NASA Astrophysics Data System (ADS)
Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.
2018-05-01
Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.
Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology
Murakami, Yohei
2014-01-01
Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named “posterior parameter ensemble”. We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor. PMID:25089832
Optimal Bayesian Adaptive Design for Test-Item Calibration.
van der Linden, Wim J; Ren, Hao
2015-06-01
An optimal adaptive design for test-item calibration based on Bayesian optimality criteria is presented. The design adapts the choice of field-test items to the examinees taking an operational adaptive test using both the information in the posterior distributions of their ability parameters and the current posterior distributions of the field-test parameters. Different criteria of optimality based on the two types of posterior distributions are possible. The design can be implemented using an MCMC scheme with alternating stages of sampling from the posterior distributions of the test takers' ability parameters and the parameters of the field-test items while reusing samples from earlier posterior distributions of the other parameters. Results from a simulation study demonstrated the feasibility of the proposed MCMC implementation for operational item calibration. A comparison of performances for different optimality criteria showed faster calibration of substantial numbers of items for the criterion of D-optimality relative to A-optimality, a special case of c-optimality, and random assignment of items to the test takers.
Selecting Summary Statistics in Approximate Bayesian Computation for Calibrating Stochastic Models
Burr, Tom
2013-01-01
Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the “go-to” option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example. PMID:24288668
Selecting summary statistics in approximate Bayesian computation for calibrating stochastic models.
Burr, Tom; Skurikhin, Alexei
2013-01-01
Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the "go-to" option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example.
General Metropolis-Hastings jump diffusions for automatic target recognition in infrared scenes
NASA Astrophysics Data System (ADS)
Lanterman, Aaron D.; Miller, Michael I.; Snyder, Donald L.
1997-04-01
To locate and recognize ground-based targets in forward- looking IR (FLIR) images, 3D faceted models with associated pose parameters are formulated to accommodate the variability found in FLIR imagery. Taking a Bayesian approach, scenes are simulated from the emissive characteristics of the CAD models and compared with the collected data by a likelihood function based on sensor statistics. This likelihood is combined with a prior distribution defined over the set of possible scenes to form a posterior distribution. To accommodate scenes with variable numbers of targets, the posterior distribution is defined over parameter vectors of varying dimension. An inference algorithm based on Metropolis-Hastings jump- diffusion processes empirically samples from the posterior distribution, generating configurations of templates and transformations that match the collected sensor data with high probability. The jumps accommodate the addition and deletion of targets and the estimation of target identities; diffusions refine the hypotheses by drifting along the gradient of the posterior distribution with respect to the orientation and position parameters. Previous results on jumps strategies analogous to the Metropolis acceptance/rejection algorithm, with proposals drawn from the prior and accepted based on the likelihood, are extended to encompass general Metropolis-Hastings proposal densities. In particular, the algorithm proposes moves by drawing from the posterior distribution over computationally tractible subsets of the parameter space. The algorithm is illustrated by an implementation on a Silicon Graphics Onyx/Reality Engine.
DOE Office of Scientific and Technical Information (OSTI.GOV)
La Russa, D
Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributionsmore » found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.« less
Melanoma Cell Colony Expansion Parameters Revealed by Approximate Bayesian Computation
Vo, Brenda N.; Drovandi, Christopher C.; Pettitt, Anthony N.; Pettet, Graeme J.
2015-01-01
In vitro studies and mathematical models are now being widely used to study the underlying mechanisms driving the expansion of cell colonies. This can improve our understanding of cancer formation and progression. Although much progress has been made in terms of developing and analysing mathematical models, far less progress has been made in terms of understanding how to estimate model parameters using experimental in vitro image-based data. To address this issue, a new approximate Bayesian computation (ABC) algorithm is proposed to estimate key parameters governing the expansion of melanoma cell (MM127) colonies, including cell diffusivity, D, cell proliferation rate, λ, and cell-to-cell adhesion, q, in two experimental scenarios, namely with and without a chemical treatment to suppress cell proliferation. Even when little prior biological knowledge about the parameters is assumed, all parameters are precisely inferred with a small posterior coefficient of variation, approximately 2–12%. The ABC analyses reveal that the posterior distributions of D and q depend on the experimental elapsed time, whereas the posterior distribution of λ does not. The posterior mean values of D and q are in the ranges 226–268 µm2h−1, 311–351 µm2h−1 and 0.23–0.39, 0.32–0.61 for the experimental periods of 0–24 h and 24–48 h, respectively. Furthermore, we found that the posterior distribution of q also depends on the initial cell density, whereas the posterior distributions of D and λ do not. The ABC approach also enables information from the two experiments to be combined, resulting in greater precision for all estimates of D and λ. PMID:26642072
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lu, Dan; Ricciuto, Daniel; Walker, Anthony
Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less
Lu, Dan; Ricciuto, Daniel; Walker, Anthony; ...
2017-02-22
Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less
Comparison of sampling techniques for Bayesian parameter estimation
NASA Astrophysics Data System (ADS)
Allison, Rupert; Dunkley, Joanna
2014-02-01
The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.
Bayesian approach for three-dimensional aquifer characterization at the Hanford 300 Area
DOE Office of Scientific and Technical Information (OSTI.GOV)
Murakami, Haruko; Chen, X.; Hahn, Melanie S.
2010-10-21
This study presents a stochastic, three-dimensional characterization of a heterogeneous hydraulic conductivity field within DOE's Hanford 300 Area site, Washington, by assimilating large-scale, constant-rate injection test data with small-scale, three-dimensional electromagnetic borehole flowmeter (EBF) measurement data. We first inverted the injection test data to estimate the transmissivity field, using zeroth-order temporal moments of pressure buildup curves. We applied a newly developed Bayesian geostatistical inversion framework, the method of anchored distributions (MAD), to obtain a joint posterior distribution of geostatistical parameters and local log-transmissivities at multiple locations. The unique aspects of MAD that make it suitable for this purpose are itsmore » ability to integrate multi-scale, multi-type data within a Bayesian framework and to compute a nonparametric posterior distribution. After we combined the distribution of transmissivities with depth-discrete relative-conductivity profile from EBF data, we inferred the three-dimensional geostatistical parameters of the log-conductivity field, using the Bayesian model-based geostatistics. Such consistent use of the Bayesian approach throughout the procedure enabled us to systematically incorporate data uncertainty into the final posterior distribution. The method was tested in a synthetic study and validated using the actual data that was not part of the estimation. Results showed broader and skewed posterior distributions of geostatistical parameters except for the mean, which suggests the importance of inferring the entire distribution to quantify the parameter uncertainty.« less
Nested Sampling for Bayesian Model Comparison in the Context of Salmonella Disease Dynamics
Dybowski, Richard; McKinley, Trevelyan J.; Mastroeni, Pietro; Restif, Olivier
2013-01-01
Understanding the mechanisms underlying the observed dynamics of complex biological systems requires the statistical assessment and comparison of multiple alternative models. Although this has traditionally been done using maximum likelihood-based methods such as Akaike's Information Criterion (AIC), Bayesian methods have gained in popularity because they provide more informative output in the form of posterior probability distributions. However, comparison between multiple models in a Bayesian framework is made difficult by the computational cost of numerical integration over large parameter spaces. A new, efficient method for the computation of posterior probabilities has recently been proposed and applied to complex problems from the physical sciences. Here we demonstrate how nested sampling can be used for inference and model comparison in biological sciences. We present a reanalysis of data from experimental infection of mice with Salmonella enterica showing the distribution of bacteria in liver cells. In addition to confirming the main finding of the original analysis, which relied on AIC, our approach provides: (a) integration across the parameter space, (b) estimation of the posterior parameter distributions (with visualisations of parameter correlations), and (c) estimation of the posterior predictive distributions for goodness-of-fit assessments of the models. The goodness-of-fit results suggest that alternative mechanistic models and a relaxation of the quasi-stationary assumption should be considered. PMID:24376528
Forecasts of non-Gaussian parameter spaces using Box-Cox transformations
NASA Astrophysics Data System (ADS)
Joachimi, B.; Taylor, A. N.
2011-09-01
Forecasts of statistical constraints on model parameters using the Fisher matrix abound in many fields of astrophysics. The Fisher matrix formalism involves the assumption of Gaussianity in parameter space and hence fails to predict complex features of posterior probability distributions. Combining the standard Fisher matrix with Box-Cox transformations, we propose a novel method that accurately predicts arbitrary posterior shapes. The Box-Cox transformations are applied to parameter space to render it approximately multivariate Gaussian, performing the Fisher matrix calculation on the transformed parameters. We demonstrate that, after the Box-Cox parameters have been determined from an initial likelihood evaluation, the method correctly predicts changes in the posterior when varying various parameters of the experimental setup and the data analysis, with marginally higher computational cost than a standard Fisher matrix calculation. We apply the Box-Cox-Fisher formalism to forecast cosmological parameter constraints by future weak gravitational lensing surveys. The characteristic non-linear degeneracy between matter density parameter and normalization of matter density fluctuations is reproduced for several cases, and the capabilities of breaking this degeneracy by weak-lensing three-point statistics is investigated. Possible applications of Box-Cox transformations of posterior distributions are discussed, including the prospects for performing statistical data analysis steps in the transformed Gaussianized parameter space.
NASA Technical Reports Server (NTRS)
Sidik, S. M.
1972-01-01
The error variance of the process prior multivariate normal distributions of the parameters of the models are assumed to be specified, prior probabilities of the models being correct. A rule for termination of sampling is proposed. Upon termination, the model with the largest posterior probability is chosen as correct. If sampling is not terminated, posterior probabilities of the models and posterior distributions of the parameters are computed. An experiment was chosen to maximize the expected Kullback-Leibler information function. Monte Carlo simulation experiments were performed to investigate large and small sample behavior of the sequential adaptive procedure.
NASA Astrophysics Data System (ADS)
Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby
2013-12-01
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.
Development of uncertainty-based work injury model using Bayesian structural equation modelling.
Chatterjee, Snehamoy
2014-01-01
This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.
Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.
2016-01-01
A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221
O'Reilly, Joseph E; Donoghue, Philip C J
2018-03-01
Consensus trees are required to summarize trees obtained through MCMC sampling of a posterior distribution, providing an overview of the distribution of estimated parameters such as topology, branch lengths, and divergence times. Numerous consensus tree construction methods are available, each presenting a different interpretation of the tree sample. The rise of morphological clock and sampled-ancestor methods of divergence time estimation, in which times and topology are coestimated, has increased the popularity of the maximum clade credibility (MCC) consensus tree method. The MCC method assumes that the sampled, fully resolved topology with the highest clade credibility is an adequate summary of the most probable clades, with parameter estimates from compatible sampled trees used to obtain the marginal distributions of parameters such as clade ages and branch lengths. Using both simulated and empirical data, we demonstrate that MCC trees, and trees constructed using the similar maximum a posteriori (MAP) method, often include poorly supported and incorrect clades when summarizing diffuse posterior samples of trees. We demonstrate that the paucity of information in morphological data sets contributes to the inability of MCC and MAP trees to accurately summarise of the posterior distribution. Conversely, majority-rule consensus (MRC) trees represent a lower proportion of incorrect nodes when summarizing the same posterior samples of trees. Thus, we advocate the use of MRC trees, in place of MCC or MAP trees, in attempts to summarize the results of Bayesian phylogenetic analyses of morphological data.
O’Reilly, Joseph E; Donoghue, Philip C J
2018-01-01
Abstract Consensus trees are required to summarize trees obtained through MCMC sampling of a posterior distribution, providing an overview of the distribution of estimated parameters such as topology, branch lengths, and divergence times. Numerous consensus tree construction methods are available, each presenting a different interpretation of the tree sample. The rise of morphological clock and sampled-ancestor methods of divergence time estimation, in which times and topology are coestimated, has increased the popularity of the maximum clade credibility (MCC) consensus tree method. The MCC method assumes that the sampled, fully resolved topology with the highest clade credibility is an adequate summary of the most probable clades, with parameter estimates from compatible sampled trees used to obtain the marginal distributions of parameters such as clade ages and branch lengths. Using both simulated and empirical data, we demonstrate that MCC trees, and trees constructed using the similar maximum a posteriori (MAP) method, often include poorly supported and incorrect clades when summarizing diffuse posterior samples of trees. We demonstrate that the paucity of information in morphological data sets contributes to the inability of MCC and MAP trees to accurately summarise of the posterior distribution. Conversely, majority-rule consensus (MRC) trees represent a lower proportion of incorrect nodes when summarizing the same posterior samples of trees. Thus, we advocate the use of MRC trees, in place of MCC or MAP trees, in attempts to summarize the results of Bayesian phylogenetic analyses of morphological data. PMID:29106675
Ferrari, Ulisse
2016-08-01
Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case of large but finite datasets. We first show how the steepest descent dynamics is not optimal as it is slowed down by the inhomogeneous curvature of the model parameters' space. We then provide a way for rectifying this space which relies only on dataset properties and does not require large computational efforts. We conclude by solving the long-time limit of the parameters' dynamics including the randomness generated by the systematic use of Gibbs sampling. In this stochastic framework, rather than converging to a fixed point, the dynamics reaches a stationary distribution, which for the rectified dynamics reproduces the posterior distribution of the parameters. We sum up all these insights in a "rectified" data-driven algorithm that is fast and by sampling from the parameters' posterior avoids both under- and overfitting along all the directions of the parameters' space. Through the learning of pairwise Ising models from the recording of a large population of retina neurons, we show how our algorithm outperforms the steepest descent method.
Albert, Carlo; Ulzega, Simone; Stoop, Ruedi
2016-04-01
Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.
NASA Astrophysics Data System (ADS)
Raj, R.; Hamm, N. A. S.; van der Tol, C.; Stein, A.
2015-08-01
Gross primary production (GPP), separated from flux tower measurements of net ecosystem exchange (NEE) of CO2, is used increasingly to validate process-based simulators and remote sensing-derived estimates of simulated GPP at various time steps. Proper validation should include the uncertainty associated with this separation at different time steps. This can be achieved by using a Bayesian framework. In this study, we estimated the uncertainty in GPP at half hourly time steps. We used a non-rectangular hyperbola (NRH) model to separate GPP from flux tower measurements of NEE at the Speulderbos forest site, The Netherlands. The NRH model included the variables that influence GPP, in particular radiation, and temperature. In addition, the NRH model provided a robust empirical relationship between radiation and GPP by including the degree of curvature of the light response curve. Parameters of the NRH model were fitted to the measured NEE data for every 10-day period during the growing season (April to October) in 2009. Adopting a Bayesian approach, we defined the prior distribution of each NRH parameter. Markov chain Monte Carlo (MCMC) simulation was used to update the prior distribution of each NRH parameter. This allowed us to estimate the uncertainty in the separated GPP at half-hourly time steps. This yielded the posterior distribution of GPP at each half hour and allowed the quantification of uncertainty. The time series of posterior distributions thus obtained allowed us to estimate the uncertainty at daily time steps. We compared the informative with non-informative prior distributions of the NRH parameters. The results showed that both choices of prior produced similar posterior distributions GPP. This will provide relevant and important information for the validation of process-based simulators in the future. Furthermore, the obtained posterior distributions of NEE and the NRH parameters are of interest for a range of applications.
NASA Astrophysics Data System (ADS)
Liu, Bin
2014-07-01
We describe an algorithm that can adaptively provide mixture summaries of multimodal posterior distributions. The parameter space of the involved posteriors ranges in size from a few dimensions to dozens of dimensions. This work was motivated by an astrophysical problem called extrasolar planet (exoplanet) detection, wherein the computation of stochastic integrals that are required for Bayesian model comparison is challenging. The difficulty comes from the highly nonlinear models that lead to multimodal posterior distributions. We resort to importance sampling (IS) to estimate the integrals, and thus translate the problem to be how to find a parametric approximation of the posterior. To capture the multimodal structure in the posterior, we initialize a mixture proposal distribution and then tailor its parameters elaborately to make it resemble the posterior to the greatest extent possible. We use the effective sample size (ESS) calculated based on the IS draws to measure the degree of approximation. The bigger the ESS is, the better the proposal resembles the posterior. A difficulty within this tailoring operation lies in the adjustment of the number of mixing components in the mixture proposal. Brute force methods just preset it as a large constant, which leads to an increase in the required computational resources. We provide an iterative delete/merge/add process, which works in tandem with an expectation-maximization step to tailor such a number online. The efficiency of our proposed method is tested via both simulation studies and real exoplanet data analysis.
NASA Astrophysics Data System (ADS)
Davis, A. D.; Heimbach, P.; Marzouk, Y.
2017-12-01
We develop a Bayesian inverse modeling framework for predicting future ice sheet volume with associated formal uncertainty estimates. Marine ice sheets are drained by fast-flowing ice streams, which we simulate using a flowline model. Flowline models depend on geometric parameters (e.g., basal topography), parameterized physical processes (e.g., calving laws and basal sliding), and climate parameters (e.g., surface mass balance), most of which are unknown or uncertain. Given observations of ice surface velocity and thickness, we define a Bayesian posterior distribution over static parameters, such as basal topography. We also define a parameterized distribution over variable parameters, such as future surface mass balance, which we assume are not informed by the data. Hyperparameters are used to represent climate change scenarios, and sampling their distributions mimics internal variation. For example, a warming climate corresponds to increasing mean surface mass balance but an individual sample may have periods of increasing or decreasing surface mass balance. We characterize the predictive distribution of ice volume by evaluating the flowline model given samples from the posterior distribution and the distribution over variable parameters. Finally, we determine the effect of climate change on future ice sheet volume by investigating how changing the hyperparameters affects the predictive distribution. We use state-of-the-art Bayesian computation to address computational feasibility. Characterizing the posterior distribution (using Markov chain Monte Carlo), sampling the full range of variable parameters and evaluating the predictive model is prohibitively expensive. Furthermore, the required resolution of the inferred basal topography may be very high, which is often challenging for sampling methods. Instead, we leverage regularity in the predictive distribution to build a computationally cheaper surrogate over the low dimensional quantity of interest (future ice sheet volume). Continual surrogate refinement guarantees asymptotic sampling from the predictive distribution. Directly characterizing the predictive distribution in this way allows us to assess the ice sheet's sensitivity to climate variability and change.
NASA Astrophysics Data System (ADS)
Ferrari, Ulisse
A maximal entropy model provides the least constrained probability distribution that reproduces experimental averages of an observables set. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case of large but finite datasets. We first show how the steepest descent dynamics is not optimal as it is slowed down by the inhomogeneous curvature of the model parameters space. We then provide a way for rectifying this space which relies only on dataset properties and does not require large computational efforts. We conclude by solving the long-time limit of the parameters dynamics including the randomness generated by the systematic use of Gibbs sampling. In this stochastic framework, rather than converging to a fixed point, the dynamics reaches a stationary distribution, which for the rectified dynamics reproduces the posterior distribution of the parameters. We sum up all these insights in a ``rectified'' Data-Driven algorithm that is fast and by sampling from the parameters posterior avoids both under- and over-fitting along all the directions of the parameters space. Through the learning of pairwise Ising models from the recording of a large population of retina neurons, we show how our algorithm outperforms the steepest descent method. This research was supported by a Grant from the Human Brain Project (HBP CLAP).
NASA Astrophysics Data System (ADS)
De Lannoy, G. J.; Reichle, R. H.; Vrugt, J. A.
2012-12-01
Simulated L-band (1.4 GHz) brightness temperatures are very sensitive to the values of the parameters in the radiative transfer model (RTM). We assess the optimum RTM parameter values and their (posterior) uncertainty in the Goddard Earth Observing System (GEOS-5) land surface model using observations of multi-angular brightness temperature over North America from the Soil Moisture Ocean Salinity (SMOS) mission. Two different parameter estimation methods are being compared: (i) a particle swarm optimization (PSO) approach, and (ii) an MCMC simulation procedure using the differential evolution adaptive Metropolis (DREAM) algorithm. Our results demonstrate that both methods provide similar "optimal" parameter values. Yet, DREAM exhibits better convergence properties, resulting in a reduced spread of the posterior ensemble. The posterior parameter distributions derived with both methods are used for predictive uncertainty estimation of brightness temperature. This presentation will highlight our model-data synthesis framework and summarize our initial findings.
Exact posterior computation in non-conjugate Gaussian location-scale parameters models
NASA Astrophysics Data System (ADS)
Andrade, J. A. A.; Rathie, P. N.
2017-12-01
In Bayesian analysis the class of conjugate models allows to obtain exact posterior distributions, however this class quite restrictive in the sense that it involves only a few distributions. In fact, most of the practical applications involves non-conjugate models, thus approximate methods, such as the MCMC algorithms, are required. Although these methods can deal with quite complex structures, some practical problems can make their applications quite time demanding, for example, when we use heavy-tailed distributions, convergence may be difficult, also the Metropolis-Hastings algorithm can become very slow, in addition to the extra work inevitably required on choosing efficient candidate generator distributions. In this work, we draw attention to the special functions as a tools for Bayesian computation, we propose an alternative method for obtaining the posterior distribution in Gaussian non-conjugate models in an exact form. We use complex integration methods based on the H-function in order to obtain the posterior distribution and some of its posterior quantities in an explicit computable form. Two examples are provided in order to illustrate the theory.
Posterior propriety for hierarchical models with log-likelihoods that have norm bounds
Michalak, Sarah E.; Morris, Carl N.
2015-07-17
Statisticians often use improper priors to express ignorance or to provide good frequency properties, requiring that posterior propriety be verified. Our paper addresses generalized linear mixed models, GLMMs, when Level I parameters have Normal distributions, with many commonly-used hyperpriors. It provides easy-to-verify sufficient posterior propriety conditions based on dimensions, matrix ranks, and exponentiated norm bounds, ENBs, for the Level I likelihood. Since many familiar likelihoods have ENBs, which is often verifiable via log-concavity and MLE finiteness, our novel use of ENBs permits unification of posterior propriety results and posterior MGF/moment results for many useful Level I distributions, including those commonlymore » used with multilevel generalized linear models, e.g., GLMMs and hierarchical generalized linear models, HGLMs. Furthermore, those who need to verify existence of posterior distributions or of posterior MGFs/moments for a multilevel generalized linear model given a proper or improper multivariate F prior as in Section 1 should find the required results in Sections 1 and 2 and Theorem 3 (GLMMs), Theorem 4 (HGLMs), or Theorem 5 (posterior MGFs/moments).« less
Quantifying parameter uncertainty in stochastic models using the Box Cox transformation
NASA Astrophysics Data System (ADS)
Thyer, Mark; Kuczera, George; Wang, Q. J.
2002-08-01
The Box-Cox transformation is widely used to transform hydrological data to make it approximately Gaussian. Bayesian evaluation of parameter uncertainty in stochastic models using the Box-Cox transformation is hindered by the fact that there is no analytical solution for the posterior distribution. However, the Markov chain Monte Carlo method known as the Metropolis algorithm can be used to simulate the posterior distribution. This method properly accounts for the nonnegativity constraint implicit in the Box-Cox transformation. Nonetheless, a case study using the AR(1) model uncovered a practical problem with the implementation of the Metropolis algorithm. The use of a multivariate Gaussian jump distribution resulted in unacceptable convergence behaviour. This was rectified by developing suitable parameter transformations for the mean and variance of the AR(1) process to remove the strong nonlinear dependencies with the Box-Cox transformation parameter. Applying this methodology to the Sydney annual rainfall data and the Burdekin River annual runoff data illustrates the efficacy of these parameter transformations and demonstrate the value of quantifying parameter uncertainty.
Calibration of micromechanical parameters for DEM simulations by using the particle filter
NASA Astrophysics Data System (ADS)
Cheng, Hongyang; Shuku, Takayuki; Thoeni, Klaus; Yamamoto, Haruyuki
2017-06-01
The calibration of DEM models is typically accomplished by trail and error. However, the procedure lacks of objectivity and has several uncertainties. To deal with these issues, the particle filter is employed as a novel approach to calibrate DEM models of granular soils. The posterior probability distribution of the microparameters that give numerical results in good agreement with the experimental response of a Toyoura sand specimen is approximated by independent model trajectories, referred as `particles', based on Monte Carlo sampling. The soil specimen is modeled by polydisperse packings with different numbers of spherical grains. Prepared in `stress-free' states, the packings are subjected to triaxial quasistatic loading. Given the experimental data, the posterior probability distribution is incrementally updated, until convergence is reached. The resulting `particles' with higher weights are identified as the calibration results. The evolutions of the weighted averages and posterior probability distribution of the micro-parameters are plotted to show the advantage of using a particle filter, i.e., multiple solutions are identified for each parameter with known probabilities of reproducing the experimental response.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Bin, E-mail: bins@ieee.org
2014-07-01
We describe an algorithm that can adaptively provide mixture summaries of multimodal posterior distributions. The parameter space of the involved posteriors ranges in size from a few dimensions to dozens of dimensions. This work was motivated by an astrophysical problem called extrasolar planet (exoplanet) detection, wherein the computation of stochastic integrals that are required for Bayesian model comparison is challenging. The difficulty comes from the highly nonlinear models that lead to multimodal posterior distributions. We resort to importance sampling (IS) to estimate the integrals, and thus translate the problem to be how to find a parametric approximation of the posterior.more » To capture the multimodal structure in the posterior, we initialize a mixture proposal distribution and then tailor its parameters elaborately to make it resemble the posterior to the greatest extent possible. We use the effective sample size (ESS) calculated based on the IS draws to measure the degree of approximation. The bigger the ESS is, the better the proposal resembles the posterior. A difficulty within this tailoring operation lies in the adjustment of the number of mixing components in the mixture proposal. Brute force methods just preset it as a large constant, which leads to an increase in the required computational resources. We provide an iterative delete/merge/add process, which works in tandem with an expectation-maximization step to tailor such a number online. The efficiency of our proposed method is tested via both simulation studies and real exoplanet data analysis.« less
Validation of Bayesian analysis of compartmental kinetic models in medical imaging.
Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M
2016-10-01
Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.
2011-12-01
Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently than traditional MCMC.
Determining fundamental properties of matter created in ultrarelativistic heavy-ion collisions
NASA Astrophysics Data System (ADS)
Novak, J.; Novak, K.; Pratt, S.; Vredevoogd, J.; Coleman-Smith, C. E.; Wolpert, R. L.
2014-03-01
Posterior distributions for physical parameters describing relativistic heavy-ion collisions, such as the viscosity of the quark-gluon plasma, are extracted through a comparison of hydrodynamic-based transport models to experimental results from 100AGeV+100AGeV Au +Au collisions at the Relativistic Heavy Ion Collider. By simultaneously varying six parameters and by evaluating several classes of observables, we are able to explore the complex intertwined dependencies of observables on model parameters. The methods provide a full multidimensional posterior distribution for the model output, including a range of acceptable values for each parameter, and reveal correlations between them. The breadth of observables and the number of parameters considered here go beyond previous studies in this field. The statistical tools, which are based upon Gaussian process emulators, are tested in detail and should be extendable to larger data sets and a higher number of parameters.
A Bayesian kriging approach for blending satellite and ground precipitation observations
Verdin, Andrew P.; Rajagopalan, Balaji; Kleiber, William; Funk, Christopher C.
2015-01-01
Drought and flood management practices require accurate estimates of precipitation. Gauge observations, however, are often sparse in regions with complicated terrain, clustered in valleys, and of poor quality. Consequently, the spatial extent of wet events is poorly represented. Satellite-derived precipitation data are an attractive alternative, though they tend to underestimate the magnitude of wet events due to their dependency on retrieval algorithms and the indirect relationship between satellite infrared observations and precipitation intensities. Here we offer a Bayesian kriging approach for blending precipitation gauge data and the Climate Hazards Group Infrared Precipitation satellite-derived precipitation estimates for Central America, Colombia, and Venezuela. First, the gauge observations are modeled as a linear function of satellite-derived estimates and any number of other variables—for this research we include elevation. Prior distributions are defined for all model parameters and the posterior distributions are obtained simultaneously via Markov chain Monte Carlo sampling. The posterior distributions of these parameters are required for spatial estimation, and thus are obtained prior to implementing the spatial kriging model. This functional framework is applied to model parameters obtained by sampling from the posterior distributions, and the residuals of the linear model are subject to a spatial kriging model. Consequently, the posterior distributions and uncertainties of the blended precipitation estimates are obtained. We demonstrate this method by applying it to pentadal and monthly total precipitation fields during 2009. The model's performance and its inherent ability to capture wet events are investigated. We show that this blending method significantly improves upon the satellite-derived estimates and is also competitive in its ability to represent wet events. This procedure also provides a means to estimate a full conditional distribution of the “true” observed precipitation value at each grid cell.
Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
2016-01-01
Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less
Global Sensitivity Analysis and Parameter Calibration for an Ecosystem Carbon Model
NASA Astrophysics Data System (ADS)
Safta, C.; Ricciuto, D. M.; Sargsyan, K.; Najm, H. N.; Debusschere, B.; Thornton, P. E.
2013-12-01
We present uncertainty quantification results for a process-based ecosystem carbon model. The model employs 18 parameters and is driven by meteorological data corresponding to years 1992-2006 at the Harvard Forest site. Daily Net Ecosystem Exchange (NEE) observations were available to calibrate the model parameters and test the performance of the model. Posterior distributions show good predictive capabilities for the calibrated model. A global sensitivity analysis was first performed to determine the important model parameters based on their contribution to the variance of NEE. We then proceed to calibrate the model parameters in a Bayesian framework. The daily discrepancies between measured and predicted NEE values were modeled as independent and identically distributed Gaussians with prescribed daily variance according to the recorded instrument error. All model parameters were assumed to have uninformative priors with bounds set according to expert opinion. The global sensitivity results show that the rate of leaf fall (LEAFALL) is responsible for approximately 25% of the total variance in the average NEE for 1992-2005. A set of 4 other parameters, Nitrogen use efficiency (NUE), base rate for maintenance respiration (BR_MR), growth respiration fraction (RG_FRAC), and allocation to plant stem pool (ASTEM) contribute between 5% and 12% to the variance in average NEE, while the rest of the parameters have smaller contributions. The posterior distributions, sampled with a Markov Chain Monte Carlo algorithm, exhibit significant correlations between model parameters. However LEAFALL, the most important parameter for the average NEE, is not informed by the observational data, while less important parameters show significant updates between their prior and posterior densities. The Fisher information matrix values, indicating which parameters are most informed by the experimental observations, are examined to augment the comparison between the calibration and global sensitivity analysis results.
NASA Astrophysics Data System (ADS)
Lu, Dan; Ricciuto, Daniel; Walker, Anthony; Safta, Cosmin; Munger, William
2017-09-01
Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.
Incorporating rainfall uncertainty in a SWAT model: the river Zenne basin (Belgium) case study
NASA Astrophysics Data System (ADS)
Tolessa Leta, Olkeba; Nossent, Jiri; van Griensven, Ann; Bauwens, Willy
2013-04-01
The European Union Water Framework Directive (EU-WFD) called its member countries to achieve a good ecological status for all inland and coastal water bodies by 2015. According to recent studies, the river Zenne (Belgium) is far from this objective. Therefore, an interuniversity and multidisciplinary project "Towards a Good Ecological Status in the river Zenne (GESZ)" was launched to evaluate the effects of wastewater management plans on the river. In this project, different models have been developed and integrated using the Open Modelling Interface (OpenMI). The hydrologic, semi-distributed Soil and Water Assessment Tool (SWAT) is hereby used as one of the model components in the integrated modelling chain in order to model the upland catchment processes. The assessment of the uncertainty of SWAT is an essential aspect of the decision making process, in order to design robust management strategies that take the predicted uncertainties into account. Model uncertainty stems from the uncertainties on the model parameters, the input data (e.g, rainfall), the calibration data (e.g., stream flows) and on the model structure itself. The objective of this paper is to assess the first three sources of uncertainty in a SWAT model of the river Zenne basin. For the assessment of rainfall measurement uncertainty, first, we identified independent rainfall periods, based on the daily precipitation and stream flow observations and using the Water Engineering Time Series PROcessing tool (WETSPRO). Secondly, we assigned a rainfall multiplier parameter for each of the independent rainfall periods, which serves as a multiplicative input error corruption. Finally, we treated these multipliers as latent parameters in the model optimization and uncertainty analysis (UA). For parameter uncertainty assessment, due to the high number of parameters of the SWAT model, first, we screened out its most sensitive parameters using the Latin Hypercube One-factor-At-a-Time (LH-OAT) technique. Subsequently, we only considered the most sensitive parameters for parameter optimization and UA. To explicitly account for the stream flow uncertainty, we assumed that the stream flow measurement error increases linearly with the stream flow value. To assess the uncertainty and infer posterior distributions of the parameters, we used a Markov Chain Monte Carlo (MCMC) sampler - differential evolution adaptive metropolis (DREAM) that uses sampling from an archive of past states to generate candidate points in each individual chain. It is shown that the marginal posterior distributions of the rainfall multipliers vary widely between individual events, as a consequence of rainfall measurement errors and the spatial variability of the rain. Only few of the rainfall events are well defined. The marginal posterior distributions of the SWAT model parameter values are well defined and identified by DREAM, within their prior ranges. The posterior distributions of output uncertainty parameter values also show that the stream flow data is highly uncertain. The approach of using rainfall multipliers to treat rainfall uncertainty for a complex model has an impact on the model parameter marginal posterior distributions and on the model results Corresponding author: Tel.: +32 (0)2629 3027; fax: +32(0)2629 3022. E-mail: otolessa@vub.ac.be
Use of Bayes theorem to correct size-specific sampling bias in growth data.
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.
NASA Astrophysics Data System (ADS)
Raj, Rahul; Hamm, Nicholas Alexander Samuel; van der Tol, Christiaan; Stein, Alfred
2016-03-01
Gross primary production (GPP) can be separated from flux tower measurements of net ecosystem exchange (NEE) of CO2. This is used increasingly to validate process-based simulators and remote-sensing-derived estimates of simulated GPP at various time steps. Proper validation includes the uncertainty associated with this separation. In this study, uncertainty assessment was done in a Bayesian framework. It was applied to data from the Speulderbos forest site, The Netherlands. We estimated the uncertainty in GPP at half-hourly time steps, using a non-rectangular hyperbola (NRH) model for its separation from the flux tower measurements. The NRH model provides a robust empirical relationship between radiation and GPP. It includes the degree of curvature of the light response curve, radiation and temperature. Parameters of the NRH model were fitted to the measured NEE data for every 10-day period during the growing season (April to October) in 2009. We defined the prior distribution of each NRH parameter and used Markov chain Monte Carlo (MCMC) simulation to estimate the uncertainty in the separated GPP from the posterior distribution at half-hourly time steps. This time series also allowed us to estimate the uncertainty at daily time steps. We compared the informative with the non-informative prior distributions of the NRH parameters and found that both choices produced similar posterior distributions of GPP. This will provide relevant and important information for the validation of process-based simulators in the future. Furthermore, the obtained posterior distributions of NEE and the NRH parameters are of interest for a range of applications.
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.
Computational statistics using the Bayesian Inference Engine
NASA Astrophysics Data System (ADS)
Weinberg, Martin D.
2013-09-01
This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimized software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organize and reuse expensive derived data. The BIE is the first platform for computational statistics designed explicitly to enable Bayesian update and model comparison for astronomical problems. Bayesian update is based on the representation of high-dimensional posterior distributions using metric-ball-tree based kernel density estimation. Among its algorithmic offerings, the BIE emphasizes hybrid tempered Markov chain Monte Carlo schemes that robustly sample multimodal posterior distributions in high-dimensional parameter spaces. Moreover, the BIE implements a full persistence or serialization system that stores the full byte-level image of the running inference and previously characterized posterior distributions for later use. Two new algorithms to compute the marginal likelihood from the posterior distribution, developed for and implemented in the BIE, enable model comparison for complex models and data sets. Finally, the BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. It includes an extensible object-oriented and easily extended framework that implements every aspect of the Bayesian inference. By providing a variety of statistical algorithms for all phases of the inference problem, a scientist may explore a variety of approaches with a single model and data implementation. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU General Public License.
Bayesian Inference for Generalized Linear Models for Spiking Neurons
Gerwinn, Sebastian; Macke, Jakob H.; Bethge, Matthias
2010-01-01
Generalized Linear Models (GLMs) are commonly used statistical methods for modelling the relationship between neural population activity and presented stimuli. When the dimension of the parameter space is large, strong regularization has to be used in order to fit GLMs to datasets of realistic size without overfitting. By imposing properly chosen priors over parameters, Bayesian inference provides an effective and principled approach for achieving regularization. Here we show how the posterior distribution over model parameters of GLMs can be approximated by a Gaussian using the Expectation Propagation algorithm. In this way, we obtain an estimate of the posterior mean and posterior covariance, allowing us to calculate Bayesian confidence intervals that characterize the uncertainty about the optimal solution. From the posterior we also obtain a different point estimate, namely the posterior mean as opposed to the commonly used maximum a posteriori estimate. We systematically compare the different inference techniques on simulated as well as on multi-electrode recordings of retinal ganglion cells, and explore the effects of the chosen prior and the performance measure used. We find that good performance can be achieved by choosing an Laplace prior together with the posterior mean estimate. PMID:20577627
Improved parameter inference in catchment models: 1. Evaluating parameter uncertainty
NASA Astrophysics Data System (ADS)
Kuczera, George
1983-10-01
A Bayesian methodology is developed to evaluate parameter uncertainty in catchment models fitted to a hydrologic response such as runoff, the goal being to improve the chance of successful regionalization. The catchment model is posed as a nonlinear regression model with stochastic errors possibly being both autocorrelated and heteroscedastic. The end result of this methodology, which may use Box-Cox power transformations and ARMA error models, is the posterior distribution, which summarizes what is known about the catchment model parameters. This can be simplified to a multivariate normal provided a linearization in parameter space is acceptable; means of checking and improving this assumption are discussed. The posterior standard deviations give a direct measure of parameter uncertainty, and study of the posterior correlation matrix can indicate what kinds of data are required to improve the precision of poorly determined parameters. Finally, a case study involving a nine-parameter catchment model fitted to monthly runoff and soil moisture data is presented. It is shown that use of ordinary least squares when its underlying error assumptions are violated gives an erroneous description of parameter uncertainty.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.
Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less
Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.; ...
2017-09-27
Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less
On the use of Bayesian Monte-Carlo in evaluation of nuclear data
NASA Astrophysics Data System (ADS)
De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles
2017-09-01
As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the framework of finding global minimum if several local minimums exist. Application to resolved resonance, unresolved resonance and continuum evaluation as well as multigroup cross section data assimilation will be presented.
Hydrologic Model Selection using Markov chain Monte Carlo methods
NASA Astrophysics Data System (ADS)
Marshall, L.; Sharma, A.; Nott, D.
2002-12-01
Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.
Bustamante, Carlos D.; Valero-Cuevas, Francisco J.
2010-01-01
The field of complex biomechanical modeling has begun to rely on Monte Carlo techniques to investigate the effects of parameter variability and measurement uncertainty on model outputs, search for optimal parameter combinations, and define model limitations. However, advanced stochastic methods to perform data-driven explorations, such as Markov chain Monte Carlo (MCMC), become necessary as the number of model parameters increases. Here, we demonstrate the feasibility and, what to our knowledge is, the first use of an MCMC approach to improve the fitness of realistically large biomechanical models. We used a Metropolis–Hastings algorithm to search increasingly complex parameter landscapes (3, 8, 24, and 36 dimensions) to uncover underlying distributions of anatomical parameters of a “truth model” of the human thumb on the basis of simulated kinematic data (thumbnail location, orientation, and linear and angular velocities) polluted by zero-mean, uncorrelated multivariate Gaussian “measurement noise.” Driven by these data, ten Markov chains searched each model parameter space for the subspace that best fit the data (posterior distribution). As expected, the convergence time increased, more local minima were found, and marginal distributions broadened as the parameter space complexity increased. In the 36-D scenario, some chains found local minima but the majority of chains converged to the true posterior distribution (confirmed using a cross-validation dataset), thus demonstrating the feasibility and utility of these methods for realistically large biomechanical problems. PMID:19272906
Approximate Bayesian Computation by Subset Simulation using hierarchical state-space models
NASA Astrophysics Data System (ADS)
Vakilzadeh, Majid K.; Huang, Yong; Beck, James L.; Abrahamsson, Thomas
2017-02-01
A new multi-level Markov Chain Monte Carlo algorithm for Approximate Bayesian Computation, ABC-SubSim, has recently appeared that exploits the Subset Simulation method for efficient rare-event simulation. ABC-SubSim adaptively creates a nested decreasing sequence of data-approximating regions in the output space that correspond to increasingly closer approximations of the observed output vector in this output space. At each level, multiple samples of the model parameter vector are generated by a component-wise Metropolis algorithm so that the predicted output corresponding to each parameter value falls in the current data-approximating region. Theoretically, if continued to the limit, the sequence of data-approximating regions would converge on to the observed output vector and the approximate posterior distributions, which are conditional on the data-approximation region, would become exact, but this is not practically feasible. In this paper we study the performance of the ABC-SubSim algorithm for Bayesian updating of the parameters of dynamical systems using a general hierarchical state-space model. We note that the ABC methodology gives an approximate posterior distribution that actually corresponds to an exact posterior where a uniformly distributed combined measurement and modeling error is added. We also note that ABC algorithms have a problem with learning the uncertain error variances in a stochastic state-space model and so we treat them as nuisance parameters and analytically integrate them out of the posterior distribution. In addition, the statistical efficiency of the original ABC-SubSim algorithm is improved by developing a novel strategy to regulate the proposal variance for the component-wise Metropolis algorithm at each level. We demonstrate that Self-regulated ABC-SubSim is well suited for Bayesian system identification by first applying it successfully to model updating of a two degree-of-freedom linear structure for three cases: globally, locally and un-identifiable model classes, and then to model updating of a two degree-of-freedom nonlinear structure with Duffing nonlinearities in its interstory force-deflection relationship.
Bayes Factor Covariance Testing in Item Response Models.
Fox, Jean-Paul; Mulder, Joris; Sinharay, Sandip
2017-12-01
Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning the underlying covariance structure are evaluated using (fractional) Bayes factor tests. The support for a unidimensional factor (i.e., assumption of local independence) and differential item functioning are evaluated by testing the covariance components. The posterior distribution of common covariance components is obtained in closed form by transforming latent responses with an orthogonal (Helmert) matrix. This posterior distribution is defined as a shifted-inverse-gamma, thereby introducing a default prior and a balanced prior distribution. Based on that, an MCMC algorithm is described to estimate all model parameters and to compute (fractional) Bayes factor tests. Simulation studies are used to show that the (fractional) Bayes factor tests have good properties for testing the underlying covariance structure of binary response data. The method is illustrated with two real data studies.
Distortion Correction of OCT Images of the Crystalline Lens: GRIN Approach
Siedlecki, Damian; de Castro, Alberto; Gambra, Enrique; Ortiz, Sergio; Borja, David; Uhlhorn, Stephen; Manns, Fabrice; Marcos, Susana; Parel, Jean-Marie
2012-01-01
Purpose To propose a method to correct Optical Coherence Tomography (OCT) images of posterior surface of the crystalline lens incorporating its gradient index (GRIN) distribution and explore its possibilities for posterior surface shape reconstruction in comparison to existing methods of correction. Methods 2-D images of 9 human lenses were obtained with a time-domain OCT system. The shape of the posterior lens surface was corrected using the proposed iterative correction method. The parameters defining the GRIN distribution used for the correction were taken from a previous publication. The results of correction were evaluated relative to the nominal surface shape (accessible in vitro) and compared to the performance of two other existing methods (simple division, refraction correction: assuming a homogeneous index). Comparisons were made in terms of posterior surface radius, conic constant, root mean square, peak to valley and lens thickness shifts from the nominal data. Results Differences in the retrieved radius and conic constant were not statistically significant across methods. However, GRIN distortion correction with optimal shape GRIN parameters provided more accurate estimates of the posterior lens surface, in terms of RMS and peak values, with errors less than 6μm and 13μm respectively, on average. Thickness was also more accurately estimated with the new method, with a mean discrepancy of 8μm. Conclusions The posterior surface of the crystalline lens and lens thickness can be accurately reconstructed from OCT images, with the accuracy improving with an accurate model of the GRIN distribution. The algorithm can be used to improve quantitative knowledge of the crystalline lens from OCT imaging in vivo. Although the improvements over other methods are modest in 2-D, it is expected that 3-D imaging will fully exploit the potential of the technique. The method will also benefit from increasing experimental data of GRIN distribution in the lens of larger populations. PMID:22466105
Distortion correction of OCT images of the crystalline lens: gradient index approach.
Siedlecki, Damian; de Castro, Alberto; Gambra, Enrique; Ortiz, Sergio; Borja, David; Uhlhorn, Stephen; Manns, Fabrice; Marcos, Susana; Parel, Jean-Marie
2012-05-01
To propose a method to correct optical coherence tomography (OCT) images of posterior surface of the crystalline lens incorporating its gradient index (GRIN) distribution and explore its possibilities for posterior surface shape reconstruction in comparison to existing methods of correction. Two-dimensional images of nine human lenses were obtained with a time-domain OCT system. The shape of the posterior lens surface was corrected using the proposed iterative correction method. The parameters defining the GRIN distribution used for the correction were taken from a previous publication. The results of correction were evaluated relative to the nominal surface shape (accessible in vitro) and compared with the performance of two other existing methods (simple division, refraction correction: assuming a homogeneous index). Comparisons were made in terms of posterior surface radius, conic constant, root mean square, peak to valley, and lens thickness shifts from the nominal data. Differences in the retrieved radius and conic constant were not statistically significant across methods. However, GRIN distortion correction with optimal shape GRIN parameters provided more accurate estimates of the posterior lens surface in terms of root mean square and peak values, with errors <6 and 13 μm, respectively, on average. Thickness was also more accurately estimated with the new method, with a mean discrepancy of 8 μm. The posterior surface of the crystalline lens and lens thickness can be accurately reconstructed from OCT images, with the accuracy improving with an accurate model of the GRIN distribution. The algorithm can be used to improve quantitative knowledge of the crystalline lens from OCT imaging in vivo. Although the improvements over other methods are modest in two dimension, it is expected that three-dimensional imaging will fully exploit the potential of the technique. The method will also benefit from increasing experimental data of GRIN distribution in the lens of larger populations.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yu; Hou, Zhangshuan; Huang, Maoyi
2013-12-10
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bertholon, François; Harant, Olivier; Bourlon, Bertrand
This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.
Bayesian calibration of the Community Land Model using surrogates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi
2014-02-01
We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural errormore » in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.« less
On parametrized cold dense matter equation-of-state inference
NASA Astrophysics Data System (ADS)
Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.
2018-07-01
Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrized dense matter equations of state. In particular, we generalize and examine two inference paradigms from the literature: (i) direct posterior equation-of-state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective while the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilizing archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation-of-state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.
On parametrised cold dense matter equation of state inference
NASA Astrophysics Data System (ADS)
Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.
2018-04-01
Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrised dense matter equations of state. In particular we generalise and examine two inference paradigms from the literature: (i) direct posterior equation of state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective whilst the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilising archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation of state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.
Markov Chain Monte Carlo Used in Parameter Inference of Magnetic Resonance Spectra
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hock, Kiel; Earle, Keith
2016-02-06
In this paper, we use Boltzmann statistics and the maximum likelihood distribution derived from Bayes’ Theorem to infer parameter values for a Pake Doublet Spectrum, a lineshape of historical significance and contemporary relevance for determining distances between interacting magnetic dipoles. A Metropolis Hastings Markov Chain Monte Carlo algorithm is implemented and designed to find the optimum parameter set and to estimate parameter uncertainties. In conclusion, the posterior distribution allows us to define a metric on parameter space that induces a geometry with negative curvature that affects the parameter uncertainty estimates, particularly for spectra with low signal to noise.
Annealed Importance Sampling for Neural Mass Models
Penny, Will; Sengupta, Biswa
2016-01-01
Neural Mass Models provide a compact description of the dynamical activity of cell populations in neocortical regions. Moreover, models of regional activity can be connected together into networks, and inferences made about the strength of connections, using M/EEG data and Bayesian inference. To date, however, Bayesian methods have been largely restricted to the Variational Laplace (VL) algorithm which assumes that the posterior distribution is Gaussian and finds model parameters that are only locally optimal. This paper explores the use of Annealed Importance Sampling (AIS) to address these restrictions. We implement AIS using proposals derived from Langevin Monte Carlo (LMC) which uses local gradient and curvature information for efficient exploration of parameter space. In terms of the estimation of Bayes factors, VL and AIS agree about which model is best but report different degrees of belief. Additionally, AIS finds better model parameters and we find evidence of non-Gaussianity in their posterior distribution. PMID:26942606
Merlé, Y; Mentré, F
1995-02-01
In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.
A Bayesian Surrogate for Regional Skew in Flood Frequency Analysis
NASA Astrophysics Data System (ADS)
Kuczera, George
1983-06-01
The problem of how to best utilize site and regional flood data to infer the shape parameter of a flood distribution is considered. One approach to this problem is given in Bulletin 17B of the U.S. Water Resources Council (1981) for the log-Pearson distribution. Here a lesser known distribution is considered, namely, the power normal which fits flood data as well as the log-Pearson and has a shape parameter denoted by λ derived from a Box-Cox power transformation. The problem of regionalizing λ is considered from an empirical Bayes perspective where site and regional flood data are used to infer λ. The distortive effects of spatial correlation and heterogeneity of site sampling variance of λ are explicitly studied with spatial correlation being found to be of secondary importance. The end product of this analysis is the posterior distribution of the power normal parameters expressing, in probabilistic terms, what is known about the parameters given site flood data and regional information on λ. This distribution can be used to provide the designer with several types of information. The posterior distribution of the T-year flood is derived. The effect of nonlinearity in λ on inference is illustrated. Because uncertainty in λ is explicitly allowed for, the understatement in confidence limits due to fixing λ (analogous to fixing log skew) is avoided. Finally, it is shown how to obtain the marginal flood distribution which can be used to select a design flood with specified exceedance probability.
NASA Astrophysics Data System (ADS)
Cui, Tiangang; Marzouk, Youssef; Willcox, Karen
2016-06-01
Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or noisy data, the state variation and parameter dependence of the forward model, and correlations in the prior collectively provide useful structure that can be exploited for dimension reduction in this setting-both in the parameter space of the inverse problem and in the state space of the forward model. To this end, we show how to jointly construct low-dimensional subspaces of the parameter space and the state space in order to accelerate the Bayesian solution of the inverse problem. As a byproduct of state dimension reduction, we also show how to identify low-dimensional subspaces of the data in problems with high-dimensional observations. These subspaces enable approximation of the posterior as a product of two factors: (i) a projection of the posterior onto a low-dimensional parameter subspace, wherein the original likelihood is replaced by an approximation involving a reduced model; and (ii) the marginal prior distribution on the high-dimensional complement of the parameter subspace. We present and compare several strategies for constructing these subspaces using only a limited number of forward and adjoint model simulations. The resulting posterior approximations can rapidly be characterized using standard sampling techniques, e.g., Markov chain Monte Carlo. Two numerical examples demonstrate the accuracy and efficiency of our approach: inversion of an integral equation in atmospheric remote sensing, where the data dimension is very high; and the inference of a heterogeneous transmissivity field in a groundwater system, which involves a partial differential equation forward model with high dimensional state and parameters.
Classification framework for partially observed dynamical systems
NASA Astrophysics Data System (ADS)
Shen, Yuan; Tino, Peter; Tsaneva-Atanasova, Krasimira
2017-04-01
We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using point estimates of model parameters to represent individual data items, we employ posterior distributions over model parameters, thus taking into account in a principled manner the uncertainty due to both the generative (observational and/or dynamic noise) and observation (sampling in time) processes. We evaluate the framework on two test beds: a biological pathway model and a stochastic double-well system. Crucially, we show that the classification performance is not impaired when the model structure used for inferring posterior distributions is much more simple than the observation-generating model structure, provided the reduced-complexity inferential model structure captures the essential characteristics needed for the given classification task.
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.
Mean Field Variational Bayesian Data Assimilation
NASA Astrophysics Data System (ADS)
Vrettas, M.; Cornford, D.; Opper, M.
2012-04-01
Current data assimilation schemes propose a range of approximate solutions to the classical data assimilation problem, particularly state estimation. Broadly there are three main active research areas: ensemble Kalman filter methods which rely on statistical linearization of the model evolution equations, particle filters which provide a discrete point representation of the posterior filtering or smoothing distribution and 4DVAR methods which seek the most likely posterior smoothing solution. In this paper we present a recent extension to our variational Bayesian algorithm which seeks the most probably posterior distribution over the states, within the family of non-stationary Gaussian processes. Our original work on variational Bayesian approaches to data assimilation sought the best approximating time varying Gaussian process to the posterior smoothing distribution for stochastic dynamical systems. This approach was based on minimising the Kullback-Leibler divergence between the true posterior over paths, and our Gaussian process approximation. So long as the observation density was sufficiently high to bring the posterior smoothing density close to Gaussian the algorithm proved very effective, on lower dimensional systems. However for higher dimensional systems, the algorithm was computationally very demanding. We have been developing a mean field version of the algorithm which treats the state variables at a given time as being independent in the posterior approximation, but still accounts for their relationships between each other in the mean solution arising from the original dynamical system. In this work we present the new mean field variational Bayesian approach, illustrating its performance on a range of classical data assimilation problems. We discuss the potential and limitations of the new approach. We emphasise that the variational Bayesian approach we adopt, in contrast to other variational approaches, provides a bound on the marginal likelihood of the observations given parameters in the model which also allows inference of parameters such as observation errors, and parameters in the model and model error representation, particularly if this is written as a deterministic form with small additive noise. We stress that our approach can address very long time window and weak constraint settings. However like traditional variational approaches our Bayesian variational method has the benefit of being posed as an optimisation problem. We finish with a sketch of the future directions for our approach.
Bayesian Estimation of the DINA Model with Gibbs Sampling
ERIC Educational Resources Information Center
Culpepper, Steven Andrew
2015-01-01
A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…
Microanatomical bases for intraoperative division of the posterior communicating artery.
Gabrovsky, N
2002-11-01
Micro-anatomical parameters of the hypoplastic posterior communicating artery (PCoA) are assessed and compared with the micro-anatomical parameters of the adult type PCoA. Based on the results obtained, the safest place is proposed for PCoA division during basilar tip aneurysm surgery via the pterional route. In 35 human cadaver brains, red coloured latex was injected and micro-anatomical dissection was performed. Seventy PCoA were found. Adult type PCoA was found in 29 cases (41.43%) with mean length 12.58 mm. Reduction of the PCoA diameter from its anterior to its posterior third by up to 20% was found in 27% and by more than 20% in 10% of the cases. The mean perforating vessel number was 8.17, distributed in each third: 3.48, 2.90 and 1.79, respectively. A hypoplastic PCoA was found in 33 cases (47.14%) with mean length 16.09 mm. The PCoA's diameter reduction by up to 20% was found in 24% and by more in 27% of the cases. In 6% of the cases an extreme reduction by up to 70% was observed. The mean perforating vessel (PV) number was 8.82, distributed in each third: 3.18, 3.36 and 2.27, respectively. Hypoplastic PCoA tends to be longer and with a more distinct diameter reduction from the anterior to the posterior third than the adult type PCoA. The PV anatomical parameters are similar for both groups. The posterior third of the PCoA seems to be the area where the risk of perforating vessel damage is the least when performing intra-operative PCoA division.
NASA Astrophysics Data System (ADS)
Egozcue, J. J.; Pawlowsky-Glahn, V.; Ortego, M. I.
2005-03-01
Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large events happen, the hazard assessment should change accordingly. However, uncertainty of the hazard estimates is normally able to hide the effect of those large events. This is illustrated using data from the Mediterranean coast of Spain, where the last years have been extremely disastrous. Thus, it is possible to compare the hazard assessment based on data previous to those years with the analysis including them. With our approach, no significant change is detected when the statistical uncertainty is taken into account. The hazard analysis is carried out with a standard model. Time-occurrence of events is assumed Poisson distributed. The wave-height of each event is modelled as a random variable which upper tail follows a Generalized Pareto Distribution (GPD). Moreover, wave-heights are assumed independent from event to event and also independent of their occurrence in time. A threshold for excesses is assessed empirically. The other three parameters (Poisson rate, shape and scale parameters of GPD) are jointly estimated using Bayes' theorem. Prior distribution accounts for physical features of ocean waves in the Mediterranean sea and experience with these phenomena. Posterior distribution of the parameters allows to obtain posterior distributions of other derived parameters like occurrence probabilities and return periods. Predictives are also available. Computations are carried out using the program BGPE v2.0.
Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William
2014-03-01
The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.
NASA Astrophysics Data System (ADS)
Jiang, Sanyuan; Jomaa, Seifeddine; Büttner, Olaf; Rode, Michael
2014-05-01
Hydrological water quality modeling is increasingly used for investigating runoff and nutrient transport processes as well as watershed management but it is mostly unclear how data availablity determins model identification. In this study, the HYPE (HYdrological Predictions for the Environment) model, which is a process-based, semi-distributed hydrological water quality model, was applied in two different mesoscale catchments (Selke (463 km2) and Weida (99 km2)) located in central Germany to simulate discharge and inorganic nitrogen (IN) transport. PEST and DREAM(ZS) were combined with the HYPE model to conduct parameter calibration and uncertainty analysis. Split-sample test was used for model calibration (1994-1999) and validation (1999-2004). IN concentration and daily IN load were found to be highly correlated with discharge, indicating that IN leaching is mainly controlled by runoff. Both dynamics and balances of water and IN load were well captured with NSE greater than 0.83 during validation period. Multi-objective calibration (calibrating hydrological and water quality parameters simultaneously) was found to outperform step-wise calibration in terms of model robustness. Multi-site calibration was able to improve model performance at internal sites, decrease parameter posterior uncertainty and prediction uncertainty. Nitrogen-process parameters calibrated using continuous daily averages of nitrate-N concentration observations produced better and more robust simulations of IN concentration and load, lower posterior parameter uncertainty and IN concentration prediction uncertainty compared to the calibration against uncontinuous biweekly nitrate-N concentration measurements. Both PEST and DREAM(ZS) are efficient in parameter calibration. However, DREAM(ZS) is more sound in terms of parameter identification and uncertainty analysis than PEST because of its capability to evolve parameter posterior distributions and estimate prediction uncertainty based on global search and Bayesian inference schemes.
NASA Astrophysics Data System (ADS)
Post, Hanna; Vrugt, Jasper A.; Fox, Andrew; Vereecken, Harry; Hendricks Franssen, Harrie-Jan
2017-03-01
The Community Land Model (CLM) contains many parameters whose values are uncertain and thus require careful estimation for model application at individual sites. Here we used Bayesian inference with the DiffeRential Evolution Adaptive Metropolis (DREAM(zs)) algorithm to estimate eight CLM v.4.5 ecosystem parameters using 1 year records of half-hourly net ecosystem CO2 exchange (NEE) observations of four central European sites with different plant functional types (PFTs). The posterior CLM parameter distributions of each site were estimated per individual season and on a yearly basis. These estimates were then evaluated using NEE data from an independent evaluation period and data from "nearby" FLUXNET sites at 600 km distance to the original sites. Latent variables (multipliers) were used to treat explicitly uncertainty in the initial carbon-nitrogen pools. The posterior parameter estimates were superior to their default values in their ability to track and explain the measured NEE data of each site. The seasonal parameter values reduced with more than 50% (averaged over all sites) the bias in the simulated NEE values. The most consistent performance of CLM during the evaluation period was found for the posterior parameter values of the forest PFTs, and contrary to the C3-grass and C3-crop sites, the latent variables of the initial pools further enhanced the quality-of-fit. The carbon sink function of the forest PFTs significantly increased with the posterior parameter estimates. We thus conclude that land surface model predictions of carbon stocks and fluxes require careful consideration of uncertain ecological parameters and initial states.
Multilevel Sequential2 Monte Carlo for Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth
2018-09-01
The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior information to estimate the posterior distribution of a parameter. Specifically, we are interested in the distribution of a diffusion coefficient of an elliptic PDE. In this setting, the sample space is high-dimensional, and each sample of the PDE solution is expensive. To address these issues we propose and analyse a novel Sequential Monte Carlo (SMC) sampler for the approximation of the posterior distribution. Classical, single-level SMC constructs a sequence of measures, starting with the prior distribution, and finishing with the posterior distribution. The intermediate measures arise from a tempering of the likelihood, or, equivalently, a rescaling of the noise. The resolution of the PDE discretisation is fixed. In contrast, our estimator employs a hierarchy of PDE discretisations to decrease the computational cost. We construct a sequence of intermediate measures by decreasing the temperature or by increasing the discretisation level at the same time. This idea builds on and generalises the multi-resolution sampler proposed in P.S. Koutsourelakis (2009) [33] where a bridging scheme is used to transfer samples from coarse to fine discretisation levels. Importantly, our choice between tempering and bridging is fully adaptive. We present numerical experiments in 2D space, comparing our estimator to single-level SMC and the multi-resolution sampler.
NASA Astrophysics Data System (ADS)
Li, Ning; McLaughlin, Dennis; Kinzelbach, Wolfgang; Li, WenPeng; Dong, XinGuang
2015-10-01
Model uncertainty needs to be quantified to provide objective assessments of the reliability of model predictions and of the risk associated with management decisions that rely on these predictions. This is particularly true in water resource studies that depend on model-based assessments of alternative management strategies. In recent decades, Bayesian data assimilation methods have been widely used in hydrology to assess uncertain model parameters and predictions. In this case study, a particular data assimilation algorithm, the Ensemble Smoother with Multiple Data Assimilation (ESMDA) (Emerick and Reynolds, 2012), is used to derive posterior samples of uncertain model parameters and forecasts for a distributed hydrological model of Yanqi basin, China. This model is constructed using MIKESHE/MIKE11software, which provides for coupling between surface and subsurface processes (DHI, 2011a-d). The random samples in the posterior parameter ensemble are obtained by using measurements to update 50 prior parameter samples generated with a Latin Hypercube Sampling (LHS) procedure. The posterior forecast samples are obtained from model runs that use the corresponding posterior parameter samples. Two iterative sample update methods are considered: one based on an a perturbed observation Kalman filter update and one based on a square root Kalman filter update. These alternatives give nearly the same results and converge in only two iterations. The uncertain parameters considered include hydraulic conductivities, drainage and river leakage factors, van Genuchten soil property parameters, and dispersion coefficients. The results show that the uncertainty in many of the parameters is reduced during the smoother updating process, reflecting information obtained from the observations. Some of the parameters are insensitive and do not benefit from measurement information. The correlation coefficients among certain parameters increase in each iteration, although they generally stay below 0.50.
NASA Astrophysics Data System (ADS)
Reis, D. S.; Stedinger, J. R.; Martins, E. S.
2005-10-01
This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.
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 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.
Dimension-independent likelihood-informed MCMC
Cui, Tiangang; Law, Kody J. H.; Marzouk, Youssef M.
2015-10-08
Many Bayesian inference problems require exploring the posterior distribution of highdimensional parameters that represent the discretization of an underlying function. Our work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. There are two distinct lines of research that intersect in the methods we develop here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian informationmore » and any associated lowdimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Finally, we use two nonlinear inverse problems in order to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.« less
Topics in Bayesian Hierarchical Modeling and its Monte Carlo Computations
NASA Astrophysics Data System (ADS)
Tak, Hyung Suk
The first chapter addresses a Beta-Binomial-Logit model that is a Beta-Binomial conjugate hierarchical model with covariate information incorporated via a logistic regression. Various researchers in the literature have unknowingly used improper posterior distributions or have given incorrect statements about posterior propriety because checking posterior propriety can be challenging due to the complicated functional form of a Beta-Binomial-Logit model. We derive data-dependent necessary and sufficient conditions for posterior propriety within a class of hyper-prior distributions that encompass those used in previous studies. Frequency coverage properties of several hyper-prior distributions are also investigated to see when and whether Bayesian interval estimates of random effects meet their nominal confidence levels. The second chapter deals with a time delay estimation problem in astrophysics. When the gravitational field of an intervening galaxy between a quasar and the Earth is strong enough to split light into two or more images, the time delay is defined as the difference between their travel times. The time delay can be used to constrain cosmological parameters and can be inferred from the time series of brightness data of each image. To estimate the time delay, we construct a Gaussian hierarchical model based on a state-space representation for irregularly observed time series generated by a latent continuous-time Ornstein-Uhlenbeck process. Our Bayesian approach jointly infers model parameters via a Gibbs sampler. We also introduce a profile likelihood of the time delay as an approximation of its marginal posterior distribution. The last chapter specifies a repelling-attracting Metropolis algorithm, a new Markov chain Monte Carlo method to explore multi-modal distributions in a simple and fast manner. This algorithm is essentially a Metropolis-Hastings algorithm with a proposal that consists of a downhill move in density that aims to make local modes repelling, followed by an uphill move in density that aims to make local modes attracting. The downhill move is achieved via a reciprocal Metropolis ratio so that the algorithm prefers downward movement. The uphill move does the opposite using the standard Metropolis ratio which prefers upward movement. This down-up movement in density increases the probability of a proposed move to a different mode.
NASA Astrophysics Data System (ADS)
Linde, N.; Vrugt, J. A.
2009-04-01
Geophysical models are increasingly used in hydrological simulations and inversions, where they are typically treated as an artificial data source with known uncorrelated "data errors". The model appraisal problem in classical deterministic linear and non-linear inversion approaches based on linearization is often addressed by calculating model resolution and model covariance matrices. These measures offer only a limited potential to assign a more appropriate "data covariance matrix" for future hydrological applications, simply because the regularization operators used to construct a stable inverse solution bear a strong imprint on such estimates and because the non-linearity of the geophysical inverse problem is not explored. We present a parallelized Markov Chain Monte Carlo (MCMC) scheme to efficiently derive the posterior spatially distributed radar slowness and water content between boreholes given first-arrival traveltimes. This method is called DiffeRential Evolution Adaptive Metropolis (DREAM_ZS) with snooker updater and sampling from past states. Our inverse scheme does not impose any smoothness on the final solution, and uses uniform prior ranges of the parameters. The posterior distribution of radar slowness is converted into spatially distributed soil moisture values using a petrophysical relationship. To benchmark the performance of DREAM_ZS, we first apply our inverse method to a synthetic two-dimensional infiltration experiment using 9421 traveltimes contaminated with Gaussian errors and 80 different model parameters, corresponding to a model discretization of 0.3 m × 0.3 m. After this, the method is applied to field data acquired in the vadose zone during snowmelt. This work demonstrates that fully non-linear stochastic inversion can be applied with few limiting assumptions to a range of common two-dimensional tomographic geophysical problems. The main advantage of DREAM_ZS is that it provides a full view of the posterior distribution of spatially distributed soil moisture, which is key to appropriately treat geophysical parameter uncertainty and infer hydrologic models.
Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.
2010-01-01
This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.
NASA Astrophysics Data System (ADS)
Erazo, Kalil; Nagarajaiah, Satish
2017-06-01
In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.
NASA Astrophysics Data System (ADS)
Zhang, D.; Liao, Q.
