inference that substitutes empirical sampling for theoretically based parametric mathematical modeling. Nonparametric, bootstrap-based inference involves fewer assumptions than parametric normal theory based inference. The bootstrap procedure is appropriate, at least in an asymptotic sense, whether or not the parametric, distributional assumptions hold, even approximately. The statistical analysis procedures in this article are initially illustrated with data from 5 water treatment plants (Schenck et al., 2009), and then extended using data developed from a study of 35 drinking-water utilities (U.S. EPA/AMWA, 1989), which permits inclusion of a greater number of water constituents and increased structure in the statistical models.

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.

Regional vertical total electron content (VTEC) modeling together with satellite and receiver differential code biases (DCBs) using semi-parametric multivariate adaptive regression B-splines (SP-BMARS)

NASA Astrophysics Data System (ADS)

Durmaz, Murat; Karslioglu, Mahmut Onur

2015-04-01

There are various global and regional methods that have been proposed for the modeling of ionospheric vertical total electron content (VTEC). Global distribution of VTEC is usually modeled by spherical harmonic expansions, while tensor products of compactly supported univariate B-splines can be used for regional modeling. In these empirical parametric models, the coefficients of the basis functions as well as differential code biases (DCBs) of satellites and receivers can be treated as unknown parameters which can be estimated from geometry-free linear combinations of global positioning system observables. In this work we propose a new semi-parametric multivariate adaptive regression B-splines (SP-BMARS) method for the regional modeling of VTEC together with satellite and receiver DCBs, where the parametric part of the model is related to the DCBs as fixed parameters and the non-parametric part adaptively models the spatio-temporal distribution of VTEC. The latter is based on multivariate adaptive regression B-splines which is a non-parametric modeling technique making use of compactly supported B-spline basis functions that are generated from the observations automatically. This algorithm takes advantage of an adaptive scale-by-scale model building strategy that searches for best-fitting B-splines to the data at each scale. The VTEC maps generated from the proposed method are compared numerically and visually with the global ionosphere maps (GIMs) which are provided by the Center for Orbit Determination in Europe (CODE). The VTEC values from SP-BMARS and CODE GIMs are also compared with VTEC values obtained through calibration using local ionospheric model. The estimated satellite and receiver DCBs from the SP-BMARS model are compared with the CODE distributed DCBs. The results show that the SP-BMARS algorithm can be used to estimate satellite and receiver DCBs while adaptively and flexibly modeling the daily regional VTEC.

Reconstruction of interaction rate in holographic dark energy

NASA Astrophysics Data System (ADS)

Mukherjee, Ankan

2016-11-01

The present work is based on the holographic dark energy model with Hubble horizon as the infrared cut-off. The interaction rate between dark energy and dark matter has been reconstructed for three different parameterizations of the deceleration parameter. Observational constraints on the model parameters have been obtained by maximum likelihood analysis using the observational Hubble parameter data (OHD), type Ia supernovab data (SNe), baryon acoustic oscillation data (BAO) and the distance prior of cosmic microwave background (CMB) namely the CMB shift parameter data (CMBShift). The interaction rate obtained in the present work remains always positive and increases with expansion. It is very similar to the result obtained by Sen and Pavon [1] where the interaction rate has been reconstructed for a parametrization of the dark energy equation of state. Tighter constraints on the interaction rate have been obtained in the present work as it is based on larger data sets. The nature of the dark energy equation of state parameter has also been studied for the present models. Though the reconstruction is done from different parametrizations, the overall nature of the interaction rate is very similar in all the cases. Different information criteria and the Bayesian evidence, which have been invoked in the context of model selection, show that the these models are at close proximity of each other.

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.

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.

Functional mechanisms of probabilistic inference in feature- and space-based attentional systems.

PubMed

Dombert, Pascasie L; Kuhns, Anna; Mengotti, Paola; Fink, Gereon R; Vossel, Simone

2016-11-15

Humans flexibly attend to features or locations and these processes are influenced by the probability of sensory events. We combined computational modeling of response times with fMRI to compare the functional correlates of (re-)orienting, and the modulation by probabilistic inference in spatial and feature-based attention systems. Twenty-four volunteers performed two task versions with spatial or color cues. Percentage of cue validity changed unpredictably. A hierarchical Bayesian model was used to derive trial-wise estimates of probability-dependent attention, entering the fMRI analysis as parametric regressors. Attentional orienting activated a dorsal frontoparietal network in both tasks, without significant parametric modulation. Spatially invalid trials activated a bilateral frontoparietal network and the precuneus, while invalid feature trials activated the left intraparietal sulcus (IPS). Probability-dependent attention modulated activity in the precuneus, left posterior IPS, middle occipital gyrus, and right temporoparietal junction for spatial attention, and in the left anterior IPS for feature-based and spatial attention. These findings provide novel insights into the generality and specificity of the functional basis of attentional control. They suggest that probabilistic inference can distinctively affect each attentional subsystem, but that there is an overlap in the left IPS, which responds to both spatial and feature-based expectancy violations. Copyright © 2016 Elsevier Inc. All rights reserved.

Parametric modulation of reward sequences during a reversal task in ACC and VMPFC but not amygdala and striatum.

PubMed

Becker, Michael P I; Nitsch, Alexander M; Hewig, Johannes; Miltner, Wolfgang H R; Straube, Thomas

2016-12-01

Several regions of the frontal cortex interact with striatal and amygdala regions to mediate the evaluation of reward-related information and subsequent adjustment of response choices. Recent theories discuss the particular relevance of dorsal anterior cingulate cortex (dACC) for switching behavior; consecutively, ventromedial prefrontal cortex (VMPFC) is involved in mediating exploitative behaviors by tracking reward values unfolding after the behavioral switch. Amygdala, on the other hand, has been implied in coding the valence of stimulus-outcome associations and the ventral striatum (VS) has consistently been shown to code a reward prediction error (RPE). Here, we used fMRI data acquired in humans during a reversal task to parametrically model different sequences of positive feedback in order to unravel differential contributions of these brain regions to the tracking and exploitation of rewards. Parameters from an Optimal Bayesian Learner accurately predicted the divergent involvement of dACC and VMPFC during feedback processing: dACC signaled the first, but not later, presentations of positive feedback, while VMPFC coded trial-by-trial accumulations in reward value. Our results confirm that dACC carries a prominent confirmatory signal during processing of first positive feedback. Amygdala coded positive feedbacks more uniformly, while striatal regions were associated with RPE. Copyright © 2016 Elsevier Inc. All rights reserved.

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

A Unified and Comprehensible View of Parametric and Kernel Methods for Genomic Prediction with Application to Rice.

PubMed

Jacquin, Laval; Cao, Tuong-Vi; Ahmadi, Nourollah

2016-01-01

One objective of this study was to provide readers with a clear and unified understanding of parametric statistical and kernel methods, used for genomic prediction, and to compare some of these in the context of rice breeding for quantitative traits. Furthermore, another objective was to provide a simple and user-friendly R package, named KRMM, which allows users to perform RKHS regression with several kernels. After introducing the concept of regularized empirical risk minimization, the connections between well-known parametric and kernel methods such as Ridge regression [i.e., genomic best linear unbiased predictor (GBLUP)] and reproducing kernel Hilbert space (RKHS) regression were reviewed. Ridge regression was then reformulated so as to show and emphasize the advantage of the kernel "trick" concept, exploited by kernel methods in the context of epistatic genetic architectures, over parametric frameworks used by conventional methods. Some parametric and kernel methods; least absolute shrinkage and selection operator (LASSO), GBLUP, support vector machine regression (SVR) and RKHS regression were thereupon compared for their genomic predictive ability in the context of rice breeding using three real data sets. Among the compared methods, RKHS regression and SVR were often the most accurate methods for prediction followed by GBLUP and LASSO. An R function which allows users to perform RR-BLUP of marker effects, GBLUP and RKHS regression, with a Gaussian, Laplacian, polynomial or ANOVA kernel, in a reasonable computation time has been developed. Moreover, a modified version of this function, which allows users to tune kernels for RKHS regression, has also been developed and parallelized for HPC Linux clusters. The corresponding KRMM package and all scripts have been made publicly available.

Diagnosis of combined faults in Rotary Machinery by Non-Naive Bayesian approach

NASA Astrophysics Data System (ADS)

Asr, Mahsa Yazdanian; Ettefagh, Mir Mohammad; Hassannejad, Reza; Razavi, Seyed Naser

2017-02-01

When combined faults happen in different parts of the rotating machines, their features are profoundly dependent. Experts are completely familiar with individuals faults characteristics and enough data are available from single faults but the problem arises, when the faults combined and the separation of characteristics becomes complex. Therefore, the experts cannot declare exact information about the symptoms of combined fault and its quality. In this paper to overcome this drawback, a novel method is proposed. The core idea of the method is about declaring combined fault without using combined fault features as training data set and just individual fault features are applied in training step. For this purpose, after data acquisition and resampling the obtained vibration signals, Empirical Mode Decomposition (EMD) is utilized to decompose multi component signals to Intrinsic Mode Functions (IMFs). With the use of correlation coefficient, proper IMFs for feature extraction are selected. In feature extraction step, Shannon energy entropy of IMFs was extracted as well as statistical features. It is obvious that most of extracted features are strongly dependent. To consider this matter, Non-Naive Bayesian Classifier (NNBC) is appointed, which release the fundamental assumption of Naive Bayesian, i.e., the independence among features. To demonstrate the superiority of NNBC, other counterpart methods, include Normal Naive Bayesian classifier, Kernel Naive Bayesian classifier and Back Propagation Neural Networks were applied and the classification results are compared. An experimental vibration signals, collected from automobile gearbox, were used to verify the effectiveness of the proposed method. During the classification process, only the features, related individually to healthy state, bearing failure and gear failures, were assigned for training the classifier. But, combined fault features (combined gear and bearing failures) were examined as test data. The achieved probabilities for the test data show that the combined fault can be identified with high success rate.

Spatio Temporal EEG Source Imaging with the Hierarchical Bayesian Elastic Net and Elitist Lasso Models

PubMed Central

Paz-Linares, Deirel; Vega-Hernández, Mayrim; Rojas-López, Pedro A.; Valdés-Hernández, Pedro A.; Martínez-Montes, Eduardo; Valdés-Sosa, Pedro A.

