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

PubMed

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

2018-04-01

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

Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique

NASA Astrophysics Data System (ADS)

Rounaghi, Mohammad Mahdi; Abbaszadeh, Mohammad Reza; Arashi, Mohammad

2015-11-01

One of the most important topics of interest to investors is stock price changes. Investors whose goals are long term are sensitive to stock price and its changes and react to them. In this regard, we used multivariate adaptive regression splines (MARS) model and semi-parametric splines technique for predicting stock price in this study. The MARS model as a nonparametric method is an adaptive method for regression and it fits for problems with high dimensions and several variables. semi-parametric splines technique was used in this study. Smoothing splines is a nonparametric regression method. In this study, we used 40 variables (30 accounting variables and 10 economic variables) for predicting stock price using the MARS model and using semi-parametric splines technique. After investigating the models, we select 4 accounting variables (book value per share, predicted earnings per share, P/E ratio and risk) as influencing variables on predicting stock price using the MARS model. After fitting the semi-parametric splines technique, only 4 accounting variables (dividends, net EPS, EPS Forecast and P/E Ratio) were selected as variables effective in forecasting stock prices.

A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data

PubMed Central

Jiang, Fei; Haneuse, Sebastien

2016-01-01

In the analysis of semi-competing risks data interest lies in estimation and inference with respect to a so-called non-terminal event, the observation of which is subject to a terminal event. Multi-state models are commonly used to analyse such data, with covariate effects on the transition/intensity functions typically specified via the Cox model and dependence between the non-terminal and terminal events specified, in part, by a unit-specific shared frailty term. To ensure identifiability, the frailties are typically assumed to arise from a parametric distribution, specifically a Gamma distribution with mean 1.0 and variance, say, σ2. When the frailty distribution is misspecified, however, the resulting estimator is not guaranteed to be consistent, with the extent of asymptotic bias depending on the discrepancy between the assumed and true frailty distributions. In this paper, we propose a novel class of transformation models for semi-competing risks analysis that permit the non-parametric specification of the frailty distribution. To ensure identifiability, the class restricts to parametric specifications of the transformation and the error distribution; the latter are flexible, however, and cover a broad range of possible specifications. We also derive the semi-parametric efficient score under the complete data setting and propose a non-parametric score imputation method to handle right censoring; consistency and asymptotic normality of the resulting estimators is derived and small-sample operating characteristics evaluated via simulation. Although the proposed semi-parametric transformation model and non-parametric score imputation method are motivated by the analysis of semi-competing risks data, they are broadly applicable to any analysis of multivariate time-to-event outcomes in which a unit-specific shared frailty is used to account for correlation. Finally, the proposed model and estimation procedures are applied to a study of hospital readmission among patients diagnosed with pancreatic cancer. PMID:28439147

Bayesian Unimodal Density Regression for Causal Inference

ERIC Educational Resources Information Center

Karabatsos, George; Walker, Stephen G.

2011-01-01

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

Marginally specified priors for non-parametric Bayesian estimation

PubMed Central

Kessler, David C.; Hoff, Peter D.; Dunson, David B.

2014-01-01

Summary Prior specification for non-parametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. A statistician is unlikely to have informed opinions about all aspects of such a parameter but will have real information about functionals of the parameter, such as the population mean or variance. The paper proposes a new framework for non-parametric Bayes inference in which the prior distribution for a possibly infinite dimensional parameter is decomposed into two parts: an informative prior on a finite set of functionals, and a non-parametric conditional prior for the parameter given the functionals. Such priors can be easily constructed from standard non-parametric prior distributions in common use and inherit the large support of the standard priors on which they are based. Additionally, posterior approximations under these informative priors can generally be made via minor adjustments to existing Markov chain approximation algorithms for standard non-parametric prior distributions. We illustrate the use of such priors in the context of multivariate density estimation using Dirichlet process mixture models, and in the modelling of high dimensional sparse contingency tables. PMID:25663813

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

A Bayesian goodness of fit test and semiparametric generalization of logistic regression with measurement data.