2016-12-01
The Bayesian inference provides a convenient framework to solve statistical inverse problems. In this method, the parameters to be identified are treated as random variables. The prior knowledge, the system nonlinearity, and the measurement errors can be directly incorporated in the posterior probability density function (PDF) of the parameters. The Markov chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior PDF. However, since the MCMC usually requires thousands or even millions of forward simulations, it can be a computationally intensive endeavor, particularly when faced with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model responses in the form of polynomials by the stochastic collocation method. In addition, we employ interpolation based on the nested sparse grids and takes into account the different importance of the parameters, under the condition of high random dimensions in the stochastic space. Furthermore, in case of low regularity such as discontinuous or unsmooth relation between the input parameters and the output responses, we introduce an additional transform process to improve the accuracy of the surrogate model. Once we build the surrogate system, we may evaluate the likelihood with very little computational cost. We analyzed the convergence rate of the forward solution and the surrogate posterior by Kullback-Leibler divergence, which quantifies the difference between probability distributions. The fast convergence of the forward solution implies fast convergence of the surrogate posterior to the true posterior. We also tested the proposed algorithm on water-flooding two-phase flow reservoir examples. The posterior PDF calculated from a very long chain with direct forward simulation is assumed to be accurate. The posterior PDF calculated using the surrogate model is in reasonable agreement with the reference, revealing a great improvement in terms of computational efficiency.
NASA Astrophysics Data System (ADS)
Nourali, Mahrouz; Ghahraman, Bijan; Pourreza-Bilondi, Mohsen; Davary, Kamran
2016-09-01
In the present study, DREAM(ZS), Differential Evolution Adaptive Metropolis combined with both formal and informal likelihood functions, is used to investigate uncertainty of parameters of the HEC-HMS model in Tamar watershed, Golestan province, Iran. In order to assess the uncertainty of 24 parameters used in HMS, three flood events were used to calibrate and one flood event was used to validate the posterior distributions. Moreover, performance of seven different likelihood functions (L1-L7) was assessed by means of DREAM(ZS)approach. Four likelihood functions, L1-L4, Nash-Sutcliffe (NS) efficiency, Normalized absolute error (NAE), Index of agreement (IOA), and Chiew-McMahon efficiency (CM), is considered as informal, whereas remaining (L5-L7) is represented in formal category. L5 focuses on the relationship between the traditional least squares fitting and the Bayesian inference, and L6, is a hetereoscedastic maximum likelihood error (HMLE) estimator. Finally, in likelihood function L7, serial dependence of residual errors is accounted using a first-order autoregressive (AR) model of the residuals. According to the results, sensitivities of the parameters strongly depend on the likelihood function, and vary for different likelihood functions. Most of the parameters were better defined by formal likelihood functions L5 and L7 and showed a high sensitivity to model performance. Posterior cumulative distributions corresponding to the informal likelihood functions L1, L2, L3, L4 and the formal likelihood function L6 are approximately the same for most of the sub-basins, and these likelihood functions depict almost a similar effect on sensitivity of parameters. 95% total prediction uncertainty bounds bracketed most of the observed data. Considering all the statistical indicators and criteria of uncertainty assessment, including RMSE, KGE, NS, P-factor and R-factor, results showed that DREAM(ZS) algorithm performed better under formal likelihood functions L5 and L7, but likelihood function L5 may result in biased and unreliable estimation of parameters due to violation of the residualerror assumptions. Thus, likelihood function L7 provides posterior distribution of model parameters credibly and therefore can be employed for further applications.
ERIC Educational Resources Information Center
Tsutakawa, Robert K.; Lin, Hsin Ying
Item response curves for a set of binary responses are studied from a Bayesian viewpoint of estimating the item parameters. For the two-parameter logistic model with normally distributed ability, restricted bivariate beta priors are used to illustrate the computation of the posterior mode via the EM algorithm. The procedure is illustrated by data…
Oakley, Jeremy E.; Brennan, Alan; Breeze, Penny
2015-01-01
Health economic decision-analytic models are used to estimate the expected net benefits of competing decision options. The true values of the input parameters of such models are rarely known with certainty, and it is often useful to quantify the value to the decision maker of reducing uncertainty through collecting new data. In the context of a particular decision problem, the value of a proposed research design can be quantified by its expected value of sample information (EVSI). EVSI is commonly estimated via a 2-level Monte Carlo procedure in which plausible data sets are generated in an outer loop, and then, conditional on these, the parameters of the decision model are updated via Bayes rule and sampled in an inner loop. At each iteration of the inner loop, the decision model is evaluated. This is computationally demanding and may be difficult if the posterior distribution of the model parameters conditional on sampled data is hard to sample from. We describe a fast nonparametric regression-based method for estimating per-patient EVSI that requires only the probabilistic sensitivity analysis sample (i.e., the set of samples drawn from the joint distribution of the parameters and the corresponding net benefits). The method avoids the need to sample from the posterior distributions of the parameters and avoids the need to rerun the model. The only requirement is that sample data sets can be generated. The method is applicable with a model of any complexity and with any specification of model parameter distribution. We demonstrate in a case study the superior efficiency of the regression method over the 2-level Monte Carlo method. PMID:25810269
a Novel Discrete Optimal Transport Method for Bayesian Inverse Problems
NASA Astrophysics Data System (ADS)
Bui-Thanh, T.; Myers, A.; Wang, K.; Thiery, A.
2017-12-01
We present the Augmented Ensemble Transform (AET) method for generating approximate samples from a high-dimensional posterior distribution as a solution to Bayesian inverse problems. Solving large-scale inverse problems is critical for some of the most relevant and impactful scientific endeavors of our time. Therefore, constructing novel methods for solving the Bayesian inverse problem in more computationally efficient ways can have a profound impact on the science community. This research derives the novel AET method for exploring a posterior by solving a sequence of linear programming problems, resulting in a series of transport maps which map prior samples to posterior samples, allowing for the computation of moments of the posterior. We show both theoretical and numerical results, indicating this method can offer superior computational efficiency when compared to other SMC methods. Most of this efficiency is derived from matrix scaling methods to solve the linear programming problem and derivative-free optimization for particle movement. We use this method to determine inter-well connectivity in a reservoir and the associated uncertainty related to certain parameters. The attached file shows the difference between the true parameter and the AET parameter in an example 3D reservoir problem. The error is within the Morozov discrepancy allowance with lower computational cost than other particle methods.
Estimating the Effective Sample Size of Tree Topologies from Bayesian Phylogenetic Analyses
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
Bayesian tomography by interacting Markov chains
NASA Astrophysics Data System (ADS)
Romary, T.
2017-12-01
In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.
NASA Astrophysics Data System (ADS)
Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.
2012-02-01
This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.
NASA Astrophysics Data System (ADS)
Kacprzak, T.; Herbel, J.; Amara, A.; Réfrégier, A.
2018-02-01
Approximate Bayesian Computation (ABC) is a method to obtain a posterior distribution without a likelihood function, using simulations and a set of distance metrics. For that reason, it has recently been gaining popularity as an analysis tool in cosmology and astrophysics. Its drawback, however, is a slow convergence rate. We propose a novel method, which we call qABC, to accelerate ABC with Quantile Regression. In this method, we create a model of quantiles of distance measure as a function of input parameters. This model is trained on a small number of simulations and estimates which regions of the prior space are likely to be accepted into the posterior. Other regions are then immediately rejected. This procedure is then repeated as more simulations are available. We apply it to the practical problem of estimation of redshift distribution of cosmological samples, using forward modelling developed in previous work. The qABC method converges to nearly same posterior as the basic ABC. It uses, however, only 20% of the number of simulations compared to basic ABC, achieving a fivefold gain in execution time for our problem. For other problems the acceleration rate may vary; it depends on how close the prior is to the final posterior. We discuss possible improvements and extensions to this method.
An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
Li, Weixuan; Lin, Guang
2015-03-21
Parametric uncertainties are encountered in the simulations of many physical systems, and may be reduced by an inverse modeling procedure that calibrates the simulation results to observations on the real system being simulated. Following Bayes’ rule, a general approach for inverse modeling problems is to sample from the posterior distribution of the uncertain model parameters given the observations. However, the large number of repetitive forward simulations required in the sampling process could pose a prohibitive computational burden. This difficulty is particularly challenging when the posterior is multimodal. We present in this paper an adaptive importance sampling algorithm to tackle thesemore » challenges. Two essential ingredients of the algorithm are: 1) a Gaussian mixture (GM) model adaptively constructed as the proposal distribution to approximate the possibly multimodal target posterior, and 2) a mixture of polynomial chaos (PC) expansions, built according to the GM proposal, as a surrogate model to alleviate the computational burden caused by computational-demanding forward model evaluations. In three illustrative examples, the proposed adaptive importance sampling algorithm demonstrates its capabilities of automatically finding a GM proposal with an appropriate number of modes for the specific problem under study, and obtaining a sample accurately and efficiently representing the posterior with limited number of forward simulations.« less
An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Weixuan; Lin, Guang, E-mail: guanglin@purdue.edu
2015-08-01
Parametric uncertainties are encountered in the simulations of many physical systems, and may be reduced by an inverse modeling procedure that calibrates the simulation results to observations on the real system being simulated. Following Bayes' rule, a general approach for inverse modeling problems is to sample from the posterior distribution of the uncertain model parameters given the observations. However, the large number of repetitive forward simulations required in the sampling process could pose a prohibitive computational burden. This difficulty is particularly challenging when the posterior is multimodal. We present in this paper an adaptive importance sampling algorithm to tackle thesemore » challenges. Two essential ingredients of the algorithm are: 1) a Gaussian mixture (GM) model adaptively constructed as the proposal distribution to approximate the possibly multimodal target posterior, and 2) a mixture of polynomial chaos (PC) expansions, built according to the GM proposal, as a surrogate model to alleviate the computational burden caused by computational-demanding forward model evaluations. In three illustrative examples, the proposed adaptive importance sampling algorithm demonstrates its capabilities of automatically finding a GM proposal with an appropriate number of modes for the specific problem under study, and obtaining a sample accurately and efficiently representing the posterior with limited number of forward simulations.« less
Hierarchical Bayesian sparse image reconstruction with application to MRFM.
Dobigeon, Nicolas; Hero, Alfred O; Tourneret, Jean-Yves
2009-09-01
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g., by maximizing the estimated posterior distribution. In our fully Bayesian approach, the posteriors of all the parameters are available. Thus, our algorithm provides more information than other previously proposed sparse reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument.
Cooley, Richard L.
1993-01-01
Calibration data (observed values corresponding to model-computed values of dependent variables) are incorporated into a general method of computing exact Scheffé-type confidence intervals analogous to the confidence intervals developed in part 1 (Cooley, this issue) for a function of parameters derived from a groundwater flow model. Parameter uncertainty is specified by a distribution of parameters conditioned on the calibration data. This distribution was obtained as a posterior distribution by applying Bayes' theorem to the hydrogeologically derived prior distribution of parameters from part 1 and a distribution of differences between the calibration data and corresponding model-computed dependent variables. Tests show that the new confidence intervals can be much smaller than the intervals of part 1 because the prior parameter variance-covariance structure is altered so that combinations of parameters that give poor model fit to the data are unlikely. The confidence intervals of part 1 and the new confidence intervals can be effectively employed in a sequential method of model construction whereby new information is used to reduce confidence interval widths at each stage.
NASA Astrophysics Data System (ADS)
Lu, Yu; Mo, H. J.; Katz, Neal; Weinberg, Martin D.
2012-04-01
We conduct Bayesian model inferences from the observed K-band luminosity function of galaxies in the local Universe, using the semi-analytic model (SAM) of galaxy formation introduced in Lu et al. The prior distributions for the 14 free parameters include a large range of possible models. We find that some of the free parameters, e.g. the characteristic scales for quenching star formation in both high-mass and low-mass haloes, are already tightly constrained by the single data set. The posterior distribution includes the model parameters adopted in other SAMs. By marginalizing over the posterior distribution, we make predictions that include the full inferential uncertainties for the colour-magnitude relation, the Tully-Fisher relation, the conditional stellar mass function of galaxies in haloes of different masses, the H I mass function, the redshift evolution of the stellar mass function of galaxies and the global star formation history. Using posterior predictive checking with the available observational results, we find that the model family (i) predicts a Tully-Fisher relation that is curved; (ii) significantly overpredicts the satellite fraction; (iii) vastly overpredicts the H I mass function; (iv) predicts high-z stellar mass functions that have too many low-mass galaxies and too few high-mass ones and (v) predicts a redshift evolution of the stellar mass density and the star formation history that are in moderate disagreement. These results suggest that some important processes are still missing in the current model family, and we discuss a number of possible solutions to solve the discrepancies, such as interactions between galaxies and dark matter haloes, tidal stripping, the bimodal accretion of gas, preheating and a redshift-dependent initial mass function.
Odegård, J; Jensen, J; Madsen, P; Gianola, D; Klemetsdal, G; Heringstad, B
2003-11-01
The distribution of somatic cell scores could be regarded as a mixture of at least two components depending on a cow's udder health status. A heteroscedastic two-component Bayesian normal mixture model with random effects was developed and implemented via Gibbs sampling. The model was evaluated using datasets consisting of simulated somatic cell score records. Somatic cell score was simulated as a mixture representing two alternative udder health statuses ("healthy" or "diseased"). Animals were assigned randomly to the two components according to the probability of group membership (Pm). Random effects (additive genetic and permanent environment), when included, had identical distributions across mixture components. Posterior probabilities of putative mastitis were estimated for all observations, and model adequacy was evaluated using measures of sensitivity, specificity, and posterior probability of misclassification. Fitting different residual variances in the two mixture components caused some bias in estimation of parameters. When the components were difficult to disentangle, so were their residual variances, causing bias in estimation of Pm and of location parameters of the two underlying distributions. When all variance components were identical across mixture components, the mixture model analyses returned parameter estimates essentially without bias and with a high degree of precision. Including random effects in the model increased the probability of correct classification substantially. No sizable differences in probability of correct classification were found between models in which a single cow effect (ignoring relationships) was fitted and models where this effect was split into genetic and permanent environmental components, utilizing relationship information. When genetic and permanent environmental effects were fitted, the between-replicate variance of estimates of posterior means was smaller because the model accounted for random genetic drift.
Approximate Bayesian estimation of extinction rate in the Finnish Daphnia magna metapopulation.
Robinson, John D; Hall, David W; Wares, John P
2013-05-01
Approximate Bayesian computation (ABC) is useful for parameterizing complex models in population genetics. In this study, ABC was applied to simultaneously estimate parameter values for a model of metapopulation coalescence and test two alternatives to a strict metapopulation model in the well-studied network of Daphnia magna populations in Finland. The models shared four free parameters: the subpopulation genetic diversity (θS), the rate of gene flow among patches (4Nm), the founding population size (N0) and the metapopulation extinction rate (e) but differed in the distribution of extinction rates across habitat patches in the system. The three models had either a constant extinction rate in all populations (strict metapopulation), one population that was protected from local extinction (i.e. a persistent source), or habitat-specific extinction rates drawn from a distribution with specified mean and variance. Our model selection analysis favoured the model including a persistent source population over the two alternative models. Of the closest 750,000 data sets in Euclidean space, 78% were simulated under the persistent source model (estimated posterior probability = 0.769). This fraction increased to more than 85% when only the closest 150,000 data sets were considered (estimated posterior probability = 0.774). Approximate Bayesian computation was then used to estimate parameter values that might produce the observed set of summary statistics. Our analysis provided posterior distributions for e that included the point estimate obtained from previous data from the Finnish D. magna metapopulation. Our results support the use of ABC and population genetic data for testing the strict metapopulation model and parameterizing complex models of demography. © 2013 Blackwell Publishing Ltd.
Pant, Sanjay
2018-05-01
A new class of functions, called the 'information sensitivity functions' (ISFs), which quantify the information gain about the parameters through the measurements/observables of a dynamical system are presented. These functions can be easily computed through classical sensitivity functions alone and are based on Bayesian and information-theoretic approaches. While marginal information gain is quantified by decrease in differential entropy, correlations between arbitrary sets of parameters are assessed through mutual information. For individual parameters, these information gains are also presented as marginal posterior variances, and, to assess the effect of correlations, as conditional variances when other parameters are given. The easy to interpret ISFs can be used to (a) identify time intervals or regions in dynamical system behaviour where information about the parameters is concentrated; (b) assess the effect of measurement noise on the information gain for the parameters; (c) assess whether sufficient information in an experimental protocol (input, measurements and their frequency) is available to identify the parameters; (d) assess correlation in the posterior distribution of the parameters to identify the sets of parameters that are likely to be indistinguishable; and (e) assess identifiability problems for particular sets of parameters. © 2018 The Authors.
Convergence analysis of surrogate-based methods for Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Yan, Liang; Zhang, Yuan-Xiang
2017-12-01
The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.
NASA Astrophysics Data System (ADS)
Liu, Y. R.; Li, Y. P.; Huang, G. H.; Zhang, J. L.; Fan, Y. R.
2017-10-01
In this study, a Bayesian-based multilevel factorial analysis (BMFA) method is developed to assess parameter uncertainties and their effects on hydrological model responses. In BMFA, Differential Evolution Adaptive Metropolis (DREAM) algorithm is employed to approximate the posterior distributions of model parameters with Bayesian inference; factorial analysis (FA) technique is used for measuring the specific variations of hydrological responses in terms of posterior distributions to investigate the individual and interactive effects of parameters on model outputs. BMFA is then applied to a case study of the Jinghe River watershed in the Loess Plateau of China to display its validity and applicability. The uncertainties of four sensitive parameters, including soil conservation service runoff curve number to moisture condition II (CN2), soil hydraulic conductivity (SOL_K), plant available water capacity (SOL_AWC), and soil depth (SOL_Z), are investigated. Results reveal that (i) CN2 has positive effect on peak flow, implying that the concentrated rainfall during rainy season can cause infiltration-excess surface flow, which is an considerable contributor to peak flow in this watershed; (ii) SOL_K has positive effect on average flow, implying that the widely distributed cambisols can lead to medium percolation capacity; (iii) the interaction between SOL_AWC and SOL_Z has noticeable effect on the peak flow and their effects are dependent upon each other, which discloses that soil depth can significant influence the processes of plant uptake of soil water in this watershed. Based on the above findings, the significant parameters and the relationship among uncertain parameters can be specified, such that hydrological model's capability for simulating/predicting water resources of the Jinghe River watershed can be improved.
NASA Astrophysics Data System (ADS)
Arhonditsis, George B.; Papantou, Dimitra; Zhang, Weitao; Perhar, Gurbir; Massos, Evangelia; Shi, Molu
2008-09-01
Aquatic biogeochemical models have been an indispensable tool for addressing pressing environmental issues, e.g., understanding oceanic response to climate change, elucidation of the interplay between plankton dynamics and atmospheric CO 2 levels, and examination of alternative management schemes for eutrophication control. Their ability to form the scientific basis for environmental management decisions can be undermined by the underlying structural and parametric uncertainty. In this study, we outline how we can attain realistic predictive links between management actions and ecosystem response through a probabilistic framework that accommodates rigorous uncertainty analysis of a variety of error sources, i.e., measurement error, parameter uncertainty, discrepancy between model and natural system. Because model uncertainty analysis essentially aims to quantify the joint probability distribution of model parameters and to make inference about this distribution, we believe that the iterative nature of Bayes' Theorem is a logical means to incorporate existing knowledge and update the joint distribution as new information becomes available. The statistical methodology begins with the characterization of parameter uncertainty in the form of probability distributions, then water quality data are used to update the distributions, and yield posterior parameter estimates along with predictive uncertainty bounds. Our illustration is based on a six state variable (nitrate, ammonium, dissolved organic nitrogen, phytoplankton, zooplankton, and bacteria) ecological model developed for gaining insight into the mechanisms that drive plankton dynamics in a coastal embayment; the Gulf of Gera, Island of Lesvos, Greece. The lack of analytical expressions for the posterior parameter distributions was overcome using Markov chain Monte Carlo simulations; a convenient way to obtain representative samples of parameter values. The Bayesian calibration resulted in realistic reproduction of the key temporal patterns of the system, offered insights into the degree of information the data contain about model inputs, and also allowed the quantification of the dependence structure among the parameter estimates. Finally, our study uses two synthetic datasets to examine the ability of the updated model to provide estimates of predictive uncertainty for water quality variables of environmental management interest.
Precision Parameter Estimation and Machine Learning
NASA Astrophysics Data System (ADS)
Wandelt, Benjamin D.
2008-12-01
I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.
Bayesian approach to inverse statistical mechanics.
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
Bayesian approach to inverse statistical mechanics
NASA Astrophysics Data System (ADS)
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
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.
Robust Bayesian Factor Analysis
ERIC Educational Resources Information Center
Hayashi, Kentaro; Yuan, Ke-Hai
2003-01-01
Bayesian factor analysis (BFA) assumes the normal distribution of the current sample conditional on the parameters. Practical data in social and behavioral sciences typically have significant skewness and kurtosis. If the normality assumption is not attainable, the posterior analysis will be inaccurate, although the BFA depends less on the current…
A pitfall of piecewise-polytropic equation of state inference
NASA Astrophysics Data System (ADS)
Raaijmakers, Geert; Riley, Thomas E.; Watts, Anna L.
2018-05-01
The only messenger radiation in the Universe which one can use to statistically probe the Equation of State (EOS) of cold dense matter is that originating from the near-field vicinities of compact stars. Constraining gravitational masses and equatorial radii of rotating compact stars is a major goal for current and future telescope missions, with a primary purpose of constraining the EOS. From a Bayesian perspective it is necessary to carefully discuss prior definition; in this context a complicating issue is that in practice there exist pathologies in the general relativistic mapping between spaces of local (interior source matter) and global (exterior spacetime) parameters. In a companion paper, these issues were raised on a theoretical basis. In this study we reproduce a probability transformation procedure from the literature in order to map a joint posterior distribution of Schwarzschild gravitational masses and radii into a joint posterior distribution of EOS parameters. We demonstrate computationally that EOS parameter inferences are sensitive to the choice to define a prior on a joint space of these masses and radii, instead of on a joint space interior source matter parameters. We focus on the piecewise-polytropic EOS model, which is currently standard in the field of astrophysical dense matter study. We discuss the implications of this issue for the field.
Farr, W. M.; Mandel, I.; Stevens, D.
2015-01-01
Selection among alternative theoretical models given an observed dataset is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental difficulty and it requires jumps between model parameter spaces, but cannot efficiently explore both parameter spaces at once. Thus, a naive jump between parameter spaces is unlikely to be accepted in the Markov chain Monte Carlo (MCMC) algorithm and convergence is correspondingly slow. Here, we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose intermodel jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in modest dimensionality. We show that our technique leads to improved convergence over naive jumps in an RJMCMC, and compare it to other proposals in the literature to improve the convergence of RJMCMCs. We also demonstrate the use of the same interpolation technique as a way to construct efficient ‘global’ proposal distributions for single-model MCMCs without prior knowledge of the structure of the posterior distribution, and discuss improvements that permit the method to be used in higher dimensional spaces efficiently. PMID:26543580
Back to Normal! Gaussianizing posterior distributions for cosmological probes
NASA Astrophysics Data System (ADS)
Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.
2014-05-01
We present a method to map multivariate non-Gaussian posterior probability densities into Gaussian ones via nonlinear Box-Cox transformations, and generalizations thereof. This is analogous to the search for normal parameters in the CMB, but can in principle be applied to any probability density that is continuous and unimodal. The search for the optimally Gaussianizing transformation amongst the Box-Cox family is performed via a maximum likelihood formalism. We can judge the quality of the found transformation a posteriori: qualitatively via statistical tests of Gaussianity, and more illustratively by how well it reproduces the credible regions. The method permits an analytical reconstruction of the posterior from a sample, e.g. a Markov chain, and simplifies the subsequent joint analysis with other experiments. Furthermore, it permits the characterization of a non-Gaussian posterior in a compact and efficient way. The expression for the non-Gaussian posterior can be employed to find analytic formulae for the Bayesian evidence, and consequently be used for model comparison.
Dettmer, Jan; Dosso, Stan E; Holland, Charles W
2008-03-01
This paper develops a joint time/frequency-domain inversion for high-resolution single-bounce reflection data, with the potential to resolve fine-scale profiles of sediment velocity, density, and attenuation over small seafloor footprints (approximately 100 m). The approach utilizes sequential Bayesian inversion of time- and frequency-domain reflection data, employing ray-tracing inversion for reflection travel times and a layer-packet stripping method for spherical-wave reflection-coefficient inversion. Posterior credibility intervals from the travel-time inversion are passed on as prior information to the reflection-coefficient inversion. Within the reflection-coefficient inversion, parameter information is passed from one layer packet inversion to the next in terms of marginal probability distributions rotated into principal components, providing an efficient approach to (partially) account for multi-dimensional parameter correlations with one-dimensional, numerical distributions. Quantitative geoacoustic parameter uncertainties are provided by a nonlinear Gibbs sampling approach employing full data error covariance estimation (including nonstationary effects) and accounting for possible biases in travel-time picks. Posterior examination of data residuals shows the importance of including data covariance estimates in the inversion. The joint inversion is applied to data collected on the Malta Plateau during the SCARAB98 experiment.
BAT - The Bayesian analysis toolkit
NASA Astrophysics Data System (ADS)
Caldwell, Allen; Kollár, Daniel; Kröninger, Kevin
2009-11-01
We describe the development of a new toolkit for data analysis. The analysis package is based on Bayes' Theorem, and is realized with the use of Markov Chain Monte Carlo. This gives access to the full posterior probability distribution. Parameter estimation, limit setting and uncertainty propagation are implemented in a straightforward manner.
A Surrogate-based Adaptive Sampling Approach for History Matching and Uncertainty Quantification
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Weixuan; Zhang, Dongxiao; Lin, Guang
A critical procedure in reservoir simulations is history matching (or data assimilation in a broader sense), which calibrates model parameters such that the simulation results are consistent with field measurements, and hence improves the credibility of the predictions given by the simulations. Often there exist non-unique combinations of parameter values that all yield the simulation results matching the measurements. For such ill-posed history matching problems, Bayesian theorem provides a theoretical foundation to represent different solutions and to quantify the uncertainty with the posterior PDF. Lacking an analytical solution in most situations, the posterior PDF may be characterized with a samplemore » of realizations, each representing a possible scenario. A novel sampling algorithm is presented here for the Bayesian solutions to history matching problems. We aim to deal with two commonly encountered issues: 1) as a result of the nonlinear input-output relationship in a reservoir model, the posterior distribution could be in a complex form, such as multimodal, which violates the Gaussian assumption required by most of the commonly used data assimilation approaches; 2) a typical sampling method requires intensive model evaluations and hence may cause unaffordable computational cost. In the developed algorithm, we use a Gaussian mixture model as the proposal distribution in the sampling process, which is simple but also flexible to approximate non-Gaussian distributions and is particularly efficient when the posterior is multimodal. Also, a Gaussian process is utilized as a surrogate model to speed up the sampling process. Furthermore, an iterative scheme of adaptive surrogate refinement and re-sampling ensures sampling accuracy while keeping the computational cost at a minimum level. The developed approach is demonstrated with an illustrative example and shows its capability in handling the above-mentioned issues. Multimodal posterior of the history matching problem is captured and are used to give a reliable production prediction with uncertainty quantification. The new algorithm reveals a great improvement in terms of computational efficiency comparing previously studied approaches for the sample problem.« less
Korsgaard, Inge Riis; Lund, Mogens Sandø; Sorensen, Daniel; Gianola, Daniel; Madsen, Per; Jensen, Just
2003-01-01
A fully Bayesian analysis using Gibbs sampling and data augmentation in a multivariate model of Gaussian, right censored, and grouped Gaussian traits is described. The grouped Gaussian traits are either ordered categorical traits (with more than two categories) or binary traits, where the grouping is determined via thresholds on the underlying Gaussian scale, the liability scale. Allowances are made for unequal models, unknown covariance matrices and missing data. Having outlined the theory, strategies for implementation are reviewed. These include joint sampling of location parameters; efficient sampling from the fully conditional posterior distribution of augmented data, a multivariate truncated normal distribution; and sampling from the conditional inverse Wishart distribution, the fully conditional posterior distribution of the residual covariance matrix. Finally, a simulated dataset was analysed to illustrate the methodology. This paper concentrates on a model where residuals associated with liabilities of the binary traits are assumed to be independent. A Bayesian analysis using Gibbs sampling is outlined for the model where this assumption is relaxed. PMID:12633531
INFERRING THE ECCENTRICITY DISTRIBUTION
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hogg, David W.; Bovy, Jo; Myers, Adam D., E-mail: david.hogg@nyu.ed
2010-12-20
Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple histogram of estimated eccentricities is not a good estimate of the true eccentricity distribution. Here, we develop and test a hierarchical probabilistic method for performing the relevant meta-analysis, that is, inferring the true eccentricity distribution, taking as input the likelihood functions for the individual star eccentricities, or samplings of the posterior probability distributions for the eccentricities (under a given, uninformative prior). The method is a simple implementationmore » of a hierarchical Bayesian model; it can also be seen as a kind of heteroscedastic deconvolution. It can be applied to any quantity measured with finite precision-other orbital parameters, or indeed any astronomical measurements of any kind, including magnitudes, distances, or photometric redshifts-so long as the measurements have been communicated as a likelihood function or a posterior sampling.« less
Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Cheong, R. Y.; Gabda, D.
2017-09-01
Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.
Using Bayesian neural networks to classify forest scenes
NASA Astrophysics Data System (ADS)
Vehtari, Aki; Heikkonen, Jukka; Lampinen, Jouko; Juujarvi, Jouni
1998-10-01
We present results that compare the performance of Bayesian learning methods for neural networks on the task of classifying forest scenes into trees and background. Classification task is demanding due to the texture richness of the trees, occlusions of the forest scene objects and diverse lighting conditions under operation. This makes it difficult to determine which are optimal image features for the classification. A natural way to proceed is to extract many different types of potentially suitable features, and to evaluate their usefulness in later processing stages. One approach to cope with large number of features is to use Bayesian methods to control the model complexity. Bayesian learning uses a prior on model parameters, combines this with evidence from a training data, and the integrates over the resulting posterior to make predictions. With this method, we can use large networks and many features without fear of overfitting. For this classification task we compare two Bayesian learning methods for multi-layer perceptron (MLP) neural networks: (1) The evidence framework of MacKay uses a Gaussian approximation to the posterior weight distribution and maximizes with respect to hyperparameters. (2) In a Markov Chain Monte Carlo (MCMC) method due to Neal, the posterior distribution of the network parameters is numerically integrated using the MCMC method. As baseline classifiers for comparison we use (3) MLP early stop committee, (4) K-nearest-neighbor and (5) Classification And Regression Tree.
Iterative Importance Sampling Algorithms for Parameter Estimation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Grout, Ray W; Morzfeld, Matthias; Day, Marcus S.
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicabilitymore » of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using 'coarse' MCMC runs or Gaussian mixture models.« less
Joint Bayesian Component Separation and CMB Power Spectrum Estimation
NASA Technical Reports Server (NTRS)
Eriksen, H. K.; Jewell, J. B.; Dickinson, C.; Banday, A. J.; Gorski, K. M.; Lawrence, C. R.
2008-01-01
We describe and implement an exact, flexible, and computationally efficient algorithm for joint component separation and CMB power spectrum estimation, building on a Gibbs sampling framework. Two essential new features are (1) conditional sampling of foreground spectral parameters and (2) joint sampling of all amplitude-type degrees of freedom (e.g., CMB, foreground pixel amplitudes, and global template amplitudes) given spectral parameters. Given a parametric model of the foreground signals, we estimate efficiently and accurately the exact joint foreground- CMB posterior distribution and, therefore, all marginal distributions such as the CMB power spectrum or foreground spectral index posteriors. The main limitation of the current implementation is the requirement of identical beam responses at all frequencies, which restricts the analysis to the lowest resolution of a given experiment. We outline a future generalization to multiresolution observations. To verify the method, we analyze simple models and compare the results to analytical predictions. We then analyze a realistic simulation with properties similar to the 3 yr WMAP data, downgraded to a common resolution of 3 deg FWHM. The results from the actual 3 yr WMAP temperature analysis are presented in a companion Letter.
Maximal compression of the redshift-space galaxy power spectrum and bispectrum
NASA Astrophysics Data System (ADS)
Gualdi, Davide; Manera, Marc; Joachimi, Benjamin; Lahav, Ofer
2018-05-01
We explore two methods of compressing the redshift-space galaxy power spectrum and bispectrum with respect to a chosen set of cosmological parameters. Both methods involve reducing the dimension of the original data vector (e.g. 1000 elements) to the number of cosmological parameters considered (e.g. seven ) using the Karhunen-Loève algorithm. In the first case, we run MCMC sampling on the compressed data vector in order to recover the 1D and 2D posterior distributions. The second option, approximately 2000 times faster, works by orthogonalizing the parameter space through diagonalization of the Fisher information matrix before the compression, obtaining the posterior distributions without the need of MCMC sampling. Using these methods for future spectroscopic redshift surveys like DESI, Euclid, and PFS would drastically reduce the number of simulations needed to compute accurate covariance matrices with minimal loss of constraining power. We consider a redshift bin of a DESI-like experiment. Using the power spectrum combined with the bispectrum as a data vector, both compression methods on average recover the 68 {per cent} credible regions to within 0.7 {per cent} and 2 {per cent} of those resulting from standard MCMC sampling, respectively. These confidence intervals are also smaller than the ones obtained using only the power spectrum by 81 per cent, 80 per cent, and 82 per cent respectively, for the bias parameter b1, the growth rate f, and the scalar amplitude parameter As.
NASA Astrophysics Data System (ADS)
Touhidul Mustafa, Syed Md.; Nossent, Jiri; Ghysels, Gert; Huysmans, Marijke
2017-04-01
Transient numerical groundwater flow models have been used to understand and forecast groundwater flow systems under anthropogenic and climatic effects, but the reliability of the predictions is strongly influenced by different sources of uncertainty. Hence, researchers in hydrological sciences are developing and applying methods for uncertainty quantification. Nevertheless, spatially distributed flow models pose significant challenges for parameter and spatially distributed input estimation and uncertainty quantification. In this study, we present a general and flexible approach for input and parameter estimation and uncertainty analysis of groundwater models. The proposed approach combines a fully distributed groundwater flow model (MODFLOW) with the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. To avoid over-parameterization, the uncertainty of the spatially distributed model input has been represented by multipliers. The posterior distributions of these multipliers and the regular model parameters were estimated using DREAM. The proposed methodology has been applied in an overexploited aquifer in Bangladesh where groundwater pumping and recharge data are highly uncertain. The results confirm that input uncertainty does have a considerable effect on the model predictions and parameter distributions. Additionally, our approach also provides a new way to optimize the spatially distributed recharge and pumping data along with the parameter values under uncertain input conditions. It can be concluded from our approach that considering model input uncertainty along with parameter uncertainty is important for obtaining realistic model predictions and a correct estimation of the uncertainty bounds.
Appraisal of jump distributions in ensemble-based sampling algorithms
NASA Astrophysics Data System (ADS)
Dejanic, Sanda; Scheidegger, Andreas; Rieckermann, Jörg; Albert, Carlo
2017-04-01
Sampling Bayesian posteriors of model parameters is often required for making model-based probabilistic predictions. For complex environmental models, standard Monte Carlo Markov Chain (MCMC) methods are often infeasible because they require too many sequential model runs. Therefore, we focused on ensemble methods that use many Markov chains in parallel, since they can be run on modern cluster architectures. Little is known about how to choose the best performing sampler, for a given application. A poor choice can lead to an inappropriate representation of posterior knowledge. We assessed two different jump moves, the stretch and the differential evolution move, underlying, respectively, the software packages EMCEE and DREAM, which are popular in different scientific communities. For the assessment, we used analytical posteriors with features as they often occur in real posteriors, namely high dimensionality, strong non-linear correlations or multimodality. For posteriors with non-linear features, standard convergence diagnostics based on sample means can be insufficient. Therefore, we resorted to an entropy-based convergence measure. We assessed the samplers by means of their convergence speed, robustness and effective sample sizes. For posteriors with strongly non-linear features, we found that the stretch move outperforms the differential evolution move, w.r.t. all three aspects.
Schmidt, Philip J; Pintar, Katarina D M; Fazil, Aamir M; Topp, Edward
2013-09-01
Dose-response models are the essential link between exposure assessment and computed risk values in quantitative microbial risk assessment, yet the uncertainty that is inherent to computed risks because the dose-response model parameters are estimated using limited epidemiological data is rarely quantified. Second-order risk characterization approaches incorporating uncertainty in dose-response model parameters can provide more complete information to decisionmakers by separating variability and uncertainty to quantify the uncertainty in computed risks. Therefore, the objective of this work is to develop procedures to sample from posterior distributions describing uncertainty in the parameters of exponential and beta-Poisson dose-response models using Bayes's theorem and Markov Chain Monte Carlo (in OpenBUGS). The theoretical origins of the beta-Poisson dose-response model are used to identify a decomposed version of the model that enables Bayesian analysis without the need to evaluate Kummer confluent hypergeometric functions. Herein, it is also established that the beta distribution in the beta-Poisson dose-response model cannot address variation among individual pathogens, criteria to validate use of the conventional approximation to the beta-Poisson model are proposed, and simple algorithms to evaluate actual beta-Poisson probabilities of infection are investigated. The developed MCMC procedures are applied to analysis of a case study data set, and it is demonstrated that an important region of the posterior distribution of the beta-Poisson dose-response model parameters is attributable to the absence of low-dose data. This region includes beta-Poisson models for which the conventional approximation is especially invalid and in which many beta distributions have an extreme shape with questionable plausibility. © Her Majesty the Queen in Right of Canada 2013. Reproduced with the permission of the Minister of the Public Health Agency of Canada.
Model selection and Bayesian inference for high-resolution seabed reflection inversion.
Dettmer, Jan; Dosso, Stan E; Holland, Charles W
2009-02-01
This paper applies Bayesian inference, including model selection and posterior parameter inference, to inversion of seabed reflection data to resolve sediment structure at a spatial scale below the pulse length of the acoustic source. A practical approach to model selection is used, employing the Bayesian information criterion to decide on the number of sediment layers needed to sufficiently fit the data while satisfying parsimony to avoid overparametrization. Posterior parameter inference is carried out using an efficient Metropolis-Hastings algorithm for high-dimensional models, and results are presented as marginal-probability depth distributions for sound velocity, density, and attenuation. The approach is applied to plane-wave reflection-coefficient inversion of single-bounce data collected on the Malta Plateau, Mediterranean Sea, which indicate complex fine structure close to the water-sediment interface. This fine structure is resolved in the geoacoustic inversion results in terms of four layers within the upper meter of sediments. The inversion results are in good agreement with parameter estimates from a gravity core taken at the experiment site.
A Bayesian inversion for slip distribution of 1 Apr 2007 Mw8.1 Solomon Islands Earthquake
NASA Astrophysics Data System (ADS)
Chen, T.; Luo, H.
2013-12-01
On 1 Apr 2007 the megathrust Mw8.1 Solomon Islands earthquake occurred in the southeast pacific along the New Britain subduction zone. 102 vertical displacement measurements over the southeastern end of the rupture zone from two field surveys after this event provide a unique constraint for slip distribution inversion. In conventional inversion method (such as bounded variable least squares) the smoothing parameter that determines the relative weight placed on fitting the data versus smoothing the slip distribution is often subjectively selected at the bend of the trade-off curve. Here a fully probabilistic inversion method[Fukuda,2008] is applied to estimate distributed slip and smoothing parameter objectively. The joint posterior probability density function of distributed slip and the smoothing parameter is formulated under a Bayesian framework and sampled with Markov chain Monte Carlo method. We estimate the spatial distribution of dip slip associated with the 1 Apr 2007 Solomon Islands earthquake with this method. Early results show a shallower dip angle than previous study and highly variable dip slip both along-strike and down-dip.
iSEDfit: Bayesian spectral energy distribution modeling of galaxies
NASA Astrophysics Data System (ADS)
Moustakas, John
2017-08-01
iSEDfit uses Bayesian inference to extract the physical properties of galaxies from their observed broadband photometric spectral energy distribution (SED). In its default mode, the inputs to iSEDfit are the measured photometry (fluxes and corresponding inverse variances) and a measurement of the galaxy redshift. Alternatively, iSEDfit can be used to estimate photometric redshifts from the input photometry alone. After the priors have been specified, iSEDfit calculates the marginalized posterior probability distributions for the physical parameters of interest, including the stellar mass, star-formation rate, dust content, star formation history, and stellar metallicity. iSEDfit also optionally computes K-corrections and produces multiple "quality assurance" (QA) plots at each stage of the modeling procedure to aid in the interpretation of the prior parameter choices and subsequent fitting results. The software is distributed as part of the impro IDL suite.
NASA Astrophysics Data System (ADS)
O'Shaughnessy, Richard; Lange, Jacob; Healy, James; Carlos, Lousto; Shoemaker, Deirdre; Lovelace, Geoffrey; Scheel, Mark
2016-03-01
In this talk, we apply a procedure to reconstruct the parameters of sufficiently massive coalescing compact binaries via direct comparison with numerical relativity simulations. We illustrate how to use only comparisons between synthetic data and these simulations to reconstruct properties of a synthetic candidate source. We demonstrate using selected examples that we can reconstruct posterior distributions obtained by other Bayesian methods with our sparse grid. We describe how followup simulations can corroborate and improve our understanding of a candidate signal.
Estimation and confidence intervals for empirical mixing distributions
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.
Shehla, Romana; Khan, Athar Ali
2016-01-01
Models with bathtub-shaped hazard function have been widely accepted in the field of reliability and medicine and are particularly useful in reliability related decision making and cost analysis. In this paper, the exponential power model capable of assuming increasing as well as bathtub-shape, is studied. This article makes a Bayesian study of the same model and simultaneously shows how posterior simulations based on Markov chain Monte Carlo algorithms can be straightforward and routine in R. The study is carried out for complete as well as censored data, under the assumption of weakly-informative priors for the parameters. In addition to this, inference interest focuses on the posterior distribution of non-linear functions of the parameters. Also, the model has been extended to include continuous explanatory variables and R-codes are well illustrated. Two real data sets are considered for illustrative purposes.
Marginally specified priors for non-parametric Bayesian estimation
Kessler, David C.; Hoff, Peter D.; Dunson, David B.
2014-01-01
Summary Prior specification for non-parametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. A statistician is unlikely to have informed opinions about all aspects of such a parameter but will have real information about functionals of the parameter, such as the population mean or variance. The paper proposes a new framework for non-parametric Bayes inference in which the prior distribution for a possibly infinite dimensional parameter is decomposed into two parts: an informative prior on a finite set of functionals, and a non-parametric conditional prior for the parameter given the functionals. Such priors can be easily constructed from standard non-parametric prior distributions in common use and inherit the large support of the standard priors on which they are based. Additionally, posterior approximations under these informative priors can generally be made via minor adjustments to existing Markov chain approximation algorithms for standard non-parametric prior distributions. We illustrate the use of such priors in the context of multivariate density estimation using Dirichlet process mixture models, and in the modelling of high dimensional sparse contingency tables. PMID:25663813
Bayesian LASSO, scale space and decision making in association genetics.
Pasanen, Leena; Holmström, Lasse; Sillanpää, Mikko J
2015-01-01
LASSO is a penalized regression method that facilitates model fitting in situations where there are as many, or even more explanatory variables than observations, and only a few variables are relevant in explaining the data. We focus on the Bayesian version of LASSO and consider four problems that need special attention: (i) controlling false positives, (ii) multiple comparisons, (iii) collinearity among explanatory variables, and (iv) the choice of the tuning parameter that controls the amount of shrinkage and the sparsity of the estimates. The particular application considered is association genetics, where LASSO regression can be used to find links between chromosome locations and phenotypic traits in a biological organism. However, the proposed techniques are relevant also in other contexts where LASSO is used for variable selection. We separate the true associations from false positives using the posterior distribution of the effects (regression coefficients) provided by Bayesian LASSO. We propose to solve the multiple comparisons problem by using simultaneous inference based on the joint posterior distribution of the effects. Bayesian LASSO also tends to distribute an effect among collinear variables, making detection of an association difficult. We propose to solve this problem by considering not only individual effects but also their functionals (i.e. sums and differences). Finally, whereas in Bayesian LASSO the tuning parameter is often regarded as a random variable, we adopt a scale space view and consider a whole range of fixed tuning parameters, instead. The effect estimates and the associated inference are considered for all tuning parameters in the selected range and the results are visualized with color maps that provide useful insights into data and the association problem considered. The methods are illustrated using two sets of artificial data and one real data set, all representing typical settings in association genetics.
Geochemical Characterization Using Geophysical Data and Markov Chain Monte Carlo Methods
NASA Astrophysics Data System (ADS)
Chen, J.; Hubbard, S.; Rubin, Y.; Murray, C.; Roden, E.; Majer, E.
2002-12-01
Although the spatial distribution of geochemical parameters is extremely important for many subsurface remediation approaches, traditional characterization of those parameters is invasive and laborious, and thus is rarely performed sufficiently to describe natural hydrogeological variability at the field-scale. This study is an effort to jointly use multiple sources of information, including noninvasive geophysical data, for geochemical characterization of the saturated and anaerobic portion of the DOE South Oyster Bacterial Transport Site in Virginia. Our data set includes hydrogeological and geochemical measurements from five boreholes and ground-penetrating radar (GPR) and seismic tomographic data along two profiles that traverse the boreholes. The primary geochemical parameters are the concentrations of extractable ferrous iron Fe(II) and ferric iron Fe(III). Since iron-reducing bacteria can reduce Fe(III) to Fe(II) under certain conditions, information about the spatial distributions of Fe(II) and Fe(III) may indicate both where microbial iron reduction has occurred and in which zone it is likely to occur in the future. In addition, as geochemical heterogeneity influences bacterial transport and activity, estimates of the geochemical parameters provide important input to numerical flow and contaminant transport models geared toward bioremediation. Motivated by our previous research, which demonstrated that crosshole geophysical data could be very useful for estimating hydrogeological parameters, we hypothesize in this study that geochemical and geophysical parameters may be linked through their mutual dependence on hydrogeological parameters such as lithofacies. We attempt to estimate geochemical parameters using both hydrogeological and geophysical measurements in a Bayesian framework. Within the two-dimensional study domain (12m x 6m vertical cross section divided into 0.25m x 0.25m pixels), geochemical and hydrogeological parameters were considered as data if they were available from direct measurements or as variables otherwise. To estimate the geochemical parameters, we first assigned a prior model for each variable and a likelihood model for each type of data, which together define posterior probability distributions for each variable on the domain. Since the posterior probability distribution may involve hundreds of variables, we used a Markov Chain Monte Carlo (MCMC) method to explore each variable by generating and subsequently evaluating hundreds of realizations. Results from this case study showed that although geophysical attributes are not necessarily directly related to geochemical parameters, geophysical data could be very useful for providing accurate and high-resolution information about geochemical parameter distribution through their joint and indirect connections with hydrogeological properties such as lithofacies. This case study also demonstrated that MCMC methods were particularly useful for geochemical parameter estimation using geophysical data because they allow incorporation into the procedure of spatial correlation information, measurement errors, and cross correlations among different types of parameters.
Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling
NASA Astrophysics Data System (ADS)
Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.
2017-04-01
Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.
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.
Generalized Wishart Mixtures for Unsupervised Classification of PolSAR Data
NASA Astrophysics Data System (ADS)
Li, Lan; Chen, Erxue; Li, Zengyuan
2013-01-01
This paper presents an unsupervised clustering algorithm based upon the expectation maximization (EM) algorithm for finite mixture modelling, using the complex wishart probability density function (PDF) for the probabilities. The mixture model enables to consider heterogeneous thematic classes which could not be better fitted by the unimodal wishart distribution. In order to make it fast and robust to calculate, we use the recently proposed generalized gamma distribution (GΓD) for the single polarization intensity data to make the initial partition. Then we use the wishart probability density function for the corresponding sample covariance matrix to calculate the posterior class probabilities for each pixel. The posterior class probabilities are used for the prior probability estimates of each class and weights for all class parameter updates. The proposed method is evaluated and compared with the wishart H-Alpha-A classification. Preliminary results show that the proposed method has better performance.
NASA Astrophysics Data System (ADS)
Koskela, J. J.; Croke, B. W. F.; Koivusalo, H.; Jakeman, A. J.; Kokkonen, T.
2012-11-01
Bayesian inference is used to study the effect of precipitation and model structural uncertainty on estimates of model parameters and confidence limits of predictive variables in a conceptual rainfall-runoff model in the snow-fed Rudbäck catchment (142 ha) in southern Finland. The IHACRES model is coupled with a simple degree day model to account for snow accumulation and melt. The posterior probability distribution of the model parameters is sampled by using the Differential Evolution Adaptive Metropolis (DREAM(ZS)) algorithm and the generalized likelihood function. Precipitation uncertainty is taken into account by introducing additional latent variables that were used as multipliers for individual storm events. Results suggest that occasional snow water equivalent (SWE) observations together with daily streamflow observations do not contain enough information to simultaneously identify model parameters, precipitation uncertainty and model structural uncertainty in the Rudbäck catchment. The addition of an autoregressive component to account for model structure error and latent variables having uniform priors to account for input uncertainty lead to dubious posterior distributions of model parameters. Thus our hypothesis that informative priors for latent variables could be replaced by additional SWE data could not be confirmed. The model was found to work adequately in 1-day-ahead simulation mode, but the results were poor in the simulation batch mode. This was caused by the interaction of parameters that were used to describe different sources of uncertainty. The findings may have lessons for other cases where parameterizations are similarly high in relation to available prior information.
Influence of Averaging Preprocessing on Image Analysis with a Markov Random Field Model
NASA Astrophysics Data System (ADS)
Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato
2018-02-01
This paper describes our investigations into the influence of averaging preprocessing on the performance of image analysis. Averaging preprocessing involves a trade-off: image averaging is often undertaken to reduce noise while the number of image data available for image analysis is decreased. We formulated a process of generating image data by using a Markov random field (MRF) model to achieve image analysis tasks such as image restoration and hyper-parameter estimation by a Bayesian approach. According to the notions of Bayesian inference, posterior distributions were analyzed to evaluate the influence of averaging. There are three main results. First, we found that the performance of image restoration with a predetermined value for hyper-parameters is invariant regardless of whether averaging is conducted. We then found that the performance of hyper-parameter estimation deteriorates due to averaging. Our analysis of the negative logarithm of the posterior probability, which is called the free energy based on an analogy with statistical mechanics, indicated that the confidence of hyper-parameter estimation remains higher without averaging. Finally, we found that when the hyper-parameters are estimated from the data, the performance of image restoration worsens as averaging is undertaken. We conclude that averaging adversely influences the performance of image analysis through hyper-parameter estimation.
Multinomial mixture model with heterogeneous classification probabilities
Holland, M.D.; Gray, B.R.
2011-01-01
Royle and Link (Ecology 86(9):2505-2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data. ?? 2010 Springer Science+Business Media, LLC.
Comparing two Bayes methods based on the free energy functions in Bernoulli mixtures.
Yamazaki, Keisuke; Kaji, Daisuke
2013-08-01
Hierarchical learning models are ubiquitously employed in information science and data engineering. The structure makes the posterior distribution complicated in the Bayes method. Then, the prediction including construction of the posterior is not tractable though advantages of the method are empirically well known. The variational Bayes method is widely used as an approximation method for application; it has the tractable posterior on the basis of the variational free energy function. The asymptotic behavior has been studied in many hierarchical models and a phase transition is observed. The exact form of the asymptotic variational Bayes energy is derived in Bernoulli mixture models and the phase diagram shows that there are three types of parameter learning. However, the approximation accuracy or interpretation of the transition point has not been clarified yet. The present paper precisely analyzes the Bayes free energy function of the Bernoulli mixtures. Comparing free energy functions in these two Bayes methods, we can determine the approximation accuracy and elucidate behavior of the parameter learning. Our results claim that the Bayes free energy has the same learning types while the transition points are different. Copyright © 2013 Elsevier Ltd. All rights reserved.
Sánchez, Ariel G.; Grieb, Jan Niklas; Salazar-Albornoz, Salvador; ...
2016-09-30
The cosmological information contained in anisotropic galaxy clustering measurements can often be compressed into a small number of parameters whose posterior distribution is well described by a Gaussian. Here, we present a general methodology to combine these estimates into a single set of consensus constraints that encode the total information of the individual measurements, taking into account the full covariance between the different methods. We also illustrate this technique by applying it to combine the results obtained from different clustering analyses, including measurements of the signature of baryon acoustic oscillations and redshift-space distortions, based on a set of mock cataloguesmore » of the final SDSS-III Baryon Oscillation Spectroscopic Survey (BOSS). Our results show that the region of the parameter space allowed by the consensus constraints is smaller than that of the individual methods, highlighting the importance of performing multiple analyses on galaxy surveys even when the measurements are highly correlated. Our paper is part of a set that analyses the final galaxy clustering data set from BOSS. The methodology presented here is used in Alam et al. to produce the final cosmological constraints from BOSS.« less
Enhancing Data Assimilation by Evolutionary Particle Filter and Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Moradkhani, H.; Abbaszadeh, P.; Yan, H.
2016-12-01
Particle Filters (PFs) have received increasing attention by the researchers from different disciplines in hydro-geosciences as an effective method to improve model predictions in nonlinear and non-Gaussian dynamical systems. The implication of dual state and parameter estimation by means of data assimilation in hydrology and geoscience has evolved since 2005 from SIR-PF to PF-MCMC and now to the most effective and robust framework through evolutionary PF approach based on Genetic Algorithm (GA) and Markov Chain Monte Carlo (MCMC), the so-called EPF-MCMC. In this framework, the posterior distribution undergoes an evolutionary process to update an ensemble of prior states that more closely resemble realistic posterior probability distribution. The premise of this approach is that the particles move to optimal position using the GA optimization coupled with MCMC increasing the number of effective particles, hence the particle degeneracy is avoided while the particle diversity is improved. The proposed algorithm is applied on a conceptual and highly nonlinear hydrologic model and the effectiveness, robustness and reliability of the method in jointly estimating the states and parameters and also reducing the uncertainty is demonstrated for few river basins across the United States.
Maximum entropy approach to statistical inference for an ocean acoustic waveguide.
Knobles, D P; Sagers, J D; Koch, R A
2012-02-01
A conditional probability distribution suitable for estimating the statistical properties of ocean seabed parameter values inferred from acoustic measurements is derived from a maximum entropy principle. The specification of the expectation value for an error function constrains the maximization of an entropy functional. This constraint determines the sensitivity factor (β) to the error function of the resulting probability distribution, which is a canonical form that provides a conservative estimate of the uncertainty of the parameter values. From the conditional distribution, marginal distributions for individual parameters can be determined from integration over the other parameters. The approach is an alternative to obtaining the posterior probability distribution without an intermediary determination of the likelihood function followed by an application of Bayes' rule. In this paper the expectation value that specifies the constraint is determined from the values of the error function for the model solutions obtained from a sparse number of data samples. The method is applied to ocean acoustic measurements taken on the New Jersey continental shelf. The marginal probability distribution for the values of the sound speed ratio at the surface of the seabed and the source levels of a towed source are examined for different geoacoustic model representations. © 2012 Acoustical Society of America
NASA Astrophysics Data System (ADS)
Knapp, Julia L. A.; Cirpka, Olaf A.
2017-06-01
The complexity of hyporheic flow paths requires reach-scale models of solute transport in streams that are flexible in their representation of the hyporheic passage. We use a model that couples advective-dispersive in-stream transport to hyporheic exchange with a shape-free distribution of hyporheic travel times. The model also accounts for two-site sorption and transformation of reactive solutes. The coefficients of the model are determined by fitting concurrent stream-tracer tests of conservative (fluorescein) and reactive (resazurin/resorufin) compounds. The flexibility of the shape-free models give rise to multiple local minima of the objective function in parameter estimation, thus requiring global-search algorithms, which is hindered by the large number of parameter values to be estimated. We present a local-in-global optimization approach, in which we use a Markov-Chain Monte Carlo method as global-search method to estimate a set of in-stream and hyporheic parameters. Nested therein, we infer the shape-free distribution of hyporheic travel times by a local Gauss-Newton method. The overall approach is independent of the initial guess and provides the joint posterior distribution of all parameters. We apply the described local-in-global optimization method to recorded tracer breakthrough curves of three consecutive stream sections, and infer section-wise hydraulic parameter distributions to analyze how hyporheic exchange processes differ between the stream sections.
Diagnostics for insufficiencies of posterior calculations in Bayesian signal inference.
Dorn, Sebastian; Oppermann, Niels; Ensslin, Torsten A
2013-11-01
We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform distribution of a quantity constructed for this purpose. We show that this method is able to reveal and discriminate several kinds of numerical and approximation errors, as well as their impact on the posterior distribution. For this we present four typical analytical examples of posteriors with incorrect variance, skewness, position of the maximum, or normalization. We show further how this test can be applied to multidimensional signals.
PyDREAM: high-dimensional parameter inference for biological models in python.
Shockley, Erin M; Vrugt, Jasper A; Lopez, Carlos F; Valencia, Alfonso
2018-02-15
Biological models contain many parameters whose values are difficult to measure directly via experimentation and therefore require calibration against experimental data. Markov chain Monte Carlo (MCMC) methods are suitable to estimate multivariate posterior model parameter distributions, but these methods may exhibit slow or premature convergence in high-dimensional search spaces. Here, we present PyDREAM, a Python implementation of the (Multiple-Try) Differential Evolution Adaptive Metropolis [DREAM(ZS)] algorithm developed by Vrugt and ter Braak (2008) and Laloy and Vrugt (2012). PyDREAM achieves excellent performance for complex, parameter-rich models and takes full advantage of distributed computing resources, facilitating parameter inference and uncertainty estimation of CPU-intensive biological models. PyDREAM is freely available under the GNU GPLv3 license from the Lopez lab GitHub repository at http://github.com/LoLab-VU/PyDREAM. c.lopez@vanderbilt.edu. Supplementary data are available at Bioinformatics online. © The Author(s) 2017. Published by Oxford University Press.
Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA
DOE Office of Scientific and Technical Information (OSTI.GOV)
Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao
2017-10-18
Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less
Perdikaris, Paris; Karniadakis, George Em
2016-05-01
We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. © 2016 The Author(s).
Perdikaris, Paris; Karniadakis, George Em
2016-01-01
We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. PMID:27194481
Bayesian methods for characterizing unknown parameters of material models
Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.
2016-02-04
A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less
Bayesian methods for characterizing unknown parameters of material models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.
A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less
Benefits of seasonal forecasts of crop yields
NASA Astrophysics Data System (ADS)
Sakurai, G.; Okada, M.; Nishimori, M.; Yokozawa, M.
2017-12-01
Major factors behind recent fluctuations in food prices include increased biofuel production and oil price fluctuations. In addition, several extreme climate events that reduced worldwide food production coincided with upward spikes in food prices. The stabilization of crop yields is one of the most important tasks to stabilize food prices and thereby enhance food security. Recent development of technologies related to crop modeling and seasonal weather forecasting has made it possible to forecast future crop yields for maize and soybean. However, the effective use of these technologies remains limited. Here we present the potential benefits of seasonal crop-yield forecasts on a global scale for choice of planting day. For this purpose, we used a model (PRYSBI-2) that can well replicate past crop yields both for maize and soybean. This model system uses a Bayesian statistical approach to estimate the parameters of a basic process-based model of crop growth. The spatial variability of model parameters was considered by estimating the posterior distribution of the parameters from historical yield data by using the Markov-chain Monte Carlo (MCMC) method with a resolution of 1.125° × 1.125°. The posterior distributions of model parameters were estimated for each spatial grid with 30 000 MCMC steps of 10 chains each. By using this model and the estimated parameter distributions, we were able to estimate not only crop yield but also levels of associated uncertainty. We found that the global average crop yield increased about 30% as the result of the optimal selection of planting day and that the seasonal forecast of crop yield had a large benefit in and near the eastern part of Brazil and India for maize and the northern area of China for soybean. In these countries, the effects of El Niño and Indian Ocean dipole are large. The results highlight the importance of developing a system to forecast global crop yields.
Bayesian inversions of a dynamic vegetation model at four European grassland sites
NASA Astrophysics Data System (ADS)
Minet, J.; Laloy, E.; Tychon, B.; Francois, L.
2015-05-01
Eddy covariance data from four European grassland sites are used to probabilistically invert the CARAIB (CARbon Assimilation In the Biosphere) dynamic vegetation model (DVM) with 10 unknown parameters, using the DREAM(ZS) (DiffeRential Evolution Adaptive Metropolis) Markov chain Monte Carlo (MCMC) sampler. We focus on comparing model inversions, considering both homoscedastic and heteroscedastic eddy covariance residual errors, with variances either fixed a priori or jointly inferred together with the model parameters. Agreements between measured and simulated data during calibration are comparable with previous studies, with root mean square errors (RMSEs) of simulated daily gross primary productivity (GPP), ecosystem respiration (RECO) and evapotranspiration (ET) ranging from 1.73 to 2.19, 1.04 to 1.56 g C m-2 day-1 and 0.50 to 1.28 mm day-1, respectively. For the calibration period, using a homoscedastic eddy covariance residual error model resulted in a better agreement between measured and modelled data than using a heteroscedastic residual error model. However, a model validation experiment showed that CARAIB models calibrated considering heteroscedastic residual errors perform better. Posterior parameter distributions derived from using a heteroscedastic model of the residuals thus appear to be more robust. This is the case even though the classical linear heteroscedastic error model assumed herein did not fully remove heteroscedasticity of the GPP residuals. Despite the fact that the calibrated model is generally capable of fitting the data within measurement errors, systematic bias in the model simulations are observed. These are likely due to model inadequacies such as shortcomings in the photosynthesis modelling. Besides the residual error treatment, differences between model parameter posterior distributions among the four grassland sites are also investigated. It is shown that the marginal distributions of the specific leaf area and characteristic mortality time parameters can be explained by site-specific ecophysiological characteristics.
Bayesian approach to analyzing holograms of colloidal particles.
Dimiduk, Thomas G; Manoharan, Vinothan N
2016-10-17
We demonstrate a Bayesian approach to tracking and characterizing colloidal particles from in-line digital holograms. We model the formation of the hologram using Lorenz-Mie theory. We then use a tempered Markov-chain Monte Carlo method to sample the posterior probability distributions of the model parameters: particle position, size, and refractive index. Compared to least-squares fitting, our approach allows us to more easily incorporate prior information about the parameters and to obtain more accurate uncertainties, which are critical for both particle tracking and characterization experiments. Our approach also eliminates the need to supply accurate initial guesses for the parameters, so it requires little tuning.
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.
NASA Astrophysics Data System (ADS)
Zhu, Gaofeng; Li, Xin; Ma, Jinzhu; Wang, Yunquan; Liu, Shaomin; Huang, Chunlin; Zhang, Kun; Hu, Xiaoli
2018-04-01
Sequential Monte Carlo (SMC) samplers have become increasing popular for estimating the posterior parameter distribution with the non-linear dependency structures and multiple modes often present in hydrological models. However, the explorative capabilities and efficiency of the sampler depends strongly on the efficiency in the move step of SMC sampler. In this paper we presented a new SMC sampler entitled the Particle Evolution Metropolis Sequential Monte Carlo (PEM-SMC) algorithm, which is well suited to handle unknown static parameters of hydrologic model. The PEM-SMC sampler is inspired by the works of Liang and Wong (2001) and operates by incorporating the strengths of the genetic algorithm, differential evolution algorithm and Metropolis-Hasting algorithm into the framework of SMC. We also prove that the sampler admits the target distribution to be a stationary distribution. Two case studies including a multi-dimensional bimodal normal distribution and a conceptual rainfall-runoff hydrologic model by only considering parameter uncertainty and simultaneously considering parameter and input uncertainty show that PEM-SMC sampler is generally superior to other popular SMC algorithms in handling the high dimensional problems. The study also indicated that it may be important to account for model structural uncertainty by using multiplier different hydrological models in the SMC framework in future study.
Bayesian inversions of a dynamic vegetation model in four European grassland sites
NASA Astrophysics Data System (ADS)
Minet, J.; Laloy, E.; Tychon, B.; François, L.
2015-01-01
Eddy covariance data from four European grassland sites are used to probabilistically invert the CARAIB dynamic vegetation model (DVM) with ten unknown parameters, using the DREAM(ZS) Markov chain Monte Carlo (MCMC) sampler. We compare model inversions considering both homoscedastic and heteroscedastic eddy covariance residual errors, with variances either fixed a~priori or jointly inferred with the model parameters. Agreements between measured and simulated data during calibration are comparable with previous studies, with root-mean-square error (RMSE) of simulated daily gross primary productivity (GPP), ecosystem respiration (RECO) and evapotranspiration (ET) ranging from 1.73 to 2.19 g C m-2 day-1, 1.04 to 1.56 g C m-2 day-1, and 0.50 to 1.28 mm day-1, respectively. In validation, mismatches between measured and simulated data are larger, but still with Nash-Sutcliffe efficiency scores above 0.5 for three out of the four sites. Although measurement errors associated with eddy covariance data are known to be heteroscedastic, we showed that assuming a classical linear heteroscedastic model of the residual errors in the inversion do not fully remove heteroscedasticity. Since the employed heteroscedastic error model allows for larger deviations between simulated and measured data as the magnitude of the measured data increases, this error model expectedly lead to poorer data fitting compared to inversions considering a constant variance of the residual errors. Furthermore, sampling the residual error variances along with model parameters results in overall similar model parameter posterior distributions as those obtained by fixing these variances beforehand, while slightly improving model performance. Despite the fact that the calibrated model is generally capable of fitting the data within measurement errors, systematic bias in the model simulations are observed. These are likely due to model inadequacies such as shortcomings in the photosynthesis modelling. Besides model behaviour, difference between model parameter posterior distributions among the four grassland sites are also investigated. It is shown that the marginal distributions of the specific leaf area and characteristic mortality time parameters can be explained by site-specific ecophysiological characteristics. Lastly, the possibility of finding a common set of parameters among the four experimental sites is discussed.
NASA Astrophysics Data System (ADS)
Sheng, Zheng
2013-02-01
The estimation of lower atmospheric refractivity from radar sea clutter (RFC) is a complicated nonlinear optimization problem. This paper deals with the RFC problem in a Bayesian framework. It uses the unbiased Markov Chain Monte Carlo (MCMC) sampling technique, which can provide accurate posterior probability distributions of the estimated refractivity parameters by using an electromagnetic split-step fast Fourier transform terrain parabolic equation propagation model within a Bayesian inversion framework. In contrast to the global optimization algorithm, the Bayesian—MCMC can obtain not only the approximate solutions, but also the probability distributions of the solutions, that is, uncertainty analyses of solutions. The Bayesian—MCMC algorithm is implemented on the simulation radar sea-clutter data and the real radar sea-clutter data. Reference data are assumed to be simulation data and refractivity profiles are obtained using a helicopter. The inversion algorithm is assessed (i) by comparing the estimated refractivity profiles from the assumed simulation and the helicopter sounding data; (ii) the one-dimensional (1D) and two-dimensional (2D) posterior probability distribution of solutions.
21 CFR 886.4392 - Nd:YAG laser for posterior capsulotomy and peripheral iridotomy.
Code of Federal Regulations, 2010 CFR
2010-04-01
... Parameters: Device must emit a laser beam with the following parameters: wavelength = 1064 nanometers; spot... 21 Food and Drugs 8 2010-04-01 2010-04-01 false Nd:YAG laser for posterior capsulotomy and...:YAG laser for posterior capsulotomy and peripheral iridotomy. (a) Identification. The Nd:YAG laser for...