2017-01-01

The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem due to the non-uniqueness of the solution and regularization or prior information is needed to undertake Electrophysiology Source Imaging. Structured Sparsity priors can be attained through combinations of (L1 norm-based) and (L2 norm-based) constraints such as the Elastic Net (ENET) and Elitist Lasso (ELASSO) models. The former model is used to find solutions with a small number of smooth nonzero patches, while the latter imposes different degrees of sparsity simultaneously along different dimensions of the spatio-temporal matrix solutions. Both models have been addressed within the penalized regression approach, where the regularization parameters are selected heuristically, leading usually to non-optimal and computationally expensive solutions. The existing Bayesian formulation of ENET allows hyperparameter learning, but using the computationally intensive Monte Carlo/Expectation Maximization methods, which makes impractical its application to the EEG IP. While the ELASSO have not been considered before into the Bayesian context. In this work, we attempt to solve the EEG IP using a Bayesian framework for ENET and ELASSO models. We propose a Structured Sparse Bayesian Learning algorithm based on combining the Empirical Bayes and the iterative coordinate descent procedures to estimate both the parameters and hyperparameters. Using realistic simulations and avoiding the inverse crime we illustrate that our methods are able to recover complicated source setups more accurately and with a more robust estimation of the hyperparameters and behavior under different sparsity scenarios than classical LORETA, ENET and LASSO Fusion solutions. We also solve the EEG IP using data from a visual attention experiment, finding more interpretable neurophysiological patterns with our methods. The Matlab codes used in this work, including Simulations, Methods, Quality Measures and Visualization Routines are freely available in a public website. PMID:29200994

Spatio Temporal EEG Source Imaging with the Hierarchical Bayesian Elastic Net and Elitist Lasso Models.

PubMed

Paz-Linares, Deirel; Vega-Hernández, Mayrim; Rojas-López, Pedro A; Valdés-Hernández, Pedro A; Martínez-Montes, Eduardo; Valdés-Sosa, Pedro A

2017-01-01

The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem due to the non-uniqueness of the solution and regularization or prior information is needed to undertake Electrophysiology Source Imaging. Structured Sparsity priors can be attained through combinations of (L1 norm-based) and (L2 norm-based) constraints such as the Elastic Net (ENET) and Elitist Lasso (ELASSO) models. The former model is used to find solutions with a small number of smooth nonzero patches, while the latter imposes different degrees of sparsity simultaneously along different dimensions of the spatio-temporal matrix solutions. Both models have been addressed within the penalized regression approach, where the regularization parameters are selected heuristically, leading usually to non-optimal and computationally expensive solutions. The existing Bayesian formulation of ENET allows hyperparameter learning, but using the computationally intensive Monte Carlo/Expectation Maximization methods, which makes impractical its application to the EEG IP. While the ELASSO have not been considered before into the Bayesian context. In this work, we attempt to solve the EEG IP using a Bayesian framework for ENET and ELASSO models. We propose a Structured Sparse Bayesian Learning algorithm based on combining the Empirical Bayes and the iterative coordinate descent procedures to estimate both the parameters and hyperparameters. Using realistic simulations and avoiding the inverse crime we illustrate that our methods are able to recover complicated source setups more accurately and with a more robust estimation of the hyperparameters and behavior under different sparsity scenarios than classical LORETA, ENET and LASSO Fusion solutions. We also solve the EEG IP using data from a visual attention experiment, finding more interpretable neurophysiological patterns with our methods. The Matlab codes used in this work, including Simulations, Methods, Quality Measures and Visualization Routines are freely available in a public website.

Bayesian models for comparative analysis integrating phylogenetic uncertainty.

PubMed

de Villemereuil, Pierre; Wells, Jessie A; Edwards, Robert D; Blomberg, Simon P

2012-06-28

Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

PubMed Central

2012-01-01

Background Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language. PMID:22741602

Parametric study of variation in cargo-airplane performance related to progression from current to spanloader designs

NASA Technical Reports Server (NTRS)

Toll, T. A.

1980-01-01

A parametric analysis was made to investigate the relationship between current cargo airplanes and possible future designs that may differ greatly in both size and configuration. The method makes use of empirical scaling laws developed from statistical studies of data from current and advanced airplanes and, in addition, accounts for payload density, effects of span distributed load, and variations in tail area ratio. The method is believed to be particularly useful for exploratory studies of design and technology options for large airplanes. The analysis predicts somewhat more favorable variations of the ratios of payload to gross weight and block fuel to payload as the airplane size is increased than has been generally understood from interpretations of the cube-square law. In terms of these same ratios, large all wing (spanloader) designs show an advantage over wing-fuselage designs.

Development of Parametric Mass and Volume Models for an Aerospace SOFC/Gas Turbine Hybrid System

NASA Technical Reports Server (NTRS)

Tornabene, Robert; Wang, Xiao-yen; Steffen, Christopher J., Jr.; Freeh, Joshua E.

2005-01-01

In aerospace power systems, mass and volume are key considerations to produce a viable design. The utilization of fuel cells is being studied for a commercial aircraft electrical power unit. Based on preliminary analyses, a SOFC/gas turbine system may be a potential solution. This paper describes the parametric mass and volume models that are used to assess an aerospace hybrid system design. The design tool utilizes input from the thermodynamic system model and produces component sizing, performance, and mass estimates. The software is designed such that the thermodynamic model is linked to the mass and volume model to provide immediate feedback during the design process. It allows for automating an optimization process that accounts for mass and volume in its figure of merit. Each component in the system is modeled with a combination of theoretical and empirical approaches. A description of the assumptions and design analyses is presented.

Inferring functional connectivity in MRI using Bayesian network structure learning with a modified PC algorithm

PubMed Central

Iyer, Swathi; Shafran, Izhak; Grayson, David; Gates, Kathleen; Nigg, Joel; Fair, Damien

2013-01-01

Resting state functional connectivity MRI (rs-fcMRI) is a popular technique used to gauge the functional relatedness between regions in the brain for typical and special populations. Most of the work to date determines this relationship by using Pearson's correlation on BOLD fMRI timeseries. However, it has been recognized that there are at least two key limitations to this method. First, it is not possible to resolve the direct and indirect connections/influences. Second, the direction of information flow between the regions cannot be differentiated. In the current paper, we follow-up on recent work by Smith et al (2011), and apply a Bayesian approach called the PC algorithm to both simulated data and empirical data to determine whether these two factors can be discerned with group average, as opposed to single subject, functional connectivity data. When applied on simulated individual subjects, the algorithm performs well determining indirect and direct connection but fails in determining directionality. However, when applied at group level, PC algorithm gives strong results for both indirect and direct connections and the direction of information flow. Applying the algorithm on empirical data, using a diffusion-weighted imaging (DWI) structural connectivity matrix as the baseline, the PC algorithm outperformed the direct correlations. We conclude that, under certain conditions, the PC algorithm leads to an improved estimate of brain network structure compared to the traditional connectivity analysis based on correlations. PMID:23501054

Bayesian methods to estimate urban growth potential

USGS Publications Warehouse

Smith, Jordan W.; Smart, Lindsey S.; Dorning, Monica; Dupéy, Lauren Nicole; Méley, Andréanne; Meentemeyer, Ross K.

2017-01-01

Urban growth often influences the production of ecosystem services. The impacts of urbanization on landscapes can subsequently affect landowners’ perceptions, values and decisions regarding their land. Within land-use and land-change research, very few models of dynamic landscape-scale processes like urbanization incorporate empirically-grounded landowner decision-making processes. Very little attention has focused on the heterogeneous decision-making processes that aggregate to influence broader-scale patterns of urbanization. We examine the land-use tradeoffs faced by individual landowners in one of the United States’ most rapidly urbanizing regions − the urban area surrounding Charlotte, North Carolina. We focus on the land-use decisions of non-industrial private forest owners located across the region’s development gradient. A discrete choice experiment is used to determine the critical factors influencing individual forest owners’ intent to sell their undeveloped properties across a series of experimentally varied scenarios of urban growth. Data are analyzed using a hierarchical Bayesian approach. The estimates derived from the survey data are used to modify a spatially-explicit trend-based urban development potential model, derived from remotely-sensed imagery and observed changes in the region’s socioeconomic and infrastructural characteristics between 2000 and 2011. This modeling approach combines the theoretical underpinnings of behavioral economics with spatiotemporal data describing a region’s historical development patterns. By integrating empirical social preference data into spatially-explicit urban growth models, we begin to more realistically capture processes as well as patterns that drive the location, magnitude and rates of urban growth.

Parametric analysis of diffuser requirements for high expansion ratio space engine

NASA Technical Reports Server (NTRS)

Wojciechowski, C. J.; Anderson, P. G.

1981-01-01

A supersonic diffuser ejector design computer program was developed. Using empirically modified one dimensional flow methods the diffuser ejector geometry is specified by the code. The design code results for calculations up to the end of the diffuser second throat were verified. Diffuser requirements for sea level testing of high expansion ratio space engines were defined. The feasibility of an ejector system using two commonly available turbojet engines feeding two variable area ratio ejectors was demonstrated.

The fractional volatility model: An agent-based interpretation

NASA Astrophysics Data System (ADS)

Vilela Mendes, R.

2008-06-01

Based on the criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data. Here, some features of the model are reviewed and extended to account for leverage effects. Using agent-based models, one tries to find which agent strategies and (or) properties of the financial institutions might be responsible for the features of the fractional volatility model.

Validation of Simplified Urban-Canopy Aerodynamic Parametrizations Using a Numerical Simulation of an Actual Downtown Area

NASA Astrophysics Data System (ADS)

Ramirez, N.; Afshari, Afshin; Norford, L.