PubMed

Schörgendorfer, Angela; Branscum, Adam J; Hanson, Timothy E

2013-06-01

Logistic regression is a popular tool for risk analysis in medical and population health science. With continuous response data, it is common to create a dichotomous outcome for logistic regression analysis by specifying a threshold for positivity. Fitting a linear regression to the nondichotomized response variable assuming a logistic sampling model for the data has been empirically shown to yield more efficient estimates of odds ratios than ordinary logistic regression of the dichotomized endpoint. We illustrate that risk inference is not robust to departures from the parametric logistic distribution. Moreover, the model assumption of proportional odds is generally not satisfied when the condition of a logistic distribution for the data is violated, leading to biased inference from a parametric logistic analysis. We develop novel Bayesian semiparametric methodology for testing goodness of fit of parametric logistic regression with continuous measurement data. The testing procedures hold for any cutoff threshold and our approach simultaneously provides the ability to perform semiparametric risk estimation. Bayes factors are calculated using the Savage-Dickey ratio for testing the null hypothesis of logistic regression versus a semiparametric generalization. We propose a fully Bayesian and a computationally efficient empirical Bayesian approach to testing, and we present methods for semiparametric estimation of risks, relative risks, and odds ratios when parametric logistic regression fails. Theoretical results establish the consistency of the empirical Bayes test. Results from simulated data show that the proposed approach provides accurate inference irrespective of whether parametric assumptions hold or not. Evaluation of risk factors for obesity shows that different inferences are derived from an analysis of a real data set when deviations from a logistic distribution are permissible in a flexible semiparametric framework. © 2013, The International Biometric Society.

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry.

PubMed

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

2010-11-01

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

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry

PubMed Central

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

2011-01-01

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

Maximum Marginal Likelihood Estimation of a Monotonic Polynomial Generalized Partial Credit Model with Applications to Multiple Group Analysis.

PubMed

Falk, Carl F; Cai, Li

2016-06-01

We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives.

Bayesian model reduction and empirical Bayes for group (DCM) studies

PubMed Central

Friston, Karl J.; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E.; van Wijk, Bernadette C.M.; Ziegler, Gabriel; Zeidman, Peter

2016-01-01

This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level – e.g., dynamic causal models – and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. PMID:26569570

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

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

2014-01-01

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

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

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

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

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

PubMed Central

Dawson, Ree; Lavori, Philip W.

2009-01-01

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

Bayesian model reduction and empirical Bayes for group (DCM) studies.

PubMed

Friston, Karl J; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E; van Wijk, Bernadette C M; Ziegler, Gabriel; Zeidman, Peter

2016-03-01

This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level - e.g., dynamic causal models - and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

The Role of Parametric Assumptions in Adaptive Bayesian Estimation

ERIC Educational Resources Information Center

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

2004-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

PubMed

Karabatsos, George

2017-02-01

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

Update on Bayesian Blocks: Segmented Models for Sequential Data

NASA Technical Reports Server (NTRS)

Scargle, Jeff

2017-01-01

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

An Application of Semi-parametric Estimator with Weighted Matrix of Data Depth in Variance Component Estimation

NASA Astrophysics Data System (ADS)

Pan, X. G.; Wang, J. Q.; Zhou, H. Y.

2013-05-01

The variance component estimation (VCE) based on semi-parametric estimator with weighted matrix of data depth has been proposed, because the coupling system model error and gross error exist in the multi-source heterogeneous measurement data of space and ground combined TT&C (Telemetry, Tracking and Command) technology. The uncertain model error has been estimated with the semi-parametric estimator model, and the outlier has been restrained with the weighted matrix of data depth. On the basis of the restriction of the model error and outlier, the VCE can be improved and used to estimate weighted matrix for the observation data with uncertain model error or outlier. Simulation experiment has been carried out under the circumstance of space and ground combined TT&C. The results show that the new VCE based on the model error compensation can determine the rational weight of the multi-source heterogeneous data, and restrain the outlier data.

A flexible, interpretable framework for assessing sensitivity to unmeasured confounding.

PubMed

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.