Probabilistic graphs as a conceptual and computational tool in hydrology and water management
NASA Astrophysics Data System (ADS)
Schoups, Gerrit
2014-05-01
Originally developed in the fields of machine learning and artificial intelligence, probabilistic graphs constitute a general framework for modeling complex systems in the presence of uncertainty. The framework consists of three components: 1. Representation of the model as a graph (or network), with nodes depicting random variables in the model (e.g. parameters, states, etc), which are joined together by factors. Factors are local probabilistic or deterministic relations between subsets of variables, which, when multiplied together, yield the joint distribution over all variables. 2. Consistent use of probability theory for quantifying uncertainty, relying on basic rules of probability for assimilating data into the model and expressing unknown variables as a function of observations (via the posterior distribution). 3. Efficient, distributed approximation of the posterior distribution using general-purpose algorithms that exploit model structure encoded in the graph. These attributes make probabilistic graphs potentially useful as a conceptual and computational tool in hydrology and water management (and beyond). Conceptually, they can provide a common framework for existing and new probabilistic modeling approaches (e.g. by drawing inspiration from other fields of application), while computationally they can make probabilistic inference feasible in larger hydrological models. The presentation explores, via examples, some of these benefits.
Predicting uncertainty in future marine ice sheet volume using Bayesian statistical methods
NASA Astrophysics Data System (ADS)
Davis, A. D.
2015-12-01
The marine ice instability can trigger rapid retreat of marine ice streams. Recent observations suggest that marine ice systems in West Antarctica have begun retreating. However, unknown ice dynamics, computationally intensive mathematical models, and uncertain parameters in these models make predicting retreat rate and ice volume difficult. In this work, we fuse current observational data with ice stream/shelf models to develop probabilistic predictions of future grounded ice sheet volume. Given observational data (e.g., thickness, surface elevation, and velocity) and a forward model that relates uncertain parameters (e.g., basal friction and basal topography) to these observations, we use a Bayesian framework to define a posterior distribution over the parameters. A stochastic predictive model then propagates uncertainties in these parameters to uncertainty in a particular quantity of interest (QoI)---here, the volume of grounded ice at a specified future time. While the Bayesian approach can in principle characterize the posterior predictive distribution of the QoI, the computational cost of both the forward and predictive models makes this effort prohibitively expensive. To tackle this challenge, we introduce a new Markov chain Monte Carlo method that constructs convergent approximations of the QoI target density in an online fashion, yielding accurate characterizations of future ice sheet volume at significantly reduced computational cost.Our second goal is to attribute uncertainty in these Bayesian predictions to uncertainties in particular parameters. Doing so can help target data collection, for the purpose of constraining the parameters that contribute most strongly to uncertainty in the future volume of grounded ice. For instance, smaller uncertainties in parameters to which the QoI is highly sensitive may account for more variability in the prediction than larger uncertainties in parameters to which the QoI is less sensitive. We use global sensitivity analysis to help answer this question, and make the computation of sensitivity indices computationally tractable using a combination of polynomial chaos and Monte Carlo techniques.
NASA Astrophysics Data System (ADS)
Dafonte, C.; Fustes, D.; Manteiga, M.; Garabato, D.; Álvarez, M. A.; Ulla, A.; Allende Prieto, C.
2016-10-01
Aims: We present an innovative artificial neural network (ANN) architecture, called Generative ANN (GANN), that computes the forward model, that is it learns the function that relates the unknown outputs (stellar atmospheric parameters, in this case) to the given inputs (spectra). Such a model can be integrated in a Bayesian framework to estimate the posterior distribution of the outputs. Methods: The architecture of the GANN follows the same scheme as a normal ANN, but with the inputs and outputs inverted. We train the network with the set of atmospheric parameters (Teff, log g, [Fe/H] and [α/ Fe]), obtaining the stellar spectra for such inputs. The residuals between the spectra in the grid and the estimated spectra are minimized using a validation dataset to keep solutions as general as possible. Results: The performance of both conventional ANNs and GANNs to estimate the stellar parameters as a function of the star brightness is presented and compared for different Galactic populations. GANNs provide significantly improved parameterizations for early and intermediate spectral types with rich and intermediate metallicities. The behaviour of both algorithms is very similar for our sample of late-type stars, obtaining residuals in the derivation of [Fe/H] and [α/ Fe] below 0.1 dex for stars with Gaia magnitude Grvs < 12, which accounts for a number in the order of four million stars to be observed by the Radial Velocity Spectrograph of the Gaia satellite. Conclusions: Uncertainty estimation of computed astrophysical parameters is crucial for the validation of the parameterization itself and for the subsequent exploitation by the astronomical community. GANNs produce not only the parameters for a given spectrum, but a goodness-of-fit between the observed spectrum and the predicted one for a given set of parameters. Moreover, they allow us to obtain the full posterior distribution over the astrophysical parameters space once a noise model is assumed. This can be used for novelty detection and quality assessment.
NASA Astrophysics Data System (ADS)
Beucler, E.; Haugmard, M.; Mocquet, A.
2016-12-01
The most widely used inversion schemes to locate earthquakes are based on iterative linearized least-squares algorithms and using an a priori knowledge of the propagation medium. When a small amount of observations is available for moderate events for instance, these methods may lead to large trade-offs between outputs and both the velocity model and the initial set of hypocentral parameters. We present a joint structure-source determination approach using Bayesian inferences. Monte-Carlo continuous samplings, using Markov chains, generate models within a broad range of parameters, distributed according to the unknown posterior distributions. The non-linear exploration of both the seismic structure (velocity and thickness) and the source parameters relies on a fast forward problem using 1-D travel time computations. The a posteriori covariances between parameters (hypocentre depth, origin time and seismic structure among others) are computed and explicitly documented. This method manages to decrease the influence of the surrounding seismic network geometry (sparse and/or azimuthally inhomogeneous) and a too constrained velocity structure by inferring realistic distributions on hypocentral parameters. Our algorithm is successfully used to accurately locate events of the Armorican Massif (western France), which is characterized by moderate and apparently diffuse local seismicity.
Distribution of the anterior, posterior, and total corneal astigmatism in healthy eyes.
Feizi, Sepehr; Naderan, Mohammad; Ownagh, Vahid; Sadeghpour, Fatemeh
2018-04-01
To evaluate the magnitude and axis orientation of the anterior, posterior, and total corneal astigmatism in normal healthy eyes of an Iranian population. In a prospective cross-sectional study, ophthalmic and anterior segment parameters of 153 healthy eyes of 153 subjects were evaluated by Galilei dual Scheimpflug analyzer. The magnitude and axis orientation [with-the-rule (WTR), against-the-rule (ATR), and oblique] of the anterior, posterior, and total corneal astigmatism measurements (ACA, PCA, and TCA) were compared according to the age, sex, and other ophthalmic parameters. The mean ± SD age of the study population was 30 ± 5.9 years. The mean magnitude was 1.09 ± 0.76 diopters (D) for ACA, 0.30 ± 0.13 D for PCA, and 1.08 ± 0.77 D for TCA. Males had a significantly higher magnitude of PCA than females (p = 0.041). Most eyes had a WTR anterior astigmatism and an ATR posterior astigmatism. The WTR astigmatism had a higher mean magnitude compared to the ATR and oblique astigmatism in all the astigmatism groups, with a significant difference in the ACA and TCA groups (p < 0.05). PCA magnitude exceeded 0.50 D in only 7.8% of the subjects. ACA, PCA, and TCA were significantly correlated with each other and also had a significant correlation with the anterior and posterior maximum corneal elevation measurements (p < 0.001). The results of this study although are limited due to the small number of participants and confined to our demographics, provided information regarding a population that was not described before and may be helpful in obtaining optimum results in astigmatism correction in refractive surgery or designing new intraocular lenses.
NASA Astrophysics Data System (ADS)
Yoon, Ilsang; Weinberg, Martin D.; Katz, Neal
2011-06-01
We introduce a new galaxy image decomposition tool, GALPHAT (GALaxy PHotometric ATtributes), which is a front-end application of the Bayesian Inference Engine (BIE), a parallel Markov chain Monte Carlo package, to provide full posterior probability distributions and reliable confidence intervals for all model parameters. The BIE relies on GALPHAT to compute the likelihood function. GALPHAT generates scale-free cumulative image tables for the desired model family with precise error control. Interpolation of this table yields accurate pixellated images with any centre, scale and inclination angle. GALPHAT then rotates the image by position angle using a Fourier shift theorem, yielding high-speed, accurate likelihood computation. We benchmark this approach using an ensemble of simulated Sérsic model galaxies over a wide range of observational conditions: the signal-to-noise ratio S/N, the ratio of galaxy size to the point spread function (PSF) and the image size, and errors in the assumed PSF; and a range of structural parameters: the half-light radius re and the Sérsic index n. We characterize the strength of parameter covariance in the Sérsic model, which increases with S/N and n, and the results strongly motivate the need for the full posterior probability distribution in galaxy morphology analyses and later inferences. The test results for simulated galaxies successfully demonstrate that, with a careful choice of Markov chain Monte Carlo algorithms and fast model image generation, GALPHAT is a powerful analysis tool for reliably inferring morphological parameters from a large ensemble of galaxies over a wide range of different observational conditions.
Stochastic static fault slip inversion from geodetic data with non-negativity and bounds constraints
NASA Astrophysics Data System (ADS)
Nocquet, J.-M.
2018-04-01
Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems (Tarantola & Valette 1982; Tarantola 2005) provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modeling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a Truncated Multi-Variate Normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulas for the single, two-dimensional or n-dimensional marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations (e.g. Genz & Bretz 2009). Posterior mean and covariance can also be efficiently derived. I show that the Maximum Posterior (MAP) can be obtained using a Non-Negative Least-Squares algorithm (Lawson & Hanson 1974) for the single truncated case or using the Bounded-Variable Least-Squares algorithm (Stark & Parker 1995) for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov Chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modeling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the Maximum Posterior (MAP) is extremely fast.
Bassi, F; Deregibus, A; Previgliano, V; Bracco, P; Preti, G
2001-03-01
Various types of parameters, including cephalometric ones, have been used in the construction of complete denture. This study aimed to evaluate the utility of cephalometric parameters for this purpose. The position of the posterior teeth in a group of 42 edentulous patients, successfully rehabilitated with complete denture according to clinical parameters, was evaluated by cephalometrics. The following were determined: vertical dimension of occlusion (VDO); orientation of the occlusal plane; and subdivision of the denture space. The cephalometric parameters do not correspond to the clinical positioning of the posterior teeth in successful rehabilitation with complete denture.
Eom, Youngsub; Ryu, Dongok; Kim, Dae Wook; Yang, Seul Ki; Song, Jong Suk; Kim, Sug-Whan; Kim, Hyo Myung
2016-10-01
To evaluate the toric intraocular lens (IOL) calculation considering posterior corneal astigmatism, incision-induced posterior corneal astigmatism, and effective lens position (ELP). Two thousand samples of corneal parameters with keratometric astigmatism ≥ 1.0 D were obtained using bootstrap methods. The probability distributions for incision-induced keratometric and posterior corneal astigmatisms, as well as ELP were estimated from the literature review. The predicted residual astigmatism error using method D with an IOL add power calculator (IAPC) was compared with those derived using methods A, B, and C through Monte-Carlo simulation. Method A considered the keratometric astigmatism and incision-induced keratometric astigmatism, method B considered posterior corneal astigmatism in addition to the A method, method C considered incision-induced posterior corneal astigmatism in addition to the B method, and method D considered ELP in addition to the C method. To verify the IAPC used in this study, the predicted toric IOL cylinder power and its axis using the IAPC were compared with ray-tracing simulation results. The median magnitude of the predicted residual astigmatism error using method D (0.25 diopters [D]) was smaller than that derived using methods A (0.42 D), B (0.38 D), and C (0.28 D) respectively. Linear regression analysis indicated that the predicted toric IOL cylinder power and its axis had excellent goodness-of-fit between the IAPC and ray-tracing simulation. The IAPC is a simple but accurate method for predicting the toric IOL cylinder power and its axis considering posterior corneal astigmatism, incision-induced posterior corneal astigmatism, and ELP.
Inference of epidemiological parameters from household stratified data
Walker, James N.; Ross, Joshua V.
2017-01-01
We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters—governing within-household transmission, recovery, and between-household transmission—from data of the day upon which each individual became infectious and the household in which each infection occurred, as might be available from First Few Hundred studies. Each method is a form of Bayesian Markov Chain Monte Carlo that allows us to calculate a joint posterior distribution for all parameters and hence the household reproduction number and the early growth rate of the epidemic. The first method performs exact Bayesian inference using a standard data-augmentation approach; the second performs approximate Bayesian inference based on a likelihood approximation derived from branching processes. These methods are compared for computational efficiency and posteriors from each are compared. The branching process is shown to be a good approximation and remains computationally efficient as the amount of data is increased. PMID:29045456
Observing Inflationary Reheating
NASA Astrophysics Data System (ADS)
Martin, Jérôme; Ringeval, Christophe; Vennin, Vincent
2015-02-01
Reheating is the epoch which connects inflation to the subsequent hot big-bang phase. Conceptually very important, this era is, however, observationally poorly known. We show that the current Planck satellite measurements of the cosmic microwave background (CMB) anisotropies constrain the kinematic properties of the reheating era for most of the inflationary models. This result is obtained by deriving the marginalized posterior distributions of the reheating parameter for about 200 models of slow-roll inflation. Weighted by the statistical evidence of each model to explain the data, we show that the Planck 2013 measurements induce an average reduction of the posterior-to-prior volume by 40%. Making some additional assumptions on reheating, such as specifying a mean equation of state parameter, or focusing the analysis on peculiar scenarios, can enhance or reduce this constraint. Our study also indicates that the Bayesian evidence of a model can substantially be affected by the reheating properties. The precision of the current CMB data is therefore such that estimating the observational performance of a model now requires incorporating information about its reheating history.
NASA Astrophysics Data System (ADS)
Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim
2017-08-01
Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and uncertainties of Manning's n coefficients compared to the full posterior distributions inferred by MCMC.
NASA Astrophysics Data System (ADS)
Gopalan, Giri; Hrafnkelsson, Birgir; Aðalgeirsdóttir, Guðfinna; Jarosch, Alexander H.; Pálsson, Finnur
2018-03-01
Bayesian hierarchical modeling can assist the study of glacial dynamics and ice flow properties. This approach will allow glaciologists to make fully probabilistic predictions for the thickness of a glacier at unobserved spatio-temporal coordinates, and it will also allow for the derivation of posterior probability distributions for key physical parameters such as ice viscosity and basal sliding. The goal of this paper is to develop a proof of concept for a Bayesian hierarchical model constructed, which uses exact analytical solutions for the shallow ice approximation (SIA) introduced by Bueler et al. (2005). A suite of test simulations utilizing these exact solutions suggests that this approach is able to adequately model numerical errors and produce useful physical parameter posterior distributions and predictions. A byproduct of the development of the Bayesian hierarchical model is the derivation of a novel finite difference method for solving the SIA partial differential equation (PDE). An additional novelty of this work is the correction of numerical errors induced through a numerical solution using a statistical model. This error correcting process models numerical errors that accumulate forward in time and spatial variation of numerical errors between the dome, interior, and margin of a glacier.
Conceptual issues in Bayesian divergence time estimation
2016-01-01
Bayesian inference of species divergence times is an unusual statistical problem, because the divergence time parameters are not identifiable unless both fossil calibrations and sequence data are available. Commonly used marginal priors on divergence times derived from fossil calibrations may conflict with node order on the phylogenetic tree causing a change in the prior on divergence times for a particular topology. Care should be taken to avoid confusing this effect with changes due to informative sequence data. This effect is illustrated with examples. A topology-consistent prior that preserves the marginal priors is defined and examples are constructed. Conflicts between fossil calibrations and relative branch lengths (based on sequence data) can cause estimates of divergence times that are grossly incorrect, yet have a narrow posterior distribution. An example of this effect is given; it is recommended that overly narrow posterior distributions of divergence times should be carefully scrutinized. This article is part of the themed issue ‘Dating species divergences using rocks and clocks’. PMID:27325831
Conceptual issues in Bayesian divergence time estimation.
Rannala, Bruce
2016-07-19
Bayesian inference of species divergence times is an unusual statistical problem, because the divergence time parameters are not identifiable unless both fossil calibrations and sequence data are available. Commonly used marginal priors on divergence times derived from fossil calibrations may conflict with node order on the phylogenetic tree causing a change in the prior on divergence times for a particular topology. Care should be taken to avoid confusing this effect with changes due to informative sequence data. This effect is illustrated with examples. A topology-consistent prior that preserves the marginal priors is defined and examples are constructed. Conflicts between fossil calibrations and relative branch lengths (based on sequence data) can cause estimates of divergence times that are grossly incorrect, yet have a narrow posterior distribution. An example of this effect is given; it is recommended that overly narrow posterior distributions of divergence times should be carefully scrutinized.This article is part of the themed issue 'Dating species divergences using rocks and clocks'. © 2016 The Author(s).
A Catalog of Transit Timing Posterior Distributions for all Kepler Planet Candidate Events
NASA Astrophysics Data System (ADS)
Montet, Benjamin Tyler; Becker, Juliette C.; Johnson, John
2015-08-01
Kepler has ushered in a new era of planetary dynamics, enabling the detection of interactions between multiple planets in transiting systems for hundreds of systems. These interactions, observed as transit timing variations (TTVs), have been used to find non-transiting companions to transiting systems and to measure masses, eccentricities, and inclinations of transiting planets. Often, physical parameters are inferred by comparing the observed light curve to the result of a photodynamical model, a time-intensive process that often ignores the effects of correlated noise in the light curve. Catalogs of transit timing observations have previously neglected non-Gaussian uncertainties in the times of transit, uncertainties in the transit shape, and short cadence data. Here, we present a catalog of not only times of transit centers, but also posterior distributions on the time of transit for every planet candidate transit event in the Kepler data, developed through importance sampling of each transit. This catalog allows us to marginalize over uncertainties in the transit shape and incorporate short cadence data, the effects of correlated noise, and non-Gaussian posteriors. Our catalog will enable dynamical studies that reflect accurately the precision of Kepler and its limitations without requiring the computational power to model the light curve completely with every integration.
Bayesian posterior distributions without Markov chains.
Cole, Stephen R; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B
2012-03-01
Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.
MC3: Multi-core Markov-chain Monte Carlo code
NASA Astrophysics Data System (ADS)
Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan
2016-10-01
MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.
An agglomerative hierarchical clustering approach to visualisation in Bayesian clustering problems
Dawson, Kevin J.; Belkhir, Khalid
2009-01-01
Clustering problems (including the clustering of individuals into outcrossing populations, hybrid generations, full-sib families and selfing lines) have recently received much attention in population genetics. In these clustering problems, the parameter of interest is a partition of the set of sampled individuals, - the sample partition. In a fully Bayesian approach to clustering problems of this type, our knowledge about the sample partition is represented by a probability distribution on the space of possible sample partitions. Since the number of possible partitions grows very rapidly with the sample size, we can not visualise this probability distribution in its entirety, unless the sample is very small. As a solution to this visualisation problem, we recommend using an agglomerative hierarchical clustering algorithm, which we call the exact linkage algorithm. This algorithm is a special case of the maximin clustering algorithm that we introduced previously. The exact linkage algorithm is now implemented in our software package Partition View. The exact linkage algorithm takes the posterior co-assignment probabilities as input, and yields as output a rooted binary tree, - or more generally, a forest of such trees. Each node of this forest defines a set of individuals, and the node height is the posterior co-assignment probability of this set. This provides a useful visual representation of the uncertainty associated with the assignment of individuals to categories. It is also a useful starting point for a more detailed exploration of the posterior distribution in terms of the co-assignment probabilities. PMID:19337306
NASA Astrophysics Data System (ADS)
Nicholl, Matt; Guillochon, James; Berger, Edo
2017-11-01
We use the new Modular Open Source Fitter for Transients to model 38 hydrogen-poor superluminous supernovae (SLSNe). We fit their multicolor light curves with a magnetar spin-down model and present posterior distributions of magnetar and ejecta parameters. The color evolution can be fit with a simple absorbed blackbody. The medians (1σ ranges) for key parameters are spin period 2.4 ms (1.2-4 ms), magnetic field 0.8× {10}14 G (0.2{--}1.8× {10}14 G), ejecta mass 4.8 {M}⊙ (2.2-12.9 {M}⊙ ), and kinetic energy 3.9× {10}51 erg (1.9{--}9.8× {10}51 erg). This significantly narrows the parameter space compared to our uninformed priors, showing that although the magnetar model is flexible, the parameter space relevant to SLSNe is well constrained by existing data. The requirement that the instantaneous engine power is ˜1044 erg at the light-curve peak necessitates either large rotational energy (P < 2 ms), or more commonly that the spin-down and diffusion timescales be well matched. We find no evidence for separate populations of fast- and slow-declining SLSNe, which instead form a continuum in light-curve widths and inferred parameters. Variations in the spectra are explained through differences in spin-down power and photospheric radii at maximum light. We find no significant correlations between model parameters and host galaxy properties. Comparing our posteriors to stellar evolution models, we show that SLSNe require rapidly rotating (fastest 10%) massive stars (≳ 20 {M}⊙ ), which is consistent with their observed rate. High mass, low metallicity, and likely binary interaction all serve to maintain rapid rotation essential for magnetar formation. By reproducing the full set of light curves, our posteriors can inform photometric searches for SLSNe in future surveys.
NASA Astrophysics Data System (ADS)
Susiluoto, Jouni; Raivonen, Maarit; Backman, Leif; Laine, Marko; Makela, Jarmo; Peltola, Olli; Vesala, Timo; Aalto, Tuula
2018-03-01
Estimating methane (CH4) emissions from natural wetlands is complex, and the estimates contain large uncertainties. The models used for the task are typically heavily parameterized and the parameter values are not well known. In this study, we perform a Bayesian model calibration for a new wetland CH4 emission model to improve the quality of the predictions and to understand the limitations of such models.The detailed process model that we analyze contains descriptions for CH4 production from anaerobic respiration, CH4 oxidation, and gas transportation by diffusion, ebullition, and the aerenchyma cells of vascular plants. The processes are controlled by several tunable parameters. We use a hierarchical statistical model to describe the parameters and obtain the posterior distributions of the parameters and uncertainties in the processes with adaptive Markov chain Monte Carlo (MCMC), importance resampling, and time series analysis techniques. For the estimation, the analysis utilizes measurement data from the Siikaneva flux measurement site in southern Finland. The uncertainties related to the parameters and the modeled processes are described quantitatively. At the process level, the flux measurement data are able to constrain the CH4 production processes, methane oxidation, and the different gas transport processes. The posterior covariance structures explain how the parameters and the processes are related. Additionally, the flux and flux component uncertainties are analyzed both at the annual and daily levels. The parameter posterior densities obtained provide information regarding importance of the different processes, which is also useful for development of wetland methane emission models other than the square root HelsinkI Model of MEthane buiLd-up and emIssion for peatlands (sqHIMMELI). The hierarchical modeling allows us to assess the effects of some of the parameters on an annual basis. The results of the calibration and the cross validation suggest that the early spring net primary production could be used to predict parameters affecting the annual methane production. Even though the calibration is specific to the Siikaneva site, the hierarchical modeling approach is well suited for larger-scale studies and the results of the estimation pave way for a regional or global-scale Bayesian calibration of wetland emission models.
Structural Information from Single-molecule FRET Experiments Using the Fast Nano-positioning System
Röcker, Carlheinz; Nagy, Julia; Michaelis, Jens
2017-01-01
Single-molecule Förster Resonance Energy Transfer (smFRET) can be used to obtain structural information on biomolecular complexes in real-time. Thereby, multiple smFRET measurements are used to localize an unknown dye position inside a protein complex by means of trilateration. In order to obtain quantitative information, the Nano-Positioning System (NPS) uses probabilistic data analysis to combine structural information from X-ray crystallography with single-molecule fluorescence data to calculate not only the most probable position but the complete three-dimensional probability distribution, termed posterior, which indicates the experimental uncertainty. The concept was generalized for the analysis of smFRET networks containing numerous dye molecules. The latest version of NPS, Fast-NPS, features a new algorithm using Bayesian parameter estimation based on Markov Chain Monte Carlo sampling and parallel tempering that allows for the analysis of large smFRET networks in a comparably short time. Moreover, Fast-NPS allows the calculation of the posterior by choosing one of five different models for each dye, that account for the different spatial and orientational behavior exhibited by the dye molecules due to their local environment. Here we present a detailed protocol for obtaining smFRET data and applying the Fast-NPS. We provide detailed instructions for the acquisition of the three input parameters of Fast-NPS: the smFRET values, as well as the quantum yield and anisotropy of the dye molecules. Recently, the NPS has been used to elucidate the architecture of an archaeal open promotor complex. This data is used to demonstrate the influence of the five different dye models on the posterior distribution. PMID:28287526
Structural Information from Single-molecule FRET Experiments Using the Fast Nano-positioning System.
Dörfler, Thilo; Eilert, Tobias; Röcker, Carlheinz; Nagy, Julia; Michaelis, Jens
2017-02-09
Single-molecule Förster Resonance Energy Transfer (smFRET) can be used to obtain structural information on biomolecular complexes in real-time. Thereby, multiple smFRET measurements are used to localize an unknown dye position inside a protein complex by means of trilateration. In order to obtain quantitative information, the Nano-Positioning System (NPS) uses probabilistic data analysis to combine structural information from X-ray crystallography with single-molecule fluorescence data to calculate not only the most probable position but the complete three-dimensional probability distribution, termed posterior, which indicates the experimental uncertainty. The concept was generalized for the analysis of smFRET networks containing numerous dye molecules. The latest version of NPS, Fast-NPS, features a new algorithm using Bayesian parameter estimation based on Markov Chain Monte Carlo sampling and parallel tempering that allows for the analysis of large smFRET networks in a comparably short time. Moreover, Fast-NPS allows the calculation of the posterior by choosing one of five different models for each dye, that account for the different spatial and orientational behavior exhibited by the dye molecules due to their local environment. Here we present a detailed protocol for obtaining smFRET data and applying the Fast-NPS. We provide detailed instructions for the acquisition of the three input parameters of Fast-NPS: the smFRET values, as well as the quantum yield and anisotropy of the dye molecules. Recently, the NPS has been used to elucidate the architecture of an archaeal open promotor complex. This data is used to demonstrate the influence of the five different dye models on the posterior distribution.
Bayesian transformation cure frailty models with multivariate failure time data.
Yin, Guosheng
2008-12-10
We propose a class of transformation cure frailty models to accommodate a survival fraction in multivariate failure time data. Established through a general power transformation, this family of cure frailty models includes the proportional hazards and the proportional odds modeling structures as two special cases. Within the Bayesian paradigm, we obtain the joint posterior distribution and the corresponding full conditional distributions of the model parameters for the implementation of Gibbs sampling. Model selection is based on the conditional predictive ordinate statistic and deviance information criterion. As an illustration, we apply the proposed method to a real data set from dentistry.
Stochastic static fault slip inversion from geodetic data with non-negativity and bound constraints
NASA Astrophysics Data System (ADS)
Nocquet, J.-M.
2018-07-01
Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modelling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a truncated multivariate normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulae for the single, 2-D or n-D marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations. Posterior mean and covariance can also be efficiently derived. I show that the maximum posterior (MAP) can be obtained using a non-negative least-squares algorithm for the single truncated case or using the bounded-variable least-squares algorithm for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modelling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC-based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the MAP is extremely fast.
NASA Astrophysics Data System (ADS)
Eric, L.; Vrugt, J. A.
2010-12-01
Spatially distributed hydrologic models potentially contain hundreds of parameters that need to be derived by calibration against a historical record of input-output data. The quality of this calibration strongly determines the predictive capability of the model and thus its usefulness for science-based decision making and forecasting. Unfortunately, high-dimensional optimization problems are typically difficult to solve. Here we present our recent developments to the Differential Evolution Adaptive Metropolis (DREAM) algorithm (Vrugt et al., 2009) to warrant efficient solution of high-dimensional parameter estimation problems. The algorithm samples from an archive of past states (Ter Braak and Vrugt, 2008), and uses multiple-try Metropolis sampling (Liu et al., 2000) to decrease the required burn-in time for each individual chain and increase efficiency of posterior sampling. This approach is hereafter referred to as MT-DREAM. We present results for 2 synthetic mathematical case studies, and 2 real-world examples involving from 10 to 240 parameters. Results for those cases show that our multiple-try sampler, MT-DREAM, can consistently find better solutions than other Bayesian MCMC methods. Moreover, MT-DREAM is admirably suited to be implemented and ran on a parallel machine and is therefore a powerful method for posterior inference.
Posterior white matter disease distribution as a predictor of amyloid angiopathy
Thanprasertsuk, Sekh; Martinez-Ramirez, Sergi; Pontes-Neto, Octavio Marques; Ni, Jun; Ayres, Alison; Reed, Anne; Swords, Kyleen; Gurol, M. Edip; Greenberg, Steven M.
2014-01-01
Objectives: We sought to examine whether a posterior distribution of white matter hyperintensities (WMH) is an independent predictor of pathologically confirmed cerebral amyloid angiopathy (CAA) and whether it is associated with MRI markers of CAA, in patients without lobar intracerebral hemorrhage. Methods: We developed a quantitative method to measure anteroposterior (AP) distribution of WMH. A retrospective cohort of patients without intracerebral hemorrhage and with pathologic evaluation of CAA was examined to determine whether posterior WMH distribution was an independent predictor of CAA (n = 59). The relationship of AP distributions of WMH to strictly lobar microbleeds (MBs) (n = 259) and location of dilated perivascular spaces (DPVS) (n = 85) was examined in a separate cohort of patients evaluated in a memory clinic. Results: A more posterior WMH distribution was found to be an independent predictor of pathologic evidence of CAA (p = 0.001, odds ratio [95% confidence interval] = 1.19 [1.07–1.32]), even in the subgroup without lobar MBs (p = 0.016, odds ratio [95% confidence interval] = 1.18 [1.03–1.36]). In the memory clinic cohort, strictly lobar MBs were independently associated with more posterior WMH distribution (p = 0.009). AP distribution of WMH was also associated with location of DPVS (p = 0.001), in that patients with predominant DPVS in the white matter over the basal ganglia harbored a more posterior WMH distribution. Conclusions: Our results suggest that AP distribution of WMH may represent an additional marker of CAA, irrespective of the presence of lobar hemorrhages. Classification of evidence: This study provides Class III evidence that there is a significant association between the AP distribution of WMH on MRI with the presence of pathologically confirmed CAA pathology. PMID:25063759
Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.
Hack, C Eric
2006-04-17
Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach.
Veres, Samuel P; Robertson, Peter A; Broom, Neil D
2008-12-01
Mechanically induced annular disruption of lumbar intervertebral discs followed by microstructural investigation. To investigate the role that elevated nuclear pressures play in disrupting the lumbar intervertebral disc's annulus fibrosus. Compound mechanical loadings have been used to recreate clinically relevant annular disruptions in vitro. However, the role that individual loading parameters play in disrupting the lumbar disc's annulus remains unclear. The nuclei of ovine lumbar intervertebral discs were gradually pressurized by injecting a viscous radio-opaque gel via their inferior vertebrae. Pressurization was conducted until catastrophic failure of the disc occurred. Investigation of the resulting annular disruption was carried out using microcomputed tomography and differential interference contrast microscopy. Gel extrusion from the posterior annulus was the most common mode of disc failure. Unlike other aspects of the annular wall, the posterior region was unable to distribute hydrostatic pressures circumferentially. In each extrusion case, severe disruption of the posterior annulus occurred. Although intralamellar disruption occurred in the mid annulus, interlamellar disruption occurred in the outer posterior annulus. Radial ruptures between lamellae always occurred in the mid-axial plane. With respect to the annular wall, the posterior region is most susceptible to failure in the presence of high nuclear pressure, even when loaded in the neutral position. Weak interlamellar cohesion of the outer posterior lamellae may explain why the majority of herniations remain contained as protrusions within the outer annular wall.
Wavelet extractor: A Bayesian well-tie and wavelet extraction program
NASA Astrophysics Data System (ADS)
Gunning, James; Glinsky, Michael E.
2006-06-01
We introduce a new open-source toolkit for the well-tie or wavelet extraction problem of estimating seismic wavelets from seismic data, time-to-depth information, and well-log suites. The wavelet extraction model is formulated as a Bayesian inverse problem, and the software will simultaneously estimate wavelet coefficients, other parameters associated with uncertainty in the time-to-depth mapping, positioning errors in the seismic imaging, and useful amplitude-variation-with-offset (AVO) related parameters in multi-stack extractions. It is capable of multi-well, multi-stack extractions, and uses continuous seismic data-cube interpolation to cope with the problem of arbitrary well paths. Velocity constraints in the form of checkshot data, interpreted markers, and sonic logs are integrated in a natural way. The Bayesian formulation allows computation of full posterior uncertainties of the model parameters, and the important problem of the uncertain wavelet span is addressed uses a multi-model posterior developed from Bayesian model selection theory. The wavelet extraction tool is distributed as part of the Delivery seismic inversion toolkit. A simple log and seismic viewing tool is included in the distribution. The code is written in Java, and thus platform independent, but the Seismic Unix (SU) data model makes the inversion particularly suited to Unix/Linux environments. It is a natural companion piece of software to Delivery, having the capacity to produce maximum likelihood wavelet and noise estimates, but will also be of significant utility to practitioners wanting to produce wavelet estimates for other inversion codes or purposes. The generation of full parameter uncertainties is a crucial function for workers wishing to investigate questions of wavelet stability before proceeding to more advanced inversion studies.
Modelling the growth of Populus species using Ecosystem Demography (ED) model
NASA Astrophysics Data System (ADS)
Wang, D.; Lebauer, D. S.; Feng, X.; Dietze, M. C.
2010-12-01
Hybrid poplar plantations are an important source being evaluated for biomass production. Effective management of such plantations requires adequate growth and yield models. The Ecosystem Demography model (ED) makes predictions about the large scales of interest in above- and belowground ecosystem structure and the fluxes of carbon and water from a description of the fine-scale physiological processes. In this study, we used a workflow management tool, the Predictive Ecophysiological Carbon flux Analyzer (PECAn), to integrate literature data, field measurement and the ED model to provide predictions of ecosystem functioning. Parameters for the ED ensemble runs were sampled from the posterior distribution of ecophysiological traits of Populus species compiled from the literature using a Bayesian meta-analysis approach. Sensitivity analysis was performed to identify the parameters which contribute the most to the uncertainties of the ED model output. Model emulation techniques were used to update parameter posterior distributions using field-observed data in northern Wisconsin hybrid poplar plantations. Model results were evaluated with 5-year field-observed data in a hybrid poplar plantation at New Franklin, MO. ED was then used to predict the spatial variability of poplar yield in the coterminous United States (United States minus Alaska and Hawaii). Sensitivity analysis showed that root respiration, dark respiration, growth respiration, stomatal slope and specific leaf area contribute the most to the uncertainty, which suggests that our field measurements and data collection should focus on these parameters. The ED model successfully captured the inter-annual and spatial variability of the yield of poplar. Analyses in progress with the ED model focus on evaluating the ecosystem services of short-rotation woody plantations, such as impacts on soil carbon storage, water use, and nutrient retention.
NASA Astrophysics Data System (ADS)
Marie, S.; Irving, J. D.; Looms, M. C.; Nielsen, L.; Holliger, K.
2011-12-01
Geophysical methods such as ground-penetrating radar (GPR) can provide valuable information on the hydrological properties of the vadose zone. In particular, there is evidence to suggest that the stochastic inversion of such data may allow for significant reductions in uncertainty regarding subsurface van-Genuchten-Mualem (VGM) parameters, which characterize unsaturated hydrodynamic behaviour as defined by the combination of the water retention and hydraulic conductivity functions. A significant challenge associated with the use of geophysical methods in a hydrological context is that they generally exhibit an indirect and/or weak sensitivity to the hydraulic parameters of interest. A novel and increasingly popular means of addressing this issue involves the acquisition of geophysical data in a time-lapse fashion while changes occur in the hydrological condition of the probed subsurface region. Another significant challenge when attempting to use geophysical data for the estimation of subsurface hydrological properties is the inherent non-linearity and non-uniqueness of the corresponding inverse problems. Stochastic inversion approaches have the advantage of providing a comprehensive exploration of the model space, which makes them ideally suited for addressing such issues. In this work, we present the stochastic inversion of time-lapse zero-offset-profile (ZOP) crosshole GPR traveltime data, collected during a forced infiltration experiment at the Arreneas field site in Denmark, in order to estimate subsurface VGM parameters and their corresponding uncertainties. We do this using a Bayesian Markov-chain-Monte-Carlo (MCMC) inversion approach. We find that the Bayesian-MCMC methodology indeed allows for a substantial refinement in the inferred posterior parameter distributions of the VGM parameters as compared to the corresponding priors. To further understand the potential impact on capturing the underlying hydrological behaviour, we also explore how the posterior VGM parameter distributions affect the hydrodynamic characteristics. In doing so, we find clear evidence that the approach pursued in this study allows for effective characterization of the hydrological behaviour of the probed subsurface region.
Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach
NASA Technical Reports Server (NTRS)
Warner, James E.; Hochhalter, Jacob D.
2016-01-01
This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.
NASA Astrophysics Data System (ADS)
Lange, Jacob; O'Shaughnessy, Richard; Healy, James; Lousto, Carlos; Shoemaker, Deirdre; Lovelace, Geoffrey; Scheel, Mark; Ossokine, Serguei
2016-03-01
In this talk, we describe a procedure to reconstruct the parameters of sufficiently massive coalescing compact binaries via direct comparison with numerical relativity simulations. For sufficiently massive sources, existing numerical relativity simulations are long enough to cover the observationally accessible part of the signal. Due to the signal's brevity, the posterior parameter distribution it implies is broad, simple, and easily reconstructed from information gained by comparing to only the sparse sample of existing numerical relativity simulations. We describe how followup simulations can corroborate and improve our understanding of a detected source. Since our method can include all physics provided by full numerical relativity simulations of coalescing binaries, it provides a valuable complement to alternative techniques which employ approximations to reconstruct source parameters. Supported by NSF Grant PHY-1505629.
NASA Technical Reports Server (NTRS)
Rignot, E.; Chellappa, R.
1993-01-01
We present a maximum a posteriori (MAP) classifier for classifying multifrequency, multilook, single polarization SAR intensity data into regions or ensembles of pixels of homogeneous and similar radar backscatter characteristics. A model for the prior joint distribution of the multifrequency SAR intensity data is combined with a Markov random field for representing the interactions between region labels to obtain an expression for the posterior distribution of the region labels given the multifrequency SAR observations. The maximization of the posterior distribution yields Bayes's optimum region labeling or classification of the SAR data or its MAP estimate. The performance of the MAP classifier is evaluated by using computer-simulated multilook SAR intensity data as a function of the parameters in the classification process. Multilook SAR intensity data are shown to yield higher classification accuracies than one-look SAR complex amplitude data. The MAP classifier is extended to the case in which the radar backscatter from the remotely sensed surface varies within the SAR image because of incidence angle effects. The results obtained illustrate the practicality of the method for combining SAR intensity observations acquired at two different frequencies and for improving classification accuracy of SAR data.
Fractional Gaussian model in global optimization
NASA Astrophysics Data System (ADS)
Dimri, V. P.; Srivastava, R. P.
2009-12-01
Earth system is inherently non-linear and it can be characterized well if we incorporate no-linearity in the formulation and solution of the problem. General tool often used for characterization of the earth system is inversion. Traditionally inverse problems are solved using least-square based inversion by linearizing the formulation. The initial model in such inversion schemes is often assumed to follow posterior Gaussian probability distribution. It is now well established that most of the physical properties of the earth follow power law (fractal distribution). Thus, the selection of initial model based on power law probability distribution will provide more realistic solution. We present a new method which can draw samples of posterior probability density function very efficiently using fractal based statistics. The application of the method has been demonstrated to invert band limited seismic data with well control. We used fractal based probability density function which uses mean, variance and Hurst coefficient of the model space to draw initial model. Further this initial model is used in global optimization inversion scheme. Inversion results using initial models generated by our method gives high resolution estimates of the model parameters than the hitherto used gradient based liner inversion method.
Gaussianization for fast and accurate inference from cosmological data
NASA Astrophysics Data System (ADS)
Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.
2016-06-01
We present a method to transform multivariate unimodal non-Gaussian posterior probability densities into approximately Gaussian ones via non-linear mappings, such as Box-Cox transformations and generalizations thereof. This permits an analytical reconstruction of the posterior from a point sample, like a Markov chain, and simplifies the subsequent joint analysis with other experiments. This way, a multivariate posterior density can be reported efficiently, by compressing the information contained in Markov Chain Monte Carlo samples. Further, the model evidence integral (I.e. the marginal likelihood) can be computed analytically. This method is analogous to the search for normal parameters in the cosmic microwave background, but is more general. The search for the optimally Gaussianizing transformation is performed computationally through a maximum-likelihood formalism; its quality can be judged by how well the credible regions of the posterior are reproduced. We demonstrate that our method outperforms kernel density estimates in this objective. Further, we select marginal posterior samples from Planck data with several distinct strongly non-Gaussian features, and verify the reproduction of the marginal contours. To demonstrate evidence computation, we Gaussianize the joint distribution of data from weak lensing and baryon acoustic oscillations, for different cosmological models, and find a preference for flat Λcold dark matter. Comparing to values computed with the Savage-Dickey density ratio, and Population Monte Carlo, we find good agreement of our method within the spread of the other two.
A Bayesian method for inferring transmission chains in a partially observed epidemic.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Marzouk, Youssef M.; Ray, Jaideep
2008-10-01
We present a Bayesian approach for estimating transmission chains and rates in the Abakaliki smallpox epidemic of 1967. The epidemic affected 30 individuals in a community of 74; only the dates of appearance of symptoms were recorded. Our model assumes stochastic transmission of the infections over a social network. Distinct binomial random graphs model intra- and inter-compound social connections, while disease transmission over each link is treated as a Poisson process. Link probabilities and rate parameters are objects of inference. Dates of infection and recovery comprise the remaining unknowns. Distributions for smallpox incubation and recovery periods are obtained from historicalmore » data. Using Markov chain Monte Carlo, we explore the joint posterior distribution of the scalar parameters and provide an expected connectivity pattern for the social graph and infection pathway.« less
Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations
Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth
2016-01-01
Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173
NASA Astrophysics Data System (ADS)
Frey, M. P.; Stamm, C.; Schneider, M. K.; Reichert, P.
2011-12-01
A distributed hydrological model was used to simulate the distribution of fast runoff formation as a proxy for critical source areas for herbicide pollution in a small agricultural catchment in Switzerland. We tested to what degree predictions based on prior knowledge without local measurements could be improved upon relying on observed discharge. This learning process consisted of five steps: For the prior prediction (step 1), knowledge of the model parameters was coarse and predictions were fairly uncertain. In the second step, discharge data were used to update the prior parameter distribution. Effects of uncertainty in input data and model structure were accounted for by an autoregressive error model. This step decreased the width of the marginal distributions of parameters describing the lower boundary (percolation rates) but hardly affected soil hydraulic parameters. Residual analysis (step 3) revealed model structure deficits. We modified the model, and in the subsequent Bayesian updating (step 4) the widths of the posterior marginal distributions were reduced for most parameters compared to those of the prior. This incremental procedure led to a strong reduction in the uncertainty of the spatial prediction. Thus, despite only using spatially integrated data (discharge), the spatially distributed effect of the improved model structure can be expected to improve the spatially distributed predictions also. The fifth step consisted of a test with independent spatial data on herbicide losses and revealed ambiguous results. The comparison depended critically on the ratio of event to preevent water that was discharged. This ratio cannot be estimated from hydrological data only. The results demonstrate that the value of local data is strongly dependent on a correct model structure. An iterative procedure of Bayesian updating, model testing, and model modification is suggested.
A probabilistic model framework for evaluating year-to-year variation in crop productivity
NASA Astrophysics Data System (ADS)
Yokozawa, M.; Iizumi, T.; Tao, F.
2008-12-01
Most models describing the relation between crop productivity and weather condition have so far been focused on mean changes of crop yield. For keeping stable food supply against abnormal weather as well as climate change, evaluating the year-to-year variations in crop productivity rather than the mean changes is more essential. We here propose a new framework of probabilistic model based on Bayesian inference and Monte Carlo simulation. As an example, we firstly introduce a model on paddy rice production in Japan. It is called PRYSBI (Process- based Regional rice Yield Simulator with Bayesian Inference; Iizumi et al., 2008). The model structure is the same as that of SIMRIW, which was developed and used widely in Japan. The model includes three sub- models describing phenological development, biomass accumulation and maturing of rice crop. These processes are formulated to include response nature of rice plant to weather condition. This model inherently was developed to predict rice growth and yield at plot paddy scale. We applied it to evaluate the large scale rice production with keeping the same model structure. Alternatively, we assumed the parameters as stochastic variables. In order to let the model catch up actual yield at larger scale, model parameters were determined based on agricultural statistical data of each prefecture of Japan together with weather data averaged over the region. The posterior probability distribution functions (PDFs) of parameters included in the model were obtained using Bayesian inference. The MCMC (Markov Chain Monte Carlo) algorithm was conducted to numerically solve the Bayesian theorem. For evaluating the year-to-year changes in rice growth/yield under this framework, we firstly iterate simulations with set of parameter values sampled from the estimated posterior PDF of each parameter and then take the ensemble mean weighted with the posterior PDFs. We will also present another example for maize productivity in China. The framework proposed here provides us information on uncertainties, possibilities and limitations on future improvements in crop model as well.
Efficient Mean Field Variational Algorithm for Data Assimilation (Invited)
NASA Astrophysics Data System (ADS)
Vrettas, M. D.; Cornford, D.; Opper, M.
2013-12-01
Data assimilation algorithms combine available observations of physical systems with the assumed model dynamics in a systematic manner, to produce better estimates of initial conditions for prediction. Broadly they can be categorized in three main approaches: (a) sequential algorithms, (b) sampling methods and (c) variational algorithms which transform the density estimation problem to an optimization problem. However, given finite computational resources, only a handful of ensemble Kalman filters and 4DVar algorithms have been applied operationally to very high dimensional geophysical applications, such as weather forecasting. In this paper we present a recent extension to our variational Bayesian algorithm which seeks the ';optimal' posterior distribution over the continuous time states, within a family of non-stationary Gaussian processes. Our initial work on variational Bayesian approaches to data assimilation, unlike the well-known 4DVar method which seeks only the most probable solution, computes the best time varying Gaussian process approximation to the posterior smoothing distribution for dynamical systems that can be represented by stochastic differential equations. This approach was based on minimising the Kullback-Leibler divergence, over paths, between the true posterior and our Gaussian process approximation. Whilst the observations were informative enough to keep the posterior smoothing density close to Gaussian the algorithm proved very effective on low dimensional systems (e.g. O(10)D). However for higher dimensional systems, the high computational demands make the algorithm prohibitively expensive. To overcome the difficulties presented in the original framework and make our approach more efficient in higher dimensional systems we have been developing a new mean field version of the algorithm which treats the state variables at any given time as being independent in the posterior approximation, while still accounting for their relationships in the mean solution arising from the original system dynamics. Here we present this new mean field approach, illustrating its performance on a range of benchmark data assimilation problems whose dimensionality varies from O(10) to O(10^3)D. We emphasise that the variational Bayesian approach we adopt, unlike other variational approaches, provides a natural bound on the marginal likelihood of the observations given the model parameters which also allows for inference of (hyper-) parameters such as observational errors, parameters in the dynamical model and model error representation. We also stress that since our approach is intrinsically parallel it can be implemented very efficiently to address very long data assimilation time windows. Moreover, like most traditional variational approaches our Bayesian variational method has the benefit of being posed as an optimisation problem therefore its complexity can be tuned to the available computational resources. We finish with a sketch of possible future directions.
Unified Description of Scattering and Propagation FY15 Annual Report
2015-09-30
the Texas coast. For both cases a conditional posterior probability distribution ( PPD ) is formed for a parameter space that includes both geoacoustic...for this second application of ME. For each application of ME it is important to note that a new likelihood function and thus PPD is computed. One...the 50-700 Hz band. These data offered a means by which the results of using the ship radiated noise could be partially validated. The conditional PPD
2D Bayesian automated tilted-ring fitting of disc galaxies in large H I galaxy surveys: 2DBAT
NASA Astrophysics Data System (ADS)
Oh, Se-Heon; Staveley-Smith, Lister; Spekkens, Kristine; Kamphuis, Peter; Koribalski, Bärbel S.
2018-01-01
We present a novel algorithm based on a Bayesian method for 2D tilted-ring analysis of disc galaxy velocity fields. Compared to the conventional algorithms based on a chi-squared minimization procedure, this new Bayesian-based algorithm suffers less from local minima of the model parameters even with highly multimodal posterior distributions. Moreover, the Bayesian analysis, implemented via Markov Chain Monte Carlo sampling, only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature will be essential when performing kinematic analysis on the large number of resolved galaxies expected to be detected in neutral hydrogen (H I) surveys with the Square Kilometre Array and its pathfinders. The so-called 2D Bayesian Automated Tilted-ring fitter (2DBAT) implements Bayesian fits of 2D tilted-ring models in order to derive rotation curves of galaxies. We explore 2DBAT performance on (a) artificial H I data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies, and (b) Australia Telescope Compact Array H I data from the Local Volume H I Survey. We find that 2DBAT works best for well-resolved galaxies with intermediate inclinations (20° < i < 70°), complementing 3D techniques better suited to modelling inclined galaxies.
NASA Astrophysics Data System (ADS)
Hermans, Thomas; Nguyen, Frédéric; Caers, Jef
2015-07-01
In inverse problems, investigating uncertainty in the posterior distribution of model parameters is as important as matching data. In recent years, most efforts have focused on techniques to sample the posterior distribution with reasonable computational costs. Within a Bayesian context, this posterior depends on the prior distribution. However, most of the studies ignore modeling the prior with realistic geological uncertainty. In this paper, we propose a workflow inspired by a Popper-Bayes philosophy that data should first be used to falsify models, then only be considered for matching. We propose a workflow consisting of three steps: (1) in defining the prior, we interpret multiple alternative geological scenarios from literature (architecture of facies) and site-specific data (proportions of facies). Prior spatial uncertainty is modeled using multiple-point geostatistics, where each scenario is defined using a training image. (2) We validate these prior geological scenarios by simulating electrical resistivity tomography (ERT) data on realizations of each scenario and comparing them to field ERT in a lower dimensional space. In this second step, the idea is to probabilistically falsify scenarios with ERT, meaning that scenarios which are incompatible receive an updated probability of zero while compatible scenarios receive a nonzero updated belief. (3) We constrain the hydrogeological model with hydraulic head and ERT using a stochastic search method. The workflow is applied to a synthetic and a field case studies in an alluvial aquifer. This study highlights the importance of considering and estimating prior uncertainty (without data) through a process of probabilistic falsification.
Supernova Cosmology Inference with Probabilistic Photometric Redshifts (SCIPPR)
NASA Astrophysics Data System (ADS)
Peters, Christina; Malz, Alex; Hlozek, Renée
2018-01-01
The Bayesian Estimation Applied to Multiple Species (BEAMS) framework employs probabilistic supernova type classifications to do photometric SN cosmology. This work extends BEAMS to replace high-confidence spectroscopic redshifts with photometric redshift probability density functions, a capability that will be essential in the era the Large Synoptic Survey Telescope and other next-generation photometric surveys where it will not be possible to perform spectroscopic follow up on every SN. We present the Supernova Cosmology Inference with Probabilistic Photometric Redshifts (SCIPPR) Bayesian hierarchical model for constraining the cosmological parameters from photometric lightcurves and host galaxy photometry, which includes selection effects and is extensible to uncertainty in the redshift-dependent supernova type proportions. We create a pair of realistic mock catalogs of joint posteriors over supernova type, redshift, and distance modulus informed by photometric supernova lightcurves and over redshift from simulated host galaxy photometry. We perform inference under our model to obtain a joint posterior probability distribution over the cosmological parameters and compare our results with other methods, namely: a spectroscopic subset, a subset of high probability photometrically classified supernovae, and reducing the photometric redshift probability to a single measurement and error bar.
Architectures of Kepler Planet Systems with Approximate Bayesian Computation
NASA Astrophysics Data System (ADS)
Morehead, Robert C.; Ford, Eric B.
2015-12-01
The distribution of period normalized transit duration ratios among Kepler’s multiple transiting planet systems constrains the distributions of mutual orbital inclinations and orbital eccentricities. However, degeneracies in these parameters tied to the underlying number of planets in these systems complicate their interpretation. To untangle the true architecture of planet systems, the mutual inclination, eccentricity, and underlying planet number distributions must be considered simultaneously. The complexities of target selection, transit probability, detection biases, vetting, and follow-up observations make it impractical to write an explicit likelihood function. Approximate Bayesian computation (ABC) offers an intriguing path forward. In its simplest form, ABC generates a sample of trial population parameters from a prior distribution to produce synthetic datasets via a physically-motivated forward model. Samples are then accepted or rejected based on how close they come to reproducing the actual observed dataset to some tolerance. The accepted samples form a robust and useful approximation of the true posterior distribution of the underlying population parameters. We build on the considerable progress from the field of statistics to develop sequential algorithms for performing ABC in an efficient and flexible manner. We demonstrate the utility of ABC in exoplanet populations and present new constraints on the distributions of mutual orbital inclinations, eccentricities, and the relative number of short-period planets per star. We conclude with a discussion of the implications for other planet occurrence rate calculations, such as eta-Earth.
Overview of refinement procedures within REFMAC5: utilizing data from different sources.
Kovalevskiy, Oleg; Nicholls, Robert A; Long, Fei; Carlon, Azzurra; Murshudov, Garib N
2018-03-01
Refinement is a process that involves bringing into agreement the structural model, available prior knowledge and experimental data. To achieve this, the refinement procedure optimizes a posterior conditional probability distribution of model parameters, including atomic coordinates, atomic displacement parameters (B factors), scale factors, parameters of the solvent model and twin fractions in the case of twinned crystals, given observed data such as observed amplitudes or intensities of structure factors. A library of chemical restraints is typically used to ensure consistency between the model and the prior knowledge of stereochemistry. If the observation-to-parameter ratio is small, for example when diffraction data only extend to low resolution, the Bayesian framework implemented in REFMAC5 uses external restraints to inject additional information extracted from structures of homologous proteins, prior knowledge about secondary-structure formation and even data obtained using different experimental methods, for example NMR. The refinement procedure also generates the `best' weighted electron-density maps, which are useful for further model (re)building. Here, the refinement of macromolecular structures using REFMAC5 and related tools distributed as part of the CCP4 suite is discussed.
The behavior of Metropolis-coupled Markov chains when sampling rugged phylogenetic distributions.
Brown, Jeremy M; Thomson, Robert C
2018-02-15
Bayesian phylogenetic inference involves sampling from posterior distributions of trees, which sometimes exhibit local optima, or peaks, separated by regions of low posterior density. Markov chain Monte Carlo (MCMC) algorithms are the most widely used numerical method for generating samples from these posterior distributions, but they are susceptible to entrapment on individual optima in rugged distributions when they are unable to easily cross through or jump across regions of low posterior density. Ruggedness of posterior distributions can result from a variety of factors, including unmodeled variation in evolutionary processes and unrecognized variation in the true topology across sites or genes. Ruggedness can also become exaggerated when constraints are placed on topologies that require the presence or absence of particular bipartitions (often referred to as positive or negative constraints, respectively). These types of constraints are frequently employed when conducting tests of topological hypotheses (Bergsten et al. 2013; Brown and Thomson 2017). Negative constraints can lead to particularly rugged distributions when the data strongly support a forbidden clade, because monophyly of the clade can be disrupted by inserting outgroup taxa in many different ways. However, topological moves between the alternative disruptions are very difficult, because they require swaps between the inserted outgroup taxa while the data constrain taxa from the forbidden clade to remain close together on the tree. While this precise form of ruggedness is particular to negative constraints, trees with high posterior density can be separated by similarly complicated topological rearrangements, even in the absence of constraints.
The Estimation of Tree Posterior Probabilities Using Conditional Clade Probability Distributions
Larget, Bret
2013-01-01
In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample. [Bayesian phylogenetics; conditional clade distributions; improved accuracy; posterior probabilities of trees.] PMID:23479066
Estimation of gross land-use change and its uncertainty using a Bayesian data assimilation approach
NASA Astrophysics Data System (ADS)
Levy, Peter; van Oijen, Marcel; Buys, Gwen; Tomlinson, Sam
2018-03-01
We present a method for estimating land-use change using a Bayesian data assimilation approach. The approach provides a general framework for combining multiple disparate data sources with a simple model. This allows us to constrain estimates of gross land-use change with reliable national-scale census data, whilst retaining the detailed information available from several other sources. Eight different data sources, with three different data structures, were combined in our posterior estimate of land use and land-use change, and other data sources could easily be added in future. The tendency for observations to underestimate gross land-use change is accounted for by allowing for a skewed distribution in the likelihood function. The data structure produced has high temporal and spatial resolution, and is appropriate for dynamic process-based modelling. Uncertainty is propagated appropriately into the output, so we have a full posterior distribution of output and parameters. The data are available in the widely used netCDF file format from http://eidc.ceh.ac.uk/.
Testing Small Variance Priors Using Prior-Posterior Predictive p Values.
Hoijtink, Herbert; van de Schoot, Rens
2017-04-03
Muthén and Asparouhov (2012) propose to evaluate model fit in structural equation models based on approximate (using small variance priors) instead of exact equality of (combinations of) parameters to zero. This is an important development that adequately addresses Cohen's (1994) The Earth is Round (p < .05), which stresses that point null-hypotheses are so precise that small and irrelevant differences from the null-hypothesis may lead to their rejection. It is tempting to evaluate small variance priors using readily available approaches like the posterior predictive p value and the DIC. However, as will be shown, both are not suited for the evaluation of models based on small variance priors. In this article, a well behaving alternative, the prior-posterior predictive p value, will be introduced. It will be shown that it is consistent, the distributions under the null and alternative hypotheses will be elaborated, and it will be applied to testing whether the difference between 2 means and the size of a correlation are relevantly different from zero. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Application of Artificial Intelligence for Bridge Deterioration Model.
Chen, Zhang; Wu, Yangyang; Li, Li; Sun, Lijun
2015-01-01
The deterministic bridge deterioration model updating problem is well established in bridge management, while the traditional methods and approaches for this problem require manual intervention. An artificial-intelligence-based approach was presented to self-updated parameters of the bridge deterioration model in this paper. When new information and data are collected, a posterior distribution was constructed to describe the integrated result of historical information and the new gained information according to Bayesian theorem, which was used to update model parameters. This AI-based approach is applied to the case of updating parameters of bridge deterioration model, which is the data collected from bridges of 12 districts in Shanghai from 2004 to 2013, and the results showed that it is an accurate, effective, and satisfactory approach to deal with the problem of the parameter updating without manual intervention.
Application of Artificial Intelligence for Bridge Deterioration Model
Chen, Zhang; Wu, Yangyang; Sun, Lijun
2015-01-01
The deterministic bridge deterioration model updating problem is well established in bridge management, while the traditional methods and approaches for this problem require manual intervention. An artificial-intelligence-based approach was presented to self-updated parameters of the bridge deterioration model in this paper. When new information and data are collected, a posterior distribution was constructed to describe the integrated result of historical information and the new gained information according to Bayesian theorem, which was used to update model parameters. This AI-based approach is applied to the case of updating parameters of bridge deterioration model, which is the data collected from bridges of 12 districts in Shanghai from 2004 to 2013, and the results showed that it is an accurate, effective, and satisfactory approach to deal with the problem of the parameter updating without manual intervention. PMID:26601121
Bayesian inference for OPC modeling
NASA Astrophysics Data System (ADS)
Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.
2016-03-01
The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.
NASA Astrophysics Data System (ADS)
Liu, Y.; Pau, G. S. H.; Finsterle, S.
2015-12-01
Parameter inversion involves inferring the model parameter values based on sparse observations of some observables. To infer the posterior probability distributions of the parameters, Markov chain Monte Carlo (MCMC) methods are typically used. However, the large number of forward simulations needed and limited computational resources limit the complexity of the hydrological model we can use in these methods. In view of this, we studied the implicit sampling (IS) method, an efficient importance sampling technique that generates samples in the high-probability region of the posterior distribution and thus reduces the number of forward simulations that we need to run. For a pilot-point inversion of a heterogeneous permeability field based on a synthetic ponded infiltration experiment simulated with TOUGH2 (a subsurface modeling code), we showed that IS with linear map provides an accurate Bayesian description of the parameterized permeability field at the pilot points with just approximately 500 forward simulations. We further studied the use of surrogate models to improve the computational efficiency of parameter inversion. We implemented two reduced-order models (ROMs) for the TOUGH2 forward model. One is based on polynomial chaos expansion (PCE), of which the coefficients are obtained using the sparse Bayesian learning technique to mitigate the "curse of dimensionality" of the PCE terms. The other model is Gaussian process regression (GPR) for which different covariance, likelihood and inference models are considered. Preliminary results indicate that ROMs constructed based on the prior parameter space perform poorly. It is thus impractical to replace this hydrological model by a ROM directly in a MCMC method. However, the IS method can work with a ROM constructed for parameters in the close vicinity of the maximum a posteriori probability (MAP) estimate. We will discuss the accuracy and computational efficiency of using ROMs in the implicit sampling procedure for the hydrological problem considered. This work was supported, in part, by the U.S. Dept. of Energy under Contract No. DE-AC02-05CH11231
Minimally Informative Prior Distributions for PSA
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dana L. Kelly; Robert W. Youngblood; Kurt G. Vedros
2010-06-01
A salient feature of Bayesian inference is its ability to incorporate information from a variety of sources into the inference model, via the prior distribution (hereafter simply “the prior”). However, over-reliance on old information can lead to priors that dominate new data. Some analysts seek to avoid this by trying to work with a minimally informative prior distribution. Another reason for choosing a minimally informative prior is to avoid the often-voiced criticism of subjectivity in the choice of prior. Minimally informative priors fall into two broad classes: 1) so-called noninformative priors, which attempt to be completely objective, in that themore » posterior distribution is determined as completely as possible by the observed data, the most well known example in this class being the Jeffreys prior, and 2) priors that are diffuse over the region where the likelihood function is nonnegligible, but that incorporate some information about the parameters being estimated, such as a mean value. In this paper, we compare four approaches in the second class, with respect to their practical implications for Bayesian inference in Probabilistic Safety Assessment (PSA). The most commonly used such prior, the so-called constrained noninformative prior, is a special case of the maximum entropy prior. This is formulated as a conjugate distribution for the most commonly encountered aleatory models in PSA, and is correspondingly mathematically convenient; however, it has a relatively light tail and this can cause the posterior mean to be overly influenced by the prior in updates with sparse data. A more informative prior that is capable, in principle, of dealing more effectively with sparse data is a mixture of conjugate priors. A particular diffuse nonconjugate prior, the logistic-normal, is shown to behave similarly for some purposes. Finally, we review the so-called robust prior. Rather than relying on the mathematical abstraction of entropy, as does the constrained noninformative prior, the robust prior places a heavy-tailed Cauchy prior on the canonical parameter of the aleatory model.« less
NASA Astrophysics Data System (ADS)
Alsing, Justin; Heavens, Alan; Jaffe, Andrew H.
2017-04-01
We apply two Bayesian hierarchical inference schemes to infer shear power spectra, shear maps and cosmological parameters from the Canada-France-Hawaii Telescope (CFHTLenS) weak lensing survey - the first application of this method to data. In the first approach, we sample the joint posterior distribution of the shear maps and power spectra by Gibbs sampling, with minimal model assumptions. In the second approach, we sample the joint posterior of the shear maps and cosmological parameters, providing a new, accurate and principled approach to cosmological parameter inference from cosmic shear data. As a first demonstration on data, we perform a two-bin tomographic analysis to constrain cosmological parameters and investigate the possibility of photometric redshift bias in the CFHTLenS data. Under the baseline ΛCDM (Λ cold dark matter) model, we constrain S_8 = σ _8(Ω _m/0.3)^{0.5} = 0.67+0.03-0.03 (68 per cent), consistent with previous CFHTLenS analyses but in tension with Planck. Adding neutrino mass as a free parameter, we are able to constrain ∑mν < 4.6 eV (95 per cent) using CFHTLenS data alone. Including a linear redshift-dependent photo-z bias Δz = p2(z - p1), we find p_1=-0.25+0.53-0.60 and p_2 = -0.15+0.17-0.15, and tension with Planck is only alleviated under very conservative prior assumptions. Neither the non-minimal neutrino mass nor photo-z bias models are significantly preferred by the CFHTLenS (two-bin tomography) data.
A validation of dynamic causal modelling for 7T fMRI.
Tak, S; Noh, J; Cheong, C; Zeidman, P; Razi, A; Penny, W D; Friston, K J
2018-07-15
There is growing interest in ultra-high field magnetic resonance imaging (MRI) in cognitive and clinical neuroscience studies. However, the benefits offered by higher field strength have not been evaluated in terms of effective connectivity and dynamic causal modelling (DCM). In this study, we address the validity of DCM for 7T functional MRI data at two levels. First, we evaluate the predictive validity of DCM estimates based upon 3T and 7T in terms of reproducibility. Second, we assess improvements in the efficiency of DCM estimates at 7T, in terms of the entropy of the posterior distribution over model parameters (i.e., information gain). Using empirical data recorded during fist-closing movements with 3T and 7T fMRI, we found a high reproducibility of average connectivity and condition-specific changes in connectivity - as quantified by the intra-class correlation coefficient (ICC = 0.862 and 0.936, respectively). Furthermore, we found that the posterior entropy of 7T parameter estimates was substantially less than that of 3T parameter estimates; suggesting the 7T data are more informative - and furnish more efficient estimates. In the framework of DCM, we treated field-dependent parameters for the BOLD signal model as free parameters, to accommodate fMRI data at 3T and 7T. In addition, we made the resting blood volume fraction a free parameter, because different brain regions can differ in their vascularization. In this paper, we showed DCM enables one to infer changes in effective connectivity from 7T data reliably and efficiently. Copyright © 2018 Elsevier B.V. All rights reserved.