2018-07-01

A steady-state Reynolds-averaged Navier-Stoke computational fluid dynamics (CFD) investigation of boundary-layer flow over a major portion of downtown Abu Dhabi is conducted. The results are used to derive the shear stress and characterize the logarithmic region for eight sub-domains, where the sub-domains overlap and are overlaid in the streamwise direction. They are characterized by a high frontal area index initially, which decreases significantly beyond the fifth sub-domain. The plan area index is relatively stable throughout the domain. For each sub-domain, the estimated local roughness length and displacement height derived from CFD results are compared to prevalent empirical formulations. We further validate and tune a mixing-length model proposed by Coceal and Belcher (Q J R Meteorol Soc 130:1349-1372, 2004). Finally, the in-canopy wind-speed attenuation is analysed as a function of fetch. It is shown that, while there is some room for improvement in Macdonald's empirical formulations (Boundary-Layer Meteorol 97:25-45, 2000), Coceal and Belcher's mixing model in combination with the resolution method of Di Sabatino et al. (Boundary-Layer Meteorol 127:131-151, 2008) can provide a robust estimation of the average wind speed in the logarithmic region. Within the roughness sublayer, a properly parametrized Cionco exponential model is shown to be quite accurate.

A Robust Semi-Parametric Test for Detecting Trait-Dependent Diversification.

PubMed

Rabosky, Daniel L; Huang, Huateng

2016-03-01

Rates of species diversification vary widely across the tree of life and there is considerable interest in identifying organismal traits that correlate with rates of speciation and extinction. However, it has been challenging to develop methodological frameworks for testing hypotheses about trait-dependent diversification that are robust to phylogenetic pseudoreplication and to directionally biased rates of character change. We describe a semi-parametric test for trait-dependent diversification that explicitly requires replicated associations between character states and diversification rates to detect effects. To use the method, diversification rates are reconstructed across a phylogenetic tree with no consideration of character states. A test statistic is then computed to measure the association between species-level traits and the corresponding diversification rate estimates at the tips of the tree. The empirical value of the test statistic is compared to a null distribution that is generated by structured permutations of evolutionary rates across the phylogeny. The test is applicable to binary discrete characters as well as continuous-valued traits and can accommodate extremely sparse sampling of character states at the tips of the tree. We apply the test to several empirical data sets and demonstrate that the method has acceptable Type I error rates. © The Author(s) 2015. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Detection and localization of change points in temporal networks with the aid of stochastic block models

NASA Astrophysics Data System (ADS)

De Ridder, Simon; Vandermarliere, Benjamin; Ryckebusch, Jan

2016-11-01

A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset (2015 Proc. 29th AAAI Conf. on Artificial Intelligence). We build on this methodology and extend it to also include the versatile stochastic block models (SBMs) as a parametric family for reconstructing the empirical networks. We use five different techniques for change point detection on prototypical temporal networks, including empirical and synthetic ones. We find that none of the considered methods can consistently outperform the others when it comes to detecting and locating the expected change points in empirical temporal networks. With respect to the precision and the recall of the results of the change points, we find that the method based on a degree-corrected SBM has better recall properties than other dedicated methods, especially for sparse networks and smaller sliding time window widths.

Comparison of estimation methods for creating small area rates of acute myocardial infarction among Medicare beneficiaries in California.

PubMed

Yasaitis, Laura C; Arcaya, Mariana C; Subramanian, S V

2015-09-01

Creating local population health measures from administrative data would be useful for health policy and public health monitoring purposes. While a wide range of options--from simple spatial smoothers to model-based methods--for estimating such rates exists, there are relatively few side-by-side comparisons, especially not with real-world data. In this paper, we compare methods for creating local estimates of acute myocardial infarction rates from Medicare claims data. A Bayesian Monte Carlo Markov Chain estimator that incorporated spatial and local random effects performed best, followed by a method-of-moments spatial Empirical Bayes estimator. As the former is more complicated and time-consuming, spatial linear Empirical Bayes methods may represent a good alternative for non-specialist investigators. Copyright © 2015 Elsevier Ltd. All rights reserved.

Body surface assessment with 3D laser-based anthropometry: reliability, validation, and improvement of empirical surface formulae.

PubMed

Kuehnapfel, Andreas; Ahnert, Peter; Loeffler, Markus; Scholz, Markus

2017-02-01

Body surface area is a physiological quantity relevant for many medical applications. In clinical practice, it is determined by empirical formulae. 3D laser-based anthropometry provides an easy and effective way to measure body surface area but is not ubiquitously available. We used data from laser-based anthropometry from a population-based study to assess validity of published and commonly used empirical formulae. We performed a large population-based study on adults collecting classical anthropometric measurements and 3D body surface assessments (N = 1435). We determined reliability of the 3D body surface assessment and validity of 18 different empirical formulae proposed in the literature. The performance of these formulae is studied in subsets of sex and BMI. Finally, improvements of parameter settings of formulae and adjustments for sex and BMI were considered. 3D body surface measurements show excellent intra- and inter-rater reliability of 0.998 (overall concordance correlation coefficient, OCCC was used as measure of agreement). Empirical formulae of Fujimoto and Watanabe, Shuter and Aslani and Sendroy and Cecchini performed best with excellent concordance with OCCC > 0.949 even in subgroups of sex and BMI. Re-parametrization of formulae and adjustment for sex and BMI slightly improved results. In adults, 3D laser-based body surface assessment is a reliable alternative to estimation by empirical formulae. However, there are empirical formulae showing excellent results even in subgroups of sex and BMI with only little room for improvement.

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

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

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

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

Spatial analysis of county-based gonorrhoea incidence in mainland China, from 2004 to 2009.

PubMed

Yin, Fei; Feng, Zijian; Li, Xiaosong

2012-07-01

Gonorrhoea is one of the most common sexually transmissible infections in mainland China. Effective spatial monitoring of gonorrhoea incidence is important for successful implementation of control and prevention programs. The county-level gonorrhoea incidence rates for all of mainland China was monitored through examining spatial patterns. County-level data on gonorrhoea cases between 2004 and 2009 were obtained from the China Information System for Disease Control and Prevention. Bayesian smoothing and exploratory spatial data analysis (ESDA) methods were used to characterise the spatial distribution pattern of gonorrhoea cases. During the 6-year study period, the average annual gonorrhoea incidence was 12.41 cases per 100000 people. Using empirical Bayes smoothed rates, the local Moran test identified one significant single-centre cluster and two significant multi-centre clusters of high gonorrhoea risk (all P-values <0.01). Bayesian smoothing and ESDA methods can assist public health officials in using gonorrhoea surveillance data to identify high risk areas. Allocating more resources to such areas could effectively reduce gonorrhoea incidence.

Commensurate Priors for Incorporating Historical Information in Clinical Trials Using General and Generalized Linear Models

PubMed Central

Hobbs, Brian P.; Sargent, Daniel J.; Carlin, Bradley P.

2014-01-01

Assessing between-study variability in the context of conventional random-effects meta-analysis is notoriously difficult when incorporating data from only a small number of historical studies. In order to borrow strength, historical and current data are often assumed to be fully homogeneous, but this can have drastic consequences for power and Type I error if the historical information is biased. In this paper, we propose empirical and fully Bayesian modifications of the commensurate prior model (Hobbs et al., 2011) extending Pocock (1976), and evaluate their frequentist and Bayesian properties for incorporating patient-level historical data using general and generalized linear mixed regression models. Our proposed commensurate prior models lead to preposterior admissible estimators that facilitate alternative bias-variance trade-offs than those offered by pre-existing methodologies for incorporating historical data from a small number of historical studies. We also provide a sample analysis of a colon cancer trial comparing time-to-disease progression using a Weibull regression model. PMID:24795786

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

PubMed

Campbell, Kieran R; Yau, Christopher

2017-03-15

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

Intervals for posttest probabilities: a comparison of 5 methods.

PubMed

Mossman, D; Berger, J O

2001-01-01

Several medical articles discuss methods of constructing confidence intervals for single proportions and the likelihood ratio, but scant attention has been given to the systematic study of intervals for the posterior odds, or the positive predictive value, of a test. The authors describe 5 methods of constructing confidence intervals for posttest probabilities when estimates of sensitivity, specificity, and the pretest probability of a disorder are derived from empirical data. They then evaluate each method to determine how well the intervals' coverage properties correspond to their nominal value. When the estimates of pretest probabilities, sensitivity, and specificity are derived from more than 80 subjects and are not close to 0 or 1, all methods generate intervals with appropriate coverage properties. When these conditions are not met, however, the best-performing method is an objective Bayesian approach implemented by a simple simulation using a spreadsheet. Physicians and investigators can generate accurate confidence intervals for posttest probabilities in small-sample situations using the objective Bayesian approach.

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

Stinnett, Jacob; Sullivan, Clair J.; Xiong, Hao

Low-resolution isotope identifiers are widely deployed for nuclear security purposes, but these detectors currently demonstrate problems in making correct identifications in many typical usage scenarios. While there are many hardware alternatives and improvements that can be made, performance on existing low resolution isotope identifiers should be able to be improved by developing new identification algorithms. We have developed a wavelet-based peak extraction algorithm and an implementation of a Bayesian classifier for automated peak-based identification. The peak extraction algorithm has been extended to compute uncertainties in the peak area calculations. To build empirical joint probability distributions of the peak areas andmore » uncertainties, a large set of spectra were simulated in MCNP6 and processed with the wavelet-based feature extraction algorithm. Kernel density estimation was then used to create a new component of the likelihood function in the Bayesian classifier. Furthermore, identification performance is demonstrated on a variety of real low-resolution spectra, including Category I quantities of special nuclear material.« less

Survivorship analysis when cure is a possibility: a Monte Carlo study.

PubMed

Goldman, A I

1984-01-01

Parametric survivorship analyses of clinical trials commonly involves the assumption of a hazard function constant with time. When the empirical curve obviously levels off, one can modify the hazard function model by use of a Gompertz or Weibull distribution with hazard decreasing over time. Some cancer treatments are thought to cure some patients within a short time of initiation. Then, instead of all patients having the same hazard, decreasing over time, a biologically more appropriate model assumes that an unknown proportion (1 - pi) have constant high risk whereas the remaining proportion (pi) have essentially no risk. This paper discusses the maximum likelihood estimation of pi and the power curves of the likelihood ratio test. Monte Carlo studies provide results for a variety of simulated trials; empirical data illustrate the methods.

Assessing the accuracy of improved force-matched water models derived from Ab initio molecular dynamics simulations.