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

PubMed

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

2016-03-01

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

Housing price prediction: parametric versus semi-parametric spatial hedonic models

NASA Astrophysics Data System (ADS)

Montero, José-María; Mínguez, Román; Fernández-Avilés, Gema

2018-01-01

House price prediction is a hot topic in the economic literature. House price prediction has traditionally been approached using a-spatial linear (or intrinsically linear) hedonic models. It has been shown, however, that spatial effects are inherent in house pricing. This article considers parametric and semi-parametric spatial hedonic model variants that account for spatial autocorrelation, spatial heterogeneity and (smooth and nonparametrically specified) nonlinearities using penalized splines methodology. The models are represented as a mixed model that allow for the estimation of the smoothing parameters along with the other parameters of the model. To assess the out-of-sample performance of the models, the paper uses a database containing the price and characteristics of 10,512 homes in Madrid, Spain (Q1 2010). The results obtained suggest that the nonlinear models accounting for spatial heterogeneity and flexible nonlinear relationships between some of the individual or areal characteristics of the houses and their prices are the best strategies for house price prediction.

Bayesian Nonparametric Inference – Why and How

PubMed Central

Müller, Peter; Mitra, Riten

2013-01-01

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

Prevalence Incidence Mixture Models

Cancer.gov

The R package and webtool fits Prevalence Incidence Mixture models to left-censored and irregularly interval-censored time to event data that is commonly found in screening cohorts assembled from electronic health records. Absolute and relative risk can be estimated for simple random sampling, and stratified sampling (the two approaches of superpopulation and a finite population are supported for target populations). Non-parametric (absolute risks only), semi-parametric, weakly-parametric (using B-splines), and some fully parametric (such as the logistic-Weibull) models are supported.

Analyzing degradation data with a random effects spline regression model

DOE PAGES

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

2017-03-17

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

Analyzing degradation data with a random effects spline regression model

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

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

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

Bayesian hierarchical functional data analysis via contaminated informative priors.

PubMed

Scarpa, Bruno; Dunson, David B

2009-09-01

A variety of flexible approaches have been proposed for functional data analysis, allowing both the mean curve and the distribution about the mean to be unknown. Such methods are most useful when there is limited prior information. Motivated by applications to modeling of temperature curves in the menstrual cycle, this article proposes a flexible approach for incorporating prior information in semiparametric Bayesian analyses of hierarchical functional data. The proposed approach is based on specifying the distribution of functions as a mixture of a parametric hierarchical model and a nonparametric contamination. The parametric component is chosen based on prior knowledge, while the contamination is characterized as a functional Dirichlet process. In the motivating application, the contamination component allows unanticipated curve shapes in unhealthy menstrual cycles. Methods are developed for posterior computation, and the approach is applied to data from a European fecundability study.

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

PubMed

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

2016-01-01

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

A semi-parametric within-subject mixture approach to the analyses of responses and response times.

PubMed

Molenaar, Dylan; Bolsinova, Maria; Vermunt, Jeroen K

2018-05-01

In item response theory, modelling the item response times in addition to the item responses may improve the detection of possible between- and within-subject differences in the process that resulted in the responses. For instance, if respondents rely on rapid guessing on some items but not on all, the joint distribution of the responses and response times will be a multivariate within-subject mixture distribution. Suitable parametric methods to detect these within-subject differences have been proposed. In these approaches, a distribution needs to be assumed for the within-class response times. In this paper, it is demonstrated that these parametric within-subject approaches may produce false positives and biased parameter estimates if the assumption concerning the response time distribution is violated. A semi-parametric approach is proposed which resorts to categorized response times. This approach is shown to hardly produce false positives and parameter bias. In addition, the semi-parametric approach results in approximately the same power as the parametric approach. © 2017 The British Psychological Society.

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

PubMed

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

2013-12-01

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

Bayesian Model Comparison for the Order Restricted RC Association Model

ERIC Educational Resources Information Center

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

2009-01-01

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

A simple parametric model observer for quality assurance in computer tomography

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A Bayesian Assessment of Seismic Semi-Periodicity Forecasts

NASA Astrophysics Data System (ADS)

Nava, F.; Quinteros, C.; Glowacka, E.; Frez, J.