Estimating Bayesian Phylogenetic Information Content
Lewis, Paul O.; Chen, Ming-Hui; Kuo, Lynn; Lewis, Louise A.; Fučíková, Karolina; Neupane, Suman; Wang, Yu-Bo; Shi, Daoyuan
2016-01-01
Measuring the phylogenetic information content of data has a long history in systematics. Here we explore a Bayesian approach to information content estimation. The entropy of the posterior distribution compared with the entropy of the prior distribution provides a natural way to measure information content. If the data have no information relevant to ranking tree topologies beyond the information supplied by the prior, the posterior and prior will be identical. Information in data discourages consideration of some hypotheses allowed by the prior, resulting in a posterior distribution that is more concentrated (has lower entropy) than the prior. We focus on measuring information about tree topology using marginal posterior distributions of tree topologies. We show that both the accuracy and the computational efficiency of topological information content estimation improve with use of the conditional clade distribution, which also allows topological information content to be partitioned by clade. We explore two important applications of our method: providing a compelling definition of saturation and detecting conflict among data partitions that can negatively affect analyses of concatenated data. [Bayesian; concatenation; conditional clade distribution; entropy; information; phylogenetics; saturation.] PMID:27155008
Duffull, Stephen B; Graham, Gordon; Mengersen, Kerrie; Eccleston, John
2012-01-01
Information theoretic methods are often used to design studies that aim to learn about pharmacokinetic and linked pharmacokinetic-pharmacodynamic systems. These design techniques, such as D-optimality, provide the optimum experimental conditions. The performance of the optimum design will depend on the ability of the investigator to comply with the proposed study conditions. However, in clinical settings it is not possible to comply exactly with the optimum design and hence some degree of unplanned suboptimality occurs due to error in the execution of the study. In addition, due to the nonlinear relationship of the parameters of these models to the data, the designs are also locally dependent on an arbitrary choice of a nominal set of parameter values. A design that is robust to both study conditions and uncertainty in the nominal set of parameter values is likely to be of use clinically. We propose an adaptive design strategy to account for both execution error and uncertainty in the parameter values. In this study we investigate designs for a one-compartment first-order pharmacokinetic model. We do this in a Bayesian framework using Markov-chain Monte Carlo (MCMC) methods. We consider log-normal prior distributions on the parameters and investigate several prior distributions on the sampling times. An adaptive design was used to find the sampling window for the current sampling time conditional on the actual times of all previous samples.
A general framework for updating belief distributions.
Bissiri, P G; Holmes, C C; Walker, S G
2016-11-01
We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the traditional likelihood function, which is recovered as a special case. Modern application areas make it increasingly challenging for Bayesians to attempt to model the true data-generating mechanism. For instance, when the object of interest is low dimensional, such as a mean or median, it is cumbersome to have to achieve this via a complete model for the whole data distribution. More importantly, there are settings where the parameter of interest does not directly index a family of density functions and thus the Bayesian approach to learning about such parameters is currently regarded as problematic. Our framework uses loss functions to connect information in the data to functionals of interest. The updating of beliefs then follows from a decision theoretic approach involving cumulative loss functions. Importantly, the procedure coincides with Bayesian updating when a true likelihood is known yet provides coherent subjective inference in much more general settings. Connections to other inference frameworks are highlighted.
Generalized correlation integral vectors: A distance concept for chaotic dynamical systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Haario, Heikki, E-mail: heikki.haario@lut.fi; Kalachev, Leonid, E-mail: KalachevL@mso.umt.edu; Hakkarainen, Janne
2015-06-15
Several concepts of fractal dimension have been developed to characterise properties of attractors of chaotic dynamical systems. Numerical approximations of them must be calculated by finite samples of simulated trajectories. In principle, the quantities should not depend on the choice of the trajectory, as long as it provides properly distributed samples of the underlying attractor. In practice, however, the trajectories are sensitive with respect to varying initial values, small changes of the model parameters, to the choice of a solver, numeric tolerances, etc. The purpose of this paper is to present a statistically sound approach to quantify this variability. Wemore » modify the concept of correlation integral to produce a vector that summarises the variability at all selected scales. The distribution of this stochastic vector can be estimated, and it provides a statistical distance concept between trajectories. Here, we demonstrate the use of the distance for the purpose of estimating model parameters of a chaotic dynamic model. The methodology is illustrated using computational examples for the Lorenz 63 and Lorenz 95 systems, together with a framework for Markov chain Monte Carlo sampling to produce posterior distributions of model parameters.« less
Bayesian soft X-ray tomography using non-stationary Gaussian Processes
NASA Astrophysics Data System (ADS)
Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
Bayesian soft X-ray tomography using non-stationary Gaussian Processes.
Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
Bayesian ensemble refinement by replica simulations and reweighting.
Hummer, Gerhard; Köfinger, Jürgen
2015-12-28
We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.
Bayesian ensemble refinement by replica simulations and reweighting
NASA Astrophysics Data System (ADS)
Hummer, Gerhard; Köfinger, Jürgen
2015-12-01
We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.
cosmoabc: Likelihood-free inference for cosmology
NASA Astrophysics Data System (ADS)
Ishida, Emille E. O.; Vitenti, Sandro D. P.; Penna-Lima, Mariana; Trindade, Arlindo M.; Cisewski, Jessi; M.; de Souza, Rafael; Cameron, Ewan; Busti, Vinicius C.
2015-05-01
Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogs. cosmoabc is a Python Approximate Bayesian Computation (ABC) sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code can be coupled to an external simulator to allow incorporation of arbitrary distance and prior functions. When coupled with the numcosmo library, it has been used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function.
Prague, Mélanie; Commenges, Daniel; Guedj, Jérémie; Drylewicz, Julia; Thiébaut, Rodolphe
2013-08-01
Models based on ordinary differential equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each subject can be sparse making difficult to precisely estimate individual parameters by standard non-linear regression but information can often be gained from between-subjects variability. This makes natural the use of mixed-effects models to estimate population parameters. Although the maximum likelihood approach is a valuable option, identifiability issues favour Bayesian approaches which can incorporate prior knowledge in a flexible way. However, the combination of difficulties coming from the ODE system and from the presence of random effects raises a major numerical challenge. Computations can be simplified by making a normal approximation of the posterior to find the maximum of the posterior distribution (MAP). Here we present the NIMROD program (normal approximation inference in models with random effects based on ordinary differential equations) devoted to the MAP estimation in ODE models. We describe the specific implemented features such as convergence criteria and an approximation of the leave-one-out cross-validation to assess the model quality of fit. In pharmacokinetics models, first, we evaluate the properties of this algorithm and compare it with FOCE and MCMC algorithms in simulations. Then, we illustrate NIMROD use on Amprenavir pharmacokinetics data from the PUZZLE clinical trial in HIV infected patients. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
Large-Scale Optimization for Bayesian Inference in Complex Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Willcox, Karen; Marzouk, Youssef
2013-11-12
The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of themore » SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less
Final Report: Large-Scale Optimization for Bayesian Inference in Complex Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ghattas, Omar
2013-10-15
The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimiza- tion) Project focuses on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimiza- tion and inversion methods. Our research is directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. Our efforts are integrated in the context of a challenging testbed problem that considers subsurface reacting flow and transport. The MIT component of the SAGUAROmore » Project addresses the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas-Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to- observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as "reduce then sample" and "sample then reduce." In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less
NASA Astrophysics Data System (ADS)
Schoups, G.; Vrugt, J. A.; Fenicia, F.; van de Giesen, N. C.
2010-10-01
Conceptual rainfall-runoff models have traditionally been applied without paying much attention to numerical errors induced by temporal integration of water balance dynamics. Reliance on first-order, explicit, fixed-step integration methods leads to computationally cheap simulation models that are easy to implement. Computational speed is especially desirable for estimating parameter and predictive uncertainty using Markov chain Monte Carlo (MCMC) methods. Confirming earlier work of Kavetski et al. (2003), we show here that the computational speed of first-order, explicit, fixed-step integration methods comes at a cost: for a case study with a spatially lumped conceptual rainfall-runoff model, it introduces artificial bimodality in the marginal posterior parameter distributions, which is not present in numerically accurate implementations of the same model. The resulting effects on MCMC simulation include (1) inconsistent estimates of posterior parameter and predictive distributions, (2) poor performance and slow convergence of the MCMC algorithm, and (3) unreliable convergence diagnosis using the Gelman-Rubin statistic. We studied several alternative numerical implementations to remedy these problems, including various adaptive-step finite difference schemes and an operator splitting method. Our results show that adaptive-step, second-order methods, based on either explicit finite differencing or operator splitting with analytical integration, provide the best alternative for accurate and efficient MCMC simulation. Fixed-step or adaptive-step implicit methods may also be used for increased accuracy, but they cannot match the efficiency of adaptive-step explicit finite differencing or operator splitting. Of the latter two, explicit finite differencing is more generally applicable and is preferred if the individual hydrologic flux laws cannot be integrated analytically, as the splitting method then loses its advantage.
NASA Astrophysics Data System (ADS)
Jones, A. G.; Afonso, J. C.
2015-12-01
The Earth comprises a single physio-chemical system that we interrogate from its surface and/or from space making observations related to various physical and chemical parameters. A change in one of those parameters affects many of the others; for example a change in velocity is almost always indicative of a concomitant change in density, which results in changes to elevation, gravity and geoid observations. Similarly, a change in oxide chemistry affects almost all physical parameters to a greater or lesser extent. We have now developed sophisticated tools to model/invert data in our individual disciplines to such an extent that we are obtaining high resolution, robust models from our datasets. However, in the vast majority of cases the different datasets are modelled/inverted independently of each other, and often even without considering other data in a qualitative sense. The LitMod framework of Afonso and colleagues presents integrated inversion of geoscientific data to yield thermo-chemical models that are petrologically consistent and constrained. Input data can comprise any combination of elevation, geoid, surface heat flow, seismic surface wave (Rayleigh and Love) data and receiver function data, and MT data. The basis of LitMod is characterization of the upper mantle in terms of five oxides in the CFMAS system and a thermal structure that is conductive to the LAB and convective along the adiabat below the LAB to the 410 km discontinuity. Candidate solutions are chosen from prior distributions of the oxides. For the crust, candidate solutions are chosen from distributions of crustal layering, velocity and density parameters. Those candidate solutions that fit the data within prescribed error limits are kept, and are used to establish broad posterior distributions from which new candidate solutions are chosen. Examples will be shown of application of this approach fitting data from the Kaapvaal Craton in South Africa and the Rae Craton in northern Canada. I will show that the MT data are the most discriminatory, requiring many millions of candidate solutions to be tested in order to sufficiently establish posterior distributions. In particular, the MT data require layered lithosphere, whereas the other data can be fit with a single lithosphere, and the MT data are particularly sensitive to the depth to the LAB.
Finite element model updating using the shadow hybrid Monte Carlo technique
NASA Astrophysics Data System (ADS)
Boulkaibet, I.; Mthembu, L.; Marwala, T.; Friswell, M. I.; Adhikari, S.
2015-02-01
Recent research in the field of finite element model updating (FEM) advocates the adoption of Bayesian analysis techniques to dealing with the uncertainties associated with these models. However, Bayesian formulations require the evaluation of the Posterior Distribution Function which may not be available in analytical form. This is the case in FEM updating. In such cases sampling methods can provide good approximations of the Posterior distribution when implemented in the Bayesian context. Markov Chain Monte Carlo (MCMC) algorithms are the most popular sampling tools used to sample probability distributions. However, the efficiency of these algorithms is affected by the complexity of the systems (the size of the parameter space). The Hybrid Monte Carlo (HMC) offers a very important MCMC approach to dealing with higher-dimensional complex problems. The HMC uses the molecular dynamics (MD) steps as the global Monte Carlo (MC) moves to reach areas of high probability where the gradient of the log-density of the Posterior acts as a guide during the search process. However, the acceptance rate of HMC is sensitive to the system size as well as the time step used to evaluate the MD trajectory. To overcome this limitation we propose the use of the Shadow Hybrid Monte Carlo (SHMC) algorithm. The SHMC algorithm is a modified version of the Hybrid Monte Carlo (HMC) and designed to improve sampling for large-system sizes and time steps. This is done by sampling from a modified Hamiltonian function instead of the normal Hamiltonian function. In this paper, the efficiency and accuracy of the SHMC method is tested on the updating of two real structures; an unsymmetrical H-shaped beam structure and a GARTEUR SM-AG19 structure and is compared to the application of the HMC algorithm on the same structures.
Bayesian operational modal analysis with asynchronous data, Part II: Posterior uncertainty
NASA Astrophysics Data System (ADS)
Zhu, Yi-Chen; Au, Siu-Kui
2018-01-01
A Bayesian modal identification method has been proposed in the companion paper that allows the most probable values of modal parameters to be determined using asynchronous ambient vibration data. This paper investigates the identification uncertainty of modal parameters in terms of their posterior covariance matrix. Computational issues are addressed. Analytical expressions are derived to allow the posterior covariance matrix to be evaluated accurately and efficiently. Synthetic, laboratory and field data examples are presented to verify the consistency, investigate potential modelling error and demonstrate practical applications.
New seismogenic stress fields for southern Italy from a Bayesian approach
NASA Astrophysics Data System (ADS)
Totaro, Cristina; Orecchio, Barbara; Presti, Debora; Scolaro, Silvia; Neri, Giancarlo
2017-04-01
A new database of high-quality waveform inversion focal mechanism has been compiled for southern Italy by integrating the highest quality solutions, available from literature and catalogues, and 146 newly-computed ones. All the selected focal mechanisms are (i) coming from the Italian CMT, Regional CMT and TDMT catalogues (Pondrelli et al., PEPI 2006, PEPI 2011; http://www.ingv.it), or (ii) computed by using the Cut And Paste (CAP) method (Zhao & Helmberger, BSSA 1994; Zhu & Helmberger, BSSA 1996). Specific tests have been carried out in order to evaluate the robustness of the obtained solutions (e.g., by varying both seismic network configuration and Earth structure parameters) and to estimate uncertainties on the focal mechanism parameters. Only the resulting highest-quality solutions have been enclosed in the database, that has then been used for computation of posterior density distributions of stress tensor components by a Bayesian method (Arnold & Townend, GJI 2007). This algorithm furnishes the posterior density function of the principal components of stress tensor (maximum σ1, intermediate σ2, and minimum σ3 compressive stress, respectively) and the stress-magnitude ratio (R). Before stress computation, we applied the k-means clustering algorithm to subdivide the focal mechanism catalog on the basis of earthquake locations. This approach allows identifying the sectors to be investigated without any "a priori" constraint from faulting type distribution. The large amount of data and the application of the Bayesian algorithm allowed us to provide a more accurate local-to-regional scale stress distribution that has shed new light on the kinematics and dynamics of this very complex area, where lithospheric unit configuration and geodynamic engines are still strongly debated. The new high-quality information here furnished will then represent very useful tools and constraints for future geophysical analyses and geodynamic modeling.
NASA Astrophysics Data System (ADS)
Zequera, Martha; Perdomo, Oscar; Wilches, Carlos; Vizcaya, Pedro
2013-06-01
Plantar pressure provides useful information to assess the feet's condition. These systems have emerged as popular tools in clinical environment. These systems present errors and no compensation information is presented by the manufacturer, leading to uncertainty in the measurements. Ten healthy subjects, 5 females and 5 males, were recruited. Lateral load distribution, antero-posterior load distribution, average pressure, contact area, and force were recorded. The aims of this study were to assess repeatability of the EcoWalk system and identify the range of pressure values observed in the normal foot. The coefficient of repeatability was less than 4% for all parameters considered.
NASA Astrophysics Data System (ADS)
Howe, Alex R.; Burrows, Adam; Deming, Drake
2017-01-01
We provide an example of an analysis to explore the optimization of observations of transiting hot Jupiters with the James Webb Space Telescope (JWST) to characterize their atmospheres based on a simple three-parameter forward model. We construct expansive forward model sets for 11 hot Jupiters, 10 of which are relatively well characterized, exploring a range of parameters such as equilibrium temperature and metallicity, as well as considering host stars over a wide range in brightness. We compute posterior distributions of our model parameters for each planet with all of the available JWST spectroscopic modes and several programs of combined observations and compute their effectiveness using the metric of estimated mutual information per degree of freedom. From these simulations, clear trends emerge that provide guidelines for designing a JWST observing program. We demonstrate that these guidelines apply over a wide range of planet parameters and target brightnesses for our simple forward model.
Normal fetal posterior fossa in MR imaging: new biometric data and possible clinical significance.
Ber, R; Bar-Yosef, O; Hoffmann, C; Shashar, D; Achiron, R; Katorza, E
2015-04-01
Posterior fossa malformations are a common finding in prenatal diagnosis. The objectives of this study are to re-evaluate existing normal MR imaging biometric data of the fetal posterior fossa, suggest and evaluate new parameters, and demonstrate the possible clinical applications of these data. This was a retrospective review of 215 fetal MR imaging examinations with normal findings and 5 examinations of fetuses with a suspected pathologic posterior fossa. Six previously reported parameters and 8 new parameters were measured. Three new parameter ratios were calculated. Interobserver agreement was calculated by using the intraclass correlation coefficient. For measuring each structure, 151-211 MR imaging examinations were selected, resulting in a normal biometry curve according to gestational age for each parameter. Analysis of the ratio parameters showed that vermian lobe ratio and cerebellar hemisphere ratio remain constant with gestational age and that the vermis-to-cisterna magna ratio varies with gestational age. Measurements of the 5 pathologic fetuses are presented on the normal curves. Interobserver agreement was excellent, with the intraclass correlation coefficients of most parameters above 0.9 and only 2 parameters below 0.8. The biometry curves derived from new and existing biometric data and presented in this study may expand and deepen the biometry we use today, while keeping it simple and repeatable. By applying these extensive biometric data on suspected abnormal cases, diagnoses may be confirmed, better classified, or completely altered. © 2015 by American Journal of Neuroradiology.
Nemeth, Gabor; Szalai, Eszter; Hassan, Ziad; Lipecz, Agnes; Flasko, Zsuzsa; Modis, Laszlo
2017-01-01
AIM To analyze the correlations between ocular biomechanical and biometric data of the eye, measured by Scheimpflug-based devices on healthy subjects. METHODS Three consecutive measurements were carried out using the corneal visualization Scheimpflug technology (CorVis ST) device on healthy eyes and the 10 device-specific parameters were recorded. Pentacam HR-derived parameters (corneal curvature radii on the anterior and posterior surfaces; apical pachymetry; corneal volume; corneal aberration data; depth, volume and angle of the anterior chamber) and axial length (AL) from IOLMaster were correlated with the 10 specific CorVis ST parameters. RESULTS Measurements were conducted in 43 eyes of 43 volunteers (age 61.24±15.72y). The 10 specific CorVis ST data showed significant relationships with corneal curvature radii both on the anterior and posterior surface, pachymetric data, root mean square (RMS) data of lower-order aberrations, and posterior RMS of higher-order aberrations and spherical aberration of the posterior cornea. Anterior chamber depth showed a significant relationship, but there were no significant correlations between corneal volume, anterior chamber volume, mean chamber angle or AL and the 10 specific CorVis ST parameters. CONCLUSIONS CorVis ST-generated parameters are influenced by corneal curvature radii, some corneal RMS data, but corneal volume, anterior chamber volume, chamber angle and AL have no correlation with the biomechanical parameters. The parameters measured by CorVis ST seem to refer mostly to corneal properties of the eye. PMID:28251079
Nemeth, Gabor; Szalai, Eszter; Hassan, Ziad; Lipecz, Agnes; Flasko, Zsuzsa; Modis, Laszlo
2017-01-01
To analyze the correlations between ocular biomechanical and biometric data of the eye, measured by Scheimpflug-based devices on healthy subjects. Three consecutive measurements were carried out using the corneal visualization Scheimpflug technology (CorVis ST) device on healthy eyes and the 10 device-specific parameters were recorded. Pentacam HR-derived parameters (corneal curvature radii on the anterior and posterior surfaces; apical pachymetry; corneal volume; corneal aberration data; depth, volume and angle of the anterior chamber) and axial length (AL) from IOLMaster were correlated with the 10 specific CorVis ST parameters. Measurements were conducted in 43 eyes of 43 volunteers (age 61.24±15.72y). The 10 specific CorVis ST data showed significant relationships with corneal curvature radii both on the anterior and posterior surface, pachymetric data, root mean square (RMS) data of lower-order aberrations, and posterior RMS of higher-order aberrations and spherical aberration of the posterior cornea. Anterior chamber depth showed a significant relationship, but there were no significant correlations between corneal volume, anterior chamber volume, mean chamber angle or AL and the 10 specific CorVis ST parameters. CorVis ST-generated parameters are influenced by corneal curvature radii, some corneal RMS data, but corneal volume, anterior chamber volume, chamber angle and AL have no correlation with the biomechanical parameters. The parameters measured by CorVis ST seem to refer mostly to corneal properties of the eye.
NASA Astrophysics Data System (ADS)
Schöberl, Markus; Zabaras, Nicholas; Koutsourelakis, Phaedon-Stelios
2017-03-01
We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model where the coarse variables play the role of latent generators of the fine scale (all-atom) data. From an information-theoretic perspective, the framework proposed provides an improvement upon the relative entropy method [1] and is capable of quantifying the uncertainty due to the information loss that unavoidably takes place during the coarse-graining process. Furthermore, it can be readily extended to a fully Bayesian model where various sources of uncertainties are reflected in the posterior of the model parameters. The latter can be used to produce not only point estimates of fine-scale reconstructions or macroscopic observables, but more importantly, predictive posterior distributions on these quantities. Predictive posterior distributions reflect the confidence of the model as a function of the amount of data and the level of coarse-graining. The issues of model complexity and model selection are seamlessly addressed by employing a hierarchical prior that favors the discovery of sparse solutions, revealing the most prominent features in the coarse-grained model. A flexible and parallelizable Monte Carlo - Expectation-Maximization (MC-EM) scheme is proposed for carrying out inference and learning tasks. A comparative assessment of the proposed methodology is presented for a lattice spin system and the SPC/E water model.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schöberl, Markus, E-mail: m.schoeberl@tum.de; Zabaras, Nicholas; Department of Aerospace and Mechanical Engineering, University of Notre Dame, 365 Fitzpatrick Hall, Notre Dame, IN 46556
We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model where the coarse variables play the role of latent generators of the fine scale (all-atom) data. From an information-theoretic perspective, the framework proposed provides an improvement upon the relative entropy method and is capable of quantifying the uncertainty due to the information loss that unavoidably takes place during the coarse-graining process. Furthermore, it can be readily extendedmore » to a fully Bayesian model where various sources of uncertainties are reflected in the posterior of the model parameters. The latter can be used to produce not only point estimates of fine-scale reconstructions or macroscopic observables, but more importantly, predictive posterior distributions on these quantities. Predictive posterior distributions reflect the confidence of the model as a function of the amount of data and the level of coarse-graining. The issues of model complexity and model selection are seamlessly addressed by employing a hierarchical prior that favors the discovery of sparse solutions, revealing the most prominent features in the coarse-grained model. A flexible and parallelizable Monte Carlo – Expectation–Maximization (MC-EM) scheme is proposed for carrying out inference and learning tasks. A comparative assessment of the proposed methodology is presented for a lattice spin system and the SPC/E water model.« less
A Catalog of Transit Timing Posterior Distributions for all Kepler Planet Candidate Transit Events
NASA Astrophysics Data System (ADS)
Montet, Benjamin Tyler; Becker, Juliette C.; Johnson, John Asher
2015-12-01
Kepler has ushered in a new era of planetary dynamics, enabling the detection of interactions between multiple planets in transiting systems for hundreds of systems. These interactions, observed as transit timing variations (TTVs), have been used to find non-transiting companions to transiting systems and to measure masses, eccentricities, and inclinations of transiting planets. Often, physical parameters are inferred by comparing the observed light curve to the result of a photodynamical model, a time-intensive process that often ignores the effects of correlated noise in the light curve. Catalogs of transit timing observations have previously neglected non-Gaussian uncertainties in the times of transit, uncertainties in the transit shape, and short cadence data. Here, I present a catalog of not only times of transit centers, but also posterior distributions on the time of transit for every planet candidate transit event in the Kepler data, developed through importance sampling of each transit. This catalog allows one to marginalize over uncertainties in the transit shape and incorporate short cadence data, the effects of correlated noise, and non-Gaussian posteriors. Our catalog will enable dynamical studies that reflect accurately the precision of Kepler and its limitations without requiring the computational power to model the light curve completely with every integration. I will also present our open-source N-body photodynamical modeling code, which integrates planetary and stellar orbits accounting for the effects of GR, tidal effects, and Doppler beaming.
Complex Analysis of Diffusion Transport and Microstructure of an Intervertebral Disk.
Byvaltsev, V A; Kolesnikov, S I; Belykh, E G; Stepanov, I A; Kalinin, A A; Bardonova, L A; Sudakov, N P; Klimenkov, I V; Nikiforov, S B; Semenov, A V; Perfil'ev, D V; Bespyatykh, I V; Antipina, S L; Giers, M; Prul, M
2017-12-01
We studied the relationship between diffusion transport and morphological and microstructural organization of extracellular matrix of human intervertebral disk. Specimens of the lumbar intervertebral disks without abnormalities were studied ex vivo by diffusion-weighed magnetic resonance imaging, histological and immunohistochemical methods, and electron microscopy. Distribution of the diffusion coefficient in various compartments of the intervertebral disk was studied. Significant correlations between diffusion coefficient and cell density in the nucleus pulposus, posterior aspects of annulus fibrosus, and endplate at the level of the posterior annulus fibrosus were detected for each disk. In disks with nucleus pulposus diffusion coefficient below 15×10 -4 mm 2 /sec, collagens X and XI were detected apart from aggrecan and collagens I and II. The results supplement the concept on the relationship between the microstructure and cell composition of various compartments of the intervertebral disk and parameters of nutrient transport.
Link, W.A.; Barker, R.J.
2008-01-01
Judicious choice of candidate generating distributions improves efficiency of the Metropolis-Hastings algorithm. In Bayesian applications, it is sometimes possible to identify an approximation to the target posterior distribution; this approximate posterior distribution is a good choice for candidate generation. These observations are applied to analysis of the Cormack?Jolly?Seber model and its extensions.
Model-based Bayesian inference for ROC data analysis
NASA Astrophysics Data System (ADS)
Lei, Tianhu; Bae, K. Ty
2013-03-01
This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.
A Bayesian approach for parameter estimation and prediction using a computationally intensive model
Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...
2015-02-05
Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less
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.
Sex Determination by Biometry of Anterior Features of Human Hip Bones in South Indian Population.
Rajasekhar, Sssn; Vasudha, T K; Aravindhan, K
2017-06-01
Sex determination is the first step in establishing the identity of skeletal remains. Many studies included biometry of posterior features of hip bone. Very few studies are reported involving the biometry of anterior features of the hip bone. Anterior features of hip bone are important especially, if there is damage to the posterior features of hip bone in cases involving deliberate disfigurement of the body to resist identification of the crime in medicolegal cases. The present study was done to evaluate the effectiveness of anterior border parameters of the hip bone for prediction of sex using discriminant function analysis in South Indian population. A total of 206 dry bones were used (121 male and 85 female) and parameters like the distance between pubic tubercle and anterior rim of acetabulum, vertical acetabular diameter, transverse acetabular diameter, and the distance between pubic tubercle to highest point on the iliopubic eminence were measured using Vernier calipers. Normally distributed variables were compared using Students t-test to analyse the significance. There was significant difference between the male and female hip bones of the observed variables with p-value less than 0.05. In parameters like the distance between pubic tubercle to anterior rim of acetabulum and distance between the highest points on iliopubic eminence to pubic tubercle; the values were more in female when compared to males. In parameters like vertical and transverse acetabular diameters; the values in males were more when compared to females. These parameters of hip bone can be utilised for sex determination in South Indian population.
Novel Method for Incorporating Model Uncertainties into Gravitational Wave Parameter Estimates
NASA Astrophysics Data System (ADS)
Moore, Christopher J.; Gair, Jonathan R.
2014-12-01
Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications, these models are incomplete, which both reduces the prospects of detection and leads to a systematic error in the parameter estimates. In the analysis of data from gravitational wave detectors, for example, accurate waveform templates can be computed using numerical methods, but the prohibitive cost of these simulations means this can only be done for a small handful of parameters. In this Letter, a novel method to fold model uncertainties into data analysis is proposed; the waveform uncertainty is analytically marginalized over using with a prior distribution constructed by using Gaussian process regression to interpolate the waveform difference from a small training set of accurate templates. The method is well motivated, easy to implement, and no more computationally expensive than standard techniques. The new method is shown to perform extremely well when applied to a toy problem. While we use the application to gravitational wave data analysis to motivate and illustrate the technique, it can be applied in any context where model uncertainties exist.
The Threshold Bias Model: A Mathematical Model for the Nomothetic Approach of Suicide
Folly, Walter Sydney Dutra
2011-01-01
Background Comparative and predictive analyses of suicide data from different countries are difficult to perform due to varying approaches and the lack of comparative parameters. Methodology/Principal Findings A simple model (the Threshold Bias Model) was tested for comparative and predictive analyses of suicide rates by age. The model comprises of a six parameter distribution that was applied to the USA suicide rates by age for the years 2001 and 2002. Posteriorly, linear extrapolations are performed of the parameter values previously obtained for these years in order to estimate the values corresponding to the year 2003. The calculated distributions agreed reasonably well with the aggregate data. The model was also used to determine the age above which suicide rates become statistically observable in USA, Brazil and Sri Lanka. Conclusions/Significance The Threshold Bias Model has considerable potential applications in demographic studies of suicide. Moreover, since the model can be used to predict the evolution of suicide rates based on information extracted from past data, it will be of great interest to suicidologists and other researchers in the field of mental health. PMID:21909431
The threshold bias model: a mathematical model for the nomothetic approach of suicide.
Folly, Walter Sydney Dutra
2011-01-01
Comparative and predictive analyses of suicide data from different countries are difficult to perform due to varying approaches and the lack of comparative parameters. A simple model (the Threshold Bias Model) was tested for comparative and predictive analyses of suicide rates by age. The model comprises of a six parameter distribution that was applied to the USA suicide rates by age for the years 2001 and 2002. Posteriorly, linear extrapolations are performed of the parameter values previously obtained for these years in order to estimate the values corresponding to the year 2003. The calculated distributions agreed reasonably well with the aggregate data. The model was also used to determine the age above which suicide rates become statistically observable in USA, Brazil and Sri Lanka. The Threshold Bias Model has considerable potential applications in demographic studies of suicide. Moreover, since the model can be used to predict the evolution of suicide rates based on information extracted from past data, it will be of great interest to suicidologists and other researchers in the field of mental health.
Reaction time in ankle movements: a diffusion model analysis
Michmizos, Konstantinos P.; Krebs, Hermano Igo
2015-01-01
Reaction time (RT) is one of the most commonly used measures of neurological function and dysfunction. Despite the extensive studies on it, no study has ever examined the RT in the ankle. Twenty-two subjects were recruited to perform simple, 2- and 4-choice RT tasks by visually guiding a cursor inside a rectangular target with their ankle. RT did not change with spatial accuracy constraints imposed by different target widths in the direction of the movement. RT increased as a linear function of potential target stimuli, as would be predicted by Hick–Hyman law. Although the slopes of the regressions were similar, the intercept in dorsal–plantar (DP) direction was significantly smaller than the intercept in inversion–eversion (IE) direction. To explain this difference, we used a hierarchical Bayesian estimation of the Ratcliff's (Psychol Rev 85:59, 1978) diffusion model parameters and divided processing time into cognitive components. The model gave a good account of RTs, their distribution and accuracy values, and hence provided a testimony that the non-decision processing time (overlap of posterior distributions between DP and IE < 0.045), the boundary separation (overlap of the posterior distributions < 0.1) and the evidence accumulation rate (overlap of the posterior distributions < 0.01) components of the RT accounted for the intercept difference between DP and IE. The model also proposed that there was no systematic change in non-decision processing time or drift rate when spatial accuracy constraints were altered. The results were in agreement with the memory drum hypothesis and could be further justified neurophysiologically by the larger innervation of the muscles controlling DP movements. This study might contribute to assessing deficits in sensorimotor control of the ankle and enlighten a possible target for correction in the framework of our on-going effort to develop robotic therapeutic interventions to the ankle of children with cerebral palsy. PMID:25030966
Analysis of life tables with grouping and withdrawals.
Lindley, D V
1979-09-01
A number of individuals is observed at the beginning of a period. At the end of the period the number is surviving, the number who have died and the number who have withdrawn are noted. From these three numbers it is required to estimate the death rate for the period. All relevant quantities are supposed independent and identically distributed for the individuals. The likelihood is calculated and found to depend on two parameters, other than the death rate, and to be unidenttifiable so that no consistent estimators exist. For large numbers, the posterior distribution of the death rate is approximated by a normal distribution whose mean is the root of a quadratic equation and whose variance is the sum of two terms; the first is proportional to the reciprocal of the number of individuals, as usually happens with a consistent estimator; the second does not tend to zero and depends on initial opinions about one of the nuisance parameters. The paper is a simple exercise in the routine use of coherent, Bayesian methodology. Numerical calucations illustrate the results.
Sideroudi, Haris; Lazaridis, Apostolos; Messerschmidt-Roth, Anke; Labiris, Georgios; Kozobolis, Vassilios; Sekundo, Walter
2018-04-27
To evaluate the long-term changes in anterior and posterior corneal irregular astigmatism and curvatures after small incision lenticule extraction (SMILE). Fifty eyes of 28 patients underwent SMILE for myopic astigmatism. All procedures were performed using the VisuMax® femtosecond laser. A Scheimpflug camera was used for preoperative and 3-year postoperative tomography. Anterior and posterior corneal Fourier parameters (spherical component, regular astigmatism, asymmetry, and irregularity) and curvature data were evaluated and compared within 2 subgroups according to the magnitude of the refractive correction (low myopia group: spherical equivalent (SEQ) ≥ -6 D; high myopia group: (SEQ) < -6 D). Associations between all studied parameters were examined. Three years postoperatively, an increase in anterior corneal curvatures and Fourier parameters was detected and the results were strongly correlated with the preoperative SEQ, lenticule thickness, and volume. At the posterior cornea, the flattest radius, corneal astigmatism, spherical component, regular astigmatism, and irregularity decreased only in the high myopia group. A correlation was found between changes in posterior astigmatism and changes in anterior radii (R = 0.349, P = 0.014), SEQ (R = 0.396, P = 0.0049), and lenticule thickness (R = -0.414, P = 0.0031). Moreover, changes in posterior corneal irregularity correlated with the changes in anterior and posterior radii (R = -0.3, P = 0.034, and R = 0.449, P = 0.0012, respectively), changes in preoperative SEQ (R = 0.284, P = 0.0477), and lenticule thickness (R = -0.311, P = 0.0298). Three years after SMILE, there was a reduction of posterior astigmatism in high refractive corrections. This could result in undercorrection in high refractive treatments. Total irregularities increased despite the compensatory effect of the posterior corneal surface.
Using Approximate Bayesian Computation to Probe Multiple Transiting Planet Systems
NASA Astrophysics Data System (ADS)
Morehead, Robert C.
2015-08-01
The large number of multiple transiting planet systems (MTPS) uncovered with Kepler suggest a population of well-aligned planetary systems. Previously, the distribution of transit duration ratios in MTPSs has been used to place constraints on the distributions of mutual orbital inclinations and orbital eccentricities in these systems. However, degeneracies with the underlying number of planets in these systems pose added challenges and make explicit likelihood functions intractable. Approximate Bayesian computation (ABC) offers an intriguing path forward. In its simplest form, ABC proposes from a prior on the population parameters to produce synthetic datasets via a physically-motivated model. Samples are accepted or rejected based on how close they come to reproducing the actual observed dataset to some tolerance. The accepted samples then form a robust and useful approximation of the true posterior distribution of the underlying population parameters. We will demonstrate the utility of ABC in exoplanet populations by presenting new constraints on the mutual inclination and eccentricity distributions in the Kepler MTPSs. We will also introduce Simple-ABC, a new open-source Python package designed for ease of use and rapid specification of general models, suitable for use in a wide variety of applications in both exoplanet science and astrophysics as a whole.
Bayesian multiple-source localization in an uncertain ocean environment.
Dosso, Stan E; Wilmut, Michael J
2011-06-01
This paper considers simultaneous localization of multiple acoustic sources when properties of the ocean environment (water column and seabed) are poorly known. A Bayesian formulation is developed in which the environmental parameters, noise statistics, and locations and complex strengths (amplitudes and phases) of multiple sources are considered to be unknown random variables constrained by acoustic data and prior information. Two approaches are considered for estimating source parameters. Focalization maximizes the posterior probability density (PPD) over all parameters using adaptive hybrid optimization. Marginalization integrates the PPD using efficient Markov-chain Monte Carlo methods to produce joint marginal probability distributions for source ranges and depths, from which source locations are obtained. This approach also provides quantitative uncertainty analysis for all parameters, which can aid in understanding of the inverse problem and may be of practical interest (e.g., source-strength probability distributions). In both approaches, closed-form maximum-likelihood expressions for source strengths and noise variance at each frequency allow these parameters to be sampled implicitly, substantially reducing the dimensionality and difficulty of the inversion. Examples are presented of both approaches applied to single- and multi-frequency localization of multiple sources in an uncertain shallow-water environment, and a Monte Carlo performance evaluation study is carried out. © 2011 Acoustical Society of America
Planning spatial sampling of the soil from an uncertain reconnaissance variogram
NASA Astrophysics Data System (ADS)
Lark, R. Murray; Hamilton, Elliott M.; Kaninga, Belinda; Maseka, Kakoma K.; Mutondo, Moola; Sakala, Godfrey M.; Watts, Michael J.
2017-12-01
An estimated variogram of a soil property can be used to support a rational choice of sampling intensity for geostatistical mapping. However, it is known that estimated variograms are subject to uncertainty. In this paper we address two practical questions. First, how can we make a robust decision on sampling intensity, given the uncertainty in the variogram? Second, what are the costs incurred in terms of oversampling because of uncertainty in the variogram model used to plan sampling? To achieve this we show how samples of the posterior distribution of variogram parameters, from a computational Bayesian analysis, can be used to characterize the effects of variogram parameter uncertainty on sampling decisions. We show how one can select a sample intensity so that a target value of the kriging variance is not exceeded with some specified probability. This will lead to oversampling, relative to the sampling intensity that would be specified if there were no uncertainty in the variogram parameters. One can estimate the magnitude of this oversampling by treating the tolerable grid spacing for the final sample as a random variable, given the target kriging variance and the posterior sample values. We illustrate these concepts with some data on total uranium content in a relatively sparse sample of soil from agricultural land near mine tailings in the Copperbelt Province of Zambia.
NASA Technical Reports Server (NTRS)
Rosero, Enrique; Yang, Zong-Liang; Wagener, Thorsten; Gulden, Lindsey E.; Yatheendradas, Soni; Niu, Guo-Yue
2009-01-01
We use sensitivity analysis to identify the parameters that are most responsible for shaping land surface model (LSM) simulations and to understand the complex interactions in three versions of the Noah LSM: the standard version (STD), a version enhanced with a simple groundwater module (GW), and version augmented by a dynamic phenology module (DV). We use warm season, high-frequency, near-surface states and turbulent fluxes collected over nine sites in the US Southern Great Plains. We quantify changes in the pattern of sensitive parameters, the amount and nature of the interaction between parameters, and the covariance structure of the distribution of behavioral parameter sets. Using Sobol s total and first-order sensitivity indexes, we show that very few parameters directly control the variance of the model output. Significant parameter interaction occurs so that not only the optimal parameter values differ between models, but the relationships between parameters change. GW decreases parameter interaction and appears to improve model realism, especially at wetter sites. DV increases parameter interaction and decreases identifiability, implying it is overparameterized and/or underconstrained. A case study at a wet site shows GW has two functional modes: one that mimics STD and a second in which GW improves model function by decoupling direct evaporation and baseflow. Unsupervised classification of the posterior distributions of behavioral parameter sets cannot group similar sites based solely on soil or vegetation type, helping to explain why transferability between sites and models is not straightforward. This evidence suggests a priori assignment of parameters should also consider climatic differences.
NASA Astrophysics Data System (ADS)
Ruggeri, Paolo; Irving, James; Holliger, Klaus
2015-08-01
We critically examine the performance of sequential geostatistical resampling (SGR) as a model proposal mechanism for Bayesian Markov-chain-Monte-Carlo (MCMC) solutions to near-surface geophysical inverse problems. Focusing on a series of simple yet realistic synthetic crosshole georadar tomographic examples characterized by different numbers of data, levels of data error and degrees of model parameter spatial correlation, we investigate the efficiency of three different resampling strategies with regard to their ability to generate statistically independent realizations from the Bayesian posterior distribution. Quite importantly, our results show that, no matter what resampling strategy is employed, many of the examined test cases require an unreasonably high number of forward model runs to produce independent posterior samples, meaning that the SGR approach as currently implemented will not be computationally feasible for a wide range of problems. Although use of a novel gradual-deformation-based proposal method can help to alleviate these issues, it does not offer a full solution. Further, we find that the nature of the SGR is found to strongly influence MCMC performance; however no clear rule exists as to what set of inversion parameters and/or overall proposal acceptance rate will allow for the most efficient implementation. We conclude that although the SGR methodology is highly attractive as it allows for the consideration of complex geostatistical priors as well as conditioning to hard and soft data, further developments are necessary in the context of novel or hybrid MCMC approaches for it to be considered generally suitable for near-surface geophysical inversions.
Perez-Blanca, Ana; Espejo-Baena, Alejandro; Amat Trujillo, Daniel; Prado Nóvoa, María; Espejo-Reina, Alejandro; Quintero López, Clara; Ezquerro Juanco, Francisco
2016-04-01
To compare the effects of lateral meniscus posterior root avulsion left in situ, its repair, and meniscectomy on contact pressure distribution in both tibiofemoral compartments at different flexion angles. Eight cadaveric knees were tested under compressive 1000 N load for 4 lateral meniscus conditions (intact, posterior root avulsion, transosseous root repair, and total meniscectomy) at flexion angles 0°, 30°, 60°, and 90°. Contact area and pressure distribution were registered using K-scan pressure sensors inserted between menisci and tibial plateau. In the lateral compartment, root detachment decreased contact area (P = .017, 0° and 30°; P = .012, 60° and 90°) and increased mean (P = .012, all angles) and maximum (P = .025, 0° and 30°; P = .017, 60°; P = .012, 90°) pressures relative to intact condition. Repair restored all measured parameters close to intact at 0°, but effectiveness decreased with flexion angle, yielding no significant effect at 90°. Meniscectomy produced higher decreases than root avulsion in contact area (P = .012, 0° and 90°; P = .05, 30° and 60°) and increases in mean (P = .017, 0° and 30°; P = .018, 90°) and maximum pressure (P = .012, 0°; P = .036, 30°). In the medial compartment, lesion changed the contact area at high flexion angles only, while meniscectomy induced greater changes at all angles. Lateral meniscus posterior root avulsion generates significant alterations in contact area and pressures at lateral knee compartment for flexion angles between full extension and 90°. Meniscectomy causes greater disorders than the avulsion left in situ. Transosseous repair with a single suture restores these alterations to conditions close to intact at 0° and 30° but not at 60° and 90°. Altered contact mechanics after lateral meniscus posterior root avulsion might have degenerative consequences. Transosseous repair with one suture should be revised to effectively restore contact mechanics at high flexion angles. Copyright © 2016 Arthroscopy Association of North America. Published by Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Ghattas, O.; Petra, N.; Cui, T.; Marzouk, Y.; Benjamin, P.; Willcox, K.
2016-12-01
Model-based projections of the dynamics of the polar ice sheets play a central role in anticipating future sea level rise. However, a number of mathematical and computational challenges place significant barriers on improving predictability of these models. One such challenge is caused by the unknown model parameters (e.g., in the basal boundary conditions) that must be inferred from heterogeneous observational data, leading to an ill-posed inverse problem and the need to quantify uncertainties in its solution. In this talk we discuss the problem of estimating the uncertainty in the solution of (large-scale) ice sheet inverse problems within the framework of Bayesian inference. Computing the general solution of the inverse problem--i.e., the posterior probability density--is intractable with current methods on today's computers, due to the expense of solving the forward model (3D full Stokes flow with nonlinear rheology) and the high dimensionality of the uncertain parameters (which are discretizations of the basal sliding coefficient field). To overcome these twin computational challenges, it is essential to exploit problem structure (e.g., sensitivity of the data to parameters, the smoothing property of the forward model, and correlations in the prior). To this end, we present a data-informed approach that identifies low-dimensional structure in both parameter space and the forward model state space. This approach exploits the fact that the observations inform only a low-dimensional parameter space and allows us to construct a parameter-reduced posterior. Sampling this parameter-reduced posterior still requires multiple evaluations of the forward problem, therefore we also aim to identify a low dimensional state space to reduce the computational cost. To this end, we apply a proper orthogonal decomposition (POD) approach to approximate the state using a low-dimensional manifold constructed using ``snapshots'' from the parameter reduced posterior, and the discrete empirical interpolation method (DEIM) to approximate the nonlinearity in the forward problem. We show that using only a limited number of forward solves, the resulting subspaces lead to an efficient method to explore the high-dimensional posterior.
Technical note: Bayesian calibration of dynamic ruminant nutrition models.
Reed, K F; Arhonditsis, G B; France, J; Kebreab, E
2016-08-01
Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.
A new model to predict weak-lensing peak counts. II. Parameter constraint strategies
NASA Astrophysics Data System (ADS)
Lin, Chieh-An; Kilbinger, Martin
2015-11-01
Context. Peak counts have been shown to be an excellent tool for extracting the non-Gaussian part of the weak lensing signal. Recently, we developed a fast stochastic forward model to predict weak-lensing peak counts. Our model is able to reconstruct the underlying distribution of observables for analysis. Aims: In this work, we explore and compare various strategies for constraining a parameter using our model, focusing on the matter density Ωm and the density fluctuation amplitude σ8. Methods: First, we examine the impact from the cosmological dependency of covariances (CDC). Second, we perform the analysis with the copula likelihood, a technique that makes a weaker assumption than does the Gaussian likelihood. Third, direct, non-analytic parameter estimations are applied using the full information of the distribution. Fourth, we obtain constraints with approximate Bayesian computation (ABC), an efficient, robust, and likelihood-free algorithm based on accept-reject sampling. Results: We find that neglecting the CDC effect enlarges parameter contours by 22% and that the covariance-varying copula likelihood is a very good approximation to the true likelihood. The direct techniques work well in spite of noisier contours. Concerning ABC, the iterative process converges quickly to a posterior distribution that is in excellent agreement with results from our other analyses. The time cost for ABC is reduced by two orders of magnitude. Conclusions: The stochastic nature of our weak-lensing peak count model allows us to use various techniques that approach the true underlying probability distribution of observables, without making simplifying assumptions. Our work can be generalized to other observables where forward simulations provide samples of the underlying distribution.
A two step Bayesian approach for genomic prediction of breeding values.
Shariati, Mohammad M; Sørensen, Peter; Janss, Luc
2012-05-21
In genomic models that assign an individual variance to each marker, the contribution of one marker to the posterior distribution of the marker variance is only one degree of freedom (df), which introduces many variance parameters with only little information per variance parameter. A better alternative could be to form clusters of markers with similar effects where markers in a cluster have a common variance. Therefore, the influence of each marker group of size p on the posterior distribution of the marker variances will be p df. The simulated data from the 15th QTL-MAS workshop were analyzed such that SNP markers were ranked based on their effects and markers with similar estimated effects were grouped together. In step 1, all markers with minor allele frequency more than 0.01 were included in a SNP-BLUP prediction model. In step 2, markers were ranked based on their estimated variance on the trait in step 1 and each 150 markers were assigned to one group with a common variance. In further analyses, subsets of 1500 and 450 markers with largest effects in step 2 were kept in the prediction model. Grouping markers outperformed SNP-BLUP model in terms of accuracy of predicted breeding values. However, the accuracies of predicted breeding values were lower than Bayesian methods with marker specific variances. Grouping markers is less flexible than allowing each marker to have a specific marker variance but, by grouping, the power to estimate marker variances increases. A prior knowledge of the genetic architecture of the trait is necessary for clustering markers and appropriate prior parameterization.
Bayesian Model Selection in Geophysics: The evidence
NASA Astrophysics Data System (ADS)
Vrugt, J. A.
2016-12-01
Bayesian inference has found widespread application and use in science and engineering to reconcile Earth system models with data, including prediction in space (interpolation), prediction in time (forecasting), assimilation of observations and deterministic/stochastic model output, and inference of the model parameters. Per Bayes theorem, the posterior probability, , P(H|D), of a hypothesis, H, given the data D, is equivalent to the product of its prior probability, P(H), and likelihood, L(H|D), divided by a normalization constant, P(D). In geophysics, the hypothesis, H, often constitutes a description (parameterization) of the subsurface for some entity of interest (e.g. porosity, moisture content). The normalization constant, P(D), is not required for inference of the subsurface structure, yet of great value for model selection. Unfortunately, it is not particularly easy to estimate P(D) in practice. Here, I will introduce the various building blocks of a general purpose method which provides robust and unbiased estimates of the evidence, P(D). This method uses multi-dimensional numerical integration of the posterior (parameter) distribution. I will then illustrate this new estimator by application to three competing subsurface models (hypothesis) using GPR travel time data from the South Oyster Bacterial Transport Site, in Virginia, USA. The three subsurface models differ in their treatment of the porosity distribution and use (a) horizontal layering with fixed layer thicknesses, (b) vertical layering with fixed layer thicknesses and (c) a multi-Gaussian field. The results of the new estimator are compared against the brute force Monte Carlo method, and the Laplace-Metropolis method.
NASA Astrophysics Data System (ADS)
Rosas-Carbajal, Marina; Linde, Niklas; Kalscheuer, Thomas; Vrugt, Jasper A.
2014-03-01
Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraints.
Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations
NASA Astrophysics Data System (ADS)
Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit
2016-07-01
A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.
Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sandhu, Rimple; Poirel, Dominique; Pettit, Chris
2016-07-01
A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less
NASA Astrophysics Data System (ADS)
Pleban, J. R.; Mackay, D. S.; Ewers, B. E.; Weinig, C.; Aston, T.
2015-12-01
Challenges in terrestrial ecosystem modeling include characterizing the impact of stress on vegetation and the heterogeneous behavior of different species within the environment. In an effort to address these challenges the impacts of drought and nutrient limitation on the CO2 assimilation of multiple genotypes of Brassica rapa was investigated using the Farquhar Model (FM) of photosynthesis following a Bayesian parameterization and updating scheme. Leaf gas exchange and chlorophyll fluorescence measurements from an unstressed group (well-watered/well-fertilized) and two stressed groups (drought/well-fertilized and well-watered/nutrient limited) were used to estimate FM model parameters. Unstressed individuals were used to initialize Bayesian parameter estimation. Posterior mean estimates yielded a close fit with data as observed assimilation (An) closely matched predicted (Ap) with mean standard error for all individuals ranging from 0.8 to 3.1 μmol CO2 m-2 s-1. Posterior parameter distributions of the unstressed individuals were combined and fit to distributions to establish species level Bayesian priors of FM parameters for testing stress responses. Species level distributions of unstressed group identified mean maximum rates of carboxylation standardized to 25° (Vcmax25) as 101.8 μmol m-2 s-1 (± 29.0) and mean maximum rates of electron transport standardized to 25° (Jmax25) as 319.7 μmol m-2 s-1 (± 64.4). These updated priors were used to test the response of drought and nutrient limitations on assimilation. In the well-watered/nutrient limited group a decrease of 28.0 μmol m-2 s-1 was observed in mean estimate of Vcmax25, a decrease of 27.9 μmol m-2 s-1 in Jmax25 and a decrease in quantum yield from 0.40 mol photon/mol e- in unstressed individuals to 0.14 in the nutrient limited group. In the drought/well-fertilized group a decrease was also observed in Vcmax25 and Jmax25. The genotype specific unstressed and stressed responses were then used to parameterize an ecosystem process model with application at the field scale to investigate mechanisms of stress response in B. rapa by testing a variety of functional forms to limit assimilation in hydraulic or nutrient limited conditions.
Quantifying Transmission Heterogeneity Using Both Pathogen Phylogenies and Incidence Time Series
Li, Lucy M.; Grassly, Nicholas C.; Fraser, Christophe
2017-01-01
Abstract Heterogeneity in individual-level transmissibility can be quantified by the dispersion parameter k of the offspring distribution. Quantifying heterogeneity is important as it affects other parameter estimates, it modulates the degree of unpredictability of an epidemic, and it needs to be accounted for in models of infection control. Aggregated data such as incidence time series are often not sufficiently informative to estimate k. Incorporating phylogenetic analysis can help to estimate k concurrently with other epidemiological parameters. We have developed an inference framework that uses particle Markov Chain Monte Carlo to estimate k and other epidemiological parameters using both incidence time series and the pathogen phylogeny. Using the framework to fit a modified compartmental transmission model that includes the parameter k to simulated data, we found that more accurate and less biased estimates of the reproductive number were obtained by combining epidemiological and phylogenetic analyses. However, k was most accurately estimated using pathogen phylogeny alone. Accurately estimating k was necessary for unbiased estimates of the reproductive number, but it did not affect the accuracy of reporting probability and epidemic start date estimates. We further demonstrated that inference was possible in the presence of phylogenetic uncertainty by sampling from the posterior distribution of phylogenies. Finally, we used the inference framework to estimate transmission parameters from epidemiological and genetic data collected during a poliovirus outbreak. Despite the large degree of phylogenetic uncertainty, we demonstrated that incorporating phylogenetic data in parameter inference improved the accuracy and precision of estimates. PMID:28981709
A Stochastic Seismic Model for the European Arctic
NASA Astrophysics Data System (ADS)
Hauser, J.; Dyer, K.; Pasyanos, M. E.; Bungum, H.; Faleide, J. I.; Clark, S. A.
2009-12-01
The development of three-dimensional seismic models for the crust and upper mantle has traditionally focused on finding one model that provides the best fit to the data, while observing some regularization constraints. Such deterministic models however ignore a fundamental property of many inverse problems in geophysics, non-uniqueness, that is, if a model can be found to satisfy given datasets an infinite number of alternative models will exist that satisfy the datasets equally well. The solution to the inverse problem presented here is therefore a stochastic model, an ensemble of models that satisfy all available data to the same degree, the posterior distribution. It is based on two sources of information, (1) the data, in this work surface-wave group velocities, regional body-wave travel times, gravity data, compiled 1D velocity models, and thickness relationships between sedimentary rocks and underlying crystalline rocks, and (2) prior information, which is independent from the data. A Monte Carlo Markov Chain (MCMC) algorithm allows us to sample models from the prior distribution and test them against the data to generate the posterior distribution. While being computationally much more expensive, such a stochastic inversion provides a more complete picture of solution space and allows to seamlessly combine various datasets. The resulting stochastic model gives an overview of the different structures that can explain the observed datasets while taking the uncertainties in the data into account. Stochastic models are important for improving seismic monitoring capabilities as they allow to not only predict new observables but also their uncertainties. The model introduced here for the crust and upper mantle structure of the European Arctic is parametrized by a series of 8 layers in an equidistant mesh. Within each layer the seismic parameters (Vp, Vs and density) can vary linearly with depth. This allows to model changes of seismic parameters within the sediments and the crystalline crust without introducing artificial discontinuities that would result from parametrizing the structure using layers with constant seismic parameters. The complex geology of the region, encompassing oceanic crust, continental shelf regions, rift basins and old cratonic crust, and the non-uniform coverage of the region by data with varying levels of uncertainty makes the European Arctic a challenging setting for any imaging technique and therefore an ideal environment for demonstrating the practical advantages of a stochastic model. Maps of sediment thickness and thickness of the crystalline crust derived from the posterior distribution are in good agreement with knowledge of the regional tectonic setting. The predicted uncertainties, which are more important than the absolute values, correlate well with the variation in data coverage and data quality in the region. This indicates that the technique behaves as expected, thus we are properly tuning the methodology by allowing the Markov Chain adequate time to fully sample the model space.
Xu, Zhihong; Chen, Dongyang; Shi, Dongquan; Dai, Jin; Yao, Yao; Jiang, Qing
2016-03-01
Hypoplasia of the lateral femoral condyle has been reported in discoid lateral meniscus patients, but associated imaging findings in the axial plane have not been characterized. In this study, we aimed to identify differences in the lateral femoral condyle between patients with discoid lateral meniscus and those with normal menisci using axial MRI images. Twenty-three patients (24 knees) with complete discoid lateral meniscus, 43 (45 knees) with incomplete discoid lateral meniscus, and 50 with normal menisci (50 knees) were enrolled and distributed into three groups. Two new angles, posterior lateral condylar angle (PLCA) and posterior medial condylar angle (PMCA), were measured on axial MRI images; the posterior condylar angle (PCA) was also measured. Differences between the three groups in the PLCA, PMCA, PCA, and PLCA/PMCA were analysed. The predictive value of PLCA and PLCA/PMCA for complete discoid lateral meniscus was assessed. In the complete discoid lateral meniscus group, PLCA and PLCA/PMCA were significantly smaller compared with the normal meniscus group and the incomplete discoid lateral meniscus group (P < 0.001). A significantly larger PCA was identified in the complete discoid lateral meniscus group compared with the incomplete discoid lateral meniscus group (P < 0.05) and normal meniscus group (P < 0.05). Both PLCA and PLCA/PMCA showed excellent predictive value for complete discoid lateral meniscus. Hypoplasia of the posterior lateral femoral condyle is typically seen in patients with complete discoid lateral meniscus. PLCA and PLCA/PMCA can be measured from axial MRI images and used as excellent predictive parameters for complete discoid lateral meniscus. Diagnostic study, Level III.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Howe, Alex R.; Burrows, Adam; Deming, Drake, E-mail: arhowe@umich.edu, E-mail: burrows@astro.princeton.edu, E-mail: ddeming@astro.umd.edu
We provide an example of an analysis to explore the optimization of observations of transiting hot Jupiters with the James Webb Space Telescope ( JWST ) to characterize their atmospheres based on a simple three-parameter forward model. We construct expansive forward model sets for 11 hot Jupiters, 10 of which are relatively well characterized, exploring a range of parameters such as equilibrium temperature and metallicity, as well as considering host stars over a wide range in brightness. We compute posterior distributions of our model parameters for each planet with all of the available JWST spectroscopic modes and several programs ofmore » combined observations and compute their effectiveness using the metric of estimated mutual information per degree of freedom. From these simulations, clear trends emerge that provide guidelines for designing a JWST observing program. We demonstrate that these guidelines apply over a wide range of planet parameters and target brightnesses for our simple forward model.« less
Quantifying uncertainty in geoacoustic inversion. II. Application to broadband, shallow-water data.
Dosso, Stan E; Nielsen, Peter L
2002-01-01
This paper applies the new method of fast Gibbs sampling (FGS) to estimate the uncertainties of seabed geoacoustic parameters in a broadband, shallow-water acoustic survey, with the goal of interpreting the survey results and validating the method for experimental data. FGS applies a Bayesian approach to geoacoustic inversion based on sampling the posterior probability density to estimate marginal probability distributions and parameter covariances. This requires knowledge of the statistical distribution of the data errors, including both measurement and theory errors, which is generally not available. Invoking the simplifying assumption of independent, identically distributed Gaussian errors allows a maximum-likelihood estimate of the data variance and leads to a practical inversion algorithm. However, it is necessary to validate these assumptions, i.e., to verify that the parameter uncertainties obtained represent meaningful estimates. To this end, FGS is applied to a geoacoustic experiment carried out at a site off the west coast of Italy where previous acoustic and geophysical studies have been performed. The parameter uncertainties estimated via FGS are validated by comparison with: (i) the variability in the results of inverting multiple independent data sets collected during the experiment; (ii) the results of FGS inversion of synthetic test cases designed to simulate the experiment and data errors; and (iii) the available geophysical ground truth. Comparisons are carried out for a number of different source bandwidths, ranges, and levels of prior information, and indicate that FGS provides reliable and stable uncertainty estimates for the geoacoustic inverse problem.
Johnson, Timothy R; Kuhn, Kristine M
2015-12-01
This paper introduces the ltbayes package for R. This package includes a suite of functions for investigating the posterior distribution of latent traits of item response models. These include functions for simulating realizations from the posterior distribution, profiling the posterior density or likelihood function, calculation of posterior modes or means, Fisher information functions and observed information, and profile likelihood confidence intervals. Inferences can be based on individual response patterns or sets of response patterns such as sum scores. Functions are included for several common binary and polytomous item response models, but the package can also be used with user-specified models. This paper introduces some background and motivation for the package, and includes several detailed examples of its use.
The estimation of tree posterior probabilities using conditional clade probability distributions.
Larget, Bret
2013-07-01
In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample.
Probabilistic cosmological mass mapping from weak lensing shear
Schneider, M. D.; Ng, K. Y.; Dawson, W. A.; ...
2017-04-10
Here, we infer gravitational lensing shear and convergence fields from galaxy ellipticity catalogs under a spatial process prior for the lensing potential. We demonstrate the performance of our algorithm with simulated Gaussian-distributed cosmological lensing shear maps and a reconstruction of the mass distribution of the merging galaxy cluster Abell 781 using galaxy ellipticities measured with the Deep Lens Survey. Given interim posterior samples of lensing shear or convergence fields on the sky, we describe an algorithm to infer cosmological parameters via lens field marginalization. In the most general formulation of our algorithm we make no assumptions about weak shear ormore » Gaussian-distributed shape noise or shears. Because we require solutions and matrix determinants of a linear system of dimension that scales with the number of galaxies, we expect our algorithm to require parallel high-performance computing resources for application to ongoing wide field lensing surveys.« less
Geographic analysis of shigellosis in Vietnam.
Kim, Deok Ryun; Ali, Mohammad; Thiem, Vu Dinh; Park, Jin-Kyung; von Seidlein, Lorenz; Clemens, John
2008-12-01
Geographic and ecological analysis may provide investigators useful ecological information for the control of shigellosis. This paper provides distribution of individual Shigella species in space, and ecological covariates for shigellosis in Nha Trang, Vietnam. Data on shigellosis in neighborhoods were used to identify ecological covariates. A Bayesian hierarchical model was used to obtain joint posterior distribution of model parameters and to construct smoothed risk maps for shigellosis. Neighborhoods with a high proportion of worshippers of traditional religion, close proximity to hospital, or close proximity to the river had increased risk for shigellosis. The ecological covariates associated with Shigella flexneri differed from the covariates for Shigella sonnei. In contrast the spatial distribution of the two species was similar. The disease maps can help identify high-risk areas of shigellosis that can be targeted for interventions. This approach may be useful for the selection of populations and the analysis of vaccine trials.
On the statistical properties of viral misinformation in online social media
NASA Astrophysics Data System (ADS)
Bessi, Alessandro
2017-03-01
The massive diffusion of online social media allows for the rapid and uncontrolled spreading of conspiracy theories, hoaxes, unsubstantiated claims, and false news. Such an impressive amount of misinformation can influence policy preferences and encourage behaviors strongly divergent from recommended practices. In this paper, we study the statistical properties of viral misinformation in online social media. By means of methods belonging to Extreme Value Theory, we show that the number of extremely viral posts over time follows a homogeneous Poisson process, and that the interarrival times between such posts are independent and identically distributed, following an exponential distribution. Moreover, we characterize the uncertainty around the rate parameter of the Poisson process through Bayesian methods. Finally, we are able to derive the predictive posterior probability distribution of the number of posts exceeding a certain threshold of shares over a finite interval of time.
Central projections of the lateral line and eighth nerves in the bowfin, Amia calva.
McCormick, C A
1981-03-20
The first-order connections of the anterior and posterior lateral line nerves and of the eighth nerve were determined in the bowfin, Amia calva, using experimental degeneration and anterograde HRP transport techniques. The termination sites of these nerves define a dorsal lateralis cell column and a ventral octavus cell column. The anterior and posterior lateralis nerves distribute ipsilaterally to two medullary nuclei-nucleus medialis and nucleus caudalis. Nucleus medialis comprises the rostral two-thirds of the lateralis column and contains large, Purkinje-like cells dorsally and polygonal, granule, and fusiform cells ventrally. Nucleus caudalis is located posterior to nucleus medialis and consists of small, granule cells. Anterior lateralis fibers terminate ventrally to ventromedially in both nucleus medialis and nucleus caudalis. Posterior lateralis fibers terminate dorsally to dorsolaterally within these two nuclei. A sparse anterior lateralis input may also be present on the dendrites of one of the nuclei within the octavus cell column, nucleus magnocellularis. In contrast, the anterior and posterior rami of the eighth nerve each terminate within four medullary nuclei which comprise the octavus cell column: the anterior, magnocellular, descending, and posterior octavus nuclei. An eighth nerve projection to the medial reticular formation is also present. Some fibers of the lateralis and eighth nerves terminate within the ipsilateral eminentia granularis of the cerebellum. Lateralis fibers distribute to approximately the lateral half of this structure with posterior lateral line fibers terminating laterally and anterior lateral line fibers terminating medially. Eighth nerve fibers distribute to the medial half of the eminentia granularis.
Bayesian experimental design for models with intractable likelihoods.
Drovandi, Christopher C; Pettitt, Anthony N
2013-12-01
In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.
Tominaga, Koji; Aherne, Julian; Watmough, Shaun A; Alveteg, Mattias; Cosby, Bernard J; Driscoll, Charles T; Posch, Maximilian; Pourmokhtarian, Afshin
2010-12-01
The performance and prediction uncertainty (owing to parameter and structural uncertainties) of four dynamic watershed acidification models (MAGIC, PnET-BGC, SAFE, and VSD) were assessed by systematically applying them to data from the Hubbard Brook Experimental Forest (HBEF), New Hampshire, where long-term records of precipitation and stream chemistry were available. In order to facilitate systematic evaluation, Monte Carlo simulation was used to randomly generate common model input data sets (n = 10,000) from parameter distributions; input data were subsequently translated among models to retain consistency. The model simulations were objectively calibrated against observed data (streamwater: 1963-2004, soil: 1983). The ensemble of calibrated models was used to assess future response of soil and stream chemistry to reduced sulfur deposition at the HBEF. Although both hindcast (1850-1962) and forecast (2005-2100) predictions were qualitatively similar across the four models, the temporal pattern of key indicators of acidification recovery (stream acid neutralizing capacity and soil base saturation) differed substantially. The range in predictions resulted from differences in model structure and their associated posterior parameter distributions. These differences can be accommodated by employing multiple models (ensemble analysis) but have implications for individual model applications.
NASA Technical Reports Server (NTRS)
Myers, J. G.; Feola, A.; Werner, C.; Nelson, E. S.; Raykin, J.; Samuels, B.; Ethier, C. R.
2016-01-01
The earliest manifestations of Visual Impairment and Intracranial Pressure (VIIP) syndrome become evident after months of spaceflight and include a variety of ophthalmic changes, including posterior globe flattening and distension of the optic nerve sheath. Prevailing evidence links the occurrence of VIIP to the cephalic fluid shift induced by microgravity and the subsequent pressure changes around the optic nerve and eye. Deducing the etiology of VIIP is challenging due to the wide range of physiological parameters that may be influenced by spaceflight and are required to address a realistic spectrum of physiological responses. Here, we report on the application of an efficient approach to interrogating physiological parameter space through computational modeling. Specifically, we assess the influence of uncertainty in input parameters for two models of VIIP syndrome: a lumped-parameter model (LPM) of the cardiovascular and central nervous systems, and a finite-element model (FEM) of the posterior eye, optic nerve head (ONH) and optic nerve sheath. Methods: To investigate the parameter space in each model, we employed Latin hypercube sampling partial rank correlation coefficient (LHSPRCC) strategies. LHS techniques outperform Monte Carlo approaches by enforcing efficient sampling across the entire range of all parameters. The PRCC method estimates the sensitivity of model outputs to these parameters while adjusting for the linear effects of all other inputs. The LPM analysis addressed uncertainties in 42 physiological parameters, such as initial compartmental volume and nominal compartment percentage of total cardiac output in the supine state, while the FEM evaluated the effects on biomechanical strain from uncertainties in 23 material and pressure parameters for the ocular anatomy. Results and Conclusion: The LPM analysis identified several key factors including high sensitivity to the initial fluid distribution. The FEM study found that intraocular pressure and intracranial pressure had dominant impact on the peak strains in the ONH and retro-laminar optic nerve, respectively; optic nerve and lamina cribrosa stiffness were also important. This investigation illustrates the ability of LHSPRCC to identify the most influential physiological parameters, which must therefore be well-characterized to produce the most accurate numerical results.