PubMed

Köster, Andreas; Spura, Thomas; Rutkai, Gábor; Kessler, Jan; Wiebeler, Hendrik; Vrabec, Jadran; Kühne, Thomas D

2016-07-15

The accuracy of water models derived from ab initio molecular dynamics simulations by means on an improved force-matching scheme is assessed for various thermodynamic, transport, and structural properties. It is found that although the resulting force-matched water models are typically less accurate than fully empirical force fields in predicting thermodynamic properties, they are nevertheless much more accurate than generally appreciated in reproducing the structure of liquid water and in fact superseding most of the commonly used empirical water models. This development demonstrates the feasibility to routinely parametrize computationally efficient yet predictive potential energy functions based on accurate ab initio molecular dynamics simulations for a large variety of different systems. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Equation of state for dense nucleonic matter from metamodeling. I. Foundational aspects

NASA Astrophysics Data System (ADS)

Margueron, Jérôme; Hoffmann Casali, Rudiney; Gulminelli, Francesca

2018-02-01

Metamodeling for the nucleonic equation of state (EOS), inspired from a Taylor expansion around the saturation density of symmetric nuclear matter, is proposed and parameterized in terms of the empirical parameters. The present knowledge of nuclear empirical parameters is first reviewed in order to estimate their average values and associated uncertainties, and thus defining the parameter space of the metamodeling. They are divided into isoscalar and isovector types, and ordered according to their power in the density expansion. The goodness of the metamodeling is analyzed against the predictions of the original models. In addition, since no correlation among the empirical parameters is assumed a priori, all arbitrary density dependences can be explored, which might not be accessible in existing functionals. Spurious correlations due to the assumed functional form are also removed. This meta-EOS allows direct relations between the uncertainties on the empirical parameters and the density dependence of the nuclear equation of state and its derivatives, and the mapping between the two can be done with standard Bayesian techniques. A sensitivity analysis shows that the more influential empirical parameters are the isovector parameters Lsym and Ksym, and that laboratory constraints at supersaturation densities are essential to reduce the present uncertainties. The present metamodeling for the EOS for nuclear matter is proposed for further applications in neutron stars and supernova matter.

Probabilistic Volcanic Multi-Hazard Assessment at Somma-Vesuvius (Italy): coupling Bayesian Belief Networks with a physical model for lahar propagation

NASA Astrophysics Data System (ADS)

Tierz, Pablo; Woodhouse, Mark; Phillips, Jeremy; Sandri, Laura; Selva, Jacopo; Marzocchi, Warner; Odbert, Henry

2017-04-01

Volcanoes are extremely complex physico-chemical systems where magma formed at depth breaks into the planet's surface resulting in major hazards from local to global scales. Volcano physics are dominated by non-linearities, and complicated spatio-temporal interrelationships which make volcanic hazards stochastic (i.e. not deterministic) by nature. In this context, probabilistic assessments are required to quantify the large uncertainties related to volcanic hazards. Moreover, volcanoes are typically multi-hazard environments where different hazardous processes can occur whether simultaneously or in succession. In particular, explosive volcanoes are able to accumulate, through tephra fallout and Pyroclastic Density Currents (PDCs), large amounts of pyroclastic material into the drainage basins surrounding the volcano. This addition of fresh particulate material alters the local/regional hydrogeological equilibrium and increases the frequency and magnitude of sediment-rich aqueous flows, commonly known as lahars. The initiation and volume of rain-triggered lahars may depend on: rainfall intensity and duration; antecedent rainfall; terrain slope; thickness, permeability and hydraulic diffusivity of the tephra deposit; etc. Quantifying these complex interrelationships (and their uncertainties), in a tractable manner, requires a structured but flexible probabilistic approach. A Bayesian Belief Network (BBN) is a directed acyclic graph that allows the representation of the joint probability distribution for a set of uncertain variables in a compact and efficient way, by exploiting unconditional and conditional independences between these variables. Once constructed and parametrized, the BBN uses Bayesian inference to perform causal (e.g. forecast) and/or evidential reasoning (e.g. explanation) about query variables, given some evidence. In this work, we illustrate how BBNs can be used to model the influence of several variables on the generation of rain-triggered lahars and, finally, assess the probability of occurrence of lahars of different volumes. The information utilized to parametrize the BBNs includes: (1) datasets of lahar observations; (2) numerical modelling of tephra fallout and PDCs; and (3) literature data. The BBN framework provides an opportunity to quantitatively combine these different types of evidence and use them to derive a rational approach to lahar forecasting. Lastly, we couple the BBN assessments with a shallow-water physical model for lahar propagation in order to attach probabilities to the simulated hazard footprints. We develop our methodology at Somma-Vesuvius (Italy), an explosive volcano prone to rain-triggered lahars or debris flows whether right after an eruption or during inter-eruptive periods. Accounting for the variability in tephra-fallout and dense-PDC propagation and the main geomorphological features of the catchments around Somma-Vesuvius, the areas most likely of forming medium-large lahars are the flanks of the volcano and the Sarno mountains towards the east.

A semi-empirical model for the estimation of maximum horizontal displacement due to liquefaction-induced lateral spreading

USGS Publications Warehouse

Faris, Allison T.; Seed, Raymond B.; Kayen, Robert E.; Wu, Jiaer

2006-01-01

During the 1906 San Francisco Earthquake, liquefaction-induced lateral spreading and resultant ground displacements damaged bridges, buried utilities, and lifelines, conventional structures, and other developed works. This paper presents an improved engineering tool for the prediction of maximum displacement due to liquefaction-induced lateral spreading. A semi-empirical approach is employed, combining mechanistic understanding and data from laboratory testing with data and lessons from full-scale earthquake field case histories. The principle of strain potential index, based primary on correlation of cyclic simple shear laboratory testing results with in-situ Standard Penetration Test (SPT) results, is used as an index to characterized the deformation potential of soils after they liquefy. A Bayesian probabilistic approach is adopted for development of the final predictive model, in order to take fullest advantage of the data available and to deal with the inherent uncertainties intrinstiic to the back-analyses of field case histories. A case history from the 1906 San Francisco Earthquake is utilized to demonstrate the ability of the resultant semi-empirical model to estimate maximum horizontal displacement due to liquefaction-induced lateral spreading.

The logical primitives of thought: Empirical foundations for compositional cognitive models.

PubMed

Piantadosi, Steven T; Tenenbaum, Joshua B; Goodman, Noah D

2016-07-01

The notion of a compositional language of thought (LOT) has been central in computational accounts of cognition from earliest attempts (Boole, 1854; Fodor, 1975) to the present day (Feldman, 2000; Penn, Holyoak, & Povinelli, 2008; Fodor, 2008; Kemp, 2012; Goodman, Tenenbaum, & Gerstenberg, 2015). Recent modeling work shows how statistical inferences over compositionally structured hypothesis spaces might explain learning and development across a variety of domains. However, the primitive components of such representations are typically assumed a priori by modelers and theoreticians rather than determined empirically. We show how different sets of LOT primitives, embedded in a psychologically realistic approximate Bayesian inference framework, systematically predict distinct learning curves in rule-based concept learning experiments. We use this feature of LOT models to design a set of large-scale concept learning experiments that can determine the most likely primitives for psychological concepts involving Boolean connectives and quantification. Subjects' inferences are most consistent with a rich (nonminimal) set of Boolean operations, including first-order, but not second-order, quantification. Our results more generally show how specific LOT theories can be distinguished empirically. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

A Bayesian Approach to the Overlap Analysis of Epidemiologically Linked Traits.

PubMed

Asimit, Jennifer L; Panoutsopoulou, Kalliope; Wheeler, Eleanor; Berndt, Sonja I; Cordell, Heather J; Morris, Andrew P; Zeggini, Eleftheria; Barroso, Inês

2015-12-01

Diseases often cooccur in individuals more often than expected by chance, and may be explained by shared underlying genetic etiology. A common approach to genetic overlap analyses is to use summary genome-wide association study data to identify single-nucleotide polymorphisms (SNPs) that are associated with multiple traits at a selected P-value threshold. However, P-values do not account for differences in power, whereas Bayes' factors (BFs) do, and may be approximated using summary statistics. We use simulation studies to compare the power of frequentist and Bayesian approaches with overlap analyses, and to decide on appropriate thresholds for comparison between the two methods. It is empirically illustrated that BFs have the advantage over P-values of a decreasing type I error rate as study size increases for single-disease associations. Consequently, the overlap analysis of traits from different-sized studies encounters issues in fair P-value threshold selection, whereas BFs are adjusted automatically. Extensive simulations show that Bayesian overlap analyses tend to have higher power than those that assess association strength with P-values, particularly in low-power scenarios. Calibration tables between BFs and P-values are provided for a range of sample sizes, as well as an approximation approach for sample sizes that are not in the calibration table. Although P-values are sometimes thought more intuitive, these tables assist in removing the opaqueness of Bayesian thresholds and may also be used in the selection of a BF threshold to meet a certain type I error rate. An application of our methods is used to identify variants associated with both obesity and osteoarthritis. © 2015 The Authors. *Genetic Epidemiology published by Wiley Periodicals, Inc.

Genealogical Working Distributions for Bayesian Model Testing with Phylogenetic Uncertainty

PubMed Central

Baele, Guy; Lemey, Philippe; Suchard, Marc A.

2016-01-01

Marginal likelihood estimates to compare models using Bayes factors frequently accompany Bayesian phylogenetic inference. Approaches to estimate marginal likelihoods have garnered increased attention over the past decade. In particular, the introduction of path sampling (PS) and stepping-stone sampling (SS) into Bayesian phylogenetics has tremendously improved the accuracy of model selection. These sampling techniques are now used to evaluate complex evolutionary and population genetic models on empirical data sets, but considerable computational demands hamper their widespread adoption. Further, when very diffuse, but proper priors are specified for model parameters, numerical issues complicate the exploration of the priors, a necessary step in marginal likelihood estimation using PS or SS. To avoid such instabilities, generalized SS (GSS) has recently been proposed, introducing the concept of “working distributions” to facilitate—or shorten—the integration process that underlies marginal likelihood estimation. However, the need to fix the tree topology currently limits GSS in a coalescent-based framework. Here, we extend GSS by relaxing the fixed underlying tree topology assumption. To this purpose, we introduce a “working” distribution on the space of genealogies, which enables estimating marginal likelihoods while accommodating phylogenetic uncertainty. We propose two different “working” distributions that help GSS to outperform PS and SS in terms of accuracy when comparing demographic and evolutionary models applied to synthetic data and real-world examples. Further, we show that the use of very diffuse priors can lead to a considerable overestimation in marginal likelihood when using PS and SS, while still retrieving the correct marginal likelihood using both GSS approaches. The methods used in this article are available in BEAST, a powerful user-friendly software package to perform Bayesian evolutionary analyses. PMID:26526428

Variable neighborhood search for reverse engineering of gene regulatory networks.

PubMed

Nicholson, Charles; Goodwin, Leslie; Clark, Corey

2017-01-01

A new search heuristic, Divided Neighborhood Exploration Search, designed to be used with inference algorithms such as Bayesian networks to improve on the reverse engineering of gene regulatory networks is presented. The approach systematically moves through the search space to find topologies representative of gene regulatory networks that are more likely to explain microarray data. In empirical testing it is demonstrated that the novel method is superior to the widely employed greedy search techniques in both the quality of the inferred networks and computational time. Copyright © 2016 Elsevier Inc. All rights reserved.

Efficiency and Productivity Analysis of Multidivisional Firms

NASA Astrophysics Data System (ADS)

Gong, Binlei

Multidivisional firms are those who have footprints in multiple segments and hence using multiple technologies to convert inputs to outputs, which makes it difficult to estimate the resource allocations, aggregated production functions, and technical efficiencies of this type of companies. This dissertation aims to explore and reveal such unobserved information by several parametric and semiparametric stochastic frontier analyses and some other structural models. In the empirical study, this dissertation analyzes the productivity and efficiency for firms in the global oilfield market.

Characterization and Quantification of Uncertainty in the NARCCAP Regional Climate Model Ensemble and Application to Impacts on Water Systems

NASA Astrophysics Data System (ADS)

Mearns, L. O.; Sain, S. R.; McGinnis, S. A.; Steinschneider, S.; Brown, C. M.

2015-12-01

In this talk we present the development of a joint Bayesian Probabilistic Model for the climate change results of the North American Regional Climate Change Assessment Program (NARCCAP) that uses a unique prior in the model formulation. We use the climate change results (joint distribution of seasonal temperature and precipitation changes (future vs. current)) from the global climate models (GCMs) that provided boundary conditions for the six different regional climate models used in the program as informative priors for the bivariate Bayesian Model. The two variables involved are seasonal temperature and precipitation over sub-regions (i.e., Bukovsky Regions) of the full NARCCAP domain. The basic approach to the joint Bayesian hierarchical model follows the approach of Tebaldi and Sansó (2009). We compare model results using informative (i.e., GCM information) as well as uninformative priors. We apply these results to the Water Evaluation and Planning System (WEAP) model for the Colorado Springs Utility in Colorado. We investigate the layout of the joint pdfs in the context of the water model sensitivities to ranges of temperature and precipitation results to determine the likelihoods of future climate conditions that cannot be accommodated by possible adaptation options. Comparisons may also be made with joint pdfs formed from the CMIP5 collection of global climate models and empirically downscaled to the region of interest.

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

PubMed Central

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

2016-01-01

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

Stochastic Inversion of 2D Magnetotelluric Data

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

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

The role of curvature in the slowing down acceleration scenario

NASA Astrophysics Data System (ADS)

Cárdenas, Víctor H.; Rivera, Marco

2012-04-01

We introduce the curvature Ωk as a new free parameter in the Bayesian analysis using SNIa, BAO and CMB data, in a model with variable equation of state parameter w(z). We compare the results using both the Constitution and Union 2 data sets, and also study possible low redshift transitions in the deceleration parameter q(z). We found that, incorporating Ωk in the analysis, it is possible to make all the three observational probes consistent using both SNIa data sets. Our results support dark energy evolution at small redshift, and show that the tension between small and large redshift probes is ameliorated. However, although the tension decreases, it is still not possible to find a consensus set of parameters that fit all the three data set using the Chevalier-Polarski-Linder CPL parametrization.

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.

Scaling cosmology with variable dark-energy equation of state

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

Castro, David R.; Velten, Hermano; Zimdahl, Winfried, E-mail: drodriguez-ufes@hotmail.com, E-mail: velten@physik.uni-bielefeld.de, E-mail: winfried.zimdahl@pq.cnpq.br

2012-06-01

Interactions between dark matter and dark energy which result in a power-law behavior (with respect to the cosmic scale factor) of the ratio between the energy densities of the dark components (thus generalizing the ΛCDM model) have been considered as an attempt to alleviate the cosmic coincidence problem phenomenologically. We generalize this approach by allowing for a variable equation of state for the dark energy within the CPL-parametrization. Based on analytic solutions for the Hubble rate and using the Constitution and Union2 SNIa sets, we present a statistical analysis and classify different interacting and non-interacting models according to the Akaikemore » (AIC) and the Bayesian (BIC) information criteria. We do not find noticeable evidence for an alleviation of the coincidence problem with the mentioned type of interaction.« less

Proximity to mining industry and respiratory diseases in children in a community in Northern Chile: A cross-sectional study.

PubMed

Herrera, Ronald; Radon, Katja; von Ehrenstein, Ondine S; Cifuentes, Stella; Muñoz, Daniel Moraga; Berger, Ursula

2016-06-07

In a community in northern Chile, explosive procedures are used by two local industrial mines (gold, copper). We hypothesized that the prevalence of asthma and rhinoconjunctivitis in the community may be associated with air pollution emissions generated by the mines. A cross-sectional study of 288 children (aged 6-15 years) was conducted in a community in northern Chile using a validated questionnaire in 2009. The proximity between each child's place of residence and the mines was assessed as indicator of exposure to mining related air pollutants. Logistic regression, semiparametric models and spatial Bayesian models with a parametric form for distance were used to calculate odds ratios and 95 % confidence intervals. The prevalence of asthma and rhinoconjunctivitis was 24 and 34 %, respectively. For rhinoconjunctivitis, the odds ratio for average distance between both mines and child's residence was 1.72 (95 % confidence interval 1.00, 3.04). The spatial Bayesian models suggested a considerable increase in the risk for respiratory diseases closer to the mines, and only beyond a minimum distance of more than 1800 m the health impact was considered to be negligible. The findings indicate that air pollution emissions related to industrial gold or copper mines mainly occurring in rural Chilean communities might increase the risk of respiratory diseases in children.

The fossilized birth–death process for coherent calibration of divergence-time estimates

PubMed Central

Heath, Tracy A.; Huelsenbeck, John P.; Stadler, Tanja

2014-01-01

Time-calibrated species phylogenies are critical for addressing a wide range of questions in evolutionary biology, such as those that elucidate historical biogeography or uncover patterns of coevolution and diversification. Because molecular sequence data are not informative on absolute time, external data—most commonly, fossil age estimates—are required to calibrate estimates of species divergence dates. For Bayesian divergence time methods, the common practice for calibration using fossil information involves placing arbitrarily chosen parametric distributions on internal nodes, often disregarding most of the information in the fossil record. We introduce the “fossilized birth–death” (FBD) process—a model for calibrating divergence time estimates in a Bayesian framework, explicitly acknowledging that extant species and fossils are part of the same macroevolutionary process. Under this model, absolute node age estimates are calibrated by a single diversification model and arbitrary calibration densities are not necessary. Moreover, the FBD model allows for inclusion of all available fossils. We performed analyses of simulated data and show that node age estimation under the FBD model results in robust and accurate estimates of species divergence times with realistic measures of statistical uncertainty, overcoming major limitations of standard divergence time estimation methods. We used this model to estimate the speciation times for a dataset composed of all living bears, indicating that the genus Ursus diversified in the Late Miocene to Middle Pliocene. PMID:25009181

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.

Health risk perception and betel chewing behavior--the evidence from Taiwan.

PubMed

Chen, Chiang-Ming; Chang, Kuo-Liang; Lin, Lin; Lee, Jwo-Leun

2013-11-01

In this study, we provided an empirical examination of the interaction between people's health risk perception and betel chewing. We hypothesized that a better knowledge of possible health risks would reduce both the number of individuals who currently chew betel and the likelihood of those who do not yet chew betel to begin the habit. We constructed a simultaneous equation model with Bayesian two-stage approach to control the endogeneity between betel chewing and risk perception. Using a national survey of 26,684 observations in Taiwan, our study results indicated that better health knowledge reduced the possibility that people would become betel chewers. We also found that, in general, betel chewers have a poorer health risk perception than other population. Overall, the empirical evidence suggested that health authorities could reduce the odds of people becoming betel chewers by improving their knowledge of betel-chewing's harmful effects. © 2013 Elsevier Ltd. All rights reserved.

Transfer and persistence of non-self DNA on hands over time: Using empirical data to evaluate DNA evidence given activity level propositions.

PubMed

Szkuta, Bianca; Ballantyne, Kaye N; Kokshoorn, Bas; van Oorschot, Roland A H

2018-03-01

Questions relating to how DNA from an individual got to where it was recovered from and the activities associated with its pickup, retention and deposition are increasingly relevant to criminal investigations and judicial considerations. To address activity level propositions, investigators are typically required to assess the likelihood that DNA was transferred indirectly and not deposited through direct contact with an item or surface. By constructing a series of Bayesian networks, we demonstrate their use in assessing activity level propositions derived from a recent legal case involving the alleged secondary transfer of DNA to a surface following a handshaking event. In the absence of data required to perform the assessment, a set of handshaking simulations were performed to obtain probabilities on the persistence of non-self DNA on the hands following a 40min, 5h or 8h delay between the handshake and contact with the final surface (an axe handle). Variables such as time elapsed, and the activities performed and objects contacted between the handshake and contact with the axe handle, were also considered when assessing the DNA results. DNA from a known contributor was transferred to the right hand of an opposing hand-shaker (as a depositor), and could be subsequently transferred to, and detected on, a surface contacted by the depositor 40min to 5h post-handshake. No non-self DNA from the known contributor was detected in deposits made 8h post-handshake. DNA from the depositor was generally detected as the major or only contributor in the profiles generated. Contributions from the known contributor were minor, decreasing in presence and in the strength of support for inclusion as the time between the handshake and transfer event increased. The construction of a series of Bayesian networks based on the case circumstances provided empirical estimations of the likelihood of direct or indirect deposition. The analyses and conclusions presented demonstrate both the complexity of activity level assessments concerning DNA evidence, and the power of Bayesian networks to visualise and explore the issues of interest for a given case. Copyright © 2017 Elsevier B.V. All rights reserved.