A Bayesian predictive two-stage design for phase II clinical trials.
Sambucini, Valeria
2008-04-15
In this paper, we propose a Bayesian two-stage design for phase II clinical trials, which represents a predictive version of the single threshold design (STD) recently introduced by Tan and Machin. The STD two-stage sample sizes are determined specifying a minimum threshold for the posterior probability that the true response rate exceeds a pre-specified target value and assuming that the observed response rate is slightly higher than the target. Unlike the STD, we do not refer to a fixed experimental outcome, but take into account the uncertainty about future data. In both stages, the design aims to control the probability of getting a large posterior probability that the true response rate exceeds the target value. Such a probability is expressed in terms of prior predictive distributions of the data. The performance of the design is based on the distinction between analysis and design priors, recently introduced in the literature. The properties of the method are studied when all the design parameters vary.
Maximum Entropy Approach in Dynamic Contrast-Enhanced Magnetic Resonance Imaging.
Farsani, Zahra Amini; Schmid, Volker J
2017-01-01
In the estimation of physiological kinetic parameters from Dynamic Contrast-Enhanced Magnetic Resonance Imaging (DCE-MRI) data, the determination of the arterial input function (AIF) plays a key role. This paper proposes a Bayesian method to estimate the physiological parameters of DCE-MRI along with the AIF in situations, where no measurement of the AIF is available. In the proposed algorithm, the maximum entropy method (MEM) is combined with the maximum a posterior approach (MAP). To this end, MEM is used to specify a prior probability distribution of the unknown AIF. The ability of this method to estimate the AIF is validated using the Kullback-Leibler divergence. Subsequently, the kinetic parameters can be estimated with MAP. The proposed algorithm is evaluated with a data set from a breast cancer MRI study. The application shows that the AIF can reliably be determined from the DCE-MRI data using MEM. Kinetic parameters can be estimated subsequently. The maximum entropy method is a powerful tool to reconstructing images from many types of data. This method is useful for generating the probability distribution based on given information. The proposed method gives an alternative way to assess the input function from the existing data. The proposed method allows a good fit of the data and therefore a better estimation of the kinetic parameters. In the end, this allows for a more reliable use of DCE-MRI. Schattauer GmbH.
Luo, Rutao; Piovoso, Michael J.; Martinez-Picado, Javier; Zurakowski, Ryan
2012-01-01
Mathematical models based on ordinary differential equations (ODE) have had significant impact on understanding HIV disease dynamics and optimizing patient treatment. A model that characterizes the essential disease dynamics can be used for prediction only if the model parameters are identifiable from clinical data. Most previous parameter identification studies for HIV have used sparsely sampled data from the decay phase following the introduction of therapy. In this paper, model parameters are identified from frequently sampled viral-load data taken from ten patients enrolled in the previously published AutoVac HAART interruption study, providing between 69 and 114 viral load measurements from 3–5 phases of viral decay and rebound for each patient. This dataset is considerably larger than those used in previously published parameter estimation studies. Furthermore, the measurements come from two separate experimental conditions, which allows for the direct estimation of drug efficacy and reservoir contribution rates, two parameters that cannot be identified from decay-phase data alone. A Markov-Chain Monte-Carlo method is used to estimate the model parameter values, with initial estimates obtained using nonlinear least-squares methods. The posterior distributions of the parameter estimates are reported and compared for all patients. PMID:22815727
Graves, Stephen; Sedrakyan, Art; Baste, Valborg; Gioe, Terence J; Namba, Robert; Martínez Cruz, Olga; Stea, Susanna; Paxton, Elizabeth; Banerjee, Samprit; Isaacs, Abby J; Robertsson, Otto
2014-12-17
Posterior-stabilized total knee prostheses were introduced to address instability secondary to loss of posterior cruciate ligament function, and they have either fixed or mobile bearings. Mobile bearings were developed to improve the function and longevity of total knee prostheses. In this study, the International Consortium of Orthopaedic Registries used a distributed health data network to study a large cohort of posterior-stabilized prostheses to determine if the outcome of a posterior-stabilized total knee prosthesis differs depending on whether it has a fixed or mobile-bearing design. Aggregated registry data were collected with a distributed health data network that was developed by the International Consortium of Orthopaedic Registries to reduce barriers to participation (e.g., security, proprietary, legal, and privacy issues) that have the potential to occur with the alternate centralized data warehouse approach. A distributed health data network is a decentralized model that allows secure storage and analysis of data from different registries. Each registry provided data on mobile and fixed-bearing posterior-stabilized prostheses implanted between 2001 and 2010. Only prostheses associated with primary total knee arthroplasties performed for the treatment of osteoarthritis were included. Prostheses with all types of fixation were included except for those with the rarely used reverse hybrid (cementless tibial and cemented femoral components) fixation. The use of patellar resurfacing was reported. The outcome of interest was time to first revision (for any reason). Multivariate meta-analysis was performed with linear mixed models with survival probability as the unit of analysis. This study includes 137,616 posterior-stabilized knee prostheses; 62% were in female patients, and 17.6% had a mobile bearing. The results of the fixed-effects model indicate that in the first year the mobile-bearing posterior-stabilized prostheses had a significantly higher hazard ratio (1.86) than did the fixed-bearing posterior-stabilized prostheses (95% confidence interval, 1.28 to 2.7; p = 0.001). For all other time intervals, the mobile-bearing posterior-stabilized prostheses had higher hazard ratios; however, these differences were not significant. Mobile-bearing posterior-stabilized prostheses had an increased rate of revision compared with fixed-bearing posterior-stabilized prostheses. This difference was evident in the first year. Copyright © 2014 by The Journal of Bone and Joint Surgery, Incorporated.
Chambert, Thierry; Rotella, Jay J; Higgs, Megan D
2014-01-01
The investigation of individual heterogeneity in vital rates has recently received growing attention among population ecologists. Individual heterogeneity in wild animal populations has been accounted for and quantified by including individually varying effects in models for mark–recapture data, but the real need for underlying individual effects to account for observed levels of individual variation has recently been questioned by the work of Tuljapurkar et al. (Ecology Letters, 12, 93, 2009) on dynamic heterogeneity. Model-selection approaches based on information criteria or Bayes factors have been used to address this question. Here, we suggest that, in addition to model-selection, model-checking methods can provide additional important insights to tackle this issue, as they allow one to evaluate a model's misfit in terms of ecologically meaningful measures. Specifically, we propose the use of posterior predictive checks to explicitly assess discrepancies between a model and the data, and we explain how to incorporate model checking into the inferential process used to assess the practical implications of ignoring individual heterogeneity. Posterior predictive checking is a straightforward and flexible approach for performing model checks in a Bayesian framework that is based on comparisons of observed data to model-generated replications of the data, where parameter uncertainty is incorporated through use of the posterior distribution. If discrepancy measures are chosen carefully and are relevant to the scientific context, posterior predictive checks can provide important information allowing for more efficient model refinement. We illustrate this approach using analyses of vital rates with long-term mark–recapture data for Weddell seals and emphasize its utility for identifying shortfalls or successes of a model at representing a biological process or pattern of interest. We show how posterior predictive checks can be used to strengthen inferences in ecological studies. We demonstrate the application of this method on analyses dealing with the question of individual reproductive heterogeneity in a population of Antarctic pinnipeds. PMID:24834335
LENSED: a code for the forward reconstruction of lenses and sources from strong lensing observations
NASA Astrophysics Data System (ADS)
Tessore, Nicolas; Bellagamba, Fabio; Metcalf, R. Benton
2016-12-01
Robust modelling of strong lensing systems is fundamental to exploit the information they contain about the distribution of matter in galaxies and clusters. In this work, we present LENSED, a new code which performs forward parametric modelling of strong lenses. LENSED takes advantage of a massively parallel ray-tracing kernel to perform the necessary calculations on a modern graphics processing unit (GPU). This makes the precise rendering of the background lensed sources much faster, and allows the simultaneous optimization of tens of parameters for the selected model. With a single run, the code is able to obtain the full posterior probability distribution for the lens light, the mass distribution and the background source at the same time. LENSED is first tested on mock images which reproduce realistic space-based observations of lensing systems. In this way, we show that it is able to recover unbiased estimates of the lens parameters, even when the sources do not follow exactly the assumed model. Then, we apply it to a subsample of the Sloan Lens ACS Survey lenses, in order to demonstrate its use on real data. The results generally agree with the literature, and highlight the flexibility and robustness of the algorithm.
Birkenfeld, Judith; de Castro, Alberto; Ortiz, Sergio; Pascual, Daniel; Marcos, Susana
2013-06-28
The optical properties of the crystalline lens are determined by its shape and refractive index distribution. However, to date, those properties have not been measured together in the same lens, and therefore their relative contributions to optical aberrations are not fully understood. The shape, the optical path difference, and the focal length of ten porcine lenses (age around 6 months) were measured in vitro using Optical Coherence Tomography and laser ray tracing. The 3D Gradient Refractive Index distribution (GRIN) was reconstructed by means of an optimization method based on genetic algorithms. The optimization method searched for the parameters of a 4-variable GRIN model that best fits the distorted posterior surface of the lens in 18 different meridians. Spherical aberration and astigmatism of the lenses were estimated using computational ray tracing, with the reconstructed GRIN lens and an equivalent homogeneous refractive index. For all lenses the posterior radius of curvature was systematically steeper than the anterior one, and the conic constant of both the anterior and posterior positive surfaces was positive. In average, the measured focal length increased with increasing pupil diameter, consistent with a crystalline lens negative spherical aberration. The refractive index of nucleus and surface was reconstructed to an average value of 1.427 and 1.364, respectively, for 633 nm. The results of the GRIN reconstruction showed a wide distribution of the index in all lens samples. The GRIN shifted spherical aberration towards negative values when compared to a homogeneous index. A negative spherical aberration with GRIN was found in 8 of the 10 lenses. The presence of GRIN also produced a decrease in the total amount of lens astigmatism in most lenses, while the axis of astigmatism was only little influenced by the presence of GRIN. To our knowledge, this study is the first systematic experimental study of the relative contribution of geometry and GRIN to the aberrations in a mammal lens. Copyright © 2013 Elsevier Ltd. All rights reserved.
Gene genealogies for genetic association mapping, with application to Crohn's disease
Burkett, Kelly M.; Greenwood, Celia M. T.; McNeney, Brad; Graham, Jinko
2013-01-01
A gene genealogy describes relationships among haplotypes sampled from a population. Knowledge of the gene genealogy for a set of haplotypes is useful for estimation of population genetic parameters and it also has potential application in finding disease-predisposing genetic variants. As the true gene genealogy is unknown, Markov chain Monte Carlo (MCMC) approaches have been used to sample genealogies conditional on data at multiple genetic markers. We previously implemented an MCMC algorithm to sample from an approximation to the distribution of the gene genealogy conditional on haplotype data. Our approach samples ancestral trees, recombination and mutation rates at a genomic focal point. In this work, we describe how our sampler can be used to find disease-predisposing genetic variants in samples of cases and controls. We use a tree-based association statistic that quantifies the degree to which case haplotypes are more closely related to each other around the focal point than control haplotypes, without relying on a disease model. As the ancestral tree is a latent variable, so is the tree-based association statistic. We show how the sampler can be used to estimate the posterior distribution of the latent test statistic and corresponding latent p-values, which together comprise a fuzzy p-value. We illustrate the approach on a publicly-available dataset from a study of Crohn's disease that consists of genotypes at multiple SNP markers in a small genomic region. We estimate the posterior distribution of the tree-based association statistic and the recombination rate at multiple focal points in the region. Reassuringly, the posterior mean recombination rates estimated at the different focal points are consistent with previously published estimates. The tree-based association approach finds multiple sub-regions where the case haplotypes are more genetically related than the control haplotypes, and that there may be one or multiple disease-predisposing loci. PMID:24348515
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pursley, Jennifer; Risholm, Petter; Fedorov, Andriy
2012-11-15
Purpose: This study introduces a probabilistic nonrigid registration method for use in image-guided prostate brachytherapy. Intraoperative imaging for prostate procedures, usually transrectal ultrasound (TRUS), is typically inferior to diagnostic-quality imaging of the pelvis such as endorectal magnetic resonance imaging (MRI). MR images contain superior detail of the prostate boundaries and provide substructure features not otherwise visible. Previous efforts to register diagnostic prostate images with the intraoperative coordinate system have been deterministic and did not offer a measure of the registration uncertainty. The authors developed a Bayesian registration method to estimate the posterior distribution on deformations and provide a case-specific measuremore » of the associated registration uncertainty. Methods: The authors adapted a biomechanical-based probabilistic nonrigid method to register diagnostic to intraoperative images by aligning a physician's segmentations of the prostate in the two images. The posterior distribution was characterized with a Markov Chain Monte Carlo method; the maximum a posteriori deformation and the associated uncertainty were estimated from the collection of deformation samples drawn from the posterior distribution. The authors validated the registration method using a dataset created from ten patients with MRI-guided prostate biopsies who had both diagnostic and intraprocedural 3 Tesla MRI scans. The accuracy and precision of the estimated posterior distribution on deformations were evaluated from two predictive distance distributions: between the deformed central zone-peripheral zone (CZ-PZ) interface and the physician-labeled interface, and based on physician-defined landmarks. Geometric margins on the registration of the prostate's peripheral zone were determined from the posterior predictive distance to the CZ-PZ interface separately for the base, mid-gland, and apical regions of the prostate. Results: The authors observed variation in the shape and volume of the segmented prostate in diagnostic and intraprocedural images. The probabilistic method allowed us to convey registration results in terms of posterior distributions, with the dispersion providing a patient-specific estimate of the registration uncertainty. The median of the predictive distance distribution between the deformed prostate boundary and the segmented boundary was Less-Than-Or-Slanted-Equal-To 3 mm (95th percentiles within {+-}4 mm) for all ten patients. The accuracy and precision of the internal deformation was evaluated by comparing the posterior predictive distance distribution for the CZ-PZ interface for each patient, with the median distance ranging from -0.6 to 2.4 mm. Posterior predictive distances between naturally occurring landmarks showed registration errors of Less-Than-Or-Slanted-Equal-To 5 mm in any direction. The uncertainty was not a global measure, but instead was local and varied throughout the registration region. Registration uncertainties were largest in the apical region of the prostate. Conclusions: Using a Bayesian nonrigid registration method, the authors determined the posterior distribution on deformations between diagnostic and intraprocedural MR images and quantified the uncertainty in the registration results. The feasibility of this approach was tested and results were positive. The probabilistic framework allows us to evaluate both patient-specific and location-specific estimates of the uncertainty in the registration result. Although the framework was tested on MR-guided procedures, the preliminary results suggest that it may be applied to TRUS-guided procedures as well, where the addition of diagnostic MR information may have a larger impact on target definition and clinical guidance.« less
Pursley, Jennifer; Risholm, Petter; Fedorov, Andriy; Tuncali, Kemal; Fennessy, Fiona M.; Wells, William M.; Tempany, Clare M.; Cormack, Robert A.
2012-01-01
Purpose: This study introduces a probabilistic nonrigid registration method for use in image-guided prostate brachytherapy. Intraoperative imaging for prostate procedures, usually transrectal ultrasound (TRUS), is typically inferior to diagnostic-quality imaging of the pelvis such as endorectal magnetic resonance imaging (MRI). MR images contain superior detail of the prostate boundaries and provide substructure features not otherwise visible. Previous efforts to register diagnostic prostate images with the intraoperative coordinate system have been deterministic and did not offer a measure of the registration uncertainty. The authors developed a Bayesian registration method to estimate the posterior distribution on deformations and provide a case-specific measure of the associated registration uncertainty. Methods: The authors adapted a biomechanical-based probabilistic nonrigid method to register diagnostic to intraoperative images by aligning a physician's segmentations of the prostate in the two images. The posterior distribution was characterized with a Markov Chain Monte Carlo method; the maximum a posteriori deformation and the associated uncertainty were estimated from the collection of deformation samples drawn from the posterior distribution. The authors validated the registration method using a dataset created from ten patients with MRI-guided prostate biopsies who had both diagnostic and intraprocedural 3 Tesla MRI scans. The accuracy and precision of the estimated posterior distribution on deformations were evaluated from two predictive distance distributions: between the deformed central zone-peripheral zone (CZ-PZ) interface and the physician-labeled interface, and based on physician-defined landmarks. Geometric margins on the registration of the prostate's peripheral zone were determined from the posterior predictive distance to the CZ-PZ interface separately for the base, mid-gland, and apical regions of the prostate. Results: The authors observed variation in the shape and volume of the segmented prostate in diagnostic and intraprocedural images. The probabilistic method allowed us to convey registration results in terms of posterior distributions, with the dispersion providing a patient-specific estimate of the registration uncertainty. The median of the predictive distance distribution between the deformed prostate boundary and the segmented boundary was ⩽3 mm (95th percentiles within ±4 mm) for all ten patients. The accuracy and precision of the internal deformation was evaluated by comparing the posterior predictive distance distribution for the CZ-PZ interface for each patient, with the median distance ranging from −0.6 to 2.4 mm. Posterior predictive distances between naturally occurring landmarks showed registration errors of ⩽5 mm in any direction. The uncertainty was not a global measure, but instead was local and varied throughout the registration region. Registration uncertainties were largest in the apical region of the prostate. Conclusions: Using a Bayesian nonrigid registration method, the authors determined the posterior distribution on deformations between diagnostic and intraprocedural MR images and quantified the uncertainty in the registration results. The feasibility of this approach was tested and results were positive. The probabilistic framework allows us to evaluate both patient-specific and location-specific estimates of the uncertainty in the registration result. Although the framework was tested on MR-guided procedures, the preliminary results suggest that it may be applied to TRUS-guided procedures as well, where the addition of diagnostic MR information may have a larger impact on target definition and clinical guidance. PMID:23127078
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Jiangjiang; Li, Weixuan; Zeng, Lingzao
Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose amore » Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.« less
Bayesian analysis of experimental epidemics of foot-and-mouth disease.
Streftaris, George; Gibson, Gavin J.
2004-01-01
We investigate the transmission dynamics of a certain type of foot-and-mouth disease (FMD) virus under experimental conditions. Previous analyses of experimental data from FMD outbreaks in non-homogeneously mixing populations of sheep have suggested a decline in viraemic level through serial passage of the virus, but these do not take into account possible variation in the length of the chain of viral transmission for each animal, which is implicit in the non-observed transmission process. We consider a susceptible-exposed-infectious-removed non-Markovian compartmental model for partially observed epidemic processes, and we employ powerful methodology (Markov chain Monte Carlo) for statistical inference, to address epidemiological issues under a Bayesian framework that accounts for all available information and associated uncertainty in a coherent approach. The analysis allows us to investigate the posterior distribution of the hidden transmission history of the epidemic, and thus to determine the effect of the length of the infection chain on the recorded viraemic levels, based on the posterior distribution of a p-value. Parameter estimates of the epidemiological characteristics of the disease are also obtained. The results reveal a possible decline in viraemia in one of the two experimental outbreaks. Our model also suggests that individual infectivity is related to the level of viraemia. PMID:15306359
Know the Planet, Know the Star: Precise Stellar Densities from Kepler Transit Light Curves
NASA Astrophysics Data System (ADS)
Sandford, Emily; Kipping, David
2017-12-01
The properties of a transiting planet’s host star are written in its transit light curve. The light curve can reveal the stellar density ({ρ }* ) and the limb-darkening profile in addition to the characteristics of the planet and its orbit. For planets with strong prior constraints on orbital eccentricity, we may measure these stellar properties directly from the light curve; this method promises to aid greatly in the characterization of transiting planet host stars targeted by the upcoming NASA Transiting Exoplanet Survey Satellite mission and any long-period, singly transiting planets discovered in the same systems. Using Bayesian inference, we fit a transit model, including a nonlinear limb-darkening law, to 66 Kepler transiting planet hosts to measure their stellar properties. We present posterior distributions of ρ *, limb-darkening coefficients, and other system parameters for these stars. We measure densities to within 5% for the majority of our target stars, with the dominant precision-limiting factor being the signal-to-noise ratio of the transits. Of our measured stellar densities, 95% are in 3σ or better agreement with previously published literature values. We make posterior distributions for all of our target Kepler objects of interest available online at 10.5281/zenodo.1028515.
Ensemble-Based Parameter Estimation in a Coupled GCM Using the Adaptive Spatial Average Method
Liu, Y.; Liu, Z.; Zhang, S.; ...
2014-05-29
Ensemble-based parameter estimation for a climate model is emerging as an important topic in climate research. And for a complex system such as a coupled ocean–atmosphere general circulation model, the sensitivity and response of a model variable to a model parameter could vary spatially and temporally. An adaptive spatial average (ASA) algorithm is proposed to increase the efficiency of parameter estimation. Refined from a previous spatial average method, the ASA uses the ensemble spread as the criterion for selecting “good” values from the spatially varying posterior estimated parameter values; these good values are then averaged to give the final globalmore » uniform posterior parameter. In comparison with existing methods, the ASA parameter estimation has a superior performance: faster convergence and enhanced signal-to-noise ratio.« less
NASA Astrophysics Data System (ADS)
Sun, Jianbao; Shen, Zheng-Kang; Bürgmann, Roland; Wang, Min; Chen, Lichun; Xu, Xiwei
2013-08-01
develop a three-step maximum a posteriori probability method for coseismic rupture inversion, which aims at maximizing the a posterior probability density function (PDF) of elastic deformation solutions of earthquake rupture. The method originates from the fully Bayesian inversion and mixed linear-nonlinear Bayesian inversion methods and shares the same posterior PDF with them, while overcoming difficulties with convergence when large numbers of low-quality data are used and greatly improving the convergence rate using optimization procedures. A highly efficient global optimization algorithm, adaptive simulated annealing, is used to search for the maximum of a posterior PDF ("mode" in statistics) in the first step. The second step inversion approaches the "true" solution further using the Monte Carlo inversion technique with positivity constraints, with all parameters obtained from the first step as the initial solution. Then slip artifacts are eliminated from slip models in the third step using the same procedure of the second step, with fixed fault geometry parameters. We first design a fault model with 45° dip angle and oblique slip, and produce corresponding synthetic interferometric synthetic aperture radar (InSAR) data sets to validate the reliability and efficiency of the new method. We then apply this method to InSAR data inversion for the coseismic slip distribution of the 14 April 2010 Mw 6.9 Yushu, China earthquake. Our preferred slip model is composed of three segments with most of the slip occurring within 15 km depth and the maximum slip reaches 1.38 m at the surface. The seismic moment released is estimated to be 2.32e+19 Nm, consistent with the seismic estimate of 2.50e+19 Nm.
Value of Information Analysis for Time-lapse Seismic Data by Simulation-Regression
NASA Astrophysics Data System (ADS)
Dutta, G.; Mukerji, T.; Eidsvik, J.
2016-12-01
A novel method to estimate the Value of Information (VOI) of time-lapse seismic data in the context of reservoir development is proposed. VOI is a decision analytic metric quantifying the incremental value that would be created by collecting information prior to making a decision under uncertainty. The VOI has to be computed before collecting the information and can be used to justify its collection. Previous work on estimating the VOI of geophysical data has involved explicit approximation of the posterior distribution of reservoir properties given the data and then evaluating the prospect values for that posterior distribution of reservoir properties. Here, we propose to directly estimate the prospect values given the data by building a statistical relationship between them using regression. Various regression techniques such as Partial Least Squares Regression (PLSR), Multivariate Adaptive Regression Splines (MARS) and k-Nearest Neighbors (k-NN) are used to estimate the VOI, and the results compared. For a univariate Gaussian case, the VOI obtained from simulation-regression has been shown to be close to the analytical solution. Estimating VOI by simulation-regression is much less computationally expensive since the posterior distribution of reservoir properties given each possible dataset need not be modeled and the prospect values need not be evaluated for each such posterior distribution of reservoir properties. This method is flexible, since it does not require rigid model specification of posterior but rather fits conditional expectations non-parametrically from samples of values and data.
Parameter identifiability and regional calibration for reservoir inflow prediction
NASA Astrophysics Data System (ADS)
Kolberg, Sjur; Engeland, Kolbjørn; Tøfte, Lena S.; Bruland, Oddbjørn
2013-04-01
The large hydropower producer Statkraft is currently testing regional, distributed models for operational reservoir inflow prediction. The need for simultaneous forecasts and consistent updating in a large number of catchments supports the shift from catchment-oriented to regional models. Low-quality naturalized inflow series in the reservoir catchments further encourages the use of donor catchments and regional simulation for calibration purposes. MCMC based parameter estimation (the Dream algorithm; Vrugt et al, 2009) is adapted to regional parameter estimation, and implemented within the open source ENKI framework. The likelihood is based on the concept of effectively independent number of observations, spatially as well as in time. Marginal and conditional (around an optimum) parameter distributions for each catchment may be extracted, even though the MCMC algorithm itself is guided only by the regional likelihood surface. Early results indicate that the average performance loss associated with regional calibration (difference in Nash-Sutcliffe R2 between regionally and locally optimal parameters) is in the range of 0.06. The importance of the seasonal snow storage and melt in Norwegian mountain catchments probably contributes to the high degree of similarity among catchments. The evaluation continues for several regions, focusing on posterior parameter uncertainty and identifiability. Vrugt, J. A., C. J. F. ter Braak, C. G. H. Diks, B. A. Robinson, J. M. Hyman and D. Higdon: Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling. Int. J. of nonlinear sciences and numerical simulation 10, 3, 273-290, 2009.
Seabed roughness parameters from joint backscatter and reflection inversion at the Malta Plateau.
Steininger, Gavin; Holland, Charles W; Dosso, Stan E; Dettmer, Jan
2013-09-01
This paper presents estimates of seabed roughness and geoacoustic parameters and uncertainties on the Malta Plateau, Mediterranean Sea, by joint Bayesian inversion of mono-static backscatter and spherical wave reflection-coefficient data. The data are modeled using homogeneous fluid sediment layers overlying an elastic basement. The scattering model assumes a randomly rough water-sediment interface with a von Karman roughness power spectrum. Scattering and reflection data are inverted simultaneously using a population of interacting Markov chains to sample roughness and geoacoustic parameters as well as residual error parameters. Trans-dimensional sampling is applied to treat the number of sediment layers and the order (zeroth or first) of an autoregressive error model (to represent potential residual correlation) as unknowns. Results are considered in terms of marginal posterior probability profiles and distributions, which quantify the effective data information content to resolve scattering/geoacoustic structure. Results indicate well-defined scattering (roughness) parameters in good agreement with existing measurements, and a multi-layer sediment profile over a high-speed (elastic) basement, consistent with independent knowledge of sand layers over limestone.
Estimation from incomplete multinomial data. Ph.D. Thesis - Harvard Univ.
NASA Technical Reports Server (NTRS)
Credeur, K. R.
1978-01-01
The vector of multinomial cell probabilities was estimated from incomplete data, incomplete in that it contains partially classified observations. Each such partially classified observation was observed to fall in one of two or more selected categories but was not classified further into a single category. The data were assumed to be incomplete at random. The estimation criterion was minimization of risk for quadratic loss. The estimators were the classical maximum likelihood estimate, the Bayesian posterior mode, and the posterior mean. An approximation was developed for the posterior mean. The Dirichlet, the conjugate prior for the multinomial distribution, was assumed for the prior distribution.
Evolution of antero‐posterior patterning of the limb: Insights from the chick
2017-01-01
Summary The developing limbs of chicken embryos have served as pioneering models for understanding pattern formation for over a century. The ease with which chick wing and leg buds can be experimentally manipulated, while the embryo is still in the egg, has resulted in the discovery of important developmental organisers, and subsequently, the signals that they produce. Sonic hedgehog (Shh) is produced by mesenchyme cells of the polarizing region at the posterior margin of the limb bud and specifies positional values across the antero‐posterior axis (the axis running from the thumb to the little finger). Detailed experimental embryology has revealed the fundamental parameters required to specify antero‐posterior positional values in response to Shh signaling in chick wing and leg buds. In this review, the evolution of the avian wing and leg will be discussed in the broad context of tetrapod paleontology, and more specifically, ancestral theropod dinosaur paleontology. How the parameters that dictate antero‐posterior patterning could have been modulated to produce the avian wing and leg digit patterns will be considered. Finally, broader speculations will be made regarding what the antero‐posterior patterning of chick limbs can tell us about the evolution of other digit patterns, including those that were found in the limbs of the earliest tetrapods. PMID:28734068
Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.
2017-11-15
In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less
NASA Astrophysics Data System (ADS)
Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.
2017-11-01
In Hezaveh et al. we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational-lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data, as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single variational parameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that the application of approximate Bayesian neural networks to astrophysical modeling problems can be a fast alternative to Monte Carlo Markov Chains, allowing orders of magnitude improvement in speed.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.
In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less
A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.
ERIC Educational Resources Information Center
Glas, Cees A. W.; Meijer, Rob R.
A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.
Wiecki, Thomas V; Sofer, Imri; Frank, Michael J
2013-01-01
The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/
Schuenke, M D; Vleeming, A; Van Hoof, T; Willard, F H
2012-01-01
Movement and stability of the lumbosacral region is contingent on the balance of forces distributed through the myofascial planes associated with the thoracolumbar fascia (TLF). This structure is located at the common intersection of several extremity muscles (e.g. latissimus dorsi and gluteus maximus), as well as hypaxial (e.g. ventral trunk muscles) and epaxial (paraspinal) muscles. The mechanical properties of the fascial constituents establish the parameters guiding the dynamic interaction of muscle groups that stabilize the lumbosacral spine. Understanding the construction of this complex myofascial junction is fundamental to biomechanical analysis and implementation of effective rehabilitation in individuals with low back and pelvic girdle pain. Therefore, the main objectives of this study were to describe the anatomy of the lateral margin of the TLF, and specifically the interface between the fascial sheath surrounding the paraspinal muscles and the aponeurosis of the transversus abdominis (TA) and internal oblique (IO) muscles. The lateral margin of the TLF was exposed via serial reduction dissections from anterior and posterior approaches. Axial sections (cadaveric and magnetic resonance imaging) were examined to characterize the region between the TA and IO aponeurosis and the paraspinal muscles. It is confirmed that the paraspinal muscles are enveloped by a continuous paraspinal retinacular sheath (PRS), formed by the deep lamina of the posterior layer of the TLF. The PRS extends from the spinous process to transverse process, and is distinct from both the superficial lamina of the posterior layer and middle layer of the TLF. As the aponeurosis approaches the lateral border of the PRS, it appears to separate into two distinct laminae, which join the anterior and posterior walls of the PRS. This configuration creates a previously undescribed fat-filled lumbar interfascial triangle situated along the lateral border of the paraspinal muscles from the 12th rib to the iliac crest. This triangle results in the unification of different fascial sheaths along the lateral border of the TLF, creating a ridged-union of dense connective tissue that has been termed the lateral raphe (Spine, 9,1984, 163). This triangle may function in the distribution of laterally mediated tension to balance different viscoelastic moduli, along either the middle or posterior layers of the TLF. PMID:22582887
Kim, Jin-Soo; Choi, Jung Yeol; Kwon, Ji-Won; Wee, Won Ryang; Han, Young Keun
2018-01-01
AIM To investigate the effects and safety of neodymium: yttrium-aluminium-garnet (Nd:YAG) laser posterior capsulotomy with vitreous strand cutting METHODS A total of 40 eyes of 37 patients with symptomatic posterior capsular opacity (PCO) were included in this prospective randomized study and were randomly subjected to either cruciate pattern or round pattern Nd:YAG posterior capsulotomy with vitreous strand cutting (modified round pattern). The best corrected visual acuity (BCVA), intraocular pressure (IOP), refractive error, endothelial cell count (ECC), anterior segment parameters, including anterior chamber depth (ACD) and anterior chamber angle (ACA) were measured before and 1mo after the laser posterior capsulotomy. RESULTS In both groups, the BCVA improved significantly (P<0.001 for the modified round pattern group, P=0.001 for the cruciate pattern group); the IOP and ECC did not significantly change. The ACD significantly decreased (P<0.001 for both) and the ACA significantly increased (P=0.001 for the modified round pattern group and P=0.034 for the cruciate group). The extent of changes in these parameters was not significantly different between the groups. CONCLUSION Modified round pattern Nd:YAG laser posterior capsulotomy is an effective and safe method for the treatment of PCO. This method significantly changes the ACD and ACA, but the change in refraction is not significant. Modified round pattern Nd:YAG laser posterior capsulotomy can be considered a good alternative procedure in patients with symptomatic PCO. PMID:29487812
Kim, Jin-Soo; Choi, Jung Yeol; Kwon, Ji-Won; Wee, Won Ryang; Han, Young Keun
2018-01-01
To investigate the effects and safety of neodymium: yttrium-aluminium-garnet (Nd:YAG) laser posterior capsulotomy with vitreous strand cutting. A total of 40 eyes of 37 patients with symptomatic posterior capsular opacity (PCO) were included in this prospective randomized study and were randomly subjected to either cruciate pattern or round pattern Nd:YAG posterior capsulotomy with vitreous strand cutting (modified round pattern). The best corrected visual acuity (BCVA), intraocular pressure (IOP), refractive error, endothelial cell count (ECC), anterior segment parameters, including anterior chamber depth (ACD) and anterior chamber angle (ACA) were measured before and 1mo after the laser posterior capsulotomy. In both groups, the BCVA improved significantly ( P <0.001 for the modified round pattern group, P =0.001 for the cruciate pattern group); the IOP and ECC did not significantly change. The ACD significantly decreased ( P <0.001 for both) and the ACA significantly increased ( P =0.001 for the modified round pattern group and P =0.034 for the cruciate group). The extent of changes in these parameters was not significantly different between the groups. Modified round pattern Nd:YAG laser posterior capsulotomy is an effective and safe method for the treatment of PCO. This method significantly changes the ACD and ACA, but the change in refraction is not significant. Modified round pattern Nd:YAG laser posterior capsulotomy can be considered a good alternative procedure in patients with symptomatic PCO.
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
Probabilistic distance-based quantizer design for distributed estimation
NASA Astrophysics Data System (ADS)
Kim, Yoon Hak
2016-12-01
We consider an iterative design of independently operating local quantizers at nodes that should cooperate without interaction to achieve application objectives for distributed estimation systems. We suggest as a new cost function a probabilistic distance between the posterior distribution and its quantized one expressed as the Kullback Leibler (KL) divergence. We first present the analysis that minimizing the KL divergence in the cyclic generalized Lloyd design framework is equivalent to maximizing the logarithmic quantized posterior distribution on the average which can be further computationally reduced in our iterative design. We propose an iterative design algorithm that seeks to maximize the simplified version of the posterior quantized distribution and discuss that our algorithm converges to a global optimum due to the convexity of the cost function and generates the most informative quantized measurements. We also provide an independent encoding technique that enables minimization of the cost function and can be efficiently simplified for a practical use of power-constrained nodes. We finally demonstrate through extensive experiments an obvious advantage of improved estimation performance as compared with the typical designs and the novel design techniques previously published.
Posterior consistency in conditional distribution estimation
Pati, Debdeep; Dunson, David B.; Tokdar, Surya T.
2014-01-01
A wide variety of priors have been proposed for nonparametric Bayesian estimation of conditional distributions, and there is a clear need for theorems providing conditions on the prior for large support, as well as posterior consistency. Estimation of an uncountable collection of conditional distributions across different regions of the predictor space is a challenging problem, which differs in some important ways from density and mean regression estimation problems. Defining various topologies on the space of conditional distributions, we provide sufficient conditions for posterior consistency focusing on a broad class of priors formulated as predictor-dependent mixtures of Gaussian kernels. This theory is illustrated by showing that the conditions are satisfied for a class of generalized stick-breaking process mixtures in which the stick-breaking lengths are monotone, differentiable functions of a continuous stochastic process. We also provide a set of sufficient conditions for the case where stick-breaking lengths are predictor independent, such as those arising from a fixed Dirichlet process prior. PMID:25067858
Qin, Feng-Zhen; Li, Sheng-Li; Wen, Hua-Xuan; Ouyang, Yu-Rong; Zheng, Qiong; Bi, Jing-Ru
2014-06-01
To establish the normal reference ranges of transabdominal ultrasound measurements of the posterior fossa structure in fetuses at 11 to 13⁺⁶ gestational weeks and explore their clinical value in screening open spina bifida (OSB). Between January, 2013 and September, 541 randomly selected normal fetuses underwent nuchal translucency at the gestational age 11 to 13⁺⁶ weeks. The parameters of the posterior fossa were measured in mid-sagittal view of the fetal face and the axial view of the transverse cerebellum insonated through the anterior fontanel by transabdominal ultrasound to establish the normal reference ranges. The measurements were obtained from 3 fetuses with OSB for comparison with the reference ranges. In normal fetuses, the parameters of the posterior fossa measured in the two views showed no significant differences (P>0.05). Two high echogenic lines were observed in normal fetuses, as compared with one in fetuses with OSB representing the posterior border of the brain stem and the anterior border of the fourth ventricle. The line between the posterior border of the fourth ventricle and the anterior border of the cisterna magna was not displayed in fetuses with OSB. The anteroposterior diameters of the brain stem, the fourth ventricle, and cisterna magna all increased in positive correlation with the crown-lump length in normal fetuses. In the 3 OSB fetuses, the anteroposterior diameter of the brain stem exceeded the 95th percentile and the anteroposterior diameter of fourth ventrical-cisterner magena was below the 5th percentile of the reference range for CRL; the brain stem to fourth ventrical-cisterner magena anteroposterior diameter ratio was increased to above 1. The established normal reference ranges of the parameters of fetal posterior fossa may provide assistance in early OSB detection. The absence of the posterior border of the fourth ventricle and the anterior border of the cisterna magna and a brainstem to fourth ventrical-cisterner magena anteroposterior diameter ratio greater than 1 can be indicative of OSB at 11 to 13⁺⁶ gestational weeks.
Midline shift and lateral guidance angle in adults with unilateral posterior crossbite.
Rilo, Benito; da Silva, José Luis; Mora, María Jesús; Cadarso-Suárez, Carmen; Santana, Urbano
2008-06-01
Unilateral posterior crossbite is a malocclusion that, if not corrected during infancy, typically causes permanent asymmetry. Our aims in this study were to evaluate various occlusal parameters in a group of adults with uncorrected unilateral posterior crossbite and to compare findings with those obtained in a group of normal subjects. Midline shift at maximum intercuspation, midline shift at maximum aperture, and lateral guidance angle in the frontal plane were assessed in 25 adults (ages, 17-26 years; mean, 19.6 years) with crossbites. Midline shift at maximum intercuspation was zero (ie, centric midline) in 36% of the crossbite subjects; the remaining subjects had a shift toward the crossbite side. Midline shift at maximum aperture had no association with crossbite side. Lateral guidance angle was lower on the crossbite side than on the noncrossbite side. No parameter studied showed significant differences with respect to the normal subjects. Adults with unilateral posterior crossbite have adaptations that compensate for the crossbite and maintain normal function.
Shen, Yi; Li, Xiaomiao; Fu, Xiaodong; Wang, Weili
2015-11-01
Posterior tibial slope that is created during proximal tibial resection in total knee arthroplasty has emerged as an important factor in the mechanics of the knee joint and the surgical outcome. But the ideal degree of posterior tibial slope for recovery of the knee joint function and preventions of complications remains controversial and should vary in different racial groups. The objective of this paper is to investigate the effects of posterior tibial slope on contact stresses in the tibial polyethylene component of total knee prostheses. Three-dimensional finite element analysis was used to calculate contact stresses in tibial polyethylene component of total knee prostheses subjected to a compressive load. The 3D finite element model of total knee prosthesis was constructed from the images produced by 3D scanning technology. Stresses in tibial polyethylene component were calculated with four different posterior tibial slopes (0°, 3°, 6° and 9°). The 3D finite element model of total knee prosthesis we presented was well validated. We found that the stress distribution in the polythene as evaluated by the distributions of the von Mises stress, the maximum principle stress, the minimum principle stress and the Cpress were more uniform with 3° and 6° posterior tibial slopes than with 0° and 9° posterior tibial slopes. Moreover, the peaks of the above stresses and trends of changes with increasing degree of knee flexion were more ideal with 3° and 6° posterior slopes. The results suggested that the tibial component inclination might be favourable to 7°-10° so far as the stress distribution is concerned. The range of the tibial component inclination also can decrease the wear of polyethylene. Chinese posterior tibial slope is bigger than in the West, and the current domestic use of prostheses is imported from the West, so their demands to tilt back bone cutting can lead to shorten the service life of prostheses; this experiment result is of important clinical significance, guiding orthopaedic surgeon after the best angle to cut bone.
NASA Astrophysics Data System (ADS)
Sun, J.; Shen, Z.; Burgmann, R.; Liang, F.
2012-12-01
We develop a three-step Maximum-A-Posterior probability (MAP) method for coseismic rupture inversion, which aims at maximizing the a posterior probability density function (PDF) of elastic solutions of earthquake rupture. The method originates from the Fully Bayesian Inversion (FBI) and the Mixed linear-nonlinear Bayesian inversion (MBI) methods , shares the same a posterior PDF with them and keeps most of their merits, while overcoming its convergence difficulty when large numbers of low quality data are used and improving the convergence rate greatly using optimization procedures. A highly efficient global optimization algorithm, Adaptive Simulated Annealing (ASA), is used to search for the maximum posterior probability in the first step. The non-slip parameters are determined by the global optimization method, and the slip parameters are inverted for using the least squares method without positivity constraint initially, and then damped to physically reasonable range. This step MAP inversion brings the inversion close to 'true' solution quickly and jumps over local maximum regions in high-dimensional parameter space. The second step inversion approaches the 'true' solution further with positivity constraints subsequently applied on slip parameters using the Monte Carlo Inversion (MCI) technique, with all parameters obtained from step one as the initial solution. Then the slip artifacts are eliminated from slip models in the third step MAP inversion with fault geometry parameters fixed. We first used a designed model with 45 degree dipping angle and oblique slip, and corresponding synthetic InSAR data sets to validate the efficiency and accuracy of method. We then applied the method on four recent large earthquakes in Asia, namely the 2010 Yushu, China earthquake, the 2011 Burma earthquake, the 2011 New Zealand earthquake and the 2008 Qinghai, China earthquake, and compared our results with those results from other groups. Our results show the effectiveness of the method in earthquake studies and a number of advantages of it over other methods. The details will be reported on the meeting.
NASA Astrophysics Data System (ADS)
Wang, C.; Rubin, Y.
2014-12-01
Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.
NASA Astrophysics Data System (ADS)
Bérubé, Charles L.; Chouteau, Michel; Shamsipour, Pejman; Enkin, Randolph J.; Olivo, Gema R.
2017-08-01
Spectral induced polarization (SIP) measurements are now widely used to infer mineralogical or hydrogeological properties from the low-frequency electrical properties of the subsurface in both mineral exploration and environmental sciences. We present an open-source program that performs fast multi-model inversion of laboratory complex resistivity measurements using Markov-chain Monte Carlo simulation. Using this stochastic method, SIP parameters and their uncertainties may be obtained from the Cole-Cole and Dias models, or from the Debye and Warburg decomposition approaches. The program is tested on synthetic and laboratory data to show that the posterior distribution of a multiple Cole-Cole model is multimodal in particular cases. The Warburg and Debye decomposition approaches yield unique solutions in all cases. It is shown that an adaptive Metropolis algorithm performs faster and is less dependent on the initial parameter values than the Metropolis-Hastings step method when inverting SIP data through the decomposition schemes. There are no advantages in using an adaptive step method for well-defined Cole-Cole inversion. Finally, the influence of measurement noise on the recovered relaxation time distribution is explored. We provide the geophysics community with a open-source platform that can serve as a base for further developments in stochastic SIP data inversion and that may be used to perform parameter analysis with various SIP models.
NASA Astrophysics Data System (ADS)
Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor
2018-02-01
Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.
A Bayesian hierarchical model with novel prior specifications for estimating HIV testing rates
An, Qian; Kang, Jian; Song, Ruiguang; Hall, H. Irene
2016-01-01
Human immunodeficiency virus (HIV) infection is a severe infectious disease actively spreading globally, and acquired immunodeficiency syndrome (AIDS) is an advanced stage of HIV infection. The HIV testing rate, that is, the probability that an AIDS-free HIV infected person seeks a test for HIV during a particular time interval, given no previous positive test has been obtained prior to the start of the time, is an important parameter for public health. In this paper, we propose a Bayesian hierarchical model with two levels of hierarchy to estimate the HIV testing rate using annual AIDS and AIDS-free HIV diagnoses data. At level one, we model the latent number of HIV infections for each year using a Poisson distribution with the intensity parameter representing the HIV incidence rate. At level two, the annual numbers of AIDS and AIDS-free HIV diagnosed cases and all undiagnosed cases stratified by the HIV infections at different years are modeled using a multinomial distribution with parameters including the HIV testing rate. We propose a new class of priors for the HIV incidence rate and HIV testing rate taking into account the temporal dependence of these parameters to improve the estimation accuracy. We develop an efficient posterior computation algorithm based on the adaptive rejection metropolis sampling technique. We demonstrate our model using simulation studies and the analysis of the national HIV surveillance data in the USA. PMID:26567891
Sun, Jian-Yi; Du, Jie; Qian, Li-Chun; Jing, Ming-Yan; Weng, Xiao-Yan
2007-08-01
Distribution and properties of the main digestive enzymes including protease and amylase, from stomach, pancreas and the anterior, middle and posterior intestine of the adult red-eared slider turtle Trachemys scripta elegans were studied at various pHs and temperatures. The optimum temperature and pH for protease in stomach, pancreas and the anterior, middle and posterior intestine were 40 degrees C, 2.5; 50 degrees C, 8.0; 50 degrees C, 7.0; 50 degrees C, 8.0; and 50 degrees C, 8.5; respectively. The optimum temperature and pH for amylase in stomach, pancreas and anterior, middle and posterior intestine were 40 degrees C, 8.0; 30 degrees C, 7.5; 40 degrees C, 7.0; 50 degrees C, 8.0; and 50 degrees C, 8.0; respectively. Under the optimum conditions, the order of protease activity from high to low was of pancreas, stomach and the anterior, posterior and middle intestine; the activity of amylase in descending order was of anterior intestine, pancreas, posterior intestine, middle intestine and stomach.
A mesostate-space model for EEG and MEG.
Daunizeau, Jean; Friston, Karl J
2007-10-15
We present a multi-scale generative model for EEG, that entails a minimum number of assumptions about evoked brain responses, namely: (1) bioelectric activity is generated by a set of distributed sources, (2) the dynamics of these sources can be modelled as random fluctuations about a small number of mesostates, (3) mesostates evolve in a temporal structured way and are functionally connected (i.e. influence each other), and (4) the number of mesostates engaged by a cognitive task is small (e.g. between one and a few). A Variational Bayesian learning scheme is described that furnishes the posterior density on the models parameters and its evidence. Since the number of meso-sources specifies the model, the model evidence can be used to compare models and find the optimum number of meso-sources. In addition to estimating the dynamics at each cortical dipole, the mesostate-space model and its inversion provide a description of brain activity at the level of the mesostates (i.e. in terms of the dynamics of meso-sources that are distributed over dipoles). The inclusion of a mesostate level allows one to compute posterior probability maps of each dipole being active (i.e. belonging to an active mesostate). Critically, this model accommodates constraints on the number of meso-sources, while retaining the flexibility of distributed source models in explaining data. In short, it bridges the gap between standard distributed and equivalent current dipole models. Furthermore, because it is explicitly spatiotemporal, the model can embed any stochastic dynamical causal model (e.g. a neural mass model) as a Markov process prior on the mesostate dynamics. The approach is evaluated and compared to standard inverse EEG techniques, using synthetic data and real data. The results demonstrate the added-value of the mesostate-space model and its variational inversion.
NASA Astrophysics Data System (ADS)
Li, Zhijun; Feng, Maria Q.; Luo, Longxi; Feng, Dongming; Xu, Xiuli
2018-01-01
Uncertainty of modal parameters estimation appear in structural health monitoring (SHM) practice of civil engineering to quite some significant extent due to environmental influences and modeling errors. Reasonable methodologies are needed for processing the uncertainty. Bayesian inference can provide a promising and feasible identification solution for the purpose of SHM. However, there are relatively few researches on the application of Bayesian spectral method in the modal identification using SHM data sets. To extract modal parameters from large data sets collected by SHM system, the Bayesian spectral density algorithm was applied to address the uncertainty of mode extraction from output-only response of a long-span suspension bridge. The posterior most possible values of modal parameters and their uncertainties were estimated through Bayesian inference. A long-term variation and statistical analysis was performed using the sensor data sets collected from the SHM system of the suspension bridge over a one-year period. The t location-scale distribution was shown to be a better candidate function for frequencies of lower modes. On the other hand, the burr distribution provided the best fitting to the higher modes which are sensitive to the temperature. In addition, wind-induced variation of modal parameters was also investigated. It was observed that both the damping ratios and modal forces increased during the period of typhoon excitations. Meanwhile, the modal damping ratios exhibit significant correlation with the spectral intensities of the corresponding modal forces.
Understanding seasonal variability of uncertainty in hydrological prediction
NASA Astrophysics Data System (ADS)
Li, M.; Wang, Q. J.
2012-04-01
Understanding uncertainty in hydrological prediction can be highly valuable for improving the reliability of streamflow prediction. In this study, a monthly water balance model, WAPABA, in a Bayesian joint probability with error models are presented to investigate the seasonal dependency of prediction error structure. A seasonal invariant error model, analogous to traditional time series analysis, uses constant parameters for model error and account for no seasonal variations. In contrast, a seasonal variant error model uses a different set of parameters for bias, variance and autocorrelation for each individual calendar month. Potential connection amongst model parameters from similar months is not considered within the seasonal variant model and could result in over-fitting and over-parameterization. A hierarchical error model further applies some distributional restrictions on model parameters within a Bayesian hierarchical framework. An iterative algorithm is implemented to expedite the maximum a posterior (MAP) estimation of a hierarchical error model. Three error models are applied to forecasting streamflow at a catchment in southeast Australia in a cross-validation analysis. This study also presents a number of statistical measures and graphical tools to compare the predictive skills of different error models. From probability integral transform histograms and other diagnostic graphs, the hierarchical error model conforms better to reliability when compared to the seasonal invariant error model. The hierarchical error model also generally provides the most accurate mean prediction in terms of the Nash-Sutcliffe model efficiency coefficient and the best probabilistic prediction in terms of the continuous ranked probability score (CRPS). The model parameters of the seasonal variant error model are very sensitive to each cross validation, while the hierarchical error model produces much more robust and reliable model parameters. Furthermore, the result of the hierarchical error model shows that most of model parameters are not seasonal variant except for error bias. The seasonal variant error model is likely to use more parameters than necessary to maximize the posterior likelihood. The model flexibility and robustness indicates that the hierarchical error model has great potential for future streamflow predictions.
Dimar, John R; Glassman, Steven D; Vemuri, Venu M; Esterberg, Justin L; Howard, Jennifer M; Carreon, Leah Y
2011-11-09
A major sequelae of lumbar fusion is acceleration of adjacent-level degeneration due to decreased lumbar lordosis. We evaluated the effectiveness of 4 common fusion techniques in restoring lordosis: instrumented posterolateral fusion, translumbar interbody fusion, anteroposterior fusion with posterior instrumentation, and anterior interbody fusion with lordotic threaded (LT) cages (Medtronic Sofamor Danek, Memphis, Tennessee). Radiographs were measured preoperatively, immediately postoperatively, and a minimum of 6 months postoperatively. Parameters measured included anterior and posterior disk space height, lumbar lordosis from L3 to S1, and surgical level lordosis.No significant difference in demographics existed among the 4 groups. All preoperative parameters were similar among the 4 groups. Lumbar lordosis at final follow-up showed no difference between the anteroposterior fusion with posterior instrumentation, translumbar interbody fusion, and LT cage groups, although the posterolateral fusion group showed a significant loss of lordosis (-10°) (P<.001). Immediately postoperatively and at follow-up, the LT cage group had a significantly greater amount of lordosis and showed maintenance of anterior and posterior disk space height postoperatively compared with the other groups. Instrumented posterolateral fusion produces a greater loss of lordosis compared with anteroposterior fusion with posterior instrumentation, translumbar interbody fusion, and LT cages. Maintenance of lordosis and anterior and posterior disk space height is significantly better with anterior interbody fusion with LT cages. Copyright 2011, SLACK Incorporated.
NASA Astrophysics Data System (ADS)
Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir
2017-06-01
We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.
Critically evaluating the theory and performance of Bayesian analysis of macroevolutionary mixtures
Moore, Brian R.; Höhna, Sebastian; May, Michael R.; Rannala, Bruce; Huelsenbeck, John P.
2016-01-01
Bayesian analysis of macroevolutionary mixtures (BAMM) has recently taken the study of lineage diversification by storm. BAMM estimates the diversification-rate parameters (speciation and extinction) for every branch of a study phylogeny and infers the number and location of diversification-rate shifts across branches of a tree. Our evaluation of BAMM reveals two major theoretical errors: (i) the likelihood function (which estimates the model parameters from the data) is incorrect, and (ii) the compound Poisson process prior model (which describes the prior distribution of diversification-rate shifts across branches) is incoherent. Using simulation, we demonstrate that these theoretical issues cause statistical pathologies; posterior estimates of the number of diversification-rate shifts are strongly influenced by the assumed prior, and estimates of diversification-rate parameters are unreliable. Moreover, the inability to correctly compute the likelihood or to correctly specify the prior for rate-variable trees precludes the use of Bayesian approaches for testing hypotheses regarding the number and location of diversification-rate shifts using BAMM. PMID:27512038
G, Kalsey; R K, Singla; K, Sachdeva
2011-04-01
The distinctive morphology and sexual dimorphism of the human hip bone makes it of interest from the anatomical, anthropological and forensic points of view. The shape of the greater sciatic notch has attracted great attention in the past. In the current investigation, an attempt has been made to find the baseline data of various parameters pertaining to the greater sciatic notch of 100 hip bones of known sex (male:female = 80:20) and side (right:left = 50:50), obtained from the Department of Anatomy, Government Medical College, Amritsar, Punjab, India, during the period 2007-2009. Seven parameters of the notch, viz. width, depth, posterior segment width, total angle, posterior segment angle, index I and index II of the greater sciatic notch were studied. The results thus obtained were compiled, tabulated, statistically analysed and were compared with the accessible literature. Out of all the parameters studied, width of the notch, posterior segment width, total angle, posterior segment angle and index II of notch were found to be significantly greater in women as compared with men. Thus the greater sciatic notch can serve as a reliable sex indicator even when the complete hip bone has not been well preserved.
We can predict postpalatoplasty velopharyngeal insufficiency in cleft palate patients.
Leclerc, Jacques E; Godbout, Audrey; Arteau-Gauthier, Isabelle; Lacour, Sophie; Abel, Kati; McConnell, Elisa-Maude
2014-02-01
To find an anatomical measurement of the cleft palate (or a calculated parameter) that predicts the occurrence of velopharyngeal insufficiency (VPI) after palatal cleft repair. Retrospective cohort study. Charts were reviewed from cleft palate patients who underwent palatoplasty by the Von Langenbeck technique for isolated cleft palate or Bardach two-flap palatoplasty for cleft lip-palate. Seven anatomical cleft parameters were prospectively measured during the palatoplasty procedure. Three blinded speech-language pathologists retrospectively scored the clinically assessed VPI at 4 years of age. The recommendation of pharyngoplasty was also used as an indicator of VPI. From 1993 to 2008, 67 patients were enrolled in the study. The best predicting parameter was the ratio a/(30 - b1), in which a is defined as the posterior gap between the soft palate and the posterior pharyngeal wall and b1 is the width of the cleft at the hard palate level. An a/(30 - b1) ratio >0.7 to 0.8 is associated with a higher risk of developing VPI (relative risk = 2.2-5.1, sensitivity = 72%-81%, P < .03). The width of the cleft at the hard palate level and the posterior gap between the soft palate and the posterior pharyngeal wall were found to be the most significant parameters in predicting VPI. The best correlation was obtained with the ratio a/(30 - b1). 4. Copyright © 2013 The American Laryngological, Rhinological and Otological Society, Inc.
Sánchez, G; Orea, A; Trevethan, S; Martínez Ríos, M A
1984-01-01
Thirty-four patients with left ventricular hypertrophy were studied. In all cases the following parameters were analyzed: 1) Echocardiography:left ventricular diastolic and systolic diameters, ejection fraction, thickness and movement of interventricular septum and posterior wall of the left ventricle (LV) 2) Electrocardiography: R wave voltaje in precordial leads V2, V3 and V5 and electrical axis in frontal plane 3) Catheterization: intracavitary pressures in LV and aortic pressures 4) Left ventriculography: areas of altered contractility 5) Coronariography: distribution pattern of coronary arteries and number of first order branches of circumflex (CA) and anterior descending coronary arteries (ADCA). The population was divided into 2 groups. Group A (GA) was made up of 22 patients with concentric hypertrophy (CH) of the LV (15 with systemic hypertensive heart disease, 6 with aortic valvular stenosis and 1 idiopathic). Echocardiographic findings included posterior wall thickness (PWT) or septal thickness of 1.1. cm or more and interventricular septum-posterior wall thickness ratio (S/PW) of less than 1.3. Group B (GB) included 12 patients with asymmetric septal hypertrophy (ASH), idiopathic in 5, systemic hypertensive heart disease in 4 and aortic valvular stenosis in 3. In these patients the S/PW thickness ratio was greater than 1.3 and the thickness of either wall greater than 1.1. cm. When the data of the two groups were compared there were significant differences in relation to the presence of septal hypertrophy. The R wave voltage in V2, interventricular thickness and S/PW were greater in GB. In addition, septal movement was less in GB than in Group A (0.47 +/- 0.26 cm vs. 0.74 +/- 0.37 cm; P less than 0.05). PWT was also less in Group B than in A (B: 1.01 +/- 0.1 cm, A: 1.2 +/- 0.2 cm; P less than 0.001). The CA in Group B divided into fewer than 4 first order branches to the upper two thirds of the posterior and lateral walls of the LV in 91.6%. This distribution of circumflex branches was found in 31.8% of the patients in Group A (P less than 0.05). In Group B, the ADCA divided into septal branches with no more than 2 diagonal branches. The posterior descending artery dominated septal distribution in 100% of these cases (GA: 31.8%; P less than 0.05). The sum of the first order branches of the CA and the ADCA was 5.6 +/- 0.9 in Group A and 2.7 +/- 0.9 branches in Group B (P less than 0.01).(ABSTRACT TRUNCATED AT 400 WORDS)
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lai, Canhai; Xu, Zhijie; Pan, Wenxiao
2016-01-01
To quantify the predictive confidence of a solid sorbent-based carbon capture design, a hierarchical validation methodology—consisting of basic unit problems with increasing physical complexity coupled with filtered model-based geometric upscaling has been developed and implemented. This paper describes the computational fluid dynamics (CFD) multi-phase reactive flow simulations and the associated data flows among different unit problems performed within the said hierarchical validation approach. The bench-top experiments used in this calibration and validation effort were carefully designed to follow the desired simple-to-complex unit problem hierarchy, with corresponding data acquisition to support model parameters calibrations at each unit problem level. A Bayesianmore » calibration procedure is employed and the posterior model parameter distributions obtained at one unit-problem level are used as prior distributions for the same parameters in the next-tier simulations. Overall, the results have demonstrated that the multiphase reactive flow models within MFIX can be used to capture the bed pressure, temperature, CO2 capture capacity, and kinetics with quantitative accuracy. The CFD modeling methodology and associated uncertainty quantification techniques presented herein offer a solid framework for estimating the predictive confidence in the virtual scale up of a larger carbon capture device.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Xuesong; Liang, Faming; Yu, Beibei
2011-11-09
Estimating uncertainty of hydrologic forecasting is valuable to water resources and other relevant decision making processes. Recently, Bayesian Neural Networks (BNNs) have been proved powerful tools for quantifying uncertainty of streamflow forecasting. In this study, we propose a Markov Chain Monte Carlo (MCMC) framework to incorporate the uncertainties associated with input, model structure, and parameter into BNNs. This framework allows the structure of the neural networks to change by removing or adding connections between neurons and enables scaling of input data by using rainfall multipliers. The results show that the new BNNs outperform the BNNs that only consider uncertainties associatedmore » with parameter and model structure. Critical evaluation of posterior distribution of neural network weights, number of effective connections, rainfall multipliers, and hyper-parameters show that the assumptions held in our BNNs are not well supported. Further understanding of characteristics of different uncertainty sources and including output error into the MCMC framework are expected to enhance the application of neural networks for uncertainty analysis of hydrologic forecasting.« less
Broekhuizen, Henk; IJzerman, Maarten J; Hauber, A Brett; Groothuis-Oudshoorn, Catharina G M
2017-03-01
The need for patient engagement has been recognized by regulatory agencies, but there is no consensus about how to operationalize this. One approach is the formal elicitation and use of patient preferences for weighing clinical outcomes. The aim of this study was to demonstrate how patient preferences can be used to weigh clinical outcomes when both preferences and clinical outcomes are uncertain by applying a probabilistic value-based multi-criteria decision analysis (MCDA) method. Probability distributions were used to model random variation and parameter uncertainty in preferences, and parameter uncertainty in clinical outcomes. The posterior value distributions and rank probabilities for each treatment were obtained using Monte-Carlo simulations. The probability of achieving the first rank is the probability that a treatment represents the highest value to patients. We illustrated our methodology for a simplified case on six HIV treatments. Preferences were modeled with normal distributions and clinical outcomes were modeled with beta distributions. The treatment value distributions showed the rank order of treatments according to patients and illustrate the remaining decision uncertainty. This study demonstrated how patient preference data can be used to weigh clinical evidence using MCDA. The model takes into account uncertainty in preferences and clinical outcomes. The model can support decision makers during the aggregation step of the MCDA process and provides a first step toward preference-based personalized medicine, yet requires further testing regarding its appropriate use in real-world settings.
An improved approximate-Bayesian model-choice method for estimating shared evolutionary history
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
NASA Astrophysics Data System (ADS)
Kim, Jin-Young; Kwon, Hyun-Han; Kim, Hung-Soo
2015-04-01
The existing regional frequency analysis has disadvantages in that it is difficult to consider geographical characteristics in estimating areal rainfall. In this regard, this study aims to develop a hierarchical Bayesian model based nonstationary regional frequency analysis in that spatial patterns of the design rainfall with geographical information (e.g. latitude, longitude and altitude) are explicitly incorporated. This study assumes that the parameters of Gumbel (or GEV distribution) are a function of geographical characteristics within a general linear regression framework. Posterior distribution of the regression parameters are estimated by Bayesian Markov Chain Monte Carlo (MCMC) method, and the identified functional relationship is used to spatially interpolate the parameters of the distributions by using digital elevation models (DEM) as inputs. The proposed model is applied to derive design rainfalls over the entire Han-river watershed. It was found that the proposed Bayesian regional frequency analysis model showed similar results compared to L-moment based regional frequency analysis. In addition, the model showed an advantage in terms of quantifying uncertainty of the design rainfall and estimating the area rainfall considering geographical information. Finally, comprehensive discussion on design rainfall in the context of nonstationary will be presented. KEYWORDS: Regional frequency analysis, Nonstationary, Spatial information, Bayesian Acknowledgement This research was supported by a grant (14AWMP-B082564-01) from Advanced Water Management Research Program funded by Ministry of Land, Infrastructure and Transport of Korean government.
Objectively combining AR5 instrumental period and paleoclimate climate sensitivity evidence
NASA Astrophysics Data System (ADS)
Lewis, Nicholas; Grünwald, Peter
2018-03-01
Combining instrumental period evidence regarding equilibrium climate sensitivity with largely independent paleoclimate proxy evidence should enable a more constrained sensitivity estimate to be obtained. Previous, subjective Bayesian approaches involved selection of a prior probability distribution reflecting the investigators' beliefs about climate sensitivity. Here a recently developed approach employing two different statistical methods—objective Bayesian and frequentist likelihood-ratio—is used to combine instrumental period and paleoclimate evidence based on data presented and assessments made in the IPCC Fifth Assessment Report. Probabilistic estimates from each source of evidence are represented by posterior probability density functions (PDFs) of physically-appropriate form that can be uniquely factored into a likelihood function and a noninformative prior distribution. The three-parameter form is shown accurately to fit a wide range of estimated climate sensitivity PDFs. The likelihood functions relating to the probabilistic estimates from the two sources are multiplicatively combined and a prior is derived that is noninformative for inference from the combined evidence. A posterior PDF that incorporates the evidence from both sources is produced using a single-step approach, which avoids the order-dependency that would arise if Bayesian updating were used. Results are compared with an alternative approach using the frequentist signed root likelihood ratio method. Results from these two methods are effectively identical, and provide a 5-95% range for climate sensitivity of 1.1-4.05 K (median 1.87 K).
Reliability of Baropodometry on the Evaluation of Plantar Load Distribution: A Transversal Study.
Baumfeld, Daniel; Baumfeld, Tiago; da Rocha, Romário Lopes; Macedo, Benjamim; Raduan, Fernando; Zambelli, Roberto; Alves Silva, Thiago Alexandre; Nery, Caio
2017-01-01
Introduction . Baropodometry is used to measure the load distribution on feet during rest and walking. The aim of this study was to evaluate changes in plantar foot pressures distribution due to period of working and due to stretching exercises of the posterior muscular chain. Methods . In this transversal study, all participants were submitted to baropodometric evaluation at two different times: before and after the working period and before and after stretching the muscles of the posterior chain. Results . We analyzed a total of 54 feet of 27 participants. After the working period, there was an average increase in the forefoot pressure of 0.16 Kgf/cm 2 and an average decrease in the hindfoot pressure of 0.17 Kgf/cm 2 . After stretching the posterior muscular chain, the average increase in the forefoot pressure was 0.56 Kgf/cm 2 and the hindfoot average pressure decrease was 0.56 Kgf/cm 2 . These changes were not statistically significant. Discussion . It was reported that the strength of the Achilles tendon generates greater forefoot load transferred from the hindfoot. In our study, no significant variation in the distribution of plantar pressure was observed. It can be inferred that baropodometry was a reliable instrument to determine the plantar pressure, regardless of the tension of the posterior chain muscles.
Constraining Future Sea Level Rise Estimates from the Amundsen Sea Embayment, West Antarctica
NASA Astrophysics Data System (ADS)
Nias, I.; Cornford, S. L.; Edwards, T.; Gourmelen, N.; Payne, A. J.