Location tests for biomarker studies: a comparison using simulations for the two-sample case.

PubMed

Scheinhardt, M O; Ziegler, A

2013-01-01

Gene, protein, or metabolite expression levels are often non-normally distributed, heavy tailed and contain outliers. Standard statistical approaches may fail as location tests in this situation. In three Monte-Carlo simulation studies, we aimed at comparing the type I error levels and empirical power of standard location tests and three adaptive tests [O'Gorman, Can J Stat 1997; 25: 269 -279; Keselman et al., Brit J Math Stat Psychol 2007; 60: 267- 293; Szymczak et al., Stat Med 2013; 32: 524 - 537] for a wide range of distributions. We simulated two-sample scenarios using the g-and-k-distribution family to systematically vary tail length and skewness with identical and varying variability between groups. All tests kept the type I error level when groups did not vary in their variability. The standard non-parametric U-test performed well in all simulated scenarios. It was outperformed by the two non-parametric adaptive methods in case of heavy tails or large skewness. Most tests did not keep the type I error level for skewed data in the case of heterogeneous variances. The standard U-test was a powerful and robust location test for most of the simulated scenarios except for very heavy tailed or heavy skewed data, and it is thus to be recommended except for these cases. The non-parametric adaptive tests were powerful for both normal and non-normal distributions under sample variance homogeneity. But when sample variances differed, they did not keep the type I error level. The parametric adaptive test lacks power for skewed and heavy tailed distributions.

Parametric mediational g-formula approach to mediation analysis with time-varying exposures, mediators, and confounders

PubMed Central

Lin, Sheng-Hsuan; Young, Jessica; Logan, Roger; Tchetgen Tchetgen, Eric J.; VanderWeele, Tyler J.

2016-01-01

The assessment of direct and indirect effects with time-varying mediators and confounders is a common but challenging problem, and standard mediation analysis approaches are generally not applicable in this context. The mediational g-formula was recently proposed to address this problem, paired with a semi-parametric estimation approach to evaluate longitudinal mediation effects empirically. In this paper, we develop a parametric estimation approach to the mediational g-formula, including a feasible algorithm implemented in a freely available SAS macro. In the Framingham Heart Study data, we apply this method to estimate the interventional analogues of natural direct and indirect effects of smoking behaviors sustained over a 10-year period on blood pressure when considering weight change as a time-varying mediator. Compared with not smoking, smoking 20 cigarettes per day for 10 years was estimated to increase blood pressure by 1.2 (95 % CI: −0.7, 2.7) mm-Hg. The direct effect was estimated to increase blood pressure by 1.5 (95 % CI: −0.3, 2.9) mm-Hg, and the indirect effect was −0.3 (95% CI: −0.5, −0.1) mm-Hg, which is negative because smoking which is associated with lower weight is associated in turn with lower blood pressure. These results provide evidence that weight change in fact partially conceals the detrimental effects of cigarette smoking on blood pressure. Our work represents, to our knowledge, the first application of the parametric mediational g-formula in an epidemiologic cohort study. PMID:27984420

Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.; Liang, Cui

2007-01-01

The industry standard for pricing an interest-rate caplet is Black's formula. Another distinct price of the same caplet can be derived using a quantum field theory model of the forward interest rates. An empirical study is carried out to compare the two caplet pricing formulae. Historical volatility and correlation of forward interest rates are used to generate the field theory caplet price; another approach is to fit a parametric formula for the effective volatility using market caplet price. The study shows that the field theory model generates the price of a caplet and cap fairly accurately. Black's formula for a caplet is compared with field theory pricing formula. It is seen that the field theory formula for caplet price has many advantages over Black's formula.

Spatial estimation from remotely sensed data via empirical Bayes models

NASA Technical Reports Server (NTRS)

Hill, J. R.; Hinkley, D. V.; Kostal, H.; Morris, C. N.

1984-01-01

Multichannel satellite image data, available as LANDSAT imagery, are recorded as a multivariate time series (four channels, multiple passovers) in two spatial dimensions. The application of parametric empirical Bayes theory to classification of, and estimating the probability of, each crop type at each of a large number of pixels is considered. This theory involves both the probability distribution of imagery data, conditional on crop types, and the prior spatial distribution of crop types. For the latter Markov models indexed by estimable parameters are used. A broad outline of the general theory reveals several questions for further research. Some detailed results are given for the special case of two crop types when only a line transect is analyzed. Finally, the estimation of an underlying continuous process on the lattice is discussed which would be applicable to such quantities as crop yield.

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.

Understanding sport continuation: an integration of the theories of planned behaviour and basic psychological needs.

PubMed

Gucciardi, Daniel F; Jackson, Ben

2015-01-01

Fostering individuals' long-term participation in activities that promote positive development such as organised sport is an important agenda for research and practice. We integrated the theories of planned behaviour (TPB) and basic psychological needs (BPN) to identify factors associated with young adults' continuation in organised sport over a 12-month period. Prospective study, including an online psycho-social assessment at Time 1 and an assessment of continuation in sport approximately 12 months later. Participants (N=292) aged between 17 and 21 years (M=18.03; SD=1.29) completed an online survey assessing the theories of planned behaviour and basic psychological needs constructs. Bayesian structural equation modelling (BSEM) was employed to test the hypothesised theoretical sequence, using informative priors for structural relations based on empirical and theoretical expectations. The analyses revealed support for the robustness of the hypothesised theoretical model in terms of the pattern of relations as well as the direction and strength of associations among the constructs derived from quantitative summaries of existing research and theoretical expectations. The satisfaction of basic psychological needs was associated with more positive attitudes, higher levels of perceived behavioural control, and more favourable subjective norms; positive attitudes and perceived behavioural control were associated with higher behavioural intentions; and both intentions and perceived behavioural control predicted sport continuation. This study demonstrated the utility of Bayesian structural equation modelling for testing the robustness of an integrated theoretical model, which is informed by empirical evidence from meta-analyses and theoretical expectations, for understanding sport continuation. Crown Copyright © 2013. Published by Elsevier Ltd. All rights reserved.

Brain drain? An examination of stereotype threat effects during training on knowledge acquisition and organizational effectiveness.

PubMed

Grand, James A

2017-02-01

Stereotype threat describes a situation in which individuals are faced with the risk of upholding a negative stereotype about their subgroup based on their actions. Empirical work in this area has primarily examined the impact of negative stereotypes on performance for threatened individuals. However, this body of research seldom acknowledges that performance is a function of learning-which may also be impaired by pervasive group stereotypes. This study presents evidence from a 3-day self-guided training program demonstrating that stereotype threat impairs acquisition of cognitive learning outcomes for females facing a negative group stereotype. Using hierarchical Bayesian modeling, results revealed that stereotyped females demonstrated poorer declarative knowledge acquisition, spent less time reflecting on learning activities, and developed less efficiently organized knowledge structures compared with females in a control condition. Findings from a Bayesian mediation model also suggested that despite stereotyped individuals "working harder" to perform well, their underachievement was largely attributable to failures in learning to "work smarter." Building upon these empirical results, a computational model and computer simulation is also presented to demonstrate the practical significance of stereotype-induced impairments to learning on the development of an organization's human capital resources and capabilities. The simulation results show that even the presence of small effects of stereotype threat during learning/training have the potential to exert a significant negative impact on an organization's performance potential. Implications for future research and practice examining stereotype threat during learning are discussed. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

The Universe Is Reionizing at z ∼ 7: Bayesian Inference of the IGM Neutral Fraction Using Lyα Emission from Galaxies

NASA Astrophysics Data System (ADS)

Mason, Charlotte A.; Treu, Tommaso; Dijkstra, Mark; Mesinger, Andrei; Trenti, Michele; Pentericci, Laura; de Barros, Stephane; Vanzella, Eros

2018-03-01

We present a new flexible Bayesian framework for directly inferring the fraction of neutral hydrogen in the intergalactic medium (IGM) during the Epoch of Reionization (EoR, z ∼ 6–10) from detections and non-detections of Lyman Alpha (Lyα) emission from Lyman Break galaxies (LBGs). Our framework combines sophisticated reionization simulations with empirical models of the interstellar medium (ISM) radiative transfer effects on Lyα. We assert that the Lyα line profile emerging from the ISM has an important impact on the resulting transmission of photons through the IGM, and that these line profiles depend on galaxy properties. We model this effect by considering the peak velocity offset of Lyα lines from host galaxies’ systemic redshifts, which are empirically correlated with UV luminosity and redshift (or halo mass at fixed redshift). We use our framework on the sample of LBGs presented in Pentericci et al. and infer a global neutral fraction at z ∼ 7 of {\\overline{x}}{{H}{{I}}}={0.59}-0.15+0.11, consistent with other robust probes of the EoR and confirming that reionization is ongoing ∼700 Myr after the Big Bang. We show that using the full distribution of Lyα equivalent width detections and upper limits from LBGs places tighter constraints on the evolving IGM than the standard Lyα emitter fraction, and that larger samples are within reach of deep spectroscopic surveys of gravitationally lensed fields and James Webb Space Telescope NIRSpec.

An open source multivariate framework for n-tissue segmentation with evaluation on public data.

PubMed

Avants, Brian B; Tustison, Nicholas J; Wu, Jue; Cook, Philip A; Gee, James C

2011-12-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs ( http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool.

An Open Source Multivariate Framework for n-Tissue Segmentation with Evaluation on Public Data

PubMed Central

Tustison, Nicholas J.; Wu, Jue; Cook, Philip A.; Gee, James C.

2012-01-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs (http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool. PMID:21373993

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).

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 .

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.

Bayesian inversion using a geologically realistic and discrete model space

NASA Astrophysics Data System (ADS)

Jaeggli, C.; Julien, S.; Renard, P.