2016-12-01
The Amundsen Sea Embayment (ASE) is the primary source of mass loss from the West Antarctic Ice Sheet. The catchment is particularly susceptible to grounding line retreat, because the ice sheet is grounded on bedrock that is below sea level and deepening towards its interior. Mass loss from the ASE ice streams, which include Pine Island, Thwaites and Smith glaciers, is a major uncertainty on future sea level rise, and understanding the dynamics of these ice streams is essential to constraining this uncertainty. The aim of this study is to construct a distribution of future ASE sea level contributions from an ensemble of ice sheet model simulations and observations of surface elevation change. A 284 member ensemble was performed using BISICLES, a vertically-integrated ice flow model with adaptive mesh refinement. Within the ensemble parameters associated with basal traction, ice rheology and sub-shelf melt rate were perturbed, and the effect of bed topography and sliding law were also investigated. Initially each configuration was run to 50 model years. Satellite observations of surface height change were then used within a Bayesian framework to assign likelihoods to each ensemble member. Simulations that better reproduced the current thinning patterns across the catchment were given a higher score. The resulting posterior distribution of sea level contributions is narrower than the prior distribution, although the central estimates of sea level rise are similar between the prior and posterior. The most extreme simulations were eliminated and the remaining ensemble members were extended to 200 years, using a simple melt rate forcing.
Variational Gaussian approximation for Poisson data
NASA Astrophysics Data System (ADS)
Arridge, Simon R.; Ito, Kazufumi; Jin, Bangti; Zhang, Chen
2018-02-01
The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the posterior distribution arising from the Poisson model with a Gaussian prior. This is achieved by seeking an optimal Gaussian distribution minimizing the Kullback-Leibler divergence from the posterior distribution to the approximation, or equivalently maximizing the lower bound for the model evidence. We derive an explicit expression for the lower bound, and show the existence and uniqueness of the optimal Gaussian approximation. The lower bound functional can be viewed as a variant of classical Tikhonov regularization that penalizes also the covariance. Then we develop an efficient alternating direction maximization algorithm for solving the optimization problem, and analyze its convergence. We discuss strategies for reducing the computational complexity via low rank structure of the forward operator and the sparsity of the covariance. Further, as an application of the lower bound, we discuss hierarchical Bayesian modeling for selecting the hyperparameter in the prior distribution, and propose a monotonically convergent algorithm for determining the hyperparameter. We present extensive numerical experiments to illustrate the Gaussian approximation and the algorithms.
Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno
2016-01-01
Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision. PMID:27303323
NASA Astrophysics Data System (ADS)
Zaib Jadoon, Khan; Umer Altaf, Muhammad; McCabe, Matthew Francis; Hoteit, Ibrahim; Muhammad, Nisar; Moghadas, Davood; Weihermüller, Lutz
2017-10-01
A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In MCMC the posterior distribution is computed using Bayes' rule. The electromagnetic forward model based on the full solution of Maxwell's equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD Mini-Explorer. Uncertainty in the parameters for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness as compared to layers electrical conductivity are not very informative and are therefore difficult to resolve. Application of the proposed MCMC-based inversion to field measurements in a drip irrigation system demonstrates that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provides useful insight about parameter uncertainty for the assessment of the model outputs.
Alderman, Phillip D.; Stanfill, Bryan
2016-10-06
Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less
Analysis of the spatial distribution of prostate cancer obtained from histopathological images
NASA Astrophysics Data System (ADS)
Diaz, Kristians; Castaneda, Benjamin; Montero, Maria Luisa; Yao, Jorge; Joseph, Jean; Rubens, Deborah; Parker, Kevin J.
2013-03-01
Understanding the spatial distribution of prostate cancer and how it changes according to prostate specific antigen (PSA) values, Gleason score, and other clinical parameters may help comprehend the disease and increase the overall success rate of biopsies. This work aims to build 3D spatial distributions of prostate cancer and examine the extent and location of cancer as a function of independent clinical parameters. The border of the gland and cancerous regions from wholemount histopathological images are used to reconstruct 3D models showing the localization of tumor. This process utilizes color segmentation and interpolation based on mathematical morphological distance. 58 glands are deformed into one prostate atlas using a combination of rigid, affine, and b-spline deformable registration techniques. Spatial distribution is developed by counting the number of occurrences in a given position in 3D space from each registered prostate cancer. Finally a difference between proportions is used to compare different spatial distributions. Results show that prostate cancer has a significant difference (SD) in the right zone of the prostate between populations with PSA greater and less than 5ng/ml. Age does not have any impact in the spatial distribution of the disease. Positive and negative capsule-penetrated cases show a SD in the right posterior zone. There is SD in almost all the glands between cases with tumors larger and smaller than 10% of the whole prostate. A larger database is needed to improve the statistical validity of the test. Finally, information from whole-mount histopathological images may provide better insight into prostate cancer.
The Joker: A Custom Monte Carlo Sampler for Binary-star and Exoplanet Radial Velocity Data
NASA Astrophysics Data System (ADS)
Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter
2017-03-01
Given sparse or low-quality radial velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and Markov chain Monte Carlo (MCMC) posterior sampling over the orbital parameters. Here we create a custom Monte Carlo sampler for sparse or noisy radial velocity measurements of two-body systems that can produce posterior samples for orbital parameters even when the likelihood function is poorly behaved. The six standard orbital parameters for a binary system can be split into four nonlinear parameters (period, eccentricity, argument of pericenter, phase) and two linear parameters (velocity amplitude, barycenter velocity). We capitalize on this by building a sampling method in which we densely sample the prior probability density function (pdf) in the nonlinear parameters and perform rejection sampling using a likelihood function marginalized over the linear parameters. With sparse or uninformative data, the sampling obtained by this rejection sampling is generally multimodal and dense. With informative data, the sampling becomes effectively unimodal but too sparse: in these cases we follow the rejection sampling with standard MCMC. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still informative and can be used in hierarchical (population) modeling. We give some examples that show how the posterior pdf depends sensitively on the number and time coverage of the observations and their uncertainties.
Jacob, Benjamin G; Griffith, Daniel A; Muturi, Ephantus J; Caamano, Erick X; Githure, John I; Novak, Robert J
2009-01-01
Background Autoregressive regression coefficients for Anopheles arabiensis aquatic habitat models are usually assessed using global error techniques and are reported as error covariance matrices. A global statistic, however, will summarize error estimates from multiple habitat locations. This makes it difficult to identify where there are clusters of An. arabiensis aquatic habitats of acceptable prediction. It is therefore useful to conduct some form of spatial error analysis to detect clusters of An. arabiensis aquatic habitats based on uncertainty residuals from individual sampled habitats. In this research, a method of error estimation for spatial simulation models was demonstrated using autocorrelation indices and eigenfunction spatial filters to distinguish among the effects of parameter uncertainty on a stochastic simulation of ecological sampled Anopheles aquatic habitat covariates. A test for diagnostic checking error residuals in an An. arabiensis aquatic habitat model may enable intervention efforts targeting productive habitats clusters, based on larval/pupal productivity, by using the asymptotic distribution of parameter estimates from a residual autocovariance matrix. The models considered in this research extends a normal regression analysis previously considered in the literature. Methods Field and remote-sampled data were collected during July 2006 to December 2007 in Karima rice-village complex in Mwea, Kenya. SAS 9.1.4® was used to explore univariate statistics, correlations, distributions, and to generate global autocorrelation statistics from the ecological sampled datasets. A local autocorrelation index was also generated using spatial covariance parameters (i.e., Moran's Indices) in a SAS/GIS® database. The Moran's statistic was decomposed into orthogonal and uncorrelated synthetic map pattern components using a Poisson model with a gamma-distributed mean (i.e. negative binomial regression). The eigenfunction values from the spatial configuration matrices were then used to define expectations for prior distributions using a Markov chain Monte Carlo (MCMC) algorithm. A set of posterior means were defined in WinBUGS 1.4.3®. After the model had converged, samples from the conditional distributions were used to summarize the posterior distribution of the parameters. Thereafter, a spatial residual trend analyses was used to evaluate variance uncertainty propagation in the model using an autocovariance error matrix. Results By specifying coefficient estimates in a Bayesian framework, the covariate number of tillers was found to be a significant predictor, positively associated with An. arabiensis aquatic habitats. The spatial filter models accounted for approximately 19% redundant locational information in the ecological sampled An. arabiensis aquatic habitat data. In the residual error estimation model there was significant positive autocorrelation (i.e., clustering of habitats in geographic space) based on log-transformed larval/pupal data and the sampled covariate depth of habitat. Conclusion An autocorrelation error covariance matrix and a spatial filter analyses can prioritize mosquito control strategies by providing a computationally attractive and feasible description of variance uncertainty estimates for correctly identifying clusters of prolific An. arabiensis aquatic habitats based on larval/pupal productivity. PMID:19772590
A Bayesian approach to tracking patients having changing pharmacokinetic parameters
NASA Technical Reports Server (NTRS)
Bayard, David S.; Jelliffe, Roger W.
2004-01-01
This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.
Black, Andrew J.; Ross, Joshua V.
2013-01-01
The clinical serial interval of an infectious disease is the time between date of symptom onset in an index case and the date of symptom onset in one of its secondary cases. It is a quantity which is commonly collected during a pandemic and is of fundamental importance to public health policy and mathematical modelling. In this paper we present a novel method for calculating the serial interval distribution for a Markovian model of household transmission dynamics. This allows the use of Bayesian MCMC methods, with explicit evaluation of the likelihood, to fit to serial interval data and infer parameters of the underlying model. We use simulated and real data to verify the accuracy of our methodology and illustrate the importance of accounting for household size. The output of our approach can be used to produce posterior distributions of population level epidemic characteristics. PMID:24023679
Probabilistic Cosmological Mass Mapping from Weak Lensing Shear
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schneider, M. D.; Dawson, W. A.; Ng, K. Y.
2017-04-10
We infer gravitational lensing shear and convergence fields from galaxy ellipticity catalogs under a spatial process prior for the lensing potential. We demonstrate the performance of our algorithm with simulated Gaussian-distributed cosmological lensing shear maps and a reconstruction of the mass distribution of the merging galaxy cluster Abell 781 using galaxy ellipticities measured with the Deep Lens Survey. Given interim posterior samples of lensing shear or convergence fields on the sky, we describe an algorithm to infer cosmological parameters via lens field marginalization. In the most general formulation of our algorithm we make no assumptions about weak shear or Gaussian-distributedmore » shape noise or shears. Because we require solutions and matrix determinants of a linear system of dimension that scales with the number of galaxies, we expect our algorithm to require parallel high-performance computing resources for application to ongoing wide field lensing surveys.« less
Bayesian analysis of Jolly-Seber type models
Matechou, Eleni; Nicholls, Geoff K.; Morgan, Byron J. T.; Collazo, Jaime A.; Lyons, James E.
2016-01-01
We propose the use of finite mixtures of continuous distributions in modelling the process by which new individuals, that arrive in groups, become part of a wildlife population. We demonstrate this approach using a data set of migrating semipalmated sandpipers (Calidris pussila) for which we extend existing stopover models to allow for individuals to have different behaviour in terms of their stopover duration at the site. We demonstrate the use of reversible jump MCMC methods to derive posterior distributions for the model parameters and the models, simultaneously. The algorithm moves between models with different numbers of arrival groups as well as between models with different numbers of behavioural groups. The approach is shown to provide new ecological insights about the stopover behaviour of semipalmated sandpipers but is generally applicable to any population in which animals arrive in groups and potentially exhibit heterogeneity in terms of one or more other processes.
Information-Based Analysis of Data Assimilation (Invited)
NASA Astrophysics Data System (ADS)
Nearing, G. S.; Gupta, H. V.; Crow, W. T.; Gong, W.
2013-12-01
Data assimilation is defined as the Bayesian conditioning of uncertain model simulations on observations for the purpose of reducing uncertainty about model states. Practical data assimilation methods make the application of Bayes' law tractable either by employing assumptions about the prior, posterior and likelihood distributions (e.g., the Kalman family of filters) or by using resampling methods (e.g., bootstrap filter). We propose to quantify the efficiency of these approximations in an OSSE setting using information theory and, in an OSSE or real-world validation setting, to measure the amount - and more importantly, the quality - of information extracted from observations during data assimilation. To analyze DA assumptions, uncertainty is quantified as the Shannon-type entropy of a discretized probability distribution. The maximum amount of information that can be extracted from observations about model states is the mutual information between states and observations, which is equal to the reduction in entropy in our estimate of the state due to Bayesian filtering. The difference between this potential and the actual reduction in entropy due to Kalman (or other type of) filtering measures the inefficiency of the filter assumptions. Residual uncertainty in DA posterior state estimates can be attributed to three sources: (i) non-injectivity of the observation operator, (ii) noise in the observations, and (iii) filter approximations. The contribution of each of these sources is measurable in an OSSE setting. The amount of information extracted from observations by data assimilation (or system identification, including parameter estimation) can also be measured by Shannon's theory. Since practical filters are approximations of Bayes' law, it is important to know whether the information that is extracted form observations by a filter is reliable. We define information as either good or bad, and propose to measure these two types of information using partial Kullback-Leibler divergences. Defined this way, good and bad information sum to total information. This segregation of information into good and bad components requires a validation target distribution; in a DA OSSE setting, this can be the true Bayesian posterior, but in a real-world setting the validation target might be determined by a set of in situ observations.
Regression without truth with Markov chain Monte-Carlo
NASA Astrophysics Data System (ADS)
Madan, Hennadii; Pernuš, Franjo; Likar, Boštjan; Å piclin, Žiga
2017-03-01
Regression without truth (RWT) is a statistical technique for estimating error model parameters of each method in a group of methods used for measurement of a certain quantity. A very attractive aspect of RWT is that it does not rely on a reference method or "gold standard" data, which is otherwise difficult RWT was used for a reference-free performance comparison of several methods for measuring left ventricular ejection fraction (EF), i.e. a percentage of blood leaving the ventricle each time the heart contracts, and has since been applied for various other quantitative imaging biomarkerss (QIBs). Herein, we show how Markov chain Monte-Carlo (MCMC), a computational technique for drawing samples from a statistical distribution with probability density function known only up to a normalizing coefficient, can be used to augment RWT to gain a number of important benefits compared to the original approach based on iterative optimization. For instance, the proposed MCMC-based RWT enables the estimation of joint posterior distribution of the parameters of the error model, straightforward quantification of uncertainty of the estimates, estimation of true value of the measurand and corresponding credible intervals (CIs), does not require a finite support for prior distribution of the measureand generally has a much improved robustness against convergence to non-global maxima. The proposed approach is validated using synthetic data that emulate the EF data for 45 patients measured with 8 different methods. The obtained results show that 90% CI of the corresponding parameter estimates contain the true values of all error model parameters and the measurand. A potential real-world application is to take measurements of a certain QIB several different methods and then use the proposed framework to compute the estimates of the true values and their uncertainty, a vital information for diagnosis based on QIB.
NASA Astrophysics Data System (ADS)
Yee, Eugene
2007-04-01
Although a great deal of research effort has been focused on the forward prediction of the dispersion of contaminants (e.g., chemical and biological warfare agents) released into the turbulent atmosphere, much less work has been directed toward the inverse prediction of agent source location and strength from the measured concentration, even though the importance of this problem for a number of practical applications is obvious. In general, the inverse problem of source reconstruction is ill-posed and unsolvable without additional information. It is demonstrated that a Bayesian probabilistic inferential framework provides a natural and logically consistent method for source reconstruction from a limited number of noisy concentration data. In particular, the Bayesian approach permits one to incorporate prior knowledge about the source as well as additional information regarding both model and data errors. The latter enables a rigorous determination of the uncertainty in the inference of the source parameters (e.g., spatial location, emission rate, release time, etc.), hence extending the potential of the methodology as a tool for quantitative source reconstruction. A model (or, source-receptor relationship) that relates the source distribution to the concentration data measured by a number of sensors is formulated, and Bayesian probability theory is used to derive the posterior probability density function of the source parameters. A computationally efficient methodology for determination of the likelihood function for the problem, based on an adjoint representation of the source-receptor relationship, is described. Furthermore, we describe the application of efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) for sampling from the posterior distribution of the source parameters, the latter of which is required to undertake the Bayesian computation. The Bayesian inferential methodology for source reconstruction is validated against real dispersion data for two cases involving contaminant dispersion in highly disturbed flows over urban and complex environments where the idealizations of horizontal homogeneity and/or temporal stationarity in the flow cannot be applied to simplify the problem. Furthermore, the methodology is applied to the case of reconstruction of multiple sources.
Gaussian functional regression for output prediction: Model assimilation and experimental design
NASA Astrophysics Data System (ADS)
Nguyen, N. C.; Peraire, J.
2016-03-01
In this paper, we introduce a Gaussian functional regression (GFR) technique that integrates multi-fidelity models with model reduction to efficiently predict the input-output relationship of a high-fidelity model. The GFR method combines the high-fidelity model with a low-fidelity model to provide an estimate of the output of the high-fidelity model in the form of a posterior distribution that can characterize uncertainty in the prediction. A reduced basis approximation is constructed upon the low-fidelity model and incorporated into the GFR method to yield an inexpensive posterior distribution of the output estimate. As this posterior distribution depends crucially on a set of training inputs at which the high-fidelity models are simulated, we develop a greedy sampling algorithm to select the training inputs. Our approach results in an output prediction model that inherits the fidelity of the high-fidelity model and has the computational complexity of the reduced basis approximation. Numerical results are presented to demonstrate the proposed approach.
Fukuda, Shinichi; Beheregaray, Simone; Hoshi, Sujin; Yamanari, Masahiro; Lim, Yiheng; Hiraoka, Takahiro; Yasuno, Yoshiaki; Oshika, Tetsuro
2013-12-01
To evaluate the ability of parameters measured by three-dimensional (3D) corneal and anterior segment optical coherence tomography (CAS-OCT) and a rotating Scheimpflug camera combined with a Placido topography system (Scheimpflug camera with topography) to discriminate between normal eyes and forme fruste keratoconus. Forty-eight eyes of 48 patients with keratoconus, 25 eyes of 25 patients with forme fruste keratoconus and 128 eyes of 128 normal subjects were evaluated. Anterior and posterior keratometric parameters (steep K, flat K, average K), elevation, topographic parameters, regular and irregular astigmatism (spherical, asymmetry, regular and higher-order astigmatism) and five pachymetric parameters (minimum, minimum-median, inferior-superior, inferotemporal-superonasal, vertical thinnest location of the cornea) were measured using 3D CAS-OCT and a Scheimpflug camera with topography. The area under the receiver operating curve (AUROC) was calculated to assess the discrimination ability. Compatibility and repeatability of both devices were evaluated. Posterior surface elevation showed higher AUROC values in discrimination analysis of forme fruste keratoconus using both devices. Both instruments showed significant linear correlations (p<0.05, Pearson's correlation coefficient) and good repeatability (ICCs: 0.885-0.999) for normal and forme fruste keratoconus. Posterior elevation was the best discrimination parameter for forme fruste keratoconus. Both instruments presented good correlation and repeatability for this condition.
Asymptotic approximations to posterior distributions via conditional moment equations
Yee, J.L.; Johnson, W.O.; Samaniego, F.J.
2002-01-01
We consider asymptotic approximations to joint posterior distributions in situations where the full conditional distributions referred to in Gibbs sampling are asymptotically normal. Our development focuses on problems where data augmentation facilitates simpler calculations, but results hold more generally. Asymptotic mean vectors are obtained as simultaneous solutions to fixed point equations that arise naturally in the development. Asymptotic covariance matrices flow naturally from the work of Arnold & Press (1989) and involve the conditional asymptotic covariance matrices and first derivative matrices for conditional mean functions. When the fixed point equations admit an analytical solution, explicit formulae are subsequently obtained for the covariance structure of the joint limiting distribution, which may shed light on the use of the given statistical model. Two illustrations are given. ?? 2002 Biometrika Trust.
Coincident Detection Significance in Multimessenger Astronomy
NASA Astrophysics Data System (ADS)
Ashton, G.; Burns, E.; Dal Canton, T.; Dent, T.; Eggenstein, H.-B.; Nielsen, A. B.; Prix, R.; Was, M.; Zhu, S. J.
2018-06-01
We derive a Bayesian criterion for assessing whether signals observed in two separate data sets originate from a common source. The Bayes factor for a common versus unrelated origin of signals includes an overlap integral of the posterior distributions over the common-source parameters. Focusing on multimessenger gravitational-wave astronomy, we apply the method to the spatial and temporal association of independent gravitational-wave and electromagnetic (or neutrino) observations. As an example, we consider the coincidence between the recently discovered gravitational-wave signal GW170817 from a binary neutron star merger and the gamma-ray burst GRB 170817A: we find that the common-source model is enormously favored over a model describing them as unrelated signals.
Bayesian Community Detection in the Space of Group-Level Functional Differences
Venkataraman, Archana; Yang, Daniel Y.-J.; Pelphrey, Kevin A.; Duncan, James S.
2017-01-01
We propose a unified Bayesian framework to detect both hyper- and hypo-active communities within whole-brain fMRI data. Specifically, our model identifies dense subgraphs that exhibit population-level differences in functional synchrony between a control and clinical group. We derive a variational EM algorithm to solve for the latent posterior distributions and parameter estimates, which subsequently inform us about the afflicted network topology. We demonstrate that our method provides valuable insights into the neural mechanisms underlying social dysfunction in autism, as verified by the Neurosynth meta-analytic database. In contrast, both univariate testing and community detection via recursive edge elimination fail to identify stable functional communities associated with the disorder. PMID:26955022
Bayesian Community Detection in the Space of Group-Level Functional Differences.
Venkataraman, Archana; Yang, Daniel Y-J; Pelphrey, Kevin A; Duncan, James S
2016-08-01
We propose a unified Bayesian framework to detect both hyper- and hypo-active communities within whole-brain fMRI data. Specifically, our model identifies dense subgraphs that exhibit population-level differences in functional synchrony between a control and clinical group. We derive a variational EM algorithm to solve for the latent posterior distributions and parameter estimates, which subsequently inform us about the afflicted network topology. We demonstrate that our method provides valuable insights into the neural mechanisms underlying social dysfunction in autism, as verified by the Neurosynth meta-analytic database. In contrast, both univariate testing and community detection via recursive edge elimination fail to identify stable functional communities associated with the disorder.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Carter, Faustin Wirkus; Khaire, Trupti S.; Novosad, Valentyn
We present "scraps" (SuperConducting Analysis and Plotting Software), a Python package designed to aid in the analysis and visualization of large amounts of superconducting resonator data, specifically complex transmission as a function of frequency, acquired at many different temperatures and driving powers. The package includes a least-squares fitting engine as well as a Monte-Carlo Markov Chain sampler for sampling the posterior distribution given priors, marginalizing over nuisance parameters, and estimating covariances. A set of plotting tools for generating publication-quality figures is also provided in the package. Lastly, we discuss the functionality of the software and provide some examples of itsmore » utility on data collected from a niobium-nitride coplanar waveguide resonator fabricated at Argonne National Laboratory.« less
Bobb, Jennifer F; Dominici, Francesca; Peng, Roger D
2011-12-01
Estimating the risks heat waves pose to human health is a critical part of assessing the future impact of climate change. In this article, we propose a flexible class of time series models to estimate the relative risk of mortality associated with heat waves and conduct Bayesian model averaging (BMA) to account for the multiplicity of potential models. Applying these methods to data from 105 U.S. cities for the period 1987-2005, we identify those cities having a high posterior probability of increased mortality risk during heat waves, examine the heterogeneity of the posterior distributions of mortality risk across cities, assess sensitivity of the results to the selection of prior distributions, and compare our BMA results to a model selection approach. Our results show that no single model best predicts risk across the majority of cities, and that for some cities heat-wave risk estimation is sensitive to model choice. Although model averaging leads to posterior distributions with increased variance as compared to statistical inference conditional on a model obtained through model selection, we find that the posterior mean of heat wave mortality risk is robust to accounting for model uncertainty over a broad class of models. © 2011, The International Biometric Society.
A Bayesian hierarchical model with novel prior specifications for estimating HIV testing rates.
An, Qian; Kang, Jian; Song, Ruiguang; Hall, H Irene
2016-04-30
Human immunodeficiency virus (HIV) infection is a severe infectious disease actively spreading globally, and acquired immunodeficiency syndrome (AIDS) is an advanced stage of HIV infection. The HIV testing rate, that is, the probability that an AIDS-free HIV infected person seeks a test for HIV during a particular time interval, given no previous positive test has been obtained prior to the start of the time, is an important parameter for public health. In this paper, we propose a Bayesian hierarchical model with two levels of hierarchy to estimate the HIV testing rate using annual AIDS and AIDS-free HIV diagnoses data. At level one, we model the latent number of HIV infections for each year using a Poisson distribution with the intensity parameter representing the HIV incidence rate. At level two, the annual numbers of AIDS and AIDS-free HIV diagnosed cases and all undiagnosed cases stratified by the HIV infections at different years are modeled using a multinomial distribution with parameters including the HIV testing rate. We propose a new class of priors for the HIV incidence rate and HIV testing rate taking into account the temporal dependence of these parameters to improve the estimation accuracy. We develop an efficient posterior computation algorithm based on the adaptive rejection metropolis sampling technique. We demonstrate our model using simulation studies and the analysis of the national HIV surveillance data in the USA. Copyright © 2015 John Wiley & Sons, Ltd.
Embedding the results of focussed Bayesian fusion into a global context
NASA Astrophysics Data System (ADS)
Sander, Jennifer; Heizmann, Michael
2014-05-01
Bayesian statistics offers a well-founded and powerful fusion methodology also for the fusion of heterogeneous information sources. However, except in special cases, the needed posterior distribution is not analytically derivable. As consequence, Bayesian fusion may cause unacceptably high computational and storage costs in practice. Local Bayesian fusion approaches aim at reducing the complexity of the Bayesian fusion methodology significantly. This is done by concentrating the actual Bayesian fusion on the potentially most task relevant parts of the domain of the Properties of Interest. Our research on these approaches is motivated by an analogy to criminal investigations where criminalists pursue clues also only locally. This publication follows previous publications on a special local Bayesian fusion technique called focussed Bayesian fusion. Here, the actual calculation of the posterior distribution gets completely restricted to a suitably chosen local context. By this, the global posterior distribution is not completely determined. Strategies for using the results of a focussed Bayesian analysis appropriately are needed. In this publication, we primarily contrast different ways of embedding the results of focussed Bayesian fusion explicitly into a global context. To obtain a unique global posterior distribution, we analyze the application of the Maximum Entropy Principle that has been shown to be successfully applicable in metrology and in different other areas. To address the special need for making further decisions subsequently to the actual fusion task, we further analyze criteria for decision making under partial information.
ERIC Educational Resources Information Center
Hoijtink, Herbert; Molenaar, Ivo W.
1997-01-01
This paper shows that a certain class of constrained latent class models may be interpreted as a special case of nonparametric multidimensional item response models. Parameters of this latent class model are estimated using an application of the Gibbs sampler, and model fit is investigated using posterior predictive checks. (SLD)
A new Bayesian Earthquake Analysis Tool (BEAT)
NASA Astrophysics Data System (ADS)
Vasyura-Bathke, Hannes; Dutta, Rishabh; Jónsson, Sigurjón; Mai, Martin
2017-04-01
Modern earthquake source estimation studies increasingly use non-linear optimization strategies to estimate kinematic rupture parameters, often considering geodetic and seismic data jointly. However, the optimization process is complex and consists of several steps that need to be followed in the earthquake parameter estimation procedure. These include pre-describing or modeling the fault geometry, calculating the Green's Functions (often assuming a layered elastic half-space), and estimating the distributed final slip and possibly other kinematic source parameters. Recently, Bayesian inference has become popular for estimating posterior distributions of earthquake source model parameters given measured/estimated/assumed data and model uncertainties. For instance, some research groups consider uncertainties of the layered medium and propagate these to the source parameter uncertainties. Other groups make use of informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed that efficiently explore the often high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational demands of these methods are high and estimation codes are rarely distributed along with the published results. Even if codes are made available, it is often difficult to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in earthquake source estimations, we undertook the effort of producing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package is build on top of the pyrocko seismological toolbox (www.pyrocko.org) and makes use of the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat) and we encourage and solicit contributions to the project. In this contribution, we present our strategy for developing BEAT, show application examples, and discuss future developments.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Seco, J; Giantsoudi, D; Eaton, BR
Purpose: To investigate the trade-off between vertebral column sparing and thecal-sac target coverage in craniospinal irradiation (CSI) of pediatric patients treated with passive-scattering (PS) and intensity modulated (IMPT) proton therapy. Methods: We selected 2 pediatric patients treated with PS CSI for medulloblastoma. Spinal irradiation was re-planned with IMPT. For all cases, we assumed prescription dose of 23.4 Gy(RBE), with the spinal canal receiving at least 95% of 23.4 Gy(RBE). PS planning was performed using the commercial system XiO. IMPT planning was done using the Astroid planning system. Beam arrangements consisted of (a) PS posterior-anterior (PA) field, PS-PA, (b) IMPT PAmore » field, IMPT-PA, and (c) two posterior oblique IMPT fields, IMPT2 (-35°, 35°). Dose distributions were re-calculated using TOPAS Monte Carlo, along with LET distributions, to investigate LET variations within the target and vertebra anatomy. Variable RBE-weighed dose distributions were also calculated based on a dose and LET-dependent biophysical model. Dosimetric data were compared among the plans for the target volume, spinal cord and adjacent critical organs (thecal-sac and cauda equina). Results: IMPT2 resulted in better sparing of the posterior vertebral column (entrance region posterior to thecal-sac), where planned dose was approximately 6–8Gy(RBE). For IMPT-PA and PS-PA the MC-calculated dose to the posterior vertebral column was, on average, 20Gy and 18Gy respectively. For IMPT2 higher mean-LET (5keV/µm/(g/cm3)) values were observed in anterior vertebral column (beyond the thecal-sac) relative to IMPT-PA and PS-PA, where mean-LET was 3.5keV/µm/(g/cm3) and 2.5keV/µm/(g/cm3) respectively. The higher LET region observed for both IMPT plans was in the distal end of treatment fields, where dose delivered was less 5Gy(RBE). Conclusion: The two-oblique proton beams IMPT2 best spared the spinal column, while reducing the dose to the posterior spinal column from 18–20 to 6–8 Gy(RBE). The best LET distribution was obtained with the PS-PA fields.« less
Uncertainty quantification for constitutive model calibration of brain tissue.
Brewick, Patrick T; Teferra, Kirubel
2018-05-31
The results of a study comparing model calibration techniques for Ogden's constitutive model that describes the hyperelastic behavior of brain tissue are presented. One and two-term Ogden models are fit to two different sets of stress-strain experimental data for brain tissue using both least squares optimization and Bayesian estimation. For the Bayesian estimation, the joint posterior distribution of the constitutive parameters is calculated by employing Hamiltonian Monte Carlo (HMC) sampling, a type of Markov Chain Monte Carlo method. The HMC method is enriched in this work to intrinsically enforce the Drucker stability criterion by formulating a nonlinear parameter constraint function, which ensures the constitutive model produces physically meaningful results. Through application of the nested sampling technique, 95% confidence bounds on the constitutive model parameters are identified, and these bounds are then propagated through the constitutive model to produce the resultant bounds on the stress-strain response. The behavior of the model calibration procedures and the effect of the characteristics of the experimental data are extensively evaluated. It is demonstrated that increasing model complexity (i.e., adding an additional term in the Ogden model) improves the accuracy of the best-fit set of parameters while also increasing the uncertainty via the widening of the confidence bounds of the calibrated parameters. Despite some similarity between the two data sets, the resulting distributions are noticeably different, highlighting the sensitivity of the calibration procedures to the characteristics of the data. For example, the amount of uncertainty reported on the experimental data plays an essential role in how data points are weighted during the calibration, and this significantly affects how the parameters are calibrated when combining experimental data sets from disparate sources. Published by Elsevier Ltd.
Revised Stellar Properties of Kepler Targets for the Q1-17 (DR25) Transit Detection Run
NASA Astrophysics Data System (ADS)
Mathur, Savita; Huber, Daniel; Batalha, Natalie M.; Ciardi, David R.; Bastien, Fabienne A.; Bieryla, Allyson; Buchhave, Lars A.; Cochran, William D.; Endl, Michael; Esquerdo, Gilbert A.; Furlan, Elise; Howard, Andrew; Howell, Steve B.; Isaacson, Howard; Latham, David W.; MacQueen, Phillip J.; Silva, David R.
2017-04-01
The determination of exoplanet properties and occurrence rates using Kepler data critically depends on our knowledge of the fundamental properties (such as temperature, radius, and mass) of the observed stars. We present revised stellar properties for 197,096 Kepler targets observed between Quarters 1–17 (Q1-17), which were used for the final transiting planet search run by the Kepler Mission (Data Release 25, DR25). Similar to the Q1–16 catalog by Huber et al., the classifications are based on conditioning published atmospheric parameters on a grid of Dartmouth isochrones, with significant improvements in the adopted method and over 29,000 new sources for temperatures, surface gravities, or metallicities. In addition to fundamental stellar properties, the new catalog also includes distances and extinctions, and we provide posterior samples for each stellar parameter of each star. Typical uncertainties are ∼27% in radius, ∼17% in mass, and ∼51% in density, which is somewhat smaller than previous catalogs because of the larger number of improved {log}g constraints and the inclusion of isochrone weighting when deriving stellar posterior distributions. On average, the catalog includes a significantly larger number of evolved solar-type stars, with an increase of 43.5% in the number of subgiants. We discuss the overall changes of radii and masses of Kepler targets as a function of spectral type, with a particular focus on exoplanet host stars.
Bayesian Analysis of Evolutionary Divergence with Genomic Data under Diverse Demographic Models.
Chung, Yujin; Hey, Jody
2017-06-01
We present a new Bayesian method for estimating demographic and phylogenetic history using population genomic data. Several key innovations are introduced that allow the study of diverse models within an Isolation-with-Migration framework. The new method implements a 2-step analysis, with an initial Markov chain Monte Carlo (MCMC) phase that samples simple coalescent trees, followed by the calculation of the joint posterior density for the parameters of a demographic model. In step 1, the MCMC sampling phase, the method uses a reduced state space, consisting of coalescent trees without migration paths, and a simple importance sampling distribution without the demography of interest. Once obtained, a single sample of trees can be used in step 2 to calculate the joint posterior density for model parameters under multiple diverse demographic models, without having to repeat MCMC runs. Because migration paths are not included in the state space of the MCMC phase, but rather are handled by analytic integration in step 2 of the analysis, the method is scalable to a large number of loci with excellent MCMC mixing properties. With an implementation of the new method in the computer program MIST, we demonstrate the method's accuracy, scalability, and other advantages using simulated data and DNA sequences of two common chimpanzee subspecies: Pan troglodytes (P. t.) troglodytes and P. t. verus. © The Author 2017. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
NASA Astrophysics Data System (ADS)
Pasyanos, Michael E.; Franz, Gregory A.; Ramirez, Abelardo L.
2006-03-01
In an effort to build seismic models that are the most consistent with multiple data sets we have applied a new probabilistic inverse technique. This method uses a Markov chain Monte Carlo (MCMC) algorithm to sample models from a prior distribution and test them against multiple data types to generate a posterior distribution. While computationally expensive, this approach has several advantages over deterministic models, notably the seamless reconciliation of different data types that constrain the model, the proper handling of both data and model uncertainties, and the ability to easily incorporate a variety of prior information, all in a straightforward, natural fashion. A real advantage of the technique is that it provides a more complete picture of the solution space. By mapping out the posterior probability density function, we can avoid simplistic assumptions about the model space and allow alternative solutions to be identified, compared, and ranked. Here we use this method to determine the crust and upper mantle structure of the Yellow Sea and Korean Peninsula region. The model is parameterized as a series of seven layers in a regular latitude-longitude grid, each of which is characterized by thickness and seismic parameters (Vp, Vs, and density). We use surface wave dispersion and body wave traveltime data to drive the model. We find that when properly tuned (i.e., the Markov chains have had adequate time to fully sample the model space and the inversion has converged), the technique behaves as expected. The posterior model reflects the prior information at the edge of the model where there is little or no data to constrain adjustments, but the range of acceptable models is significantly reduced in data-rich regions, producing values of sediment thickness, crustal thickness, and upper mantle velocities consistent with expectations based on knowledge of the regional tectonic setting.
NASA Astrophysics Data System (ADS)
Baker, Ben; Stachnik, Joshua; Rozhkov, Mikhail
2017-04-01
International Data Center is required to conduct expert technical analysis and special studies to improve event parameters and assist State Parties in identifying the source of specific event according to the protocol to the Protocol to the Comprehensive Nuclear Test Ban Treaty. Determination of seismic event source mechanism and its depth is closely related to these tasks. It is typically done through a strategic linearized inversion of the waveforms for a complete or subset of source parameters, or similarly defined grid search through precomputed Greens Functions created for particular source models. In this presentation we demonstrate preliminary results obtained with the latter approach from an improved software design. In this development we tried to be compliant with different modes of CTBT monitoring regime and cover wide range of source-receiver distances (regional to teleseismic), resolve shallow source depths, provide full moment tensor solution based on body and surface waves recordings, be fast to satisfy both on-demand studies and automatic processing and properly incorporate observed waveforms and any uncertainties a priori as well as accurately estimate posteriori uncertainties. Posterior distributions of moment tensor parameters show narrow peaks where a significant number of reliable surface wave observations are available. For earthquake examples, fault orientation (strike, dip, and rake) posterior distributions also provide results consistent with published catalogues. Inclusion of observations on horizontal components will provide further constraints. In addition, the calculation of teleseismic P wave Green's Functions are improved through prior analysis to determine an appropriate attenuation parameter for each source-receiver path. Implemented HDF5 based Green's Functions pre-packaging allows much greater flexibility in utilizing different software packages and methods for computation. Further additions will have the rapid use of Instaseis/AXISEM full waveform synthetics added to a pre-computed GF archive. Along with traditional post processing analysis of waveform misfits through several objective functions and variance reduction, we follow a probabilistic approach to assess the robustness of moment tensor solution. In a course of this project full moment tensor and depth estimates are determined for DPRK events and shallow earthquakes using a new implementation of teleseismic P waves waveform fitting. A full grid search over the entire moment tensor space is used to appropriately sample all possible solutions. A recent method by Tape & Tape (2012) to discretize the complete moment tensor space from a geometric perspective is used. Probabilistic uncertainty estimates on the moment tensor parameters provide robustness to solution.
Probing Quark-Gluon-Plasma properties with a Bayesian model-to-data comparison
NASA Astrophysics Data System (ADS)
Cai, Tianji; Bernhard, Jonah; Ke, Weiyao; Bass, Steffen; Duke QCD Group Team
2016-09-01
Experiments at RHIC and LHC study a special state of matter called the Quark Gluon Plasma (QGP), where quarks and gluons roam freely, by colliding relativistic heavy-ions. Given the transitory nature of the QGP, its properties can only be explored by comparing computational models of its formation and evolution to experimental data. The models fall, roughly speaking, under two categories-those solely using relativistic viscous hydrodynamics (pure hydro model) and those that in addition couple to a microscopic Boltzmann transport for the later evolution of the hadronic decay products (hybrid model). Each of these models has multiple parameters that encode the physical properties we want to probe and that need to be calibrated to experimental data, a task which is computationally expensive, but necessary for the knowledge extraction and determination of the models' quality. Our group has developed an analysis technique based on Bayesian Statistics to perform the model calibration and to extract probability distributions for each model parameter. Following the previous work that applies the technique to the hybrid model, we now perform a similar analysis on a pure-hydro model and display the posterior distributions for the same set of model parameters. We also develop a set of criteria to assess the quality of the two models with respect to their ability to describe current experimental data. Funded by Duke University Goldman Sachs Research Fellowship.
Guziński, Maciej; Waszczuk, Łukasz; Sąsiadek, Marek J
2016-10-01
To evaluate head CT protocol developed to improve visibility of the brainstem and cerebellum, lower bone-related artefacts in the posterior fossa and maintain patient radioprotection. A paired comparison of head CT performed without Adaptive Statistical Iterative Reconstruction (ASiR) and a clinically indicated follow-up with 40 % ASiR was acquired in one group of 55 patients. Patients were scanned in the axial mode with different scanner settings for the brain and the posterior fossa. Objective image quality analysis was performed with signal-to-noise ratio (SNR) and contrast-to-noise ratio (CNR). Subjective image quality analysis was based on brain structure visibility and evaluation of the artefacts. We achieved 19 % reduction of total DLP and significantly better image quality of posterior fossa structures. SNR for white and grey matter in the cerebellum were 34 % to 36 % higher, respectively, CNR was improved by 142 % and subjective analyses were better for images with ASiR. When imaging parameters are set independently for the brain and the posterior fossa imaging, ASiR has a great potential to improve CT performance: image quality of the brainstem and cerebellum is improved, and radiation dose for the brain as well as total radiation dose are reduced. •With ASiR it is possible to lower radiation dose or improve image quality •Sequentional imaging allows setting scan parameters for brain and posterior-fossa independently •We improved visibility of brainstem structures and decreased radiation dose •Total radiation dose (DLP) was decreased by 19.
NASA Astrophysics Data System (ADS)
Dumitru, Mircea; Djafari, Ali-Mohammad
2015-01-01
The recent developments in chronobiology need a periodic components variation analysis for the signals expressing the biological rhythms. A precise estimation of the periodic components vector is required. The classical approaches, based on FFT methods, are inefficient considering the particularities of the data (short length). In this paper we propose a new method, using the sparsity prior information (reduced number of non-zero values components). The considered law is the Student-t distribution, viewed as a marginal distribution of a Infinite Gaussian Scale Mixture (IGSM) defined via a hidden variable representing the inverse variances and modelled as a Gamma Distribution. The hyperparameters are modelled using the conjugate priors, i.e. using Inverse Gamma Distributions. The expression of the joint posterior law of the unknown periodic components vector, hidden variables and hyperparameters is obtained and then the unknowns are estimated via Joint Maximum A Posteriori (JMAP) and Posterior Mean (PM). For the PM estimator, the expression of the posterior law is approximated by a separable one, via the Bayesian Variational Approximation (BVA), using the Kullback-Leibler (KL) divergence. Finally we show the results on synthetic data in cancer treatment applications.
Davison, James A
2015-01-01
To present a cause of posterior capsule aspiration and a technique using optimized parameters to prevent it from happening when operating soft cataracts. A prospective list of posterior capsule aspiration cases was kept over 4,062 consecutive cases operated with the Alcon CENTURION machine and Balanced Tip. Video analysis of one case of posterior capsule aspiration was accomplished. A surgical technique was developed using empirically derived machine parameters and customized setting-selection procedure step toolbar to reduce the pace of aspiration of soft nuclear quadrants in order to prevent capsule aspiration. Two cases out of 3,238 experienced posterior capsule aspiration before use of the soft quadrant technique. Video analysis showed an attractive vortex effect with capsule aspiration occurring in 1/5 of a second. A soft quadrant removal setting was empirically derived which had a slower pace and seemed more controlled with no capsule aspiration occurring in the subsequent 824 cases. The setting featured simultaneous linear control from zero to preset maximums for: aspiration flow, 20 mL/min; and vacuum, 400 mmHg, with the addition of torsional tip amplitude up to 20% after the fluidic maximums were achieved. A new setting selection procedure step toolbar was created to increase intraoperative flexibility by providing instantaneous shifting between the soft and normal settings. A technique incorporating a reduced pace for soft quadrant acquisition and aspiration can be accomplished through the use of a dedicated setting of integrated machine parameters. Toolbar placement of the procedure button next to the normal setting procedure button provides the opportunity to instantaneously alternate between the two settings. Simultaneous surgeon control over vacuum, aspiration flow, and torsional tip motion may make removal of soft nuclear quadrants more efficient and safer.
Bayesian functional integral method for inferring continuous data from discrete measurements.
Heuett, William J; Miller, Bernard V; Racette, Susan B; Holloszy, John O; Chow, Carson C; Periwal, Vipul
2012-02-08
Inference of the insulin secretion rate (ISR) from C-peptide measurements as a quantification of pancreatic β-cell function is clinically important in diseases related to reduced insulin sensitivity and insulin action. ISR derived from C-peptide concentration is an example of nonparametric Bayesian model selection where a proposed ISR time-course is considered to be a "model". An inferred value of inaccessible continuous variables from discrete observable data is often problematic in biology and medicine, because it is a priori unclear how robust the inference is to the deletion of data points, and a closely related question, how much smoothness or continuity the data actually support. Predictions weighted by the posterior distribution can be cast as functional integrals as used in statistical field theory. Functional integrals are generally difficult to evaluate, especially for nonanalytic constraints such as positivity of the estimated parameters. We propose a computationally tractable method that uses the exact solution of an associated likelihood function as a prior probability distribution for a Markov-chain Monte Carlo evaluation of the posterior for the full model. As a concrete application of our method, we calculate the ISR from actual clinical C-peptide measurements in human subjects with varying degrees of insulin sensitivity. Our method demonstrates the feasibility of functional integral Bayesian model selection as a practical method for such data-driven inference, allowing the data to determine the smoothing timescale and the width of the prior probability distribution on the space of models. In particular, our model comparison method determines the discrete time-step for interpolation of the unobservable continuous variable that is supported by the data. Attempts to go to finer discrete time-steps lead to less likely models. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
[Correlation between axial length and corneal curvature and spherical aberration].
Wang, X J; Bao, Y Z
2017-04-11
Objective: To discuss the correlation between axial length and corneal curvature and corneal spherical aberration in a group of cataract patients with axial length greater than 24 mm. Methods: Retrospective case series. This study comprised 117 (234 eyes) age-related cataract patients. There were 51 men (43.59%) and 66 women (56.41%) with mean age of (69.0±8.7) years (range from 52.0 to 85.0 years). The average axial length was 27.6±1.8 (range from 24.2 to 31.9 mm). We devided them into four groups according to the axial length. A-scan was used to measure the axial length and Pentacam was used to get the corneal curvature and corneal spherical aberration of both anterior and posterior surface. kolmogorov-smirnov test was used to check the normal distribution. ANOVA test was used to compare eachcorneal parameter among different groups. Pearson correlation analysis was used to obtain the correlation of corneal parameters in groups. Results: There were correlations between the axial length and the anterior and posterior corneal curvature ( r=- 0.213, r= 0.174, respectively, P< 0.05). No correlation was found between the axial length and anterior or posterior corneal spherical aberration ( r=- 0.114, 0.055, respectively, P> 0.05). Mean values of corneal anterior surface curvature were (45.26±1.60) D (group 1), (44.17±1.45) D (group 2), (44.40±1.99)D (group 3), and (44.53±1.69) D (group 4) respectively. Mean values of corneal posterior surface curvature were(-6.57±0.26)D (group 1), ( - 6.40±0.24)D (group 2), ( - 6.41±0.38)D (group 3), and (-6.43±0.26)D (group 4) respectively. There were significant difference of corneal anterior and posterior surface curvature among 4 groups ( P= 0.004, P= 0.001). There was significant difference of corneal curvature of anterior surface in group 1 compared to group 2 and group 3( P< 0.01, P= 0.01). There was significant difference of curvature of posterior surface in group 1 compared to group 2 and group 3, respectively ( P< 0.01). Mean values of anterior surface corneal spherical aberration were (2.09±0.53) μm (group 1), (1.90±0.44) μm (group 2), (2.00±0.74) μm (group 3), and (1.78±0.52) μm (group 4) respectively. Mean values of posterior surface corneal spherical aberration were (2.69±1.15) μm (group 1), (2.46±1.16) μm (group 2), (2.92±2.51) μm (group 3), and (2.69±1.13) μm (group 4) respectively. No correlation was found in anterior and posterior surface corneal spherical aberration( P> 0.05) among different groups. Conclusions: The eye with a longer axial length have a flatter cornea. Cornea fails to compensate for axial length elongation when the axial length is longer than 28mm. The corneal spherical aberration varies among individuals, which suggests us to do the customized measurement before cataract surgery to make a decision on choosing the aspherical intraocular lens. (Chin J Ophthalmol, 2017, 53: 255-259) .
Nonparametric Combinatorial Sequence Models
NASA Astrophysics Data System (ADS)
Wauthier, Fabian L.; Jordan, Michael I.; Jojic, Nebojsa
This work considers biological sequences that exhibit combinatorial structures in their composition: groups of positions of the aligned sequences are "linked" and covary as one unit across sequences. If multiple such groups exist, complex interactions can emerge between them. Sequences of this kind arise frequently in biology but methodologies for analyzing them are still being developed. This paper presents a nonparametric prior on sequences which allows combinatorial structures to emerge and which induces a posterior distribution over factorized sequence representations. We carry out experiments on three sequence datasets which indicate that combinatorial structures are indeed present and that combinatorial sequence models can more succinctly describe them than simpler mixture models. We conclude with an application to MHC binding prediction which highlights the utility of the posterior distribution induced by the prior. By integrating out the posterior our method compares favorably to leading binding predictors.
Characterizing the 21-cm absorption trough with pattern recognition and a numerical sampler
NASA Astrophysics Data System (ADS)
Tauscher, Keith A.; Rapetti, David; Burns, Jack O.; Monsalve, Raul A.; Bowman, Judd D.
2018-06-01
The highly redshifted sky-averaged 21-cm spectrum from neutral hydrogen is a key probe to a period of the Universe never before studied. Recent experimental advances have led to increasingly tightened constraints and the Experiment to Detect the Global Eor Signal (EDGES) has presented evidence for a detection of this global signal. In order to glean scientifically valuable information from these new measurements in a consistent manner, sophisticated fitting procedures must be applied. Here, I present a pipeline known as pylinex which takes advantage of Singular Value Decomposition (SVD), a pattern recognition tool, to leverage structure in the data induced by the design of an experiment to fit for signals in the experiment's data in the presence of large systematics (such as the beam-weighted foregrounds), especially those without parametric forms. This method requires training sets for each component of the data. Once the desired signal is extracted in SVD eigenmode coefficient space, the posterior distribution must be consistently transformed into a physical parameter space. This is done with the combination of a numerical least squares fitter and a Markov Chain Monte Carlo (MCMC) distribution sampler. After describing the pipeline's procedures and techniques, I present preliminary results of applying it to the EDGES low-band data used for their detection. The results include estimates of the signal in frequency space with errors and relevant parameter distributions.
Estimating Tree Height-Diameter Models with the Bayesian Method
Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733
Estimating tree height-diameter models with the Bayesian method.
Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.
de Castro, Alberto; Ortiz, Sergio; Gambra, Enrique; Siedlecki, Damian; Marcos, Susana
2010-10-11
We present an optimization method to retrieve the gradient index (GRIN) distribution of the in-vitro crystalline lens from optical path difference data extracted from OCT images. Three-dimensional OCT images of the crystalline lens are obtained in two orientations (with the anterior surface up and posterior surface up), allowing to obtain the lens geometry. The GRIN reconstruction method is based on a genetic algorithm that searches for the parameters of a 4-variable GRIN model that best fits the distorted posterior surface of the lens. Computer simulations showed that, for noise of 5 μm in the surface elevations, the GRIN is recovered with an accuracy of 0.003 and 0.010 in the refractive indices of the nucleus and surface of the lens, respectively. The method was applied to retrieve three-dimensionally the GRIN of a porcine crystalline lens in vitro. We found a refractive index ranging from 1.362 in the surface to 1.443 in the nucleus of the lens, an axial exponential decay of the GRIN profile of 2.62 and a meridional exponential decay ranging from 3.56 to 5.18. The effect of GRIN on the aberrations of the lens also studied. The estimated spherical aberration of the measured porcine lens was 2.87 μm assuming a homogenous equivalent refractive index, and the presence of GRIN shifted the spherical aberration toward negative values (-0.97 μm), for a 6-mm pupil.
Quantifying the effect of experimental design choices for in vitro scratch assays.
Johnston, Stuart T; Ross, Joshua V; Binder, Benjamin J; Sean McElwain, D L; Haridas, Parvathi; Simpson, Matthew J
2016-07-07
Scratch assays are often used to investigate potential drug treatments for chronic wounds and cancer. Interpreting these experiments with a mathematical model allows us to estimate the cell diffusivity, D, and the cell proliferation rate, λ. However, the influence of the experimental design on the estimates of D and λ is unclear. Here we apply an approximate Bayesian computation (ABC) parameter inference method, which produces a posterior distribution of D and λ, to new sets of synthetic data, generated from an idealised mathematical model, and experimental data for a non-adhesive mesenchymal population of fibroblast cells. The posterior distribution allows us to quantify the amount of information obtained about D and λ. We investigate two types of scratch assay, as well as varying the number and timing of the experimental observations captured. Our results show that a scrape assay, involving one cell front, provides more precise estimates of D and λ, and is more computationally efficient to interpret than a wound assay, with two opposingly directed cell fronts. We find that recording two observations, after making the initial observation, is sufficient to estimate D and λ, and that the final observation time should correspond to the time taken for the cell front to move across the field of view. These results provide guidance for estimating D and λ, while simultaneously minimising the time and cost associated with performing and interpreting the experiment. Copyright © 2016 Elsevier Ltd. All rights reserved.
Constraining the mass of the Local Group
NASA Astrophysics Data System (ADS)
Carlesi, Edoardo; Hoffman, Yehuda; Sorce, Jenny G.; Gottlöber, Stefan
2017-03-01
The mass of the Local Group (LG) is a crucial parameter for galaxy formation theories. However, its observational determination is challenging - its mass budget is dominated by dark matter that cannot be directly observed. To meet this end, the posterior distributions of the LG and its massive constituents have been constructed by means of constrained and random cosmological simulations. Two priors are assumed - the Λ cold dark matter model that is used to set up the simulations, and an LG model that encodes the observational knowledge of the LG and is used to select LG-like objects from the simulations. The constrained simulations are designed to reproduce the local cosmography as it is imprinted on to the Cosmicflows-2 data base of velocities. Several prescriptions are used to define the LG model, focusing in particular on different recent estimates of the tangential velocity of M31. It is found that (a) different vtan choices affect the peak mass values up to a factor of 2, and change mass ratios of MM31 to MMW by up to 20 per cent; (b) constrained simulations yield more sharply peaked posterior distributions compared with the random ones; (c) LG mass estimates are found to be smaller than those found using the timing argument; (d) preferred Milky Way masses lie in the range of (0.6-0.8) × 1012 M⊙; whereas (e) MM31 is found to vary between (1.0-2.0) × 1012 M⊙, with a strong dependence on the vtan values used.
Measurement of Posterior Corneal Astigmatism by the IOLMaster 700.
LaHood, Benjamin R; Goggin, Michael
2018-05-01
To provide the first description of posterior corneal astigmatism as measured by the IOLMaster 700 (Carl Zeiss Meditec, Jena, Germany) and assess how its characteristics compare to previous measurements from other devices. A total of 1,098 routine IOLMaster 700 biometric measurements were analyzed to provide magnitudes and orientation of steep and flat axes of anterior and posterior corneal astigmatism. Subgroup analysis was conducted to assess correlation of posterior corneal astigmatism characteristics to anterior corneal astigmatism and describe the distribution of posterior corneal astigmatism with age. Mean posterior corneal astigmatism was 0.24 ± 0.15 diopters (D). The steep axis of posterior corneal astigmatism was vertically oriented in 73.32% of measurements. Correlation between the magnitude of anterior and posterior corneal astigmatism was greatest when the steep axis of the anterior corneal astigmatism was oriented vertically (r = 0.68, P < .0001). Vertical orientation of the steep axis of anterior corneal astigmatism became less common as age increased, whereas for posterior corneal astigmatism it remained by far the most common orientation. This first description of posterior corneal astigmatism measurement by the IOLMaster 700 found the average magnitude of posterior corneal astigmatism and proportion of vertical orientation of steep axis was lower than previous estimates. The IOLMaster 700 appears capable of providing enhanced biometric measurement for individualized surgical planning. [J Refract Surg. 2018;34(5):331-336.]. Copyright 2018, SLACK Incorporated.
Uncertainty quantification of crustal scale thermo-chemical properties in Southeast Australia
NASA Astrophysics Data System (ADS)
Mather, B.; Moresi, L. N.; Rayner, P. J.
2017-12-01
The thermo-chemical properties of the crust are essential to understanding the mechanical and thermal state of the lithosphere. The uncertainties associated with these parameters are connected to the available geophysical observations and a priori information to constrain the objective function. Often, it is computationally efficient to reduce the parameter space by mapping large portions of the crust into lithologies that have assumed homogeneity. However, the boundaries of these lithologies are, in themselves, uncertain and should also be included in the inverse problem. We assimilate geological uncertainties from an a priori geological model of Southeast Australia with geophysical uncertainties from S-wave tomography and 174 heat flow observations within an adjoint inversion framework. This reduces the computational cost of inverting high dimensional probability spaces, compared to probabilistic inversion techniques that operate in the `forward' mode, but at the sacrifice of uncertainty and covariance information. We overcome this restriction using a sensitivity analysis, that perturbs our observations and a priori information within their probability distributions, to estimate the posterior uncertainty of thermo-chemical parameters in the crust.
Estimating safety effects of pavement management factors utilizing Bayesian random effect models.
Jiang, Ximiao; Huang, Baoshan; Zaretzki, Russell L; Richards, Stephen; Yan, Xuedong
2013-01-01
Previous studies of pavement management factors that relate to the occurrence of traffic-related crashes are rare. Traditional research has mostly employed summary statistics of bidirectional pavement quality measurements in extended longitudinal road segments over a long time period, which may cause a loss of important information and result in biased parameter estimates. The research presented in this article focuses on crash risk of roadways with overall fair to good pavement quality. Real-time and location-specific data were employed to estimate the effects of pavement management factors on the occurrence of crashes. This research is based on the crash data and corresponding pavement quality data for the Tennessee state route highways from 2004 to 2009. The potential temporal and spatial correlations among observations caused by unobserved factors were considered. Overall 6 models were built accounting for no correlation, temporal correlation only, and both the temporal and spatial correlations. These models included Poisson, negative binomial (NB), one random effect Poisson and negative binomial (OREP, ORENB), and two random effect Poisson and negative binomial (TREP, TRENB) models. The Bayesian method was employed to construct these models. The inference is based on the posterior distribution from the Markov chain Monte Carlo (MCMC) simulation. These models were compared using the deviance information criterion. Analysis of the posterior distribution of parameter coefficients indicates that the pavement management factors indexed by Present Serviceability Index (PSI) and Pavement Distress Index (PDI) had significant impacts on the occurrence of crashes, whereas the variable rutting depth was not significant. Among other factors, lane width, median width, type of terrain, and posted speed limit were significant in affecting crash frequency. The findings of this study indicate that a reduction in pavement roughness would reduce the likelihood of traffic-related crashes. Hence, maintaining a low level of pavement roughness is strongly suggested. In addition, the results suggested that the temporal correlation among observations was significant and that the ORENB model outperformed all other models.
Learn-as-you-go acceleration of cosmological parameter estimates
NASA Astrophysics Data System (ADS)
Aslanyan, Grigor; Easther, Richard; Price, Layne C.
2015-09-01
Cosmological analyses can be accelerated by approximating slow calculations using a training set, which is either precomputed or generated dynamically. However, this approach is only safe if the approximations are well understood and controlled. This paper surveys issues associated with the use of machine-learning based emulation strategies for accelerating cosmological parameter estimation. We describe a learn-as-you-go algorithm that is implemented in the Cosmo++ code and (1) trains the emulator while simultaneously estimating posterior probabilities; (2) identifies unreliable estimates, computing the exact numerical likelihoods if necessary; and (3) progressively learns and updates the error model as the calculation progresses. We explicitly describe and model the emulation error and show how this can be propagated into the posterior probabilities. We apply these techniques to the Planck likelihood and the calculation of ΛCDM posterior probabilities. The computation is significantly accelerated without a pre-defined training set and uncertainties in the posterior probabilities are subdominant to statistical fluctuations. We have obtained a speedup factor of 6.5 for Metropolis-Hastings and 3.5 for nested sampling. Finally, we discuss the general requirements for a credible error model and show how to update them on-the-fly.
Learn-as-you-go acceleration of cosmological parameter estimates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Aslanyan, Grigor; Easther, Richard; Price, Layne C., E-mail: g.aslanyan@auckland.ac.nz, E-mail: r.easther@auckland.ac.nz, E-mail: lpri691@aucklanduni.ac.nz
2015-09-01
Cosmological analyses can be accelerated by approximating slow calculations using a training set, which is either precomputed or generated dynamically. However, this approach is only safe if the approximations are well understood and controlled. This paper surveys issues associated with the use of machine-learning based emulation strategies for accelerating cosmological parameter estimation. We describe a learn-as-you-go algorithm that is implemented in the Cosmo++ code and (1) trains the emulator while simultaneously estimating posterior probabilities; (2) identifies unreliable estimates, computing the exact numerical likelihoods if necessary; and (3) progressively learns and updates the error model as the calculation progresses. We explicitlymore » describe and model the emulation error and show how this can be propagated into the posterior probabilities. We apply these techniques to the Planck likelihood and the calculation of ΛCDM posterior probabilities. The computation is significantly accelerated without a pre-defined training set and uncertainties in the posterior probabilities are subdominant to statistical fluctuations. We have obtained a speedup factor of 6.5 for Metropolis-Hastings and 3.5 for nested sampling. Finally, we discuss the general requirements for a credible error model and show how to update them on-the-fly.« less
Craddock, Helen L; Youngson, Callum C; Manogue, Michael; Blance, Andrew
2007-01-01
One of the barriers to restoring an edentulous space may be the supraeruption of an unopposed tooth to occupy some or all of the space needed for prosthetic replacement. The aim of this study was to determine the extent and type of supraeruption associated with unopposed posterior teeth and to investigate the relationship between these and oral and patient factors. Diagnostic casts of 100 patients with an unopposed posterior tooth and of 100 control patients were scanned and analyzed to record the extent of supraeruption, together with other clinical parameters. The type of eruption present was defined for each subject as Periodontal Growth, Active Eruption, or Relative Wear. Generalized Linear Models were developed to examine associations between the extent and type of supraeruption and patient or dental factors. The extent of supraeruption for an individual was modeled to show association between the degree of supraeruption and clinical parameters. Three models were produced to show associations between each type of supraeruption and clinical parameters. The mean supraeruption for subjects was 1.68 mm (SD 0.79, range 0 to 3.99 mm) and for controls, 0.24 mm (SD 0.39, range 0 to 1.46 mm). The extent of supraeruption was statistically greater in maxillary unopposed teeth than in mandibular unopposed teeth. Supraeruption was found in 92% of subjects' unopposed teeth. A Generalized Linear Model could be produced to demonstrate that the clinical parameters associated with supraeruption are periodontal growth, attachment loss, and the lingual movement of the tooth distal to the extraction site. Three types of supraeruption, which may be present singly, or in combination, can be identified. Active eruption has an association with attachment loss. Periodontal growth has an inverse association with attachment loss, is more prevalent in younger patients, in the maxilla, in premolars, and in females. Relative wear has an association with increasing age and is more prevalent in unopposed mandibular teeth.
The Joker: A custom Monte Carlo sampler for binary-star and exoplanet radial velocity data
NASA Astrophysics Data System (ADS)
Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter
2017-01-01
Given sparse or low-quality radial-velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and MCMC posterior sampling over the orbital parameters. The Joker is a custom-built Monte Carlo sampler that can produce a posterior sampling for orbital parameters given sparse or noisy radial-velocity measurements, even when the likelihood function is poorly behaved. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still highly informative and can be used in hierarchical (population) modeling.
Uncertainty and the Social Cost of Methane Using Bayesian Constrained Climate Models
NASA Astrophysics Data System (ADS)
Errickson, F. C.; Anthoff, D.; Keller, K.
2016-12-01
Social cost estimates of greenhouse gases are important for the design of sound climate policies and are also plagued by uncertainty. One major source of uncertainty stems from the simplified representation of the climate system used in the integrated assessment models that provide these social cost estimates. We explore how uncertainty over the social cost of methane varies with the way physical processes and feedbacks in the methane cycle are modeled by (i) coupling three different methane models to a simple climate model, (ii) using MCMC to perform a Bayesian calibration of the three coupled climate models that simulates direct sampling from the joint posterior probability density function (pdf) of model parameters, and (iii) producing probabilistic climate projections that are then used to calculate the Social Cost of Methane (SCM) with the DICE and FUND integrated assessment models. We find that including a temperature feedback in the methane cycle acts as an additional constraint during the calibration process and results in a correlation between the tropospheric lifetime of methane and several climate model parameters. This correlation is not seen in the models lacking this feedback. Several of the estimated marginal pdfs of the model parameters also exhibit different distributional shapes and expected values depending on the methane model used. As a result, probabilistic projections of the climate system out to the year 2300 exhibit different levels of uncertainty and magnitudes of warming for each of the three models under an RCP8.5 scenario. We find these differences in climate projections result in differences in the distributions and expected values for our estimates of the SCM. We also examine uncertainty about the SCM by performing a Monte Carlo analysis using a distribution for the climate sensitivity while holding all other climate model parameters constant. Our SCM estimates using the Bayesian calibration are lower and exhibit less uncertainty about extremely high values in the right tail of the distribution compared to the Monte Carlo approach. This finding has important climate policy implications and suggests previous work that accounts for climate model uncertainty by only varying the climate sensitivity parameter may overestimate the SCM.
Determinants of alveolar ridge preservation differ by anatomic location
Leblebicioglu, Binnaz; Salas, Mabel; Ort, Yirae; Johnson, Ashley; Yildiz, Vedat O.; Kim, Do-Gyoon; Agarwal, Sudha; Tatakis, Dimitris N.
2016-01-01
Aim To investigate and compare outcomes following alveolar ridge preservation (ARP) in posterior maxilla and mandible. Methods Twenty-four patients (54 ± 3 years) with single posterior tooth extraction were included. ARP was performed with freeze-dried bone allograft and collagen membrane. Clinical parameters were recorded at extraction and re-entry. Harvested bone cores were analysed by microcomputed tomography (micro-CT), histomorphometry and immunohistochemistry. Results In both jaws, ARP prevented ridge height loss, but ridge width was significantly reduced by approximately 2.5 mm. Healing time, initial clinical attachment loss and amount of keratinized tissue at extraction site were identified as determinants of ridge height outcome. Buccal plate thickness and tooth root length were identified as determinants of ridge width outcome. In addition, initial ridge width was positively correlated with ridge width loss. Micro-CT revealed greater mineralization per unit volume in new bone compared with existing bone in mandible (p < 0.001). Distributions of residual graft, new cellular bone and immature tissue were similar in both jaws. Conclusion Within the limitations of this study, the results indicate that in different anatomic locations different factors may determine ARP outcomes. Further studies are needed to better understand determinants of ARP outcomes. PMID:23432761
TMS uncovers details about sub-regional language-specific processing networks in early bilinguals.