2017-12-01

Since the early days of groundwater modeling, inverse methods play a crucial role. Many research and engineering groups aim to infer extensive knowledge of aquifer parameters from a sparse set of observations. Despite decades of dedicated research on this topic, there are still several major issues to be solved. In the hydrogeological framework, one is often confronted with underground structures that present very sharp contrasts of geophysical properties. In particular, subsoil structures such as karst conduits, channels, faults, or lenses, strongly influence groundwater flow and transport behavior of the underground. For this reason it can be essential to identify their location and shape very precisely. Unfortunately, when inverse methods are specially trained to consider such complex features, their computation effort often becomes unaffordably high. The following work is an attempt to solve this dilemma. We present a new method that is, in some sense, a compromise between the ergodicity of Markov chain Monte Carlo (McMC) methods and the efficient handling of data by the ensemble based Kalmann filters. The realistic and complex random fields are generated by a Multiple-Point Statistics (MPS) tool. Nonetheless, it is applicable with any conditional geostatistical simulation tool. Furthermore, the algorithm is independent of any parametrization what becomes most important when two parametric systems are equivalent (permeability and resistivity, speed and slowness, etc.). When compared to two existing McMC schemes, the computational effort was divided by a factor of 12.

Reconstruction of interaction rate in holographic dark energy

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

Mukherjee, Ankan, E-mail: ankan_ju@iiserkol.ac.in

2016-11-01

The present work is based on the holographic dark energy model with Hubble horizon as the infrared cut-off. The interaction rate between dark energy and dark matter has been reconstructed for three different parameterizations of the deceleration parameter. Observational constraints on the model parameters have been obtained by maximum likelihood analysis using the observational Hubble parameter data (OHD), type Ia supernovab data (SNe), baryon acoustic oscillation data (BAO) and the distance prior of cosmic microwave background (CMB) namely the CMB shift parameter data (CMBShift). The interaction rate obtained in the present work remains always positive and increases with expansion. Itmore » is very similar to the result obtained by Sen and Pavon [1] where the interaction rate has been reconstructed for a parametrization of the dark energy equation of state. Tighter constraints on the interaction rate have been obtained in the present work as it is based on larger data sets. The nature of the dark energy equation of state parameter has also been studied for the present models. Though the reconstruction is done from different parametrizations, the overall nature of the interaction rate is very similar in all the cases. Different information criteria and the Bayesian evidence, which have been invoked in the context of model selection, show that the these models are at close proximity of each other.« less

Jet-induced ground effects on a parametric flat-plate model in hover

NASA Technical Reports Server (NTRS)

Wardwell, Douglas A.; Hange, Craig E.; Kuhn, Richard E.; Stewart, Vearl R.

1993-01-01

The jet-induced forces generated on short takeoff and vertical landing (STOVL) aircraft when in close proximity to the ground can have a significant effect on aircraft performance. Therefore, accurate predictions of these aerodynamic characteristics are highly desirable. Empirical procedures for estimating jet-induced forces during the vertical/short takeoff and landing (V/STOL) portions of the flight envelope are currently limited in accuracy. The jet-induced force data presented significantly add to the current STOVL configurations data base. Further development of empirical prediction methods for jet-induced forces, to provide more configuration diversity and improved overall accuracy, depends on the viability of this STOVL data base. The data base may also be used to validate computational fluid dynamics (CFD) analysis codes. The hover data obtained at the NASA Ames Jet Calibration and Hover Test (JCAHT) facility for a parametric flat-plate model is presented. The model tested was designed to allow variations in the planform aspect ratio, number of jets, nozzle shape, and jet location. There were 31 different planform/nozzle configurations tested. Each configuration had numerous pressure taps installed to measure the pressures on the undersurface of the model. All pressure data along with the balance jet-induced lift and pitching-moment increments are tabulated. For selected runs, pressure data are presented in the form of contour plots that show lines of constant pressure coefficient on the model undersurface. Nozzle-thrust calibrations and jet flow-pressure survey information are also provided.

Parametric Study of Urban-Like Topographic Statistical Moments Relevant to a Priori Modelling of Bulk Aerodynamic Parameters

NASA Astrophysics Data System (ADS)

Zhu, Xiaowei; Iungo, G. Valerio; Leonardi, Stefano; Anderson, William

2017-02-01

For a horizontally homogeneous, neutrally stratified atmospheric boundary layer (ABL), aerodynamic roughness length, z_0, is the effective elevation at which the streamwise component of mean velocity is zero. A priori prediction of z_0 based on topographic attributes remains an open line of inquiry in planetary boundary-layer research. Urban topographies - the topic of this study - exhibit spatial heterogeneities associated with variability of building height, width, and proximity with adjacent buildings; such variability renders a priori, prognostic z_0 models appealing. Here, large-eddy simulation (LES) has been used in an extensive parametric study to characterize the ABL response (and z_0) to a range of synthetic, urban-like topographies wherein statistical moments of the topography have been systematically varied. Using LES results, we determined the hierarchical influence of topographic moments relevant to setting z_0. We demonstrate that standard deviation and skewness are important, while kurtosis is negligible. This finding is reconciled with a model recently proposed by Flack and Schultz (J Fluids Eng 132:041203-1-041203-10, 2010), who demonstrate that z_0 can be modelled with standard deviation and skewness, and two empirical coefficients (one for each moment). We find that the empirical coefficient related to skewness is not constant, but exhibits a dependence on standard deviation over certain ranges. For idealized, quasi-uniform cubic topographies and for complex, fully random urban-like topographies, we demonstrate strong performance of the generalized Flack and Schultz model against contemporary roughness correlations.

The electronegativity equalization method and the split charge equilibration applied to organic systems: parametrization, validation, and comparison.

PubMed

Verstraelen, Toon; Van Speybroeck, Veronique; Waroquier, Michel

2009-07-28

An extensive benchmark of the electronegativity equalization method (EEM) and the split charge equilibration (SQE) model on a very diverse set of organic molecules is presented. These models efficiently compute atomic partial charges and are used in the development of polarizable force fields. The predicted partial charges that depend on empirical parameters are calibrated to reproduce results from quantum mechanical calculations. Recently, SQE is presented as an extension of the EEM to obtain the correct size dependence of the molecular polarizability. In this work, 12 parametrization protocols are applied to each model and the optimal parameters are benchmarked systematically. The training data for the empirical parameters comprise of MP2/Aug-CC-pVDZ calculations on 500 organic molecules containing the elements H, C, N, O, F, S, Cl, and Br. These molecules have been selected by an ingenious and autonomous protocol from an initial set of almost 500,000 small organic molecules. It is clear that the SQE model outperforms the EEM in all benchmark assessments. When using Hirshfeld-I charges for the calibration, the SQE model optimally reproduces the molecular electrostatic potential from the ab initio calculations. Applications on chain molecules, i.e., alkanes, alkenes, and alpha alanine helices, confirm that the EEM gives rise to a divergent behavior for the polarizability, while the SQE model shows the correct trends. We conclude that the SQE model is an essential component of a polarizable force field, showing several advantages over the original EEM.

Pilot validation of an individualised pharmacokinetic algorithm for protamine dosing after systemic heparinisation for cardiopulmonary bypass.

PubMed

Miles, Lachlan F; Marchiori, Paolo; Falter, Florian

2017-09-01

This manuscript represents a pilot study assessing the feasibility of a single-compartment, individualised, pharmacokinetic algorithm for protamine dosing after cardiopulmonary bypass. A pilot cohort study in a specialist NHS cardiothoracic hospital targeting patients undergoing elective cardiac surgery using cardiopulmonary bypass. Patients received protamine doses according to a pharmacokinetic algorithm (n = 30) or using an empirical, fixed-dose model (n = 30). Categorical differences between the groups were evaluated using the Chi-squared test or Fisher's exact test. Continuous data was analysed using a paired Student's t-test for parametric data and the paired samples Wilcoxon test for non-parametric data. Patients who had protamine dosing according to the algorithm demonstrated a lower protamine requirement post-bypass relative to empirical management as measured by absolute dose (243 ± 49mg vs. 305 ± 34.7mg; p<0.001) and the heparin to protamine ratio (0.79 ± 0.12 vs. 1.1 ± 0.15; p<0.001). There was no difference in the pre- to post-bypass activated clotting time (ACT) ratio (1.05 ± 0.12 vs. 1.02 ± 0.15; p=0.9). Patients who received protamine according to the algorithm had no significant difference in transfusion requirement (13.3% vs. 30.0%; p=0.21). This study showed that an individualized pharmacokinetic algorithm for the reversal of heparin after cardiopulmonary bypass is feasible in comparison with a fixed dosing strategy and may reduce the protamine requirement following on-pump cardiac surgery.

An update on the "empirical turn" in bioethics: analysis of empirical research in nine bioethics journals.

PubMed

Wangmo, Tenzin; Hauri, Sirin; Gennet, Eloise; Anane-Sarpong, Evelyn; Provoost, Veerle; Elger, Bernice S

2018-02-07

A review of literature published a decade ago noted a significant increase in empirical papers across nine bioethics journals. This study provides an update on the presence of empirical papers in the same nine journals. It first evaluates whether the empirical trend is continuing as noted in the previous study, and second, how it is changing, that is, what are the characteristics of the empirical works published in these nine bioethics journals. A review of the same nine journals (Bioethics; Journal of Medical Ethics; Journal of Clinical Ethics; Nursing Ethics; Cambridge Quarterly of Healthcare Ethics; Hastings Center Report; Theoretical Medicine and Bioethics; Christian Bioethics; and Kennedy Institute of Ethics Journal) was conducted for a 12-year period from 2004 to 2015. Data obtained was analysed descriptively and using a non-parametric Chi-square test. Of the total number of original papers (N = 5567) published in the nine bioethics journals, 18.1% (n = 1007) collected and analysed empirical data. Journal of Medical Ethics and Nursing Ethics led the empirical publications, accounting for 89.4% of all empirical papers. The former published significantly more quantitative papers than qualitative, whereas the latter published more qualitative papers. Our analysis reveals no significant difference (χ2 = 2.857; p = 0.091) between the proportion of empirical papers published in 2004-2009 and 2010-2015. However, the increasing empirical trend has continued in these journals with the proportion of empirical papers increasing from 14.9% in 2004 to 17.8% in 2015. This study presents the current state of affairs regarding empirical research published nine bioethics journals. In the quarter century of data that is available about the nine bioethics journals studied in two reviews, the proportion of empirical publications continues to increase, signifying a trend towards empirical research in bioethics. The growing volume is mainly attributable to two journals: Journal of Medical Ethics and Nursing Ethics. This descriptive study further maps the still developing field of empirical research in bioethics. Additional studies are needed to completely map the nature and extent of empirical research in bioethics to inform the ongoing debate about the value of empirical research for bioethics.

Using change-point models to estimate empirical critical loads for nitrogen in mountain ecosystems.

PubMed

Roth, Tobias; Kohli, Lukas; Rihm, Beat; Meier, Reto; Achermann, Beat

2017-01-01

To protect ecosystems and their services, the critical load concept has been implemented under the framework of the Convention on Long-range Transboundary Air Pollution (UNECE) to develop effects-oriented air pollution abatement strategies. Critical loads are thresholds below which damaging effects on sensitive habitats do not occur according to current knowledge. Here we use change-point models applied in a Bayesian context to overcome some of the difficulties when estimating empirical critical loads for nitrogen (N) from empirical data. We tested the method using simulated data with varying sample sizes, varying effects of confounding variables, and with varying negative effects of N deposition on species richness. The method was applied to the national-scale plant species richness data from mountain hay meadows and (sub)alpine scrubs sites in Switzerland. Seven confounding factors (elevation, inclination, precipitation, calcareous content, aspect as well as indicator values for humidity and light) were selected based on earlier studies examining numerous environmental factors to explain Swiss vascular plant diversity. The estimated critical load confirmed the existing empirical critical load of 5-15 kg N ha -1 yr -1 for (sub)alpine scrubs, while for mountain hay meadows the estimated critical load was at the lower end of the current empirical critical load range. Based on these results, we suggest to narrow down the critical load range for mountain hay meadows to 10-15 kg N ha -1 yr -1 . Copyright © 2016 Elsevier Ltd. All rights reserved.

Physics-based simulations of aerial attacks by peregrine falcons reveal that stooping at high speed maximizes catch success against agile prey

PubMed Central

Hildenbrandt, Hanno

2018-01-01

The peregrine falcon Falco peregrinus is renowned for attacking its prey from high altitude in a fast controlled dive called a stoop. Many other raptors employ a similar mode of attack, but the functional benefits of stooping remain obscure. Here we investigate whether, when, and why stooping promotes catch success, using a three-dimensional, agent-based modeling approach to simulate attacks of falcons on aerial prey. We simulate avian flapping and gliding flight using an analytical quasi-steady model of the aerodynamic forces and moments, parametrized by empirical measurements of flight morphology. The model-birds’ flight control inputs are commanded by their guidance system, comprising a phenomenological model of its vision, guidance, and control. To intercept its prey, model-falcons use the same guidance law as missiles (pure proportional navigation); this assumption is corroborated by empirical data on peregrine falcons hunting lures. We parametrically vary the falcon’s starting position relative to its prey, together with the feedback gain of its guidance loop, under differing assumptions regarding its errors and delay in vision and control, and for three different patterns of prey motion. We find that, when the prey maneuvers erratically, high-altitude stoops increase catch success compared to low-altitude attacks, but only if the falcon’s guidance law is appropriately tuned, and only given a high degree of precision in vision and control. Remarkably, the optimal tuning of the guidance law in our simulations coincides closely with what has been observed empirically in peregrines. High-altitude stoops are shown to be beneficial because their high airspeed enables production of higher aerodynamic forces for maneuvering, and facilitates higher roll agility as the wings are tucked, each of which is essential to catching maneuvering prey at realistic response delays. PMID:29649207

The parametric modified limited penetrable visibility graph for constructing complex networks from time series

NASA Astrophysics Data System (ADS)

Li, Xiuming; Sun, Mei; Gao, Cuixia; Han, Dun; Wang, Minggang

2018-02-01

This paper presents the parametric modified limited penetrable visibility graph (PMLPVG) algorithm for constructing complex networks from time series. We modify the penetrable visibility criterion of limited penetrable visibility graph (LPVG) in order to improve the rationality of the original penetrable visibility and preserve the dynamic characteristics of the time series. The addition of view angle provides a new approach to characterize the dynamic structure of the time series that is invisible in the previous algorithm. The reliability of the PMLPVG algorithm is verified by applying it to three types of artificial data as well as the actual data of natural gas prices in different regions. The empirical results indicate that PMLPVG algorithm can distinguish the different time series from each other. Meanwhile, the analysis results of natural gas prices data using PMLPVG are consistent with the detrended fluctuation analysis (DFA). The results imply that the PMLPVG algorithm may be a reasonable and significant tool for identifying various time series in different fields.

Modeling the Earth's magnetospheric magnetic field confined within a realistic magnetopause

NASA Technical Reports Server (NTRS)

Tsyganenko, N. A.

1995-01-01

Empirical data-based models of the magnetosphereic magnetic field have been widely used during recent years. However, the existing models (Tsyganenko, 1987, 1989a) have three serious deficiencies: (1) an unstable de facto magnetopause, (2) a crude parametrization by the K(sub p) index, and (3) inaccuracies in the equatorial magnetotail B(sub z) values. This paper describes a new approach to the problem; the essential new features are (1) a realistic shape and size of the magnetopause, based on fits to a large number of observed crossing (allowing a parametrization by the solar wind pressure), (2) fully controlled shielding of the magnetic field produced by all magnetospheric current systems, (3) new flexible representations for the tail and ring currents, and (4) a new directional criterion for fitting the model field to spacecraft data, providing improved accuracy for field line mapping. Results are presented from initial efforts to create models assembled from these modules and calibrated against spacecraft data sets.

The Impact of the Tree Prior on Molecular Dating of Data Sets Containing a Mixture of Inter- and Intraspecies Sampling.

PubMed

Ritchie, Andrew M; Lo, Nathan; Ho, Simon Y W

2017-05-01

In Bayesian phylogenetic analyses of genetic data, prior probability distributions need to be specified for the model parameters, including the tree. When Bayesian methods are used for molecular dating, available tree priors include those designed for species-level data, such as the pure-birth and birth-death priors, and coalescent-based priors designed for population-level data. However, molecular dating methods are frequently applied to data sets that include multiple individuals across multiple species. Such data sets violate the assumptions of both the speciation and coalescent-based tree priors, making it unclear which should be chosen and whether this choice can affect the estimation of node times. To investigate this problem, we used a simulation approach to produce data sets with different proportions of within- and between-species sampling under the multispecies coalescent model. These data sets were then analyzed under pure-birth, birth-death, constant-size coalescent, and skyline coalescent tree priors. We also explored the ability of Bayesian model testing to select the best-performing priors. We confirmed the applicability of our results to empirical data sets from cetaceans, phocids, and coregonid whitefish. Estimates of node times were generally robust to the choice of tree prior, but some combinations of tree priors and sampling schemes led to large differences in the age estimates. In particular, the pure-birth tree prior frequently led to inaccurate estimates for data sets containing a mixture of inter- and intraspecific sampling, whereas the birth-death and skyline coalescent priors produced stable results across all scenarios. Model testing provided an adequate means of rejecting inappropriate tree priors. Our results suggest that tree priors do not strongly affect Bayesian molecular dating results in most cases, even when severely misspecified. However, the choice of tree prior can be significant for the accuracy of dating results in the case of data sets with mixed inter- and intraspecies sampling. [Bayesian phylogenetic methods; model testing; molecular dating; node time; tree prior.]. © The authors 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For permissions, please e-mail: journals.permission@oup.com.

Using Bayesian statistics for modeling PTSD through Latent Growth Mixture Modeling: implementation and discussion.

PubMed

Depaoli, Sarah; van de Schoot, Rens; van Loey, Nancy; Sijbrandij, Marit

2015-01-01

After traumatic events, such as disaster, war trauma, and injuries including burns (which is the focus here), the risk to develop posttraumatic stress disorder (PTSD) is approximately 10% (Breslau & Davis, 1992). Latent Growth Mixture Modeling can be used to classify individuals into distinct groups exhibiting different patterns of PTSD (Galatzer-Levy, 2015). Currently, empirical evidence points to four distinct trajectories of PTSD patterns in those who have experienced burn trauma. These trajectories are labeled as: resilient, recovery, chronic, and delayed onset trajectories (e.g., Bonanno, 2004; Bonanno, Brewin, Kaniasty, & Greca, 2010; Maercker, Gäbler, O'Neil, Schützwohl, & Müller, 2013; Pietrzak et al., 2013). The delayed onset trajectory affects only a small group of individuals, that is, about 4-5% (O'Donnell, Elliott, Lau, & Creamer, 2007). In addition to its low frequency, the later onset of this trajectory may contribute to the fact that these individuals can be easily overlooked by professionals. In this special symposium on Estimating PTSD trajectories (Van de Schoot, 2015a), we illustrate how to properly identify this small group of individuals through the Bayesian estimation framework using previous knowledge through priors (see, e.g., Depaoli & Boyajian, 2014; Van de Schoot, Broere, Perryck, Zondervan-Zwijnenburg, & Van Loey, 2015). We used latent growth mixture modeling (LGMM) (Van de Schoot, 2015b) to estimate PTSD trajectories across 4 years that followed a traumatic burn. We demonstrate and compare results from traditional (maximum likelihood) and Bayesian estimation using priors (see, Depaoli, 2012, 2013). Further, we discuss where priors come from and how to define them in the estimation process. We demonstrate that only the Bayesian approach results in the desired theory-driven solution of PTSD trajectories. Since the priors are chosen subjectively, we also present a sensitivity analysis of the Bayesian results to illustrate how to check the impact of the prior knowledge integrated into the model. We conclude with recommendations and guidelines for researchers looking to implement theory-driven LGMM, and we tailor this discussion to the context of PTSD research.

Inference of reaction rate parameters based on summary statistics from experiments

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

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

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

Inference of reaction rate parameters based on summary statistics from experiments

DOE PAGES

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

2016-10-15

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