Hämäläinen, Sini; Mäkelä, Niko; Sairanen, Viljami; Lehtonen, Minna; Kujala, Teija; Leminen, Alina
2018-05-01
Despite numerous functional neuroimaging and intraoperative electrical cortical mapping studies aimed at investigating the cortical organisation of native (L1) and second (L2) language processing, the neural underpinnings of bilingualism remain elusive. We investigated whether the neural network engaged in speech production over the bilateral posterior inferior frontal gyrus (pIFG) is the same (i.e., shared) or different (i.e., language-specific) for the two languages of bilingual speakers. Navigated transcranial magnetic stimulation (TMS) was applied over the left and right posterior inferior gyrus (pIFG), while early simultaneous bilinguals performed a picture naming task with their native languages. An ex-Gaussian distribution was fitted to the naming latencies and the resulting parameters were compared between languages and across stimulation conditions. The results showed that although the naming performance in general was highly comparable between the languages, TMS produced a language-specific effect when the pulses were delivered to the left pIFG at 200 ms poststimulus. We argue that this result causally demonstrates, for the first time, that even within common language-processing areas, there are distinct language-specific neural populations for the different languages in early simultaneous bilinguals. Copyright © 2018 Elsevier Inc. All rights reserved.
Survival Bayesian Estimation of Exponential-Gamma Under Linex Loss Function
NASA Astrophysics Data System (ADS)
Rizki, S. W.; Mara, M. N.; Sulistianingsih, E.
2017-06-01
This paper elaborates a research of the cancer patients after receiving a treatment in cencored data using Bayesian estimation under Linex Loss function for Survival Model which is assumed as an exponential distribution. By giving Gamma distribution as prior and likelihood function produces a gamma distribution as posterior distribution. The posterior distribution is used to find estimatior {\\hat{λ }}BL by using Linex approximation. After getting {\\hat{λ }}BL, the estimators of hazard function {\\hat{h}}BL and survival function {\\hat{S}}BL can be found. Finally, we compare the result of Maximum Likelihood Estimation (MLE) and Linex approximation to find the best method for this observation by finding smaller MSE. The result shows that MSE of hazard and survival under MLE are 2.91728E-07 and 0.000309004 and by using Bayesian Linex worths 2.8727E-07 and 0.000304131, respectively. It concludes that the Bayesian Linex is better than MLE.
A person is not a number: discourse involvement in subject-verb agreement computation.
Mancini, Simona; Molinaro, Nicola; Rizzi, Luigi; Carreiras, Manuel
2011-09-02
Agreement is a very important mechanism for language processing. Mainstream psycholinguistic research on subject-verb agreement processing has emphasized the purely formal and encapsulated nature of this phenomenon, positing an equivalent access to person and number features. However, person and number are intrinsically different, because person conveys extra-syntactic information concerning the participants in the speech act. To test the person-number dissociation hypothesis we investigated the neural correlates of subject-verb agreement in Spanish, using person and number violations. While number agreement violations produced a left-anterior negativity followed by a P600 with a posterior distribution, the negativity elicited by person anomalies had a centro-posterior maximum and was followed by a P600 effect that was frontally distributed in the early phase and posteriorly distributed in the late phase. These data reveal that the parser is differentially sensitive to the two features and that it deals with the two anomalies by adopting different strategies, due to the different levels of analysis affected by the person and number violations. Copyright © 2011 Elsevier B.V. All rights reserved.
Quantifying MCMC exploration of phylogenetic tree space.
Whidden, Chris; Matsen, Frederick A
2015-05-01
In order to gain an understanding of the effectiveness of phylogenetic Markov chain Monte Carlo (MCMC), it is important to understand how quickly the empirical distribution of the MCMC converges to the posterior distribution. In this article, we investigate this problem on phylogenetic tree topologies with a metric that is especially well suited to the task: the subtree prune-and-regraft (SPR) metric. This metric directly corresponds to the minimum number of MCMC rearrangements required to move between trees in common phylogenetic MCMC implementations. We develop a novel graph-based approach to analyze tree posteriors and find that the SPR metric is much more informative than simpler metrics that are unrelated to MCMC moves. In doing so, we show conclusively that topological peaks do occur in Bayesian phylogenetic posteriors from real data sets as sampled with standard MCMC approaches, investigate the efficiency of Metropolis-coupled MCMC (MCMCMC) in traversing the valleys between peaks, and show that conditional clade distribution (CCD) can have systematic problems when there are multiple peaks. © The Author(s) 2015. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
NASA Astrophysics Data System (ADS)
Coelho, Flavio Codeço; Carvalho, Luiz Max De
2015-12-01
Quantifying the attack ratio of disease is key to epidemiological inference and public health planning. For multi-serotype pathogens, however, different levels of serotype-specific immunity make it difficult to assess the population at risk. In this paper we propose a Bayesian method for estimation of the attack ratio of an epidemic and the initial fraction of susceptibles using aggregated incidence data. We derive the probability distribution of the effective reproductive number, Rt, and use MCMC to obtain posterior distributions of the parameters of a single-strain SIR transmission model with time-varying force of infection. Our method is showcased in a data set consisting of 18 years of dengue incidence in the city of Rio de Janeiro, Brazil. We demonstrate that it is possible to learn about the initial fraction of susceptibles and the attack ratio even in the absence of serotype specific data. On the other hand, the information provided by this approach is limited, stressing the need for detailed serological surveys to characterise the distribution of serotype-specific immunity in the population.
Panda, Shasanka Shekhar; Bajpai, Minu; Mallick, Saumyaranjan; Sharma, Mehar C
2014-01-01
The objective of the following study is to determine and to compare the different morphological parameters with duration of obstruction created experimentally in unilateral upper ureters of rats. Unilateral upper ureteric obstruction was created in 60 adult Wistar rats that were reversed after predetermined intervals. Rats were sacrificed and ipsilateral kidneys were subjected for analysis of morphological parameters such as renal height, cranio-caudal diameter, antero-posterior diameter, lateral diameter, volume of the pelvis and average cortical thickness: Renal height. Renal height and cranio-caudal diameter of renal pelvis after ipsilateral upper ureteric obstruction started rising as early as 7 days of creating obstruction and were affected earlier than antero-posterior and lateral diameter and also were reversed earlier than other parameters after reversal of obstruction. Renal cortical thickness and volume of the pelvis were affected after prolonged obstruction (> 3 weeks) and were the late parameters to be reversed after reversal of obstruction. Cranio-caudal diameter and renal height were the early morphological parameters to be affected and reversed after reversal of obstruction in experimentally created ipsilateral upper ureteric obstruction.
Paleogeodesy of the Southern Santa Cruz Mountains Frontal Thrusts, Silicon Valley, CA
NASA Astrophysics Data System (ADS)
Aron, F.; Johnstone, S. A.; Mavrommatis, A. P.; Sare, R.; Hilley, G. E.
2015-12-01
We present a method to infer long-term fault slip rate distributions using topography by coupling a three-dimensional elastic boundary element model with a geomorphic incision rule. In particular, we used a 10-m-resolution digital elevation model (DEM) to calculate channel steepness (ksn) throughout the actively deforming southern Santa Cruz Mountains in Central California. We then used these values with a power-law incision rule and the Poly3D code to estimate slip rates over seismogenic, kilometer-scale thrust faults accommodating differential uplift of the relief throughout geologic time. Implicit in such an analysis is the assumption that the topographic surface remains unchanged over time as rock is uplifted by slip on the underlying structures. The fault geometries within the area are defined based on surface mapping, as well as active and passive geophysical imaging. Fault elements are assumed to be traction-free in shear (i.e., frictionless), while opening along them is prohibited. The free parameters in the inversion include the components of the remote strain-rate tensor (ɛij) and the bedrock resistance to channel incision (K), which is allowed to vary according to the mapped distribution of geologic units exposed at the surface. The nonlinear components of the geomorphic model required the use of a Markov chain Monte Carlo method, which simulated the posterior density of the components of the remote strain-rate tensor and values of K for the different mapped geologic units. Interestingly, posterior probability distributions of ɛij and K fall well within the broad range of reported values, suggesting that the joint use of elastic boundary element and geomorphic models may have utility in estimating long-term fault slip-rate distributions. Given an adequate DEM, geologic mapping, and fault models, the proposed paleogeodetic method could be applied to other crustal faults with geological and morphological expressions of long-term uplift.
Appraisal of geodynamic inversion results: a data mining approach
NASA Astrophysics Data System (ADS)
Baumann, T. S.
2016-11-01
Bayesian sampling based inversions require many thousands or even millions of forward models, depending on how nonlinear or non-unique the inverse problem is, and how many unknowns are involved. The result of such a probabilistic inversion is not a single `best-fit' model, but rather a probability distribution that is represented by the entire model ensemble. Often, a geophysical inverse problem is non-unique, and the corresponding posterior distribution is multimodal, meaning that the distribution consists of clusters with similar models that represent the observations equally well. In these cases, we would like to visualize the characteristic model properties within each of these clusters of models. However, even for a moderate number of inversion parameters, a manual appraisal for a large number of models is not feasible. This poses the question whether it is possible to extract end-member models that represent each of the best-fit regions including their uncertainties. Here, I show how a machine learning tool can be used to characterize end-member models, including their uncertainties, from a complete model ensemble that represents a posterior probability distribution. The model ensemble used here results from a nonlinear geodynamic inverse problem, where rheological properties of the lithosphere are constrained from multiple geophysical observations. It is demonstrated that by taking vertical cross-sections through the effective viscosity structure of each of the models, the entire model ensemble can be classified into four end-member model categories that have a similar effective viscosity structure. These classification results are helpful to explore the non-uniqueness of the inverse problem and can be used to compute representative data fits for each of the end-member models. Conversely, these insights also reveal how new observational constraints could reduce the non-uniqueness. The method is not limited to geodynamic applications and a generalized MATLAB code is provided to perform the appraisal analysis.
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.
Beach, Jeremy; Burstyn, Igor; Cherry, Nicola
2012-07-01
We previously described a method to identify the incidence of new-onset adult asthma (NOAA) in Alberta by industry and occupation, utilizing Workers' Compensation Board (WCB) and physician billing data. The aim of this study was to extend this method to data from British Columbia (BC) so as to compare the two provinces and to incorporate Bayesian methodology into estimates of risk. WCB claims for any reason 1995-2004 were linked to physician billing data. NOAA was defined as a billing for asthma (ICD-9 493) in the 12 months before a WCB claim without asthma in the previous 3 years. Incidence was calculated by occupation and industry. In a matched case-referent analysis, associations with exposures were examined using an asthma-specific job exposure matrix (JEM). Posterior distributions from the Alberta analysis and estimated misclassification parameters were used as priors in the Bayesian analysis of the BC data. Among 1 118 239 eligible WCB claims the incidence of NOAA was 1.4%. Sixteen occupations and 44 industries had a significantly increased risk; six industries had a decreased risk. The JEM identified wood dust [odds ratio (OR) 1.55, 95% confidence interval (CI) 1.08-2.24] and animal antigens (OR 1.66, 95% CI 1.17-2.36) as related to an increased risk of NOAA. Exposure to isocyanates was associated with decreased risk (OR 0.57, 95% CI 0.39-0.85). Bayesian analyses taking account of exposure misclassification and informative priors resulted in posterior distributions of ORs with lower boundary of 95% credible intervals >1.00 for almost all exposures. The distribution of NOAA in BC appeared somewhat similar to that in Alberta, except for isocyanates. Bayesian analyses allowed incorporation of prior evidence into risk estimates, permitting reconsideration of the apparently protective effect of isocyanate exposure.
Kurabe, Satoshi; Okamoto, Kouichirou; Suzuki, Kiyotaka; Matsuzawa, Hisothi; Watanabe, Masaki; Suzuki, Yuji; Nakada, Tsutomu; Fujii, Yukihiko
2016-01-01
In patients with cerebral infarction, identifying the distribution of infarction and the relevant artery is essential for ascertaining the underlying vascular pathophysiological mechanisms and preventing subsequent stroke. However, visualization of the basal perforating arteries (BPAs) has had limited success, and simultaneous viewing of background anatomical structures has only rarely been attempted in living human brains. Our study aimed at identifying the BPAs with 7T MRI and evaluating their distribution in the subcortical structures, thereby showing the clinical significance of the technique. Twenty healthy subjects and 1 patient with cerebral infarction involving the posterior limb of the internal capsule (ICpost) and thalamus underwent 3-dimensional fast spoiled gradient-echo sequence as time-of-flight magnetic resonance angiography (MRA) at 7T with a submillimeter resolution. The MRA was modified to detect inflow signals from BPAs, while preserving the background anatomical signals. BPA stems and branches in the subcortical structures and their origins were identified on images, using partial maximum intensity projection in 3 dimensions. A branch of the left posterior cerebral artery (PCA) in the patient ran through both the infarcted thalamus and ICpost and was clearly the relevant artery. In 40 intact hemispheres in healthy subjects, 571 stems and 1,421 branches of BPAs were detected in the subcortical structures. No significant differences in the numbers of stems and branches were observed between the intact hemispheres. The numbers deviated even less across subjects. The distribution analysis showed that the subcortical structures of the telencephalon, such as the caudate nucleus, anterior limb of the internal capsule, and lenticular nucleus, were predominantly supplied by BPAs from the anterior circulation. In contrast, the thalamus, belonging to the diencephalon, was mostly fed by BPAs from the posterior circulation. However, compared with other subcortical structures, the ICpost, which marks the anatomical boundary between the telencephalon and the diencephalon, was supplied by BPAs with significantly more diverse origins. These BPAs originated from the internal carotid artery (23.1%), middle cerebral artery (38.5%), PCA (17.3%), and the posterior communicating artery (21.1%). The modified MRI method allowed the detection of the relevant BPA within the infarcted area in the stroke survivor as well as the BPAs in the subcortical structures of living human brains. Based on in vivo BPA distribution analyses, the ICpost is the transitional zone of the anterior and posterior cerebral circulations. © 2016 S. Karger AG, Basel.
A Bayesian Method for Evaluating Passing Scores: The PPoP Curve
ERIC Educational Resources Information Center
Wainer, Howard; Wang, X. A.; Skorupski, William P.; Bradlow, Eric T.
2005-01-01
In this note, we demonstrate an interesting use of the posterior distributions (and corresponding posterior samples of proficiency) that are yielded by fitting a fully Bayesian test scoring model to a complex assessment. Specifically, we examine the efficacy of the test in combination with the specific passing score that was chosen through expert…
Chen, Qiuhong; Zheng, Yu; Li, Ye; Zeng, Ying; Kuang, Jianchao; Hou, Shixiang; Li, Xiaohui
2012-05-01
The aim of the present work was to evaluate the effect of deacetylated gellan gum on delivering hydrophilic drug to the posterior segment of the eye. An aesculin-containing in situ gel based on deacetylated gellan gum (AG) was prepared and characterized. In vitro corneal permeation across isolated rabbit cornea of aesculin between AG and aesculin solution (AS) was compared. The results showed that deacetylated gellan gum promotes corneal penetration of aesculin. Pharmacokinetics and ocular tissue distribution of aesculin after topical administration in rabbit eye showed that AG greatly improved aesculin accumulation in posterior segmentsrelative to AS, which was probably attributed to conjunctivital/sclera pathway. The area-under-the-curve (AUC) for AG in aqueous humor, choroid-retina, sclera and iris-ciliary body were significantly larger than those of AS. AG can be used as a potential carrier for broading the application of aesculin.
Grebecka, L; Pomorski, P; Lopatowska, A
1995-10-01
Isolated fragments produced by bisection of Amoeba proteus differ by their position in the original cell and by the presence or absence of the cell nucleus. Immediately after the operation, both types of anterior fragments preserve the former motory polarity, and do not interrupt locomotion. In the same time, all posterior fragments stop, round up and fail to react stimuli. In the second phase of experiment, these anterior fragments, which had no nucleus ceased to move, whereas the nucleated posterior ones resumed locomotion. It was demonstrated, that the behaviour of a fragment is primarily determined by the peripheral F-actin distribution, which is different depending on the origin of the fragment either from the anterior or from the posterior cell region. Later, the "inherited" F-actin distribution may be stabilized or reorganized in the presence of the nucleus, or desorganized in its absence.
Hierarchical Bayes approach for subgroup analysis.
Hsu, Yu-Yi; Zalkikar, Jyoti; Tiwari, Ram C
2017-01-01
In clinical data analysis, both treatment effect estimation and consistency assessment are important for a better understanding of the drug efficacy for the benefit of subjects in individual subgroups. The linear mixed-effects model has been used for subgroup analysis to describe treatment differences among subgroups with great flexibility. The hierarchical Bayes approach has been applied to linear mixed-effects model to derive the posterior distributions of overall and subgroup treatment effects. In this article, we discuss the prior selection for variance components in hierarchical Bayes, estimation and decision making of the overall treatment effect, as well as consistency assessment of the treatment effects across the subgroups based on the posterior predictive p-value. Decision procedures are suggested using either the posterior probability or the Bayes factor. These decision procedures and their properties are illustrated using a simulated example with normally distributed response and repeated measurements.
NASA Astrophysics Data System (ADS)
Engeland, Kolbjørn; Steinsland, Ingelin; Johansen, Stian Solvang; Petersen-Øverleir, Asgeir; Kolberg, Sjur
2016-05-01
In this study, we explore the effect of uncertainty and poor observation quality on hydrological model calibration and predictions. The Osali catchment in Western Norway was selected as case study and an elevation distributed HBV-model was used. We systematically evaluated the effect of accounting for uncertainty in parameters, precipitation input, temperature input and streamflow observations. For precipitation and temperature we accounted for the interpolation uncertainty, and for streamflow we accounted for rating curve uncertainty. Further, the effects of poorer quality of precipitation input and streamflow observations were explored. Less information about precipitation was obtained by excluding the nearest precipitation station from the analysis, while reduced information about the streamflow was obtained by omitting the highest and lowest streamflow observations when estimating the rating curve. The results showed that including uncertainty in the precipitation and temperature inputs has a negligible effect on the posterior distribution of parameters and for the Nash-Sutcliffe (NS) efficiency for the predicted flows, while the reliability and the continuous rank probability score (CRPS) improves. Less information in precipitation input resulted in a shift in the water balance parameter Pcorr, a model producing smoother streamflow predictions, giving poorer NS and CRPS, but higher reliability. The effect of calibrating the hydrological model using streamflow observations based on different rating curves is mainly seen as variability in the water balance parameter Pcorr. When evaluating predictions, the best evaluation scores were not achieved for the rating curve used for calibration, but for rating curves giving smoother streamflow observations. Less information in streamflow influenced the water balance parameter Pcorr, and increased the spread in evaluation scores by giving both better and worse scores.
A Bayesian Framework of Uncertainties Integration in 3D Geological Model
NASA Astrophysics Data System (ADS)
Liang, D.; Liu, X.
2017-12-01
3D geological model can describe complicated geological phenomena in an intuitive way while its application may be limited by uncertain factors. Great progress has been made over the years, lots of studies decompose the uncertainties of geological model to analyze separately, while ignored the comprehensive impacts of multi-source uncertainties. Great progress has been made over the years, while lots of studies ignored the comprehensive impacts of multi-source uncertainties when analyzed them item by item from each source. To evaluate the synthetical uncertainty, we choose probability distribution to quantify uncertainty, and propose a bayesian framework of uncertainties integration. With this framework, we integrated data errors, spatial randomness, and cognitive information into posterior distribution to evaluate synthetical uncertainty of geological model. Uncertainties propagate and cumulate in modeling process, the gradual integration of multi-source uncertainty is a kind of simulation of the uncertainty propagation. Bayesian inference accomplishes uncertainty updating in modeling process. Maximum entropy principle makes a good effect on estimating prior probability distribution, which ensures the prior probability distribution subjecting to constraints supplied by the given information with minimum prejudice. In the end, we obtained a posterior distribution to evaluate synthetical uncertainty of geological model. This posterior distribution represents the synthetical impact of all the uncertain factors on the spatial structure of geological model. The framework provides a solution to evaluate synthetical impact on geological model of multi-source uncertainties and a thought to study uncertainty propagation mechanism in geological modeling.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Matthias C. M. Troffaes; Gero Walter; Dana Kelly
In a standard Bayesian approach to the alpha-factor model for common-cause failure, a precise Dirichlet prior distribution models epistemic uncertainty in the alpha-factors. This Dirichlet prior is then updated with observed data to obtain a posterior distribution, which forms the basis for further inferences. In this paper, we adapt the imprecise Dirichlet model of Walley to represent epistemic uncertainty in the alpha-factors. In this approach, epistemic uncertainty is expressed more cautiously via lower and upper expectations for each alpha-factor, along with a learning parameter which determines how quickly the model learns from observed data. For this application, we focus onmore » elicitation of the learning parameter, and find that values in the range of 1 to 10 seem reasonable. The approach is compared with Kelly and Atwood's minimally informative Dirichlet prior for the alpha-factor model, which incorporated precise mean values for the alpha-factors, but which was otherwise quite diffuse. Next, we explore the use of a set of Gamma priors to model epistemic uncertainty in the marginal failure rate, expressed via a lower and upper expectation for this rate, again along with a learning parameter. As zero counts are generally less of an issue here, we find that the choice of this learning parameter is less crucial. Finally, we demonstrate how both epistemic uncertainty models can be combined to arrive at lower and upper expectations for all common-cause failure rates. Thereby, we effectively provide a full sensitivity analysis of common-cause failure rates, properly reflecting epistemic uncertainty of the analyst on all levels of the common-cause failure model.« less
Evaluation of an assimilation scheme to estimate snow water equivalent in the High Atlas of Morocco.
NASA Astrophysics Data System (ADS)
Baba, W. M.; Baldo, E.; Gascoin, S.; Margulis, S. A.; Cortés, G.; Hanich, L.
2017-12-01
The snow melt from the Atlas mountains represents a crucial water resource for crop irrigation in Morocco. Due to the paucity of in situ measurements, and the high spatial variability of the snow cover in this semi-arid region, assimilation of snow cover area (SCA) from high resolution optical remote sensing into a snowpack energy-balance model is considered as a promising method to estimate the snow water equivalent (SWE) and snow melt at catchment scales. Here we present a preliminary evaluation of an uncalibrated particle batch smoother data assimilation scheme (Margulis et al., 2015, J. Hydrometeor., 16, 1752-1772) in the High-Atlas Rheraya pilot catchment (225 km2) over a snow season. This approach does not require in situ data since it is based on MERRA-2 reanalyses data and satellite fractional snow cover area data. We compared the output of this prior/posterior ensemble data assimilation system to output from the distributed snowpack evolution model SnowModel (Liston and Elder, 2006, J. Hydrometeor. 7, 1259-1276). SnowModel was forced with in situ meteorological data from five automatic weather stations (AWS) and some key parameters (precipitation correction factor and rain-snow phase transition parameters) were calibrated using a time series of 8-m resolution SCA maps from Formosat-2. The SnowModel simulation was validated using a continuous snow height record at one high elevation AWS. The results indicate that the open loop simulation was reasonably accurate (compared to SnowModel results) in spite of the coarse resolution of the MERRA-2 forcing. The assimilation of Formosat-2 SCA further improved the simulation in terms of the peak SWE and SWE evolution over the melt season. During the accumulation season, the differences between the modeled and estimated (posterior) SWE were more substantial. The differences appear to be due to some observed precipitation events not being captured in MERRA-2. Further investigation will determine whether additional improvement in the posterior estimates result from a calibration of uncertainty input parameters based on the in situ meteorological data. The positive preliminary results pave the way for a SWE reanalysis at the scale of the Atlas mountains using data from wide swath sensors such as Landsat and Sentinel-2.
The Past Sure is Tense: On Interpreting Phylogenetic Divergence Time Estimates.
Brown, Joseph W; Smith, Stephen A
2018-03-01
Divergence time estimation-the calibration of a phylogeny to geological time-is an integral first step in modeling the tempo of biological evolution (traits and lineages). However, despite increasingly sophisticated methods to infer divergence times from molecular genetic sequences, the estimated age of many nodes across the tree of life contrast significantly and consistently with timeframes conveyed by the fossil record. This is perhaps best exemplified by crown angiosperms, where molecular clock (Triassic) estimates predate the oldest (Early Cretaceous) undisputed angiosperm fossils by tens of millions of years or more. While the incompleteness of the fossil record is a common concern, issues of data limitation and model inadequacy are viable (if underexplored) alternative explanations. In this vein, Beaulieu et al. (2015) convincingly demonstrated how methods of divergence time inference can be misled by both (i) extreme state-dependent molecular substitution rate heterogeneity and (ii) biased sampling of representative major lineages. These results demonstrate the impact of (potentially common) model violations. Here, we suggest another potential challenge: that the configuration of the statistical inference problem (i.e., the parameters, their relationships, and associated priors) alone may preclude the reconstruction of the paleontological timeframe for the crown age of angiosperms. We demonstrate, through sampling from the joint prior (formed by combining the tree (diversification) prior with the calibration densities specified for fossil-calibrated nodes) that with no data present at all, that an Early Cretaceous crown angiosperms is rejected (i.e., has essentially zero probability). More worrisome, however, is that for the 24 nodes calibrated by fossils, almost all have indistinguishable marginal prior and posterior age distributions when employing routine lognormal fossil calibration priors. These results indicate that there is inadequate information in the data to over-rule the joint prior. Given that these calibrated nodes are strategically placed in disparate regions of the tree, they act to anchor the tree scaffold, and so the posterior inference for the tree as a whole is largely determined by the pseudodata present in the (often arbitrary) calibration densities. We recommend, as for any Bayesian analysis, that marginal prior and posterior distributions be carefully compared to determine whether signal is coming from the data or prior belief, especially for parameters of direct interest. This recommendation is not novel. However, given how rarely such checks are carried out in evolutionary biology, it bears repeating. Our results demonstrate the fundamental importance of prior/posterior comparisons in any Bayesian analysis, and we hope that they further encourage both researchers and journals to consistently adopt this crucial step as standard practice. Finally, we note that the results presented here do not refute the biological modeling concerns identified by Beaulieu et al. (2015). Both sets of issues remain apposite to the goals of accurate divergence time estimation, and only by considering them in tandem can we move forward more confidently.
Holtman, J R
1988-07-01
Retrograde tracing with a fluorescent dye (Fast Blue) combined with immunohistochemistry was used to determine if the putative neurotransmitters, serotonin and substance P, are present around posterior cricoarytenoid muscle motoneurons. Fast Blue was injected into the posterior cricoarytenoid muscle of the larynx. Following a 14-21 day survival time to allow for transport of the dye, the animals were perfusion fixed and the brainstem was removed for analysis under the fluorescence microscope. Retrogradely labeled cell bodies containing Fast Blue were found within the nucleus ambiguus from 0.5 to 3.0 mm rostral to obex. These motoneurons ranged in size from 23 to 38 micron. The same tissue sections containing labeled posterior cricoarytenoid muscle motoneurons were then used to determine the distribution of serotonin and substance P around these motoneurons using the indirect immunofluorescence technique. A dense network of serotonin-containing immunoreactive fibers was found around posterior cricoarytenoid muscle motoneurons. The fibers contained varicosities which were in close proximity, actually appearing to surround these motoneurons. Substance P immunoreactive fibers and varicosities were also found around posterior cricoarytenoid muscle motoneurons. The density and pattern of distribution of the substance P immunoreactivity was similar to that of the serotonin immunoreactivity. These results suggest that these putative neurotransmitters may be involved in influencing the activity of posterior cricoarytenoid muscle motoneurons. Serotonin and substance P are also present around other respiratory motoneurons such as phrenic motoneurons. Therefore, these two neurotransmitters may have a more general role in influencing respiratory motor outflow.
Tibial avulsion fracture of the posterior root of the medial meniscus in children.
Iversen, Jonas Vestergård; Krogsgaard, Michael Rindom
2014-01-01
Few reports have described avulsion fractures of the posterior root of the medial meniscus in skeletally immature patients. This lesion should not be overlooked as it damages the load absorptive (distributive) function of the meniscus, increasing the risk of cartilage degeneration. Two cases of displaced avulsion fractures of the posterior root of the medial meniscus in children are presented along with a concise report of the literature regarding avulsion fractures of the posterior root of the medial meniscus. Both avulsions were reattached arthroscopically by trans-tibial pull-out sutures with a good clinical result at 2-years follow-up, and in one case, the avulsion was found at re-arthroscopy after 6 weeks to have healed.
A flexible, interpretable framework for assessing sensitivity to unmeasured confounding.
Dorie, Vincent; Harada, Masataka; Carnegie, Nicole Bohme; Hill, Jennifer
2016-09-10
When estimating causal effects, unmeasured confounding and model misspecification are both potential sources of bias. We propose a method to simultaneously address both issues in the form of a semi-parametric sensitivity analysis. In particular, our approach incorporates Bayesian Additive Regression Trees into a two-parameter sensitivity analysis strategy that assesses sensitivity of posterior distributions of treatment effects to choices of sensitivity parameters. This results in an easily interpretable framework for testing for the impact of an unmeasured confounder that also limits the number of modeling assumptions. We evaluate our approach in a large-scale simulation setting and with high blood pressure data taken from the Third National Health and Nutrition Examination Survey. The model is implemented as open-source software, integrated into the treatSens package for the R statistical programming language. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
COSMOABC: Likelihood-free inference via Population Monte Carlo Approximate Bayesian Computation
NASA Astrophysics Data System (ADS)
Ishida, E. E. O.; Vitenti, S. D. P.; Penna-Lima, M.; Cisewski, J.; de Souza, R. S.; Trindade, A. M. M.; Cameron, E.; Busti, V. C.; COIN Collaboration
2015-11-01
Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogues. Here we present COSMOABC, a Python ABC sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code is very flexible and can be easily coupled to an external simulator, while allowing to incorporate arbitrary distance and prior functions. As an example of practical application, we coupled COSMOABC with the NUMCOSMO library and demonstrate how it can be used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function. COSMOABC is published under the GPLv3 license on PyPI and GitHub and documentation is available at http://goo.gl/SmB8EX.
NASA Astrophysics Data System (ADS)
Parviainen, Hannu
2015-10-01
PyLDTk automates the calculation of custom stellar limb darkening (LD) profiles and model-specific limb darkening coefficients (LDC) using the library of PHOENIX-generated specific intensity spectra by Husser et al. (2013). It facilitates exoplanet transit light curve modeling, especially transmission spectroscopy where the modeling is carried out for custom narrow passbands. PyLDTk construct model-specific priors on the limb darkening coefficients prior to the transit light curve modeling. It can also be directly integrated into the log posterior computation of any pre-existing transit modeling code with minimal modifications to constrain the LD model parameter space directly by the LD profile, allowing for the marginalization over the whole parameter space that can explain the profile without the need to approximate this constraint by a prior distribution. This is useful when using a high-order limb darkening model where the coefficients are often correlated, and the priors estimated from the tabulated values usually fail to include these correlations.
A COMPREHENSIVE INSIGHT ON OCULAR PHARMACOKINETICS
Agrahari, Vibhuti; Mandal, Abhirup; Agrahari, Vivek; Trinh, Hoang My; Joseph, Mary; Ray, Animikh; Hadji, Hicheme; Mitra, Ranjana; Pal, Dhananjay; Mitra, Ashim K.
2017-01-01
Eye is a distinctive organ with protective anatomy and physiology. Several pharmacokinetics compartment model of ocular drug delivery has been developed for describing the absorption, distribution and elimination of ocular drugs in the eye. Determining pharmacokinetics parameters in ocular tissues is a major challenge because of the complex anatomy and dynamic physiological barrier of the eye. In this review, pharmacokinetics of these compartments exploring different drugs, delivery systems and routes of administration are discussed including factors affecting intraocular bioavailability. Factors such as pre-corneal fluid drainage, drug binding to tear proteins, systemic drug absorption, corneal factors, melanin binding, drug metabolism renders ocular delivery challenging and elaborated in this manuscript. Several compartment models are discussed those are developed in ocular drug delivery to study the pharmacokinetics parameters. There are several transporters present in both anterior and posterior segments of the eye which play a significant role in ocular pharmacokinetics and summarized briefly. Moreover, several ocular pharmacokinetics animal models and relevant studies are reviewed and discussed in addition to the pharmacokinetics of various ocular formulations. PMID:27798766
Weijs, Liesbeth; Yang, Raymond S H; Das, Krishna; Covaci, Adrian; Blust, Ronny
2013-05-07
Physiologically based pharmacokinetic (PBPK) modeling in marine mammals is a challenge because of the lack of parameter information and the ban on exposure experiments. To minimize uncertainty and variability, parameter estimation methods are required for the development of reliable PBPK models. The present study is the first to develop PBPK models for the lifetime bioaccumulation of p,p'-DDT, p,p'-DDE, and p,p'-DDD in harbor porpoises. In addition, this study is also the first to apply the Bayesian approach executed with Markov chain Monte Carlo simulations using two data sets of harbor porpoises from the Black and North Seas. Parameters from the literature were used as priors for the first "model update" using the Black Sea data set, the resulting posterior parameters were then used as priors for the second "model update" using the North Sea data set. As such, PBPK models with parameters specific for harbor porpoises could be strengthened with more robust probability distributions. As the science and biomonitoring effort progress in this area, more data sets will become available to further strengthen and update the parameters in the PBPK models for harbor porpoises as a species anywhere in the world. Further, such an approach could very well be extended to other protected marine mammals.
Minimization for conditional simulation: Relationship to optimal transport
NASA Astrophysics Data System (ADS)
Oliver, Dean S.
2014-05-01
In this paper, we consider the problem of generating independent samples from a conditional distribution when independent samples from the prior distribution are available. Although there are exact methods for sampling from the posterior (e.g. Markov chain Monte Carlo or acceptance/rejection), these methods tend to be computationally demanding when evaluation of the likelihood function is expensive, as it is for most geoscience applications. As an alternative, in this paper we discuss deterministic mappings of variables distributed according to the prior to variables distributed according to the posterior. Although any deterministic mappings might be equally useful, we will focus our discussion on a class of algorithms that obtain implicit mappings by minimization of a cost function that includes measures of data mismatch and model variable mismatch. Algorithms of this type include quasi-linear estimation, randomized maximum likelihood, perturbed observation ensemble Kalman filter, and ensemble of perturbed analyses (4D-Var). When the prior pdf is Gaussian and the observation operators are linear, we show that these minimization-based simulation methods solve an optimal transport problem with a nonstandard cost function. When the observation operators are nonlinear, however, the mapping of variables from the prior to the posterior obtained from those methods is only approximate. Errors arise from neglect of the Jacobian determinant of the transformation and from the possibility of discontinuous mappings.
A smooth mixture of Tobits model for healthcare expenditure.
Keane, Michael; Stavrunova, Olena
2011-09-01
This paper develops a smooth mixture of Tobits (SMTobit) model for healthcare expenditure. The model is a generalization of the smoothly mixing regressions framework of Geweke and Keane (J Econometrics 2007; 138: 257-290) to the case of a Tobit-type limited dependent variable. A Markov chain Monte Carlo algorithm with data augmentation is developed to obtain the posterior distribution of model parameters. The model is applied to the US Medicare Current Beneficiary Survey data on total medical expenditure. The results suggest that the model can capture the overall shape of the expenditure distribution very well, and also provide a good fit to a number of characteristics of the conditional (on covariates) distribution of expenditure, such as the conditional mean, variance and probability of extreme outcomes, as well as the 50th, 90th, and 95th, percentiles. We find that healthier individuals face an expenditure distribution with lower mean, variance and probability of extreme outcomes, compared with their counterparts in a worse state of health. Males have an expenditure distribution with higher mean, variance and probability of an extreme outcome, compared with their female counterparts. The results also suggest that heart and cardiovascular diseases affect the expenditure of males more than that of females. Copyright © 2011 John Wiley & Sons, Ltd.
Sun, Lin; Song, Yueming; Liu, Limin; Gong, Quan; Zhou, Chunguang
2013-08-01
The treatment goals of tuberculous spondylitis are to eradicate infection and to prevent or treat instability, deformity, and neurologic deficit. The purpose of this study was to evaluate the clinical outcomes following chemotherapy with 1-stage posterior debridement, correction, and instrumentation and fusion for the treatment of lumbosacral tuberculosis with major vertebral body loss and kyphosis. Fourteen patients with lumbosacral tuberculosis with major vertebral body loss and kyphosis underwent 1-stage posterior surgery. Clinical assessments included low back ache, Oswestry Disability Index, Scoliosis Research Society-22 scores, neurologic deficit, erythrocyte sedimentation rate, and C-reactive protein level. Radiographic parameters included kyphosis angle, anteroposterior translation, local scoliosis, lumbar lordosis, pelvic parameters, sagittal offset, and fusion. Thorough debridement was performed. Patients were followed for an average of 39.3 months. Constitutional symptoms, low back ache, and functional outcome improved in all patients postoperatively. At final follow-up, Frankel Grade improved by 0 to 2 grades, mean kyphosis angle improvement was 44.3°, and satisfactory spinopelvic and sagittal balance were achieved. Spinal posterolateral fusion was obtained in all patients and no fixation loosening was found at 2-year follow-up. Differences existed between the pre- and postoperative radiographic parameters (P<.05). Correction loss at last follow-up was not statistically significant (P>.05). No surgical complications or infection recurrence occurred. Tuberculosis can be cured and effective correction of kyphosis can be achieved for lumbosacral tuberculosis with major vertebral body loss and kyphosis by performing 1-stage posterior surgery and chemotherapy. Copyright 2013, SLACK Incorporated.
Four-dimensional layer-stacking carbon-ion beam dose distribution by use of a lung numeric phantom.
Mori, Shinichiro; Kumagai, Motoki; Miki, Kentaro
2015-07-01
To extend layer-stacking irradiation to accommodate intrafractional organ motion, we evaluated the carbon-ion layer-stacking dose distribution using a numeric lung phantom. We designed several types of range compensators. The planning target volume was calculated from the respective respiratory phases for consideration of intrafractional beam range variation. The accumulated dose distribution was calculated by registering of the dose distributions at respective phases to that at the reference phase. We evaluated the dose distribution based on the following six parameters: motion displacement, direction, gating window, respiratory cycle, range-shifter change time, and prescribed dose. All parameters affected the dose conformation to the moving target. By shortening of the gating window, dose metrics for superior-inferior (SI) and anterior-posterior (AP) motions were decreased from a D95 of 94 %, Dmax of 108 %, and homogeneity index (HI) of 23 % at T00-T90, to a D95 of 93 %, Dmax of 102 %, and HI of 20 % at T40-T60. In contrast, all dose metrics except the HI were independent of respiratory cycle. All dose metrics in SI motion were almost the same in respective motion displacement, with a D95 of 94 %, Dmax of 108 %, Dmin of 89 %, and HI of 23 % for the ungated phase, and D95 of 93 %, Dmax of 102 %, Dmin of 85 %, and HI of 20 % for the gated phase. The dose conformation to a moving target was improved by the gating strategy and by an increase in the prescribed dose. A combination of these approaches is a practical means of adding them to existing treatment protocols without modifications.
Bayesian inference based on stationary Fokker-Planck sampling.
Berrones, Arturo
2010-06-01
A novel formalism for bayesian learning in the context of complex inference models is proposed. The method is based on the use of the stationary Fokker-Planck (SFP) approach to sample from the posterior density. Stationary Fokker-Planck sampling generalizes the Gibbs sampler algorithm for arbitrary and unknown conditional densities. By the SFP procedure, approximate analytical expressions for the conditionals and marginals of the posterior can be constructed. At each stage of SFP, the approximate conditionals are used to define a Gibbs sampling process, which is convergent to the full joint posterior. By the analytical marginals efficient learning methods in the context of artificial neural networks are outlined. Offline and incremental bayesian inference and maximum likelihood estimation from the posterior are performed in classification and regression examples. A comparison of SFP with other Monte Carlo strategies in the general problem of sampling from arbitrary densities is also presented. It is shown that SFP is able to jump large low-probability regions without the need of a careful tuning of any step-size parameter. In fact, the SFP method requires only a small set of meaningful parameters that can be selected following clear, problem-independent guidelines. The computation cost of SFP, measured in terms of loss function evaluations, grows linearly with the given model's dimension.
Cephalometric risk factors of obstructive sleep apnea.
Bayat, Mohamad; Shariati, Mahsa; Rakhshan, Vahid; Abbasi, Mohsen; Fateh, Ali; Sobouti, Farhad; Davoudmanesh, Zeinab
2017-09-01
Previous studies on risk factors of obstructive sleep apnea (OSA) are highly controversial and mostly identifying a few cephalometric risk factors. OSA diagnosis was made according to the patients' apnea-hypopnea index (AHI). Included were 74 OSA patients (AHI > 10) and 52 control subjects (AHI ≤ 10 + free of other OSA symptoms). In both groups, 18 cephalometric parameters were traced (SNA, SNB, ANB, the soft palate's length (PNS-P), inferior airway space, the distance from the mandibular plane to the hyoid (MP-H), lengths of mandible (Go-Gn) and maxilla (PNS-ANS), vertical height of airway (VAL), vertical height of the posterior maxilla (S-PNS), superior posterior airway space (SPAS), middle airway space, distances from hyoid to third cervical vertebra and retrognathion (HH1), C3 (C3H), and RGN (HRGN), the maximum thickness of soft palate (MPT), tongue length (TGL), and the maximum height of tongue). These parameters were compared using t-test. Significant variables were SPAS (p = 0.027), MPT, TGL, HH1, C3H, HRGN, PNS-P, S-PNS, MP-H, VAL, and Go-Gn (all p values ≤ 0.006). OSA patients exhibited thicker and longer soft palates, hyoid bones more distant from the vertebrae, retrognathion, and mandibular plane, higher posterior maxillae, longer mandibles, and smaller superior-posterior airways.
BOLD Response to Motion Verbs in Left Posterior Middle Temporal Gyrus during Story Comprehension
ERIC Educational Resources Information Center
Wallentin, Mikkel; Nielsen, Andreas Hojlund; Vuust, Peter; Dohn, Anders; Roepstorff, Andreas; Lund, Torben Ellegaard
2011-01-01
A primary focus within neuroimaging research on language comprehension is on the distribution of semantic knowledge in the brain. Studies have shown that the left posterior middle temporal gyrus (LPMT), a region just anterior to area MT/V5, is important for the processing of complex action knowledge. It has also been found that motion verbs cause…
The use of wavelet filters for reducing noise in posterior fossa Computed Tomography images
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pita-Machado, Reinado; Perez-Diaz, Marlen, E-mail: mperez@uclv.edu.cu; Lorenzo-Ginori, Juan V., E-mail: mperez@uclv.edu.cu
Wavelet transform based de-noising like wavelet shrinkage, gives the good results in CT. This procedure affects very little the spatial resolution. Some applications are reconstruction methods, while others are a posteriori de-noising methods. De-noising after reconstruction is very difficult because the noise is non-stationary and has unknown distribution. Therefore, methods which work on the sinogram-space don’t have this problem, because they always work over a known noise distribution at this point. On the other hand, the posterior fossa in a head CT is a very complex region for physicians, because it is commonly affected by artifacts and noise which aremore » not eliminated during the reconstruction procedure. This can leads to some false positive evaluations. The purpose of our present work is to compare different wavelet shrinkage de-noising filters to reduce noise, particularly in images of the posterior fossa within CT scans in the sinogram-space. This work describes an experimental search for the best wavelets, to reduce Poisson noise in Computed Tomography (CT) scans. Results showed that de-noising with wavelet filters improved the quality of posterior fossa region in terms of an increased CNR, without noticeable structural distortions.« less
Computational Model for Oxygen Transport and Consumption in Human Vitreous
Filas, Benjamen A.; Shui, Ying-Bo; Beebe, David C.
2013-01-01
Purpose. Previous studies that measured liquefaction and oxygen content in human vitreous suggested that exposure of the lens to excess oxygen causes nuclear cataracts. Here, we developed a computational model that reproduced available experimental oxygen distributions for intact and degraded human vitreous in physiologic and environmentally perturbed conditions. After validation, the model was used to estimate how age-related changes in vitreous physiology and structure alter oxygen levels at the lens. Methods. A finite-element model for oxygen transport and consumption in the human vitreous was created. Major inputs included ascorbate-mediated oxygen consumption in the vitreous, consumption at the posterior lens surface, and inflow from the retinal vasculature. Concentration-dependent relations were determined from experimental human data or estimated from animal studies, with the impact of all assumptions explored via parameter studies. Results. The model reproduced experimental data in humans, including oxygen partial pressure (Po2) gradients (≈15 mm Hg) across the anterior-posterior extent of the vitreous body, higher oxygen levels at the pars plana relative to the vitreous core, increases in Po2 near the lens after cataract surgery, and equilibration in the vitreous chamber following vitrectomy. Loss of the antioxidative capacity of ascorbate increases oxygen levels 3-fold at the lens surface. Homogeneous vitreous degeneration (liquefaction), but not partial posterior vitreous detachment, greatly increases oxygen exposure to the lens. Conclusions. Ascorbate content and the structure of the vitreous gel are critical determinants of lens oxygen exposure. Minimally invasive surgery and restoration of vitreous structure warrant further attention as strategies for preventing nuclear cataracts. PMID:24008409
Computational model for oxygen transport and consumption in human vitreous.
Filas, Benjamen A; Shui, Ying-Bo; Beebe, David C
2013-10-15
Previous studies that measured liquefaction and oxygen content in human vitreous suggested that exposure of the lens to excess oxygen causes nuclear cataracts. Here, we developed a computational model that reproduced available experimental oxygen distributions for intact and degraded human vitreous in physiologic and environmentally perturbed conditions. After validation, the model was used to estimate how age-related changes in vitreous physiology and structure alter oxygen levels at the lens. A finite-element model for oxygen transport and consumption in the human vitreous was created. Major inputs included ascorbate-mediated oxygen consumption in the vitreous, consumption at the posterior lens surface, and inflow from the retinal vasculature. Concentration-dependent relations were determined from experimental human data or estimated from animal studies, with the impact of all assumptions explored via parameter studies. The model reproduced experimental data in humans, including oxygen partial pressure (Po2) gradients (≈15 mm Hg) across the anterior-posterior extent of the vitreous body, higher oxygen levels at the pars plana relative to the vitreous core, increases in Po2 near the lens after cataract surgery, and equilibration in the vitreous chamber following vitrectomy. Loss of the antioxidative capacity of ascorbate increases oxygen levels 3-fold at the lens surface. Homogeneous vitreous degeneration (liquefaction), but not partial posterior vitreous detachment, greatly increases oxygen exposure to the lens. Ascorbate content and the structure of the vitreous gel are critical determinants of lens oxygen exposure. Minimally invasive surgery and restoration of vitreous structure warrant further attention as strategies for preventing nuclear cataracts.
Nonparametric Bayesian inference of the microcanonical stochastic block model
NASA Astrophysics Data System (ADS)
Peixoto, Tiago P.
2017-01-01
A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.
Exploring the IMF of star clusters: a joint SLUG and LEGUS effort
NASA Astrophysics Data System (ADS)
Ashworth, G.; Fumagalli, M.; Krumholz, M. R.; Adamo, A.; Calzetti, D.; Chandar, R.; Cignoni, M.; Dale, D.; Elmegreen, B. G.; Gallagher, J. S., III; Gouliermis, D. A.; Grasha, K.; Grebel, E. K.; Johnson, K. E.; Lee, J.; Tosi, M.; Wofford, A.
2017-08-01
We present the implementation of a Bayesian formalism within the Stochastically Lighting Up Galaxies (slug) stellar population synthesis code, which is designed to investigate variations in the initial mass function (IMF) of star clusters. By comparing observed cluster photometry to large libraries of clusters simulated with a continuously varying IMF, our formalism yields the posterior probability distribution function (PDF) of the cluster mass, age and extinction, jointly with the parameters describing the IMF. We apply this formalism to a sample of star clusters from the nearby galaxy NGC 628, for which broad-band photometry in five filters is available as part of the Legacy ExtraGalactic UV Survey (LEGUS). After allowing the upper-end slope of the IMF (α3) to vary, we recover PDFs for the mass, age and extinction that are broadly consistent with what is found when assuming an invariant Kroupa IMF. However, the posterior PDF for α3 is very broad due to a strong degeneracy with the cluster mass, and it is found to be sensitive to the choice of priors, particularly on the cluster mass. We find only a modest improvement in the constraining power of α3 when adding Hα photometry from the companion Hα-LEGUS survey. Conversely, Hα photometry significantly improves the age determination, reducing the frequency of multi-modal PDFs. With the aid of mock clusters, we quantify the degeneracy between physical parameters, showing how constraints on the cluster mass that are independent of photometry can be used to pin down the IMF properties of star clusters.
Verdugo, Cristobal; Valdes, Maria Francisca; Salgado, Miguel
2018-06-01
This study aimed to estimate the distributions of the within-herd true prevalence (TP) and the annual clinical incidence proportion (CIp) of Mycobacterium avium subsp. paratuberculosis (MAP) infection in dairy cattle herds in Chile. Forty two commercial herds with antecedents of MAP infection were randomly selected to participate in the study. In small herds (≤30 cows), serum samples were collected from all animals present. Whereas, in larger herds, milk or serum samples were collected from all milking cows with 2 or more parities. Samples were analysed using the Pourquier® ELISA PARATUBERCULOSIS (Insitute Pourquier, France) test. Moreover, a questionnaire gathering information on management practices and the frequency of clinical cases, compatible with paratuberculosis (in the previous 12 months), was applied on the sampling date. A Bayesian latent class analysis was used to obtain TP and clinical incidence posterior distributions. The model adjusts for uncertainty in test sensitivity (serum or milk) and specificity, and prior TP & CIp estimates. A total of 4963 animals were tested, with an average contribution of 124 samples per herd. A mean apparent prevalence of 6.3% (95% confidence interval: 4.0-8.0%) was observed. Model outputs indicated an overall TP posterior distribution, across herds, with a median of 13.1% (95% posterior probability interval (PPI); 3.2-38.1%). A high TP variability was observed between herds. CIp presented a posterior median of 1.1% (95% PPI; 0.2-4.6%). Model results complement information missing from previously conducted epidemiological studies in the sector, and they could be used for further assessment of the disease impact and planning of control programs. Copyright © 2018 Elsevier B.V. All rights reserved.
Montesinos-López, Osval A.; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H.; Montesinos-López, José C.; Singh, Pawan; Juliana, Philomin; Salinas-Ruiz, Josafhat
2017-01-01
When a plant scientist wishes to make genomic-enabled predictions of multiple traits measured in multiple individuals in multiple environments, the most common strategy for performing the analysis is to use a single trait at a time taking into account genotype × environment interaction (G × E), because there is a lack of comprehensive models that simultaneously take into account the correlated counting traits and G × E. For this reason, in this study we propose a multiple-trait and multiple-environment model for count data. The proposed model was developed under the Bayesian paradigm for which we developed a Markov Chain Monte Carlo (MCMC) with noninformative priors. This allows obtaining all required full conditional distributions of the parameters leading to an exact Gibbs sampler for the posterior distribution. Our model was tested with simulated data and a real data set. Results show that the proposed multi-trait, multi-environment model is an attractive alternative for modeling multiple count traits measured in multiple environments. PMID:28364037
Data Assimilation - Advances and Applications
DOE Office of Scientific and Technical Information (OSTI.GOV)
Williams, Brian J.
2014-07-30
This presentation provides an overview of data assimilation (model calibration) for complex computer experiments. Calibration refers to the process of probabilistically constraining uncertain physics/engineering model inputs to be consistent with observed experimental data. An initial probability distribution for these parameters is updated using the experimental information. Utilization of surrogate models and empirical adjustment for model form error in code calibration form the basis for the statistical methodology considered. The role of probabilistic code calibration in supporting code validation is discussed. Incorporation of model form uncertainty in rigorous uncertainty quantification (UQ) analyses is also addressed. Design criteria used within a batchmore » sequential design algorithm are introduced for efficiently achieving predictive maturity and improved code calibration. Predictive maturity refers to obtaining stable predictive inference with calibrated computer codes. These approaches allow for augmentation of initial experiment designs for collecting new physical data. A standard framework for data assimilation is presented and techniques for updating the posterior distribution of the state variables based on particle filtering and the ensemble Kalman filter are introduced.« less
Three-dimensional facial architecture in normodivergent class I Caucasian subjects.
Ghoubril, J V; Abou Obeid, F M
2013-06-01
The aims of this study were to (1) define facial architecture in Caucasian patients with normodivergent, skeletal and dental class I using Treil's cephalometric analysis, which is based on computed tomography (CT), and (2) develop a scheme to determine individual balance or normality in relation to linear, angular and volumetric parameters. The CT data of 60 adult subjects were equally divided between both genders. Based on anatomical points located along the trigeminal neuro-matricial facial growth axes, a three-dimensional maxillo-facial architecture was constructed. Volumetric and linear parameters were greater in males (0.000 < p < 0.044) except for the anterior and posterior mandibular width. Sexual dimorphism was not observed with angular parameters. There was no correlation between volumetric and angular parameters. The correlation tests showed that the total volume of the frame increases with infraorbital depth, supraorbital depth, posterior mandibular width and facial height (0.526 < r < 0.777), while it was not associated with the maxillo-orbital width (0.252 < r < 0.389). Total and orbital volumes were more correlated with posterior than with anterior mandibular width. Maxillo-mandibular volume of the frame was more cor-related with orbital depth (0.591 < r < 0.742) than the orbital volume (0.482 < r < 0.589). The results allowed us to establish three-dimensional cephalometric standards, and to replace the tenet of normality, which is a mean value of calculated parameters, by the concept of individual balance among volumetric entities. While sagittal and vertical dimensions affect volumetric changes of the frame, the transverse dimension does not.
Wiczling, Paweł; Bartkowska-Śniatkowska, Alicja; Szerkus, Oliwia; Siluk, Danuta; Rosada-Kurasińska, Jowita; Warzybok, Justyna; Borsuk, Agnieszka; Kaliszan, Roman; Grześkowiak, Edmund; Bienert, Agnieszka
2016-06-01
The purpose of this study was to assess the pharmacokinetics of dexmedetomidine in the ICU settings during the prolonged infusion and to compare it with the existing literature data using the Bayesian population modeling with literature-based informative priors. Thirty-eight patients were included in the analysis with concentration measurements obtained at two occasions: first from 0 to 24 h after infusion initiation and second from 0 to 8 h after infusion end. Data analysis was conducted using WinBUGS software. The prior information on dexmedetomidine pharmacokinetics was elicited from the literature study pooling results from a relatively large group of 95 children. A two compartment PK model, with allometrically scaled parameters, maturation of clearance and t-student residual distribution on a log-scale was used to describe the data. The incorporation of time-dependent (different between two occasions) PK parameters improved the model. It was observed that volume of distribution is 1.5-fold higher during the second occasion. There was also an evidence of increased (1.3-fold) clearance for the second occasion with posterior probability equal to 62 %. This work demonstrated the usefulness of Bayesian modeling with informative priors in analyzing pharmacokinetic data and comparing it with existing literature knowledge.
Disentangling Time-series Spectra with Gaussian Processes: Applications to Radial Velocity Analysis
NASA Astrophysics Data System (ADS)
Czekala, Ian; Mandel, Kaisey S.; Andrews, Sean M.; Dittmann, Jason A.; Ghosh, Sujit K.; Montet, Benjamin T.; Newton, Elisabeth R.
2017-05-01
Measurements of radial velocity variations from the spectroscopic monitoring of stars and their companions are essential for a broad swath of astrophysics; these measurements provide access to the fundamental physical properties that dictate all phases of stellar evolution and facilitate the quantitative study of planetary systems. The conversion of those measurements into both constraints on the orbital architecture and individual component spectra can be a serious challenge, however, especially for extreme flux ratio systems and observations with relatively low sensitivity. Gaussian processes define sampling distributions of flexible, continuous functions that are well-motivated for modeling stellar spectra, enabling proficient searches for companion lines in time-series spectra. We introduce a new technique for spectral disentangling, where the posterior distributions of the orbital parameters and intrinsic, rest-frame stellar spectra are explored simultaneously without needing to invoke cross-correlation templates. To demonstrate its potential, this technique is deployed on red-optical time-series spectra of the mid-M-dwarf binary LP661-13. We report orbital parameters with improved precision compared to traditional radial velocity analysis and successfully reconstruct the primary and secondary spectra. We discuss potential applications for other stellar and exoplanet radial velocity techniques and extensions to time-variable spectra. The code used in this analysis is freely available as an open-source Python package.
The imaging spectrum of posterior reversible encephalopathy syndrome: A pictorial review.
Brady, Emily; Parikh, Neal S; Navi, Babak B; Gupta, Ajay; Schweitzer, Andrew D
Posterior reversible encephalopathy syndrome (PRES) is characterized by the acute onset of neurologic symptoms (headache, altered mental status, visual changes, seizures) with accompanying vasogenic edema on brain imaging. Risk factors for PRES include infection, uremia, malignancy, autoimmune disorders, the peripartum state and hypertension. PRES is classically described as being posterior (i.e. parieto-occipital) but radiologic variants are increasingly recognized. This pictorial review demonstrates the heterogeneity of the different radiologic presentations of PRES in reference to lesion distribution, hemorrhage, diffusion restriction, contrast enhancement, and other associated findings. Copyright © 2017 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Laloy, Eric; Linde, Niklas; Jacques, Diederik; Mariethoz, Grégoire
2016-04-01
The sequential geostatistical resampling (SGR) algorithm is a Markov chain Monte Carlo (MCMC) scheme for sampling from possibly non-Gaussian, complex spatially-distributed prior models such as geologic facies or categorical fields. In this work, we highlight the limits of standard SGR for posterior inference of high-dimensional categorical fields with realistically complex likelihood landscapes and benchmark a parallel tempering implementation (PT-SGR). Our proposed PT-SGR approach is demonstrated using synthetic (error corrupted) data from steady-state flow and transport experiments in categorical 7575- and 10,000-dimensional 2D conductivity fields. In both case studies, every SGR trial gets trapped in a local optima while PT-SGR maintains an higher diversity in the sampled model states. The advantage of PT-SGR is most apparent in an inverse transport problem where the posterior distribution is made bimodal by construction. PT-SGR then converges towards the appropriate data misfit much faster than SGR and partly recovers the two modes. In contrast, for the same computational resources SGR does not fit the data to the appropriate error level and hardly produces a locally optimal solution that looks visually similar to one of the two reference modes. Although PT-SGR clearly surpasses SGR in performance, our results also indicate that using a small number (16-24) of temperatures (and thus parallel cores) may not permit complete sampling of the posterior distribution by PT-SGR within a reasonable computational time (less than 1-2 weeks).
Characterization and prevalence of cataracts in Labrador Retrievers in The Netherlands.
Kraijer-Huver, Ingrid M G; Gubbels, Ed J; Scholten, Janneke; Djajadiningrat-Laanen, Sylvia C; Boevé, Michael H; Stades, Frans C
2008-10-01
To assess the prevalence and distribution of types of cataract, investigate the effects of selective breeding on cataract development, and identify the relationship between posterior polar cataract and other types of cortical cataracts in Labrador Retrievers in The Netherlands. 9,017 Labrador Retrievers. Records of 18,283 ophthalmic examinations performed by veterinary ophthalmologists from 1977 through 2005 were reviewed. There were 522 dogs affected by hereditary cataracts in 1 or both eyes without progressive retinal atrophy (PRA) and 166 PRA-affected dogs with cataracts. These cataracts were divided into 3 groups: posterior polar (triangular) cataract, extensive immature and mature cataract, and a miscellaneous group. Dogs with PRA were analyzed separately. From 1980 through 2000, the prevalence of hereditary cataracts was stable at 8%. The prevalence of cataracts in offspring of cataract-affected dogs was significantly increased, compared with the prevalence in offspring of nonaffected dogs. The distribution of types of cataract was significantly different between dogs with primary cataracts and PRA-affected dogs. Dogs with posterior polar (triangular) cataracts produced affected offspring with the same distribution of types of cataracts as the entire population of primary cataract-affected dogs. Cataract development in the Labrador Retriever population in The Netherlands appears to be a predominantly genetic disorder. Posterior polar (triangular) cataracts appear to be related to other types of hereditary cataract. Although there is no conclusive evidence, it seems valid to continue exclusion of all Labrador Retrievers affected by any type of primary cataract from breeding.
Grotheer, Mareike; Jeska, Brianna; Grill-Spector, Kalanit
2018-03-28
A region in the posterior inferior temporal gyrus (ITG), referred to as the number form area (NFA, here ITG-numbers) has been implicated in the visual processing of Arabic numbers. However, it is unknown if this region is specifically involved in the visual encoding of Arabic numbers per se or in mathematical processing more broadly. Using functional magnetic resonance imaging (fMRI) during experiments that systematically vary tasks and stimuli, we find that mathematical processing, not preference to Arabic numbers, consistently drives both mean and distributed responses in the posterior ITG. While we replicated findings of higher responses in ITG-numbers to numbers than other visual stimuli during a 1-back task, this preference to numbers was abolished when participants engaged in mathematical processing. In contrast, an ITG region (ITG-math) that showed higher responses during an adding task vs. other tasks maintained this preference for mathematical processing across a wide range of stimuli including numbers, number/letter morphs, hands, and dice. Analysis of distributed responses across an anatomically-defined posterior ITG expanse further revealed that mathematical task but not Arabic number form can be successfully and consistently decoded from these distributed responses. Together, our findings suggest that the function of neuronal regions in the posterior ITG goes beyond the specific visual processing of Arabic numbers. We hypothesize that they ascribe numerical content to the visual input, irrespective of the format of the stimulus. Copyright © 2018 Elsevier Inc. All rights reserved.
Schiavazzi, Daniele E.; Baretta, Alessia; Pennati, Giancarlo; Hsia, Tain-Yen; Marsden, Alison L.
2017-01-01
Summary Computational models of cardiovascular physiology can inform clinical decision-making, providing a physically consistent framework to assess vascular pressures and flow distributions, and aiding in treatment planning. In particular, lumped parameter network (LPN) models that make an analogy to electrical circuits offer a fast and surprisingly realistic method to reproduce the circulatory physiology. The complexity of LPN models can vary significantly to account, for example, for cardiac and valve function, respiration, autoregulation, and time-dependent hemodynamics. More complex models provide insight into detailed physiological mechanisms, but their utility is maximized if one can quickly identify patient specific parameters. The clinical utility of LPN models with many parameters will be greatly enhanced by automated parameter identification, particularly if parameter tuning can match non-invasively obtained clinical data. We present a framework for automated tuning of 0D lumped model parameters to match clinical data. We demonstrate the utility of this framework through application to single ventricle pediatric patients with Norwood physiology. Through a combination of local identifiability, Bayesian estimation and maximum a posteriori simplex optimization, we show the ability to automatically determine physiologically consistent point estimates of the parameters and to quantify uncertainty induced by errors and assumptions in the collected clinical data. We show that multi-level estimation, that is, updating the parameter prior information through sub-model analysis, can lead to a significant reduction in the parameter marginal posterior variance. We first consider virtual patient conditions, with clinical targets generated through model solutions, and second application to a cohort of four single-ventricle patients with Norwood physiology. PMID:27155892
Tensile properties of a morphologically split supraspinatus tendon.
Matsuhashi, Tomoya; Hooke, Alexander W; Zhao, Kristin D; Goto, Akira; Sperling, John W; Steinmann, Scott P; An, Kai-Nan
2014-07-01
The supraspinatus tendon consists morphologically of two sub-regions, anterior and posterior. The anterior sub-region is thick and tubular while the posterior is thin and strap-like. The purpose of this study was to compare the structural and mechanical properties of the anterior and posterior sub-regions of the supraspinatus tendon. The supraspinatus tendons from seven human cadaveric shoulders were morphologically divided into the anterior and posterior sub-regions. Length, width, and thickness were measured. A servo-hydraulic testing machine (MTS Systems Corporation, Minneapolis, MN) was used for tensile testing. The maximal load at failure, modulus of elasticity and ultimate tendon stress were calculated. Repeated measures were used for statistical comparisons. The mean anterior tendon cross-sectional area was 47.3 mm(2) and the posterior was 32.1 mm(2) . Failure occurred most often at the insertion site: anterior (5/7) and posterior (6/7). All parameters of the anterior sub-region were significantly greater than those of the posterior sub-region. The moduli of elasticity at the insertion site were 592.4 MPa in the anterior sub-region and 217.7 MPa in the posterior (P = 0.01). The ultimate failure loads were 779.2 N in the anterior sub-region and 335.6 N in the posterior (P = 0.003). The ultimate stresses were 22.1 MPa in the anterior sub-region and 11.6 MPa in the posterior (P = 0.008). We recognized that the anterior and posterior sub-regions of the SSP tendon have significantly different mechanical properties. In a future study, we need to evaluate how best to repair an SSP tendon considering these region-specific properties. Copyright © 2013 Wiley Periodicals, Inc.
Uncertainty in dual permeability model parameters for structured soils.
Arora, B; Mohanty, B P; McGuire, J T
2012-01-01
Successful application of dual permeability models (DPM) to predict contaminant transport is contingent upon measured or inversely estimated soil hydraulic and solute transport parameters. The difficulty in unique identification of parameters for the additional macropore- and matrix-macropore interface regions, and knowledge about requisite experimental data for DPM has not been resolved to date. Therefore, this study quantifies uncertainty in dual permeability model parameters of experimental soil columns with different macropore distributions (single macropore, and low- and high-density multiple macropores). Uncertainty evaluation is conducted using adaptive Markov chain Monte Carlo (AMCMC) and conventional Metropolis-Hastings (MH) algorithms while assuming 10 out of 17 parameters to be uncertain or random. Results indicate that AMCMC resolves parameter correlations and exhibits fast convergence for all DPM parameters while MH displays large posterior correlations for various parameters. This study demonstrates that the choice of parameter sampling algorithms is paramount in obtaining unique DPM parameters when information on covariance structure is lacking, or else additional information on parameter correlations must be supplied to resolve the problem of equifinality of DPM parameters. This study also highlights the placement and significance of matrix-macropore interface in flow experiments of soil columns with different macropore densities. Histograms for certain soil hydraulic parameters display tri-modal characteristics implying that macropores are drained first followed by the interface region and then by pores of the matrix domain in drainage experiments. Results indicate that hydraulic properties and behavior of the matrix-macropore interface is not only a function of saturated hydraulic conductivity of the macroporematrix interface ( K sa ) and macropore tortuosity ( l f ) but also of other parameters of the matrix and macropore domains.
Uncertainty in dual permeability model parameters for structured soils
NASA Astrophysics Data System (ADS)
Arora, B.; Mohanty, B. P.; McGuire, J. T.
2012-01-01
Successful application of dual permeability models (DPM) to predict contaminant transport is contingent upon measured or inversely estimated soil hydraulic and solute transport parameters. The difficulty in unique identification of parameters for the additional macropore- and matrix-macropore interface regions, and knowledge about requisite experimental data for DPM has not been resolved to date. Therefore, this study quantifies uncertainty in dual permeability model parameters of experimental soil columns with different macropore distributions (single macropore, and low- and high-density multiple macropores). Uncertainty evaluation is conducted using adaptive Markov chain Monte Carlo (AMCMC) and conventional Metropolis-Hastings (MH) algorithms while assuming 10 out of 17 parameters to be uncertain or random. Results indicate that AMCMC resolves parameter correlations and exhibits fast convergence for all DPM parameters while MH displays large posterior correlations for various parameters. This study demonstrates that the choice of parameter sampling algorithms is paramount in obtaining unique DPM parameters when information on covariance structure is lacking, or else additional information on parameter correlations must be supplied to resolve the problem of equifinality of DPM parameters. This study also highlights the placement and significance of matrix-macropore interface in flow experiments of soil columns with different macropore densities. Histograms for certain soil hydraulic parameters display tri-modal characteristics implying that macropores are drained first followed by the interface region and then by pores of the matrix domain in drainage experiments. Results indicate that hydraulic properties and behavior of the matrix-macropore interface is not only a function of saturated hydraulic conductivity of the macroporematrix interface (Ksa) and macropore tortuosity (lf) but also of other parameters of the matrix and macropore domains.
Zollanvari, Amin; Dougherty, Edward R
2016-12-01
In classification, prior knowledge is incorporated in a Bayesian framework by assuming that the feature-label distribution belongs to an uncertainty class of feature-label distributions governed by a prior distribution. A posterior distribution is then derived from the prior and the sample data. An optimal Bayesian classifier (OBC) minimizes the expected misclassification error relative to the posterior distribution. From an application perspective, prior construction is critical. The prior distribution is formed by mapping a set of mathematical relations among the features and labels, the prior knowledge, into a distribution governing the probability mass across the uncertainty class. In this paper, we consider prior knowledge in the form of stochastic differential equations (SDEs). We consider a vector SDE in integral form involving a drift vector and dispersion matrix. Having constructed the prior, we develop the optimal Bayesian classifier between two models and examine, via synthetic experiments, the effects of uncertainty in the drift vector and dispersion matrix. We apply the theory to a set of SDEs for the purpose of differentiating the evolutionary history between two species.
Factors affecting urethrocystographic parameters in urinary continent women.
Yang, J M
1996-06-01
To evaluate the urethrocystographic changes in different conditions, 154 women were evaluated by using introital sonography. Patients were divided into three groups: group 1 (n = 103) normal, including 10 postmenopausal women; group 2 (n = 46) pregnant, including 16 women in the first trimester, 15 in the second trimester, and 15 in the third trimester; group 3 (n = 15) severe genitourinary prolapse. None of the 154 women had a history of urinary incontinence. The following parameters were measured at rest: urethral thickness, uretheral length, urethral inclination, and posterior urethrovesical angle. On maximum straining, urethral inclination, posterior urethrovesical angle, and rotational angle were measured. In general, age, parity, and menopause did not affect the urethrocystographic parameters in Group 1 patients. Postmenopausal women had a significant decrease in the urethral thickness compared with the premenopausal women (p = 0.026). Patients in Groups 2 and 3 had a significantly lower urethral position than those in group 1. However, hypermobility of the urethra was found only in Group 3. Different menstrual ages did not affect the urethral position but could affect the posterior urethrovesical angle at rest in the first trimester. Introital sonography, without the risk of radiation exposure, enables the observation of static and dynamic changes in the lower urinary tract, both repeatedly and reproducibly.
Robustness of Reconstructed Ancestral Protein Functions to Statistical Uncertainty.
Eick, Geeta N; Bridgham, Jamie T; Anderson, Douglas P; Harms, Michael J; Thornton, Joseph W
2017-02-01
Hypotheses about the functions of ancient proteins and the effects of historical mutations on them are often tested using ancestral protein reconstruction (APR)-phylogenetic inference of ancestral sequences followed by synthesis and experimental characterization. Usually, some sequence sites are ambiguously reconstructed, with two or more statistically plausible states. The extent to which the inferred functions and mutational effects are robust to uncertainty about the ancestral sequence has not been studied systematically. To address this issue, we reconstructed ancestral proteins in three domain families that have different functions, architectures, and degrees of uncertainty; we then experimentally characterized the functional robustness of these proteins when uncertainty was incorporated using several approaches, including sampling amino acid states from the posterior distribution at each site and incorporating the alternative amino acid state at every ambiguous site in the sequence into a single "worst plausible case" protein. In every case, qualitative conclusions about the ancestral proteins' functions and the effects of key historical mutations were robust to sequence uncertainty, with similar functions observed even when scores of alternate amino acids were incorporated. There was some variation in quantitative descriptors of function among plausible sequences, suggesting that experimentally characterizing robustness is particularly important when quantitative estimates of ancient biochemical parameters are desired. The worst plausible case method appears to provide an efficient strategy for characterizing the functional robustness of ancestral proteins to large amounts of sequence uncertainty. Sampling from the posterior distribution sometimes produced artifactually nonfunctional proteins for sequences reconstructed with substantial ambiguity. © The Author 2016. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.
How Much Can We Learn from a Single Chromatographic Experiment? A Bayesian Perspective.
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.
A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction
Montesinos-López, Osval A.; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R.; Buenrostro-Mariscal, Raymundo
2017-01-01
There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. PMID:28391241
A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction.
Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R; Buenrostro-Mariscal, Raymundo
2017-06-07
There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. Copyright © 2017 Montesinos-López et al.
NASA Astrophysics Data System (ADS)
Hernández, Mario R.; Francés, Félix
2015-04-01
One phase of the hydrological models implementation process, significantly contributing to the hydrological predictions uncertainty, is the calibration phase in which values of the unknown model parameters are tuned by optimizing an objective function. An unsuitable error model (e.g. Standard Least Squares or SLS) introduces noise into the estimation of the parameters. The main sources of this noise are the input errors and the hydrological model structural deficiencies. Thus, the biased calibrated parameters cause the divergence model phenomenon, where the errors variance of the (spatially and temporally) forecasted flows far exceeds the errors variance in the fitting period, and provoke the loss of part or all of the physical meaning of the modeled processes. In other words, yielding a calibrated hydrological model which works well, but not for the right reasons. Besides, an unsuitable error model yields a non-reliable predictive uncertainty assessment. Hence, with the aim of prevent all these undesirable effects, this research focuses on the Bayesian joint inference (BJI) of both the hydrological and error model parameters, considering a general additive (GA) error model that allows for correlation, non-stationarity (in variance and bias) and non-normality of model residuals. As hydrological model, it has been used a conceptual distributed model called TETIS, with a particular split structure of the effective model parameters. Bayesian inference has been performed with the aid of a Markov Chain Monte Carlo (MCMC) algorithm called Dream-ZS. MCMC algorithm quantifies the uncertainty of the hydrological and error model parameters by getting the joint posterior probability distribution, conditioned on the observed flows. The BJI methodology is a very powerful and reliable tool, but it must be used correctly this is, if non-stationarity in errors variance and bias is modeled, the Total Laws must be taken into account. The results of this research show that the application of BJI with a GA error model outperforms the hydrological parameters robustness (diminishing the divergence model phenomenon) and improves the reliability of the streamflow predictive distribution, in respect of the results of a bad error model as SLS. Finally, the most likely prediction in a validation period, for both BJI+GA and SLS error models shows a similar performance.
NASA Astrophysics Data System (ADS)
Zammit-Mangion, Andrew; Stavert, Ann; Rigby, Matthew; Ganesan, Anita; Rayner, Peter; Cressie, Noel
2017-04-01
The Orbiting Carbon Observatory-2 (OCO-2) satellite was launched on 2 July 2014, and it has been a source of atmospheric CO2 data since September 2014. The OCO-2 dataset contains a number of variables, but the one of most interest for flux inversion has been the column-averaged dry-air mole fraction (in units of ppm). These global level-2 data offer the possibility of inferring CO2 fluxes at Earth's surface and tracking those fluxes over time. However, as well as having a component of random error, the OCO-2 data have a component of systematic error that is dependent on the instrument's mode, namely land nadir, land glint, and ocean glint. Our statistical approach to CO2-flux inversion starts with constructing a statistical model for the random and systematic errors with parameters that can be estimated from the OCO-2 data and possibly in situ sources from flasks, towers, and the Total Column Carbon Observing Network (TCCON). Dimension reduction of the flux field is achieved through the use of physical basis functions, while temporal evolution of the flux is captured by modelling the basis-function coefficients as a vector autoregressive process. For computational efficiency, flux inversion uses only three months of sensitivities of mole fraction to changes in flux, computed using MOZART; any residual variation is captured through the modelling of a stochastic process that varies smoothly as a function of latitude. The second stage of our statistical approach is to simulate from the posterior distribution of the basis-function coefficients and all unknown parameters given the data using a fully Bayesian Markov chain Monte Carlo (MCMC) algorithm. Estimates and posterior variances of the flux field can then be obtained straightforwardly from this distribution. Our statistical approach is different than others, as it simultaneously makes inference (and quantifies uncertainty) on both the error components' parameters and the CO2 fluxes. We compare it to more classical approaches through an Observing System Simulation Experiment (OSSE) on a global scale. By changing the size of the random and systematic errors in the OSSE, we can determine the corresponding spatial and temporal resolutions at which useful flux signals could be detected from the OCO-2 data.
NASA Astrophysics Data System (ADS)
Fukuda, J.; Johnson, K. M.
2009-12-01
Studies utilizing inversions of geodetic data for the spatial distribution of coseismic slip on faults typically present the result as a single fault plane and slip distribution. Commonly the geometry of the fault plane is assumed to be known a priori and the data are inverted for slip. However, sometimes there is not strong a priori information on the geometry of the fault that produced the earthquake and the data is not always strong enough to completely resolve the fault geometry. We develop a method to solve for the full posterior probability distribution of fault slip and fault geometry parameters in a Bayesian framework using Monte Carlo methods. The slip inversion problem is particularly challenging because it often involves multiple data sets with unknown relative weights (e.g. InSAR, GPS), model parameters that are related linearly (slip) and nonlinearly (fault geometry) through the theoretical model to surface observations, prior information on model parameters, and a regularization prior to stabilize the inversion. We present the theoretical framework and solution method for a Bayesian inversion that can handle all of these aspects of the problem. The method handles the mixed linear/nonlinear nature of the problem through combination of both analytical least-squares solutions and Monte Carlo methods. We first illustrate and validate the inversion scheme using synthetic data sets. We then apply the method to inversion of geodetic data from the 2003 M6.6 San Simeon, California earthquake. We show that the uncertainty in strike and dip of the fault plane is over 20 degrees. We characterize the uncertainty in the slip estimate with a volume around the mean fault solution in which the slip most likely occurred. Slip likely occurred somewhere in a volume that extends 5-10 km in either direction normal to the fault plane. We implement slip inversions with both traditional, kinematic smoothing constraints on slip and a simple physical condition of uniform stress drop.
Dealing with Non-stationarity in Intensity-Frequency-Duration Curve
NASA Astrophysics Data System (ADS)
Rengaraju, S.; Rajendran, V.; C T, D.
2017-12-01
Extremes like flood and drought are becoming frequent and more vulnerable in recent times, generally attributed to the recent revelation of climate change. One of the main concerns is that whether the present infrastructures like dams, storm water drainage networks, etc., which were designed following the so called `stationary' assumption, are capable of withstanding the expected severe extremes. Stationary assumption considers that extremes are not changing with respect to time. However, recent studies proved that climate change has altered the climate extremes both temporally and spatially. Traditionally, the observed non-stationary in the extreme precipitation is incorporated in the extreme value distributions in terms of changing parameters. Nevertheless, this raises a question which parameter needs to be changed, i.e. location or scale or shape, since either one or more of these parameters vary at a given location. Hence, this study aims to detect the changing parameters to reduce the complexity involved in the development of non-stationary IDF curve and to provide the uncertainty bound of estimated return level using Bayesian Differential Evolutionary Monte Carlo (DE-MC) algorithm. Firstly, the extreme precipitation series is extracted using Peak Over Threshold. Then, the time varying parameter(s) is(are) detected for the extracted series using Generalized Additive Models for Location Scale and Shape (GAMLSS). Then, the IDF curve is constructed using Generalized Pareto Distribution incorporating non-stationarity only if the parameter(s) is(are) changing with respect to time, otherwise IDF curve will follow stationary assumption. Finally, the posterior probability intervals of estimated return revel are computed through Bayesian DE-MC approach and the non-stationary based IDF curve is compared with the stationary based IDF curve. The results of this study emphasize that the time varying parameters also change spatially and the IDF curves should incorporate non-stationarity only if there is change in the parameters, though there may be significant change in the extreme rainfall series. Our results evoke the importance of updating the infrastructure design strategies for the changing climate, by adopting the non-stationary based IDF curves.
Davison, James A
2015-01-01
Purpose To present a cause of posterior capsule aspiration and a technique using optimized parameters to prevent it from happening when operating soft cataracts. Patients and methods A prospective list of posterior capsule aspiration cases was kept over 4,062 consecutive cases operated with the Alcon CENTURION machine and Balanced Tip. Video analysis of one case of posterior capsule aspiration was accomplished. A surgical technique was developed using empirically derived machine parameters and customized setting-selection procedure step toolbar to reduce the pace of aspiration of soft nuclear quadrants in order to prevent capsule aspiration. Results Two cases out of 3,238 experienced posterior capsule aspiration before use of the soft quadrant technique. Video analysis showed an attractive vortex effect with capsule aspiration occurring in 1/5 of a second. A soft quadrant removal setting was empirically derived which had a slower pace and seemed more controlled with no capsule aspiration occurring in the subsequent 824 cases. The setting featured simultaneous linear control from zero to preset maximums for: aspiration flow, 20 mL/min; and vacuum, 400 mmHg, with the addition of torsional tip amplitude up to 20% after the fluidic maximums were achieved. A new setting selection procedure step toolbar was created to increase intraoperative flexibility by providing instantaneous shifting between the soft and normal settings. Conclusion A technique incorporating a reduced pace for soft quadrant acquisition and aspiration can be accomplished through the use of a dedicated setting of integrated machine parameters. Toolbar placement of the procedure button next to the normal setting procedure button provides the opportunity to instantaneously alternate between the two settings. Simultaneous surgeon control over vacuum, aspiration flow, and torsional tip motion may make removal of soft nuclear quadrants more efficient and safer. PMID:26355695
Zhang, Xi-An; Qi, Song-Tao; Fan, Jun; Huang, Guang-Long; Peng, Jun-Xiang
2014-08-01
The aim of this study was to describe the similarity of configuration between the arachnoid complex in the posterior half of the incisural space and the Liliequist membrane. Microsurgical dissection and anatomical observation were performed in 20 formalin-fixed adult cadaver heads. The origin, distribution, and configuration of the arachnoid membranes and their relationships with the vascular structures in the posterior half of the incisural space were examined. The posterior perimesencephalic membrane and the cerebellar precentral membrane have a common origin at the tentorial edge and form an arachnoid complex strikingly resembling an inverted Liliequist membrane. Asymmetry between sides is not uncommon. If the cerebellar precentral membrane is hypoplastic on one side or both, the well-developed quadrigeminal membrane plays a prominent part in partitioning the subarachnoid space in the posterior half of the incisural space. The arachnoid complex in the posterior half of the incisural space can be regarded as an inverted Liliequist membrane. This concept can help neurosurgeons to gain better understanding of the surgical anatomy at the level of the tentorial incisura.
Posterior Predictive Bayesian Phylogenetic Model Selection
Lewis, Paul O.; Xie, Wangang; Chen, Ming-Hui; Fan, Yu; Kuo, Lynn
2014-01-01
We present two distinctly different posterior predictive approaches to Bayesian phylogenetic model selection and illustrate these methods using examples from green algal protein-coding cpDNA sequences and flowering plant rDNA sequences. The Gelfand–Ghosh (GG) approach allows dissection of an overall measure of model fit into components due to posterior predictive variance (GGp) and goodness-of-fit (GGg), which distinguishes this method from the posterior predictive P-value approach. The conditional predictive ordinate (CPO) method provides a site-specific measure of model fit useful for exploratory analyses and can be combined over sites yielding the log pseudomarginal likelihood (LPML) which is useful as an overall measure of model fit. CPO provides a useful cross-validation approach that is computationally efficient, requiring only a sample from the posterior distribution (no additional simulation is required). Both GG and CPO add new perspectives to Bayesian phylogenetic model selection based on the predictive abilities of models and complement the perspective provided by the marginal likelihood (including Bayes Factor comparisons) based solely on the fit of competing models to observed data. [Bayesian; conditional predictive ordinate; CPO; L-measure; LPML; model selection; phylogenetics; posterior predictive.] PMID:24193892
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ho, Shirley; Turner, Edwin L., E-mail: cwho@lbl.gov
2011-09-20
Radial velocity (RV) observations of an exoplanet system giving a value of M{sub T} sin(i) condition (i.e., give information about) not only the planet's true mass M{sub T} but also the value of sin(i) for that system (where i is the orbital inclination angle). Thus, the value of sin(i) for a system with any particular observed value of M{sub T} sin(i) cannot be assumed to be drawn randomly from a distribution corresponding to an isotropic i distribution, i.e., the presumptive prior distribution. Rather, the posterior distribution from which it is drawn depends on the intrinsic distribution of M{sub T} formore » the exoplanet population being studied. We give a simple Bayesian derivation of this relationship and apply it to several 'toy models' for the intrinsic distribution of M{sub T} , on which we have significant information from available RV data in some mass ranges but little or none in others. The results show that the effect can be an important one. For example, even for simple power-law distributions of M{sub T} , the median value of sin(i) in an observed RV sample can vary between 0.860 and 0.023 (as compared to the 0.866 value for an isotropic i distribution) for indices of the power law in the range between -2 and +1, respectively. Over the same range of indices, the 95% confidence interval on M{sub T} varies from 1.0001-2.405 ({alpha} = -2) to 1.13-94.34 ({alpha} = +2) times larger than M{sub T} sin(i) due to sin(i) uncertainty alone. More complex, but still simple and plausible, distributions of M{sub T} yield more complicated and somewhat unintuitive posterior sin(i) distributions. In particular, if the M{sub T} distribution contains any characteristic mass scale M{sub c} , the posterior sin(i) distribution will depend on the ratio of M{sub T} sin(i) to M{sub c} , often in a non-trivial way. Our qualitative conclusion is that RV studies of exoplanets, both individual objects and statistical samples, should regard the sin(i) factor as more than a 'numerical constant of order unity' with simple and well-understood statistical properties. We argue that reports of M{sub T} sin(i) determinations should be accompanied by a statement of the corresponding confidence bounds on M{sub T} at, say, the 95% level based on an explicitly stated assumed form of the true M{sub T} distribution in order to reflect more accurately the mass uncertainties associated with RV studies.« less
Bao, H R C; Zhu, D; Gong, H; Gu, G S
2013-03-01
In recent years, with technological advances in arthroscopy and magnetic resonance imaging and improved biomechanical studies of the meniscus, there has been some progress in the diagnosis and treatment of injuries to the roots of the meniscus. However, the biomechanical effect of posterior lateral meniscus root tears on the knee has not yet become clear. The purpose of this study was to determine the effect of a complete radial posterior lateral meniscus root tear on the knee contact mechanics and the function of the posterior meniscofemoral ligament on the knee with tear in the posterior root of lateral meniscus. A finite element model of the knee was developed to simulate different cases for intact knee, a complete radial posterior lateral meniscus root tear, a complete radial posterior lateral meniscus root tear with posterior meniscofemoral ligament deficiency, and total meniscectomy of the lateral meniscus. A compressive load of 1000 N was applied in all cases to calculate contact areas, contact pressure, and meniscal displacements. The complete radial posterior lateral meniscus root tear decreased the contact area and increased the contact pressure on the lateral compartment under compressive load. We also found a decreased contact area and increased contact pressure in the medial compartment, but it was not obvious compared to the lateral compartment. The lateral meniscus was radially displaced by compressive load after a complete radial posterior lateral meniscus root tear, and the displacement took place mainly in the body and posterior horn of lateral meniscus. There were further decrease in contact area and increases in contact pressure and raidial displacement of the lateral meniscus in the case of the complete posterior lateral meniscus root tear in combination with posterior meniscofemoral ligament deficiency. Complete radial posterior lateral meniscus root tear is not functionally equivalent to total meniscectomy. The posterior root torn lateral meniscus continues to provide some load transmission and distribution functions across the joint. The posterior meniscofemoral ligament prevents excessive radial displacement of the posterior root torn lateral meniscus and assists the torn lateral meniscus in transmitting a certain amount of stress in the lateral compartment.
Retinal projections in the bowfin, Amia calva: cytoarchitectonic and experimental analysis.
Butler, A B; Northcutt, R G
1992-01-01
The retinofugal projections in the bowfin, a non-teleost actinopterygian, were studied by autoradiographic and horseradish peroxidase methods, and the cytoarchitecture of retinorecipient regions of the diencephalon was analyzed with serially sectioned, Bodian stained material. Nuclei were identified in the thalamus, the periventricular portion of the posterior tuberculum, synencephalon, and pretectum which are homologous to like-named nuclei in teleosts and other non-teleost actinopterygian fishes. Of particular note, a posterior pretectal nucleus and, possibly, a homologue of nucleus corticalis were found to be present in the pretectum. These nuclei have previously been identified only in teleosts. The posterior pretectal nucleus is relatively small in the bowfin, and the distribution of a small, versus a large, posterior pretectal nucleus in Teleostei and Halecomorphi suggests that this nucleus was small plesiomorphically. The pattern of retinofugal projections in the bowfin is similar to that in other non-teleost actinopterygian fishes and in teleosts in most regards. Contralaterally, the retina projects to nuclei in the dorsal and ventral thalamus, superficial and central pretectum, dorsal and ventral accessory optic nuclei, and to the optic tectum. Additionally, there are sparse projections to the suprachiasmatic nucleus in the preoptic area, the periventricular nucleus of the posterior tuberculum, and the dorsal and ventral periventricular pretectal nuclei. Ipsilateral projections are sparse and are derived from fibers which do not decussate in the optic chiasm. Undecussated ipsilateral retinal projections, as present in the bowfin, are a widely distributed character in vertebrates and appear to be plesiomorphic for vertebrates.
Manual hierarchical clustering of regional geochemical data using a Bayesian finite mixture model
Ellefsen, Karl J.; Smith, David
2016-01-01
Interpretation of regional scale, multivariate geochemical data is aided by a statistical technique called “clustering.” We investigate a particular clustering procedure by applying it to geochemical data collected in the State of Colorado, United States of America. The clustering procedure partitions the field samples for the entire survey area into two clusters. The field samples in each cluster are partitioned again to create two subclusters, and so on. This manual procedure generates a hierarchy of clusters, and the different levels of the hierarchy show geochemical and geological processes occurring at different spatial scales. Although there are many different clustering methods, we use Bayesian finite mixture modeling with two probability distributions, which yields two clusters. The model parameters are estimated with Hamiltonian Monte Carlo sampling of the posterior probability density function, which usually has multiple modes. Each mode has its own set of model parameters; each set is checked to ensure that it is consistent both with the data and with independent geologic knowledge. The set of model parameters that is most consistent with the independent geologic knowledge is selected for detailed interpretation and partitioning of the field samples.
Dosso, Stan E; Wilmut, Michael J; Nielsen, Peter L
2010-07-01
This paper applies Bayesian source tracking in an uncertain environment to Mediterranean Sea data, and investigates the resulting tracks and track uncertainties as a function of data information content (number of data time-segments, number of frequencies, and signal-to-noise ratio) and of prior information (environmental uncertainties and source-velocity constraints). To track low-level sources, acoustic data recorded for multiple time segments (corresponding to multiple source positions along the track) are inverted simultaneously. Environmental uncertainty is addressed by including unknown water-column and seabed properties as nuisance parameters in an augmented inversion. Two approaches are considered: Focalization-tracking maximizes the posterior probability density (PPD) over the unknown source and environmental parameters. Marginalization-tracking integrates the PPD over environmental parameters to obtain a sequence of joint marginal probability distributions over source coordinates, from which the most-probable track and track uncertainties can be extracted. Both approaches apply track constraints on the maximum allowable vertical and radial source velocity. The two approaches are applied for towed-source acoustic data recorded at a vertical line array at a shallow-water test site in the Mediterranean Sea where previous geoacoustic studies have been carried out.
NASA Astrophysics Data System (ADS)
Xu, T.; Valocchi, A. J.; Ye, M.; Liang, F.
2016-12-01
Due to simplification and/or misrepresentation of the real aquifer system, numerical groundwater flow and solute transport models are usually subject to model structural error. During model calibration, the hydrogeological parameters may be overly adjusted to compensate for unknown structural error. This may result in biased predictions when models are used to forecast aquifer response to new forcing. In this study, we extend a fully Bayesian method [Xu and Valocchi, 2015] to calibrate a real-world, regional groundwater flow model. The method uses a data-driven error model to describe model structural error and jointly infers model parameters and structural error. In this study, Bayesian inference is facilitated using high performance computing and fast surrogate models. The surrogate models are constructed using machine learning techniques to emulate the response simulated by the computationally expensive groundwater model. We demonstrate in the real-world case study that explicitly accounting for model structural error yields parameter posterior distributions that are substantially different from those derived by the classical Bayesian calibration that does not account for model structural error. In addition, the Bayesian with error model method gives significantly more accurate prediction along with reasonable credible intervals.
Statistical Bayesian method for reliability evaluation based on ADT data
NASA Astrophysics Data System (ADS)
Lu, Dawei; Wang, Lizhi; Sun, Yusheng; Wang, Xiaohong
2018-05-01
Accelerated degradation testing (ADT) is frequently conducted in the laboratory to predict the products’ reliability under normal operating conditions. Two kinds of methods, degradation path models and stochastic process models, are utilized to analyze degradation data and the latter one is the most popular method. However, some limitations like imprecise solution process and estimation result of degradation ratio still exist, which may affect the accuracy of the acceleration model and the extrapolation value. Moreover, the conducted solution of this problem, Bayesian method, lose key information when unifying the degradation data. In this paper, a new data processing and parameter inference method based on Bayesian method is proposed to handle degradation data and solve the problems above. First, Wiener process and acceleration model is chosen; Second, the initial values of degradation model and parameters of prior and posterior distribution under each level is calculated with updating and iteration of estimation values; Third, the lifetime and reliability values are estimated on the basis of the estimation parameters; Finally, a case study is provided to demonstrate the validity of the proposed method. The results illustrate that the proposed method is quite effective and accuracy in estimating the lifetime and reliability of a product.
Carter, Faustin Wirkus; Khaire, Trupti S.; Novosad, Valentyn; ...
2016-11-07
We present "scraps" (SuperConducting Analysis and Plotting Software), a Python package designed to aid in the analysis and visualization of large amounts of superconducting resonator data, specifically complex transmission as a function of frequency, acquired at many different temperatures and driving powers. The package includes a least-squares fitting engine as well as a Monte-Carlo Markov Chain sampler for sampling the posterior distribution given priors, marginalizing over nuisance parameters, and estimating covariances. A set of plotting tools for generating publication-quality figures is also provided in the package. Lastly, we discuss the functionality of the software and provide some examples of itsmore » utility on data collected from a niobium-nitride coplanar waveguide resonator fabricated at Argonne National Laboratory.« less
NASA Astrophysics Data System (ADS)
de Wit, Ralph W. L.; Valentine, Andrew P.; Trampert, Jeannot
2013-10-01
How do body-wave traveltimes constrain the Earth's radial (1-D) seismic structure? Existing 1-D seismological models underpin 3-D seismic tomography and earthquake location algorithms. It is therefore crucial to assess the quality of such 1-D models, yet quantifying uncertainties in seismological models is challenging and thus often ignored. Ideally, quality assessment should be an integral part of the inverse method. Our aim in this study is twofold: (i) we show how to solve a general Bayesian non-linear inverse problem and quantify model uncertainties, and (ii) we investigate the constraint on spherically symmetric P-wave velocity (VP) structure provided by body-wave traveltimes from the EHB bulletin (phases Pn, P, PP and PKP). Our approach is based on artificial neural networks, which are very common in pattern recognition problems and can be used to approximate an arbitrary function. We use a Mixture Density Network to obtain 1-D marginal posterior probability density functions (pdfs), which provide a quantitative description of our knowledge on the individual Earth parameters. No linearization or model damping is required, which allows us to infer a model which is constrained purely by the data. We present 1-D marginal posterior pdfs for the 22 VP parameters and seven discontinuity depths in our model. P-wave velocities in the inner core, outer core and lower mantle are resolved well, with standard deviations of ˜0.2 to 1 per cent with respect to the mean of the posterior pdfs. The maximum likelihoods of VP are in general similar to the corresponding ak135 values, which lie within one or two standard deviations from the posterior means, thus providing an independent validation of ak135 in this part of the radial model. Conversely, the data contain little or no information on P-wave velocity in the D'' layer, the upper mantle and the homogeneous crustal layers. Further, the data do not constrain the depth of the discontinuities in our model. Using additional phases available in the ISC bulletin, such as PcP, PKKP and the converted phases SP and ScP, may enhance the resolvability of these parameters. Finally, we show how the method can be extended to obtain a posterior pdf for a multidimensional model space. This enables us to investigate correlations between model parameters.
Sideroudi, Haris; Labiris, Georgios; Georgantzoglou, Kimon; Ntonti, Panagiota; Siganos, Charalambos; Kozobolis, Vassilios
2017-07-01
To develop an algorithm for the Fourier analysis of posterior corneal videokeratographic data and to evaluate the derived parameters in the diagnosis of Subclinical Keratoconus (SKC) and Keratoconus (KC). This was a cross-sectional, observational study that took place in the Eye Institute of Thrace, Democritus University, Greece. Eighty eyes formed the KC group, 55 eyes formed the SKC group while 50 normal eyes populated the control group. A self-developed algorithm in visual basic for Microsoft Excel performed a Fourier series harmonic analysis for the posterior corneal sagittal curvature data. The algorithm decomposed the obtained curvatures into a spherical component, regular astigmatism, asymmetry and higher order irregularities for averaged central 4 mm and for each individual ring separately (1, 2, 3 and 4 mm). The obtained values were evaluated for their diagnostic capacity using receiver operating curves (ROC). Logistic regression was attempted for the identification of a combined diagnostic model. Significant differences were detected in regular astigmatism, asymmetry and higher order irregularities among groups. For the SKC group, the parameters with high diagnostic ability (AUC > 90%) were the higher order irregularities, the asymmetry and the regular astigmatism, mainly in the corneal periphery. Higher predictive accuracy was identified using diagnostic models that combined the asymmetry, regular astigmatism and higher order irregularities in averaged 3and 4 mm area (AUC: 98.4%, Sensitivity: 91.7% and Specificity:100%). Fourier decomposition of posterior Keratometric data provides parameters with high accuracy in differentiating SKC from normal corneas and should be included in the prompt diagnosis of KC. © 2017 The Authors Ophthalmic & Physiological Optics © 2017 The College of Optometrists.
Effects of Wii balance board exercises on balance after posterior cruciate ligament reconstruction.
Puh, Urška; Majcen, Nia; Hlebš, Sonja; Rugelj, Darja
2014-05-01
To establish the effects of training on Wii balance board (WBB) after posterior cruciate ligament (PCL) reconstruction on balance. Included patient injured her posterior cruciate ligament 22 months prior to the study. Training on WBB was performed 4 weeks, 6 times per week, 30-45 min per day. Center of pressure (CoP) sway during parallel and one-leg stance, and body weight distribution in parallel stance were measured. Additionally, measurements of joint range of motion and limb circumferences were taken before and after training. After training, the body weight was almost equally distributed on both legs. Decrease in CoP sway was most significant for one-leg stance with each leg on compliant surface with eyes open and closed. The knee joint range of motion increased and limb circumferences decreased. According to the results of this single case report, we might recommend the use of WBB for balance training after PCL reconstruction. Case series with no comparison group, Level IV.
Mean Posterior Corneal Power and Astigmatism in Normal Versus Keratoconic Eyes.
Feizi, Sepehr; Delfazayebaher, Siamak; Javadi, Mohammad Ali; Karimian, Farid; Ownagh, Vahid; Sadeghpour, Fatemeh
2018-01-01
To compare mean posterior corneal power and astigmatism in normal versus keratoconus affected eyes and determine the optimal cut-off points to maximize sensitivity and specificity in discriminating keratoconus from normal corneas. A total of 204 normal eyes and 142 keratoconus affected eyes were enrolled in this prospective comparative study. Mean posterior corneal power and astigmatism were measured using a dual Scheimpflug camera. Correlation coefficients were calculated to assess the relationship between the magnitudes of keratometric and posterior corneal astigmatism in the study groups. Receiver operating characteristic curves were used to compare the sensitivity and specificity of the measured parameters and to identify the optimal cut-off points for discriminating keratoconus from normal corneas. The mean posterior corneal power was -6.29 ± 0.20 D in the normal group and -7.77 ± 0.87 D in the keratoconus group ( P < 0.001). The mean magnitudes of the posterior corneal astigmatisms were -0.32 ± 0.15 D and -0.94 ± 0.39 D in the normal and keratoconus groups, respectively ( P < 0.001). Significant correlations were found between the magnitudes of keratometric and posterior corneal astigmatism in the normal (r=-0.76, P < 0.001) and keratoconus (r=-0.72, P < 0.001) groups. The mean posterior corneal power and astigmatism were highly reliable characteristics that distinguished keratoconus from normal corneas (area under the curve, 0.99 and 0.95, respectively). The optimal cut-off points of mean posterior corneal power and astigmatism were -6.70 D and -0.54 D, respectively. Mean posterior corneal power and astigmatism measured using a Galilei analyzer camera might have potential in diagnosing keratoconus. The cut-off points provided can be used for keratoconus screening.
Craig, A.D. (Bud)
2014-01-01
Prior anterograde tracing work identified somatotopically organized lamina I trigemino- and spino-thalamic terminations in a cytoarchitectonically distinct portion of posterolateral thalamus of the macaque monkey, named the posterior part of the ventral medial nucleus (VMpo; Craig, 2004b). Microelectrode recordings from clusters of selectively thermoreceptive or nociceptive neurons were used to guide precise micro-injections of various tracers in VMpo. A prior report (Craig and Zhang, 2006) described retrograde tracing results, which confirmed the selective lamina I input to VMpo and the antero-posterior (head to foot) topography. The present report describes the results of micro-injections of anterograde tracers placed at different levels in VMpo, based on the antero-posterior topographic organization of selectively nociceptive units and clusters over nearly the entire extent of VMpo. Each injection produced dense, patchy terminal labeling in a single coherent field within a distinct granular cortical area centered in the fundus of the superior limiting sulcus. The terminations were distributed with a consistent antero-posterior topography over the posterior half of the superior limiting sulcus. These observations demonstrate a specific VMpo projection area in dorsal posterior insular cortex that provides the basis for a somatotopic representation of selectively nociceptive lamina I spinothalamic activity. These results also identify the VMpo terminal area as the posterior half of interoceptive cortex; the anterior half receives input from the vagal-responsive and gustatory neurons in the basal part of the ventral medial nucleus (VMb). PMID:23853108
Inverse Problems in Complex Models and Applications to Earth Sciences
NASA Astrophysics Data System (ADS)
Bosch, M. E.
2015-12-01
The inference of the subsurface earth structure and properties requires the integration of different types of data, information and knowledge, by combined processes of analysis and synthesis. To support the process of integrating information, the regular concept of data inversion is evolving to expand its application to models with multiple inner components (properties, scales, structural parameters) that explain multiple data (geophysical survey data, well-logs, core data). The probabilistic inference methods provide the natural framework for the formulation of these problems, considering a posterior probability density function (PDF) that combines the information from a prior information PDF and the new sets of observations. To formulate the posterior PDF in the context of multiple datasets, the data likelihood functions are factorized assuming independence of uncertainties for data originating across different surveys. A realistic description of the earth medium requires modeling several properties and structural parameters, which relate to each other according to dependency and independency notions. Thus, conditional probabilities across model components also factorize. A common setting proceeds by structuring the model parameter space in hierarchical layers. A primary layer (e.g. lithology) conditions a secondary layer (e.g. physical medium properties), which conditions a third layer (e.g. geophysical data). In general, less structured relations within model components and data emerge from the analysis of other inverse problems. They can be described with flexibility via direct acyclic graphs, which are graphs that map dependency relations between the model components. Examples of inverse problems in complex models can be shown at various scales. At local scale, for example, the distribution of gas saturation is inferred from pre-stack seismic data and a calibrated rock-physics model. At regional scale, joint inversion of gravity and magnetic data is applied for the estimation of lithological structure of the crust, with the lithotype body regions conditioning the mass density and magnetic susceptibility fields. At planetary scale, the Earth mantle temperature and element composition is inferred from seismic travel-time and geodetic data.
Kamineni, Srinath; Norgren, Crystal R; Davidson, Evan M; Kamineni, Ellora P; Deane, Andrew S
2017-04-18
To provide a "patient-normalized" parameter in the proximal forearm. Sixty-three cadaveric upper extremities from thirty-five cadavers were studied. A muscle splitting approach was utilized to locate the posterior interosseous nerve (PIN) at the point where it emerges from beneath the supinator. The supinator was carefully incised to expose the midpoint length of the nerve as it passes into the forearm while preserving the associated fascial connections, thereby preserving the relationship of the nerve with the muscle. We measured the transepicondylar distance (TED), PIN distance in the forearm's neutral rotation position, pronation position, supination position, and the nerve width. Two individuals performed measurements using a digital caliper with inter-observer and intra-observer blinding. The results were analyzed with the Wilcoxon-Mann-Whitney test for paired samples. In pronation, the PIN was within two confidence intervals of 1.0 TED in 95% of cases (range 0.7-1.3 TED); in neutral, within two confidence intervals of 0.84 TED in 95% of cases (range 0.5-1.1 TED); in supination, within two confidence intervals of 0.72 TED in 95% of cases (range 0.5-0.9 TED). The mean PIN distance from the lateral epicondyle was 100% of TED in a pronated forearm, 84% in neutral, and 72% in supination. Predictive accuracy was highest in supination; in all cases the majority of specimens (90.47%-95.23%) are within 2 cm of the forearm position-specific percentage of TED. When comparing right to left sides for TEDs with the signed Wilcoxon-Mann-Whitney test for paired samples as well as a significance test (with normal distribution), the P -value was 0.0357 (significance - 0.05) indicating a significant difference between the two sides. This "patient normalized" parameter localizes the PIN crossing a line drawn between the lateral epicondyle and the radial styloid. Accurate PIN localization will aid in diagnosis, injections, and surgical approaches.
NASA Astrophysics Data System (ADS)
Fer, I.; Kelly, R.; Andrews, T.; Dietze, M.; Richardson, A. D.
2016-12-01
Our ability to forecast ecosystems is limited by how well we parameterize ecosystem models. Direct measurements for all model parameters are not always possible and inverse estimation of these parameters through Bayesian methods is computationally costly. A solution to computational challenges of Bayesian calibration is to approximate the posterior probability surface using a Gaussian Process that emulates the complex process-based model. Here we report the integration of this method within an ecoinformatics toolbox, Predictive Ecosystem Analyzer (PEcAn), and its application with two ecosystem models: SIPNET and ED2.1. SIPNET is a simple model, allowing application of MCMC methods both to the model itself and to its emulator. We used both approaches to assimilate flux (CO2 and latent heat), soil respiration, and soil carbon data from Bartlett Experimental Forest. This comparison showed that emulator is reliable in terms of convergence to the posterior distribution. A 10000-iteration MCMC analysis with SIPNET itself required more than two orders of magnitude greater computation time than an MCMC run of same length with its emulator. This difference would be greater for a more computationally demanding model. Validation of the emulator-calibrated SIPNET against both the assimilated data and out-of-sample data showed improved fit and reduced uncertainty around model predictions. We next applied the validated emulator method to the ED2, whose complexity precludes standard Bayesian data assimilation. We used the ED2 emulator to assimilate demographic data from a network of inventory plots. For validation of the calibrated ED2, we compared the model to results from Empirical Succession Mapping (ESM), a novel synthesis of successional patterns in Forest Inventory and Analysis data. Our results revealed that while the pre-assimilation ED2 formulation cannot capture the emergent demographic patterns from ESM analysis, constrained model parameters controlling demographic processes increased their agreement considerably.
NASA Astrophysics Data System (ADS)
Irving, J.; Koepke, C.; Elsheikh, A. H.
2017-12-01
Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward process model linking subsurface parameters to measured data, which is typically assumed to be known perfectly in the inversion procedure. However, in order to make the stochastic solution of the inverse problem computationally tractable using, for example, Markov-chain-Monte-Carlo (MCMC) methods, fast approximations of the forward model are commonly employed. This introduces model error into the problem, which has the potential to significantly bias posterior statistics and hamper data integration efforts if not properly accounted for. Here, we present a new methodology for addressing the issue of model error in Bayesian solutions to hydrogeophysical inverse problems that is geared towards the common case where these errors cannot be effectively characterized globally through some parametric statistical distribution or locally based on interpolation between a small number of computed realizations. Rather than focusing on the construction of a global or local error model, we instead work towards identification of the model-error component of the residual through a projection-based approach. In this regard, pairs of approximate and detailed model runs are stored in a dictionary that grows at a specified rate during the MCMC inversion procedure. At each iteration, a local model-error basis is constructed for the current test set of model parameters using the K-nearest neighbour entries in the dictionary, which is then used to separate the model error from the other error sources before computing the likelihood of the proposed set of model parameters. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar traveltime data for three different subsurface parameterizations of varying complexity. The synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed in the inversion procedure. In each case, the developed model-error approach enables to remove posterior bias and obtain a more realistic characterization of uncertainty.
Kamineni, Srinath; Norgren, Crystal R; Davidson, Evan M; Kamineni, Ellora P; Deane, Andrew S
2017-01-01
AIM To provide a “patient-normalized” parameter in the proximal forearm. METHODS Sixty-three cadaveric upper extremities from thirty-five cadavers were studied. A muscle splitting approach was utilized to locate the posterior interosseous nerve (PIN) at the point where it emerges from beneath the supinator. The supinator was carefully incised to expose the midpoint length of the nerve as it passes into the forearm while preserving the associated fascial connections, thereby preserving the relationship of the nerve with the muscle. We measured the transepicondylar distance (TED), PIN distance in the forearm’s neutral rotation position, pronation position, supination position, and the nerve width. Two individuals performed measurements using a digital caliper with inter-observer and intra-observer blinding. The results were analyzed with the Wilcoxon-Mann-Whitney test for paired samples. RESULTS In pronation, the PIN was within two confidence intervals of 1.0 TED in 95% of cases (range 0.7-1.3 TED); in neutral, within two confidence intervals of 0.84 TED in 95% of cases (range 0.5-1.1 TED); in supination, within two confidence intervals of 0.72 TED in 95% of cases (range 0.5-0.9 TED). The mean PIN distance from the lateral epicondyle was 100% of TED in a pronated forearm, 84% in neutral, and 72% in supination. Predictive accuracy was highest in supination; in all cases the majority of specimens (90.47%-95.23%) are within 2 cm of the forearm position-specific percentage of TED. When comparing right to left sides for TEDs with the signed Wilcoxon-Mann-Whitney test for paired samples as well as a significance test (with normal distribution), the P-value was 0.0357 (significance - 0.05) indicating a significant difference between the two sides. CONCLUSION This “patient normalized” parameter localizes the PIN crossing a line drawn between the lateral epicondyle and the radial styloid. Accurate PIN localization will aid in diagnosis, injections, and surgical approaches. PMID:28473958
Christophel, Thomas B; Allefeld, Carsten; Endisch, Christian; Haynes, John-Dylan
2018-06-01
Traditional views of visual working memory postulate that memorized contents are stored in dorsolateral prefrontal cortex using an adaptive and flexible code. In contrast, recent studies proposed that contents are maintained by posterior brain areas using codes akin to perceptual representations. An important question is whether this reflects a difference in the level of abstraction between posterior and prefrontal representations. Here, we investigated whether neural representations of visual working memory contents are view-independent, as indicated by rotation-invariance. Using functional magnetic resonance imaging and multivariate pattern analyses, we show that when subjects memorize complex shapes, both posterior and frontal brain regions maintain the memorized contents using a rotation-invariant code. Importantly, we found the representations in frontal cortex to be localized to the frontal eye fields rather than dorsolateral prefrontal cortices. Thus, our results give evidence for the view-independent storage of complex shapes in distributed representations across posterior and frontal brain regions.
Shilal, Poonam; Tuli, Anita
2015-03-01
The pattern of drainage in the right posterior lobe of liver varies considerably. The knowledge of this variation is very important while performing various surgeries on the right posterior lobe. A study was conducted to see the variations in the pattern of drainage of posterior segment of the right lobe of liver. The aim was to see the variations of right hepatic vein and small accessory hepatic veins draining the posterior segment, the presence of which led to modifications in drainage of posterior segment. Sixty formalin fixed adult human liver specimens were dissected manually. According to the pattern of drainage of tributaries of right hepatic vein, the right hepatic vein was classified into type I, type II, type III and type IV. According to presence of inferior right hepatic vein, three types of drainage of posterior lobe were seen: Type I, (76.36%) right hepatic vein was large, draining wide area of posterior segment. A small inferior right hepatic vein drained the small area of posterior segment. In Type II, (19.92%) both right hepatic and inferior right hepatic veins were medium sized draining the posteroinferior segment of the right lobe concomitantly. In Type III, (32%) accessory veins, the middle right hepatic vein drained the posterosuperior (VII) as well as the posteroinferior (VI) segment. In one specimen, there were numerous middle right hepatic veins draining the right posterior segment. The knowledge of anatomic relationship of veins draining right lobe, is important in performing right posterior segmentectomy. For safe resection of the liver, the complex anatomy of the distribution of the tributaries of the right hepatic vein and the accessory veins have to be studied prior to any surgery done on liver.
Exploring the Energy Landscapes of Protein Folding Simulations with Bayesian Computation
Burkoff, Nikolas S.; Várnai, Csilla; Wells, Stephen A.; Wild, David L.
2012-01-01
Nested sampling is a Bayesian sampling technique developed to explore probability distributions localized in an exponentially small area of the parameter space. The algorithm provides both posterior samples and an estimate of the evidence (marginal likelihood) of the model. The nested sampling algorithm also provides an efficient way to calculate free energies and the expectation value of thermodynamic observables at any temperature, through a simple post processing of the output. Previous applications of the algorithm have yielded large efficiency gains over other sampling techniques, including parallel tempering. In this article, we describe a parallel implementation of the nested sampling algorithm and its application to the problem of protein folding in a Gō-like force field of empirical potentials that were designed to stabilize secondary structure elements in room-temperature simulations. We demonstrate the method by conducting folding simulations on a number of small proteins that are commonly used for testing protein-folding procedures. A topological analysis of the posterior samples is performed to produce energy landscape charts, which give a high-level description of the potential energy surface for the protein folding simulations. These charts provide qualitative insights into both the folding process and the nature of the model and force field used. PMID:22385859
Bayesian Phase II optimization for time-to-event data based on historical information.
Bertsche, Anja; Fleischer, Frank; Beyersmann, Jan; Nehmiz, Gerhard
2017-01-01
After exploratory drug development, companies face the decision whether to initiate confirmatory trials based on limited efficacy information. This proof-of-concept decision is typically performed after a Phase II trial studying a novel treatment versus either placebo or an active comparator. The article aims to optimize the design of such a proof-of-concept trial with respect to decision making. We incorporate historical information and develop pre-specified decision criteria accounting for the uncertainty of the observed treatment effect. We optimize these criteria based on sensitivity and specificity, given the historical information. Specifically, time-to-event data are considered in a randomized 2-arm trial with additional prior information on the control treatment. The proof-of-concept criterion uses treatment effect size, rather than significance. Criteria are defined on the posterior distribution of the hazard ratio given the Phase II data and the historical control information. Event times are exponentially modeled within groups, allowing for group-specific conjugate prior-to-posterior calculation. While a non-informative prior is placed on the investigational treatment, the control prior is constructed via the meta-analytic-predictive approach. The design parameters including sample size and allocation ratio are then optimized, maximizing the probability of taking the right decision. The approach is illustrated with an example in lung cancer.
Exploring the energy landscapes of protein folding simulations with Bayesian computation.
Burkoff, Nikolas S; Várnai, Csilla; Wells, Stephen A; Wild, David L
2012-02-22
Nested sampling is a Bayesian sampling technique developed to explore probability distributions localized in an exponentially small area of the parameter space. The algorithm provides both posterior samples and an estimate of the evidence (marginal likelihood) of the model. The nested sampling algorithm also provides an efficient way to calculate free energies and the expectation value of thermodynamic observables at any temperature, through a simple post processing of the output. Previous applications of the algorithm have yielded large efficiency gains over other sampling techniques, including parallel tempering. In this article, we describe a parallel implementation of the nested sampling algorithm and its application to the problem of protein folding in a Gō-like force field of empirical potentials that were designed to stabilize secondary structure elements in room-temperature simulations. We demonstrate the method by conducting folding simulations on a number of small proteins that are commonly used for testing protein-folding procedures. A topological analysis of the posterior samples is performed to produce energy landscape charts, which give a high-level description of the potential energy surface for the protein folding simulations. These charts provide qualitative insights into both the folding process and the nature of the model and force field used. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Brioude, J.; Angevine, W. M.; Ahmadov, R.; Kim, S.-W.; Evan, S.; McKeen, S. A.; Hsie, E.-Y.; Frost, G. J.; Neuman, J. A.; Pollack, I. B.; Peischl, J.; Ryerson, T. B.; Holloway, J.; Brown, S. S.; Nowak, J. B.; Roberts, J. M.; Wofsy, S. C.; Santoni, G. W.; Oda, T.; Trainer, M.
2013-04-01
We present top-down estimates of anthropogenic CO, NOx and CO2 surface fluxes at mesoscale using a Lagrangian model in combination with three different WRF model configurations, driven by data from aircraft flights during the CALNEX campaign in southern California in May-June 2010. The US EPA National Emission Inventory 2005 (NEI 2005) was the prior in the CO and NOx inversion calculations. The flux ratio inversion method, based on linear relationships between chemical species, was used to calculate the CO2 inventory without prior knowledge of CO2 surface fluxes. The inversion was applied to each flight to estimate the variability of single-flight-based flux estimates. In Los Angeles (LA) County, the uncertainties on CO and NOx fluxes were 10% and 15%, respectively. Compared with NEI 2005, the CO posterior emissions were lower by 43% in LA County and by 37% in the South Coast Air Basin (SoCAB). NOx posterior emissions were lower by 32% in LA County and by 27% in the SoCAB. NOx posterior emissions were 40% lower on weekends relative to weekdays. The CO2 posterior estimates were 183 Tg yr-1 in SoCAB. A flight during ITCT (Intercontinental Transport and Chemical Transformation) in 2002 was used to estimate emissions in the LA Basin in 2002. From 2002 to 2010, the CO and NOx posterior emissions decreased by 41% and 37%, respectively, in agreement with previous studies. Over the same time period, CO2 emissions increased by 10% in LA County but decreased by 4% in the SoCAB, a statistically insignificant change. Overall, the posterior estimates were in good agreement with the California Air Resources Board (CARB) inventory, with differences of 15% or less. However, the posterior spatial distribution in the basin was significantly different from CARB for NOx emissions. WRF-Chem mesoscale chemical-transport model simulations allowed an evaluation of differences in chemistry using different inventory assumptions, including NEI 2005, a gridded CARB inventory and the posterior inventories derived in this study. The biases in WRF-Chem ozone were reduced and correlations were increased using the posterior from this study compared with simulations with the two bottom-up inventories, suggesting that improving the spatial distribution of ozone precursor surface emissions is also important in mesoscale chemistry simulations.
qPR: An adaptive partial-report procedure based on Bayesian inference.
Baek, Jongsoo; Lesmes, Luis Andres; Lu, Zhong-Lin
2016-08-01
Iconic memory is best assessed with the partial report procedure in which an array of letters appears briefly on the screen and a poststimulus cue directs the observer to report the identity of the cued letter(s). Typically, 6-8 cue delays or 600-800 trials are tested to measure the iconic memory decay function. Here we develop a quick partial report, or qPR, procedure based on a Bayesian adaptive framework to estimate the iconic memory decay function with much reduced testing time. The iconic memory decay function is characterized by an exponential function and a joint probability distribution of its three parameters. Starting with a prior of the parameters, the method selects the stimulus to maximize the expected information gain in the next test trial. It then updates the posterior probability distribution of the parameters based on the observer's response using Bayesian inference. The procedure is reiterated until either the total number of trials or the precision of the parameter estimates reaches a certain criterion. Simulation studies showed that only 100 trials were necessary to reach an average absolute bias of 0.026 and a precision of 0.070 (both in terms of probability correct). A psychophysical validation experiment showed that estimates of the iconic memory decay function obtained with 100 qPR trials exhibited good precision (the half width of the 68.2% credible interval = 0.055) and excellent agreement with those obtained with 1,600 trials of the conventional method of constant stimuli procedure (RMSE = 0.063). Quick partial-report relieves the data collection burden in characterizing iconic memory and makes it possible to assess iconic memory in clinical populations.
qPR: An adaptive partial-report procedure based on Bayesian inference
Baek, Jongsoo; Lesmes, Luis Andres; Lu, Zhong-Lin
2016-01-01
Iconic memory is best assessed with the partial report procedure in which an array of letters appears briefly on the screen and a poststimulus cue directs the observer to report the identity of the cued letter(s). Typically, 6–8 cue delays or 600–800 trials are tested to measure the iconic memory decay function. Here we develop a quick partial report, or qPR, procedure based on a Bayesian adaptive framework to estimate the iconic memory decay function with much reduced testing time. The iconic memory decay function is characterized by an exponential function and a joint probability distribution of its three parameters. Starting with a prior of the parameters, the method selects the stimulus to maximize the expected information gain in the next test trial. It then updates the posterior probability distribution of the parameters based on the observer's response using Bayesian inference. The procedure is reiterated until either the total number of trials or the precision of the parameter estimates reaches a certain criterion. Simulation studies showed that only 100 trials were necessary to reach an average absolute bias of 0.026 and a precision of 0.070 (both in terms of probability correct). A psychophysical validation experiment showed that estimates of the iconic memory decay function obtained with 100 qPR trials exhibited good precision (the half width of the 68.2% credible interval = 0.055) and excellent agreement with those obtained with 1,600 trials of the conventional method of constant stimuli procedure (RMSE = 0.063). Quick partial-report relieves the data collection burden in characterizing iconic memory and makes it possible to assess iconic memory in clinical populations. PMID:27580045
Cervicothoracic Lordosis Can Influence Outcome After Posterior Cervical Spine Surgery.
Brasil, Albert Vincent Berthier; Fruett da Costa, Pablo Ramon; Vial, Antonio Delacy Martini; Barcellos, Gabriel da Costa; Zauk, Eduardo Balverdu; Worm, Paulo Valdeci; Ferreira, Marcelo Paglioli; Ferreira, Nelson Pires
2018-01-01
Previous studies on the correlation between cervical sagittal balance with improvement in quality of life showed significant results only for parameters of the anterior translation of the cervical spine (such as C2-C7 SVA). We test whether a new parameter, cervicothoracic lordosis , can predict clinical success in this type of surgery. The focused group involved patients who underwent surgical treatment of cervical degenerative disk disease by the posterior approach, due to myelopathy, radiculopathy or a combination of both. Neurologic deficit was measured before and after surgery with the Nurick Scale, postoperative quality of life, physical and mental components of SF-36 and NDI. Cervicothoracic lordosis and various sagittal balance parameters were also measured. Cervicothoracic lordosis was defined as the angle between: a) the line between the centroid of C2 and the centroid of C7; b) the line between the centroid of C7 and the centroid of T6. Correlations between postoperative quality of life and sagittal parameters were calculated. Twenty-nine patients between 27 and 78 years old were evaluated. Surgery types were simple decompression (laminectomy or laminoforaminotomy) (3 patients), laminoplasty (4 patients) and laminectomy with fusion in 22 patients. Significant correlations were found for C2-C7 SVA and cervicothoracic lordosis. C2-C7 SVA correlated negatively with MCS (r=-0.445, p=0.026) and PCS (r=-0.405, p=0.045). Cervicothoracic lordosis correlated positively with MCS (r=0.554, p= 0.004) and PCS (r=0.462, p=0.020) and negatively with NDI (r=-0.416, p=0.031). The parameter cervicothoracic lordosis correlates with improvement of quality life after surgery for cervical degenerative disk disease by the posterior approach.
NASA Technical Reports Server (NTRS)
Nimchinsky, E. A.; Hof, P. R.; Young, W. G.; Morrison, J. H.; Bloom, F. E. (Principal Investigator)
1996-01-01
The primate cingulate gyrus contains multiple cortical areas that can be distinguished by several neurochemical features, including the distribution of neurofilament protein-enriched pyramidal neurons. In addition, connectivity and functional properties indicate that there are multiple motor areas in the cortex lining the cingulate sulcus. These motor areas were targeted for analysis of potential interactions among regional specialization, connectivity, and cellular characteristics such as neurochemical profile and morphology. Specifically, intracortical injections of retrogradely transported dyes and intracellular injection were combined with immunocytochemistry to investigate neurons projecting from the cingulate motor areas to the putative forelimb region of the primary motor cortex, area M1. Two separate groups of neurons projecting to area M1 emanated from the cingulate sulcus, one anterior and one posterior, both of which furnished commissural and ipsilateral connections with area M1. The primary difference between the two populations was laminar origin, with the anterior projection originating largely in deep layers, and the posterior projection taking origin equally in superficial and deep layers. With regard to cellular morphology, the anterior projection exhibited more morphologic diversity than the posterior projection. Commissural projections from both anterior and posterior fields originated largely in layer VI. Neurofilament protein distribution was a reliable tool for localizing the two projections and for discriminating between them. Comparable proportions of the two sets of projection neurons contained neurofilament protein, although the density and distribution of the total population of neurofilament protein-enriched neurons was very different in the two subareas of origin. Within a projection, the participating neurons exhibited a high degree of morphologic heterogeneity, and no correlation was observed between somatodendritic morphology and neurofilament protein content. Thus, although the neurons that provide the anterior and posterior cingulate motor projections to area M1 differ morphologically and in laminar origin, their neurochemical profiles are similar with respect to neurofilament protein. This suggests that neurochemical phenotype may be a more important unifying feature for corticocortical projections than morphology.
Distribution of histaminergic neuronal cluster in the rat and mouse hypothalamus.
Moriwaki, Chinatsu; Chiba, Seiichi; Wei, Huixing; Aosa, Taishi; Kitamura, Hirokazu; Ina, Keisuke; Shibata, Hirotaka; Fujikura, Yoshihisa
2015-10-01
Histidine decarboxylase (HDC) catalyzes the biosynthesis of histamine from L-histidine and is expressed throughout the mammalian nervous system by histaminergic neurons. Histaminergic neurons arise in the posterior mesencephalon during the early embryonic period and gradually develop into two histaminergic substreams around the lateral area of the posterior hypothalamus and the more anterior peri-cerebral aqueduct area before finally forming an adult-like pattern comprising five neuronal clusters, E1, E2, E3, E4, and E5, at the postnatal stage. This distribution of histaminergic neuronal clusters in the rat hypothalamus appears to be a consequence of neuronal development and reflects the functional differentiation within each neuronal cluster. However, the close linkage between the locations of histaminergic neuronal clusters and their physiological functions has yet to be fully elucidated because of the sparse information regarding the location and orientation of each histaminergic neuronal clusters in the hypothalamus of rats and mice. To clarify the distribution of the five-histaminergic neuronal clusters more clearly, we performed an immunohistochemical study using the anti-HDC antibody on serial sections of the rat hypothalamus according to the brain maps of rat and mouse. Our results confirmed that the HDC-immunoreactive (HDCi) neuronal clusters in the hypothalamus of rats and mice are observed in the ventrolateral part of the most posterior hypothalamus (E1), ventrolateral part of the posterior hypothalamus (E2), ventromedial part from the medial to the posterior hypothalamus (E3), periventricular part from the anterior to the medial hypothalamus (E4), and diffusely extended part of the more dorsal and almost entire hypothalamus (E5). The stereological estimation of the total number of HDCi neurons of each clusters revealed the larger amount of the rat than the mouse. The characterization of histaminergic neuronal clusters in the hypothalamus of rats and mice may provide useful information for further investigations. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.
ERIC Educational Resources Information Center
Sueiro, Manuel J.; Abad, Francisco J.
2011-01-01
The distance between nonparametric and parametric item characteristic curves has been proposed as an index of goodness of fit in item response theory in the form of a root integrated squared error index. This article proposes to use the posterior distribution of the latent trait as the nonparametric model and compares the performance of an index…
Neues, Frank; Hild, Sabine; Epple, Matthias; Marti, Othmar; Ziegler, Andreas
2011-07-01
The main mineral components of the isopod cuticle consists of crystalline magnesium calcite and amorphous calcium carbonate. During moulting isopods moult first the posterior and then the anterior half of the body. In terrestrial species calcium carbonate is subject to resorption, storage and recycling in order to retain significant fractions of the mineral during the moulting cycle. We used synchrotron X-ray powder diffraction, elemental analysis and Raman spectroscopy to quantify the ACC/calcite ratio, the mineral phase distribution and the composition within the anterior and posterior tergite cuticle during eight different stages of the moulting cycle of Porcellio scaber. The results show that most of the amorphous calcium carbonate (ACC) is resorbed from the cuticle, whereas calcite remains in the old cuticle and is shed during moulting. During premoult resorption of ACC from the posterior cuticle is accompanied by an increase within the anterior tergites, and mineralization of the new posterior cuticle by resorption of mineral from the anterior cuticle. This suggests that one reason for using ACC in cuticle mineralization is to facilitate resorption and recycling of cuticular calcium carbonate. Furthermore we show that ACC precedes the formation of calcite in distal layers of the tergite cuticle. Copyright © 2011 Elsevier Inc. All rights reserved.
Bayesian Travel Time Inversion adopting Gaussian Process Regression
NASA Astrophysics Data System (ADS)
Mauerberger, S.; Holschneider, M.
2017-12-01
A major application in seismology is the determination of seismic velocity models. Travel time measurements are putting an integral constraint on the velocity between source and receiver. We provide insight into travel time inversion from a correlation-based Bayesian point of view. Therefore, the concept of Gaussian process regression is adopted to estimate a velocity model. The non-linear travel time integral is approximated by a 1st order Taylor expansion. A heuristic covariance describes correlations amongst observations and a priori model. That approach enables us to assess a proxy of the Bayesian posterior distribution at ordinary computational costs. No multi dimensional numeric integration nor excessive sampling is necessary. Instead of stacking the data, we suggest to progressively build the posterior distribution. Incorporating only a single evidence at a time accounts for the deficit of linearization. As a result, the most probable model is given by the posterior mean whereas uncertainties are described by the posterior covariance.As a proof of concept, a synthetic purely 1d model is addressed. Therefore a single source accompanied by multiple receivers is considered on top of a model comprising a discontinuity. We consider travel times of both phases - direct and reflected wave - corrupted by noise. Left and right of the interface are assumed independent where the squared exponential kernel serves as covariance.
Volatility modeling for IDR exchange rate through APARCH model with student-t distribution
NASA Astrophysics Data System (ADS)
Nugroho, Didit Budi; Susanto, Bambang
2017-08-01
The aim of this study is to empirically investigate the performance of APARCH(1,1) volatility model with the Student-t error distribution on five foreign currency selling rates to Indonesian rupiah (IDR), including the Swiss franc (CHF), the Euro (EUR), the British pound (GBP), Japanese yen (JPY), and the US dollar (USD). Six years daily closing rates over the period of January 2010 to December 2016 for a total number of 1722 observations have analysed. The Bayesian inference using the efficient independence chain Metropolis-Hastings and adaptive random walk Metropolis methods in the Markov chain Monte Carlo (MCMC) scheme has been applied to estimate the parameters of model. According to the DIC criterion, this study has found that the APARCH(1,1) model under Student-t distribution is a better fit than the model under normal distribution for any observed rate return series. The 95% highest posterior density interval suggested the APARCH models to model the IDR/JPY and IDR/USD volatilities. In particular, the IDR/JPY and IDR/USD data, respectively, have significant negative and positive leverage effect in the rate returns. Meanwhile, the optimal power coefficient of volatility has been found to be statistically different from 2 in adopting all rate return series, save the IDR/EUR rate return series.
Incomplete segregation of endorgan-specific vestibular ganglion cells in mice and rats
NASA Technical Reports Server (NTRS)
Maklad, A.; Fritzsch, B.
1999-01-01
The endorgan-specific distribution of vestibular ganglion cells was studied in neonatal and postnatal rats and mice using indocarbocyanine dye (DiI) and dextran amines for retrograde and anterograde labeling. Retrograde DiI tracing from the anterior vertical canal labeled neurons scattered throughout the whole superior vestibular ganglion, with denser labeling at the dorsal and central regions. Horizontal canal neurons were scattered along the dorsoventral axis with more clustering toward the dorsal and ventral poles of this axis. Utricular ganglion cells occupied predominantly the central region of the superior vestibular ganglion. This utricular population overlapped with both the anterior vertical and horizontal canals' ganglion cells. Posterior vertical canal neurons were clustered in the posterior part of the inferior vestibular ganglion. The saccular neurons were distributed in the two parts of the vestibular ganglion, the superior and inferior ganglia. Within the inferior ganglion, the saccular neurons were clustered in the anterior part. In the superior ganglion, the saccular neurons were widely scattered throughout the whole ganglion with more numerous neurons at the posterior half. Small and large neurons were labeled from all endorgans. Examination of the fiber trajectory within the superior division of the vestibular nerve showed no clear lamination of the fibers innervating the different endorgans. These results demonstrate an overlapping pattern between the different populations within the superior ganglion, while in the inferior ganglion, the posterior canal and saccular neurons show tighter clustering but incomplete segregation. This distribution implies that the ganglion cells are assigned for their target during development in a stochastic rather than topographical fashion.
NASA Astrophysics Data System (ADS)
Sun, Hui; Li, Xin; Hu, Mingyong
2017-08-01
The unique spatial distribution of corneal elasticity is shown by the nonhomogeneous structure of the cornea. It is critical to understanding how biomechanics control corneal stability and refraction and one way to do this job is non-invasive measurement of this distribution. Femtosecond laser pulses have the ability to induce optical breakdown and produced cavitation in the anterior and posterior cornea. A confocal ultrasonic transducer applied 6.5 ms acoustic radiation forcechirp bursts to the bubble at 1.5 MHz while monitoring bubble position using pulse-echoes at 20 MHz. The laser induced breakdown spectroscopy (LIBS) were measured in the anterior and posterior cornea with the plasmas that induced by the same femtosecond laser to see whether the laser induced plasmas signals will show relationship to Young's modulus.
Magnetotelluric Forward Modeling and Inversion In 3 -d Conductivity Model of The Vesuvio Volcano
NASA Astrophysics Data System (ADS)
Spichak, V.; Patella, D.
Three-dimensional forward modeling of MT fields in the simplified conductivity model of the Vesuvio volcano (T=0.1, 1, 10, 100 and 1000s) indicates that the best image of the magma chamber could be obtained basing on the pseudo-section of the determinant apparent resitivity phase as well as on the real and imaginary components of the electric field. Another important result of the studies conducted is that it was demonstrated the principal opportunity of detection and contouring the magma chamber by 2-D pseudo-sections constructed basing on the data transforms mentioned above. Bayesian three-dimensional inversion of synthetic MT data in the volcano model indicates that it is possible to determine the depth and vertical size of the magma chamber, however, simultaneous detection of the conductivity distribution inside the domain of search is of pure quality. However, if the geometrical parameters of the magma chamber are determined in advance, it becomes quite realistic to find out the conductivity distribution inside. The accuracy of such estimation strongly depends on the uncertainty in its prior value: the more narrow is the prior conductivity palette the closer could be the posterior conductivity distribution to the true one.