2016-01-01

Among the schemes for earthquake forecasting, the search for semi-periodicity during large earthquakes in a given seismogenic region plays an important role. When considering earthquake forecasts based on semi-periodic sequence identification, the Bayesian formalism is a useful tool for: (1) assessing how well a given earthquake satisfies a previously made forecast; (2) re-evaluating the semi-periodic sequence probability; and (3) testing other prior estimations of the sequence probability. A comparison of Bayesian estimates with updated estimates of semi-periodic sequences that incorporate new data not used in the original estimates shows extremely good agreement, indicating that: (1) the probability that a semi-periodic sequence is not due to chance is an appropriate estimate for the prior sequence probability estimate; and (2) the Bayesian formalism does a very good job of estimating corrected semi-periodicity probabilities, using slightly less data than that used for updated estimates. The Bayesian approach is exemplified explicitly by its application to the Parkfield semi-periodic forecast, and results are given for its application to other forecasts in Japan and Venezuela.

Why preferring parametric forecasting to nonparametric methods?

PubMed

Jabot, Franck

2015-05-07

A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.

Semi-Automatic Modelling of Building FAÇADES with Shape Grammars Using Historic Building Information Modelling

NASA Astrophysics Data System (ADS)

Dore, C.; Murphy, M.

2013-02-01

This paper outlines a new approach for generating digital heritage models from laser scan or photogrammetric data using Historic Building Information Modelling (HBIM). HBIM is a plug-in for Building Information Modelling (BIM) software that uses parametric library objects and procedural modelling techniques to automate the modelling stage. The HBIM process involves a reverse engineering solution whereby parametric interactive objects representing architectural elements are mapped onto laser scan or photogrammetric survey data. A library of parametric architectural objects has been designed from historic manuscripts and architectural pattern books. These parametric objects were built using an embedded programming language within the ArchiCAD BIM software called Geometric Description Language (GDL). Procedural modelling techniques have been implemented with the same language to create a parametric building façade which automatically combines library objects based on architectural rules and proportions. Different configurations of the façade are controlled by user parameter adjustment. The automatically positioned elements of the façade can be subsequently refined using graphical editing while overlaying the model with orthographic imagery. Along with this semi-automatic method for generating façade models, manual plotting of library objects can also be used to generate a BIM model from survey data. After the 3D model has been completed conservation documents such as plans, sections, elevations and 3D views can be automatically generated for conservation projects.

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

PubMed

Macaro, Christian; Prado, Raquel

2014-01-01

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

Modeling SF-6D Hong Kong standard gamble health state preference data using a nonparametric Bayesian method.

PubMed

Kharroubi, Samer A; Brazier, John E; McGhee, Sarah

2013-01-01

This article reports on the findings from applying a recently described approach to modeling health state valuation data and the impact of the respondent characteristics on health state valuations. The approach applies a nonparametric model to estimate a Bayesian six-dimensional health state short form (derived from short-form 36 health survey) health state valuation algorithm. A sample of 197 states defined by the six-dimensional health state short form (derived from short-form 36 health survey)has been valued by a representative sample of the Hong Kong general population by using standard gamble. The article reports the application of the nonparametric model and compares it to the original model estimated by using a conventional parametric random effects model. The two models are compared theoretically and in terms of empirical performance. Advantages of the nonparametric model are that it can be used to predict scores in populations with different distributions of characteristics than observed in the survey sample and that it allows for the impact of respondent characteristics to vary by health state (while ensuring that full health passes through unity). The results suggest an important age effect with sex, having some effect, but the remaining covariates having no discernible effect. The nonparametric Bayesian model is argued to be more theoretically appropriate than previously used parametric models. Furthermore, it is more flexible to take into account the impact of covariates. Copyright © 2013, International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc.

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

ERIC Educational Resources Information Center

Dimitrov, Dimiter M.

2007-01-01

The validation of cognitive attributes required for correct answers on binary test items or tasks has been addressed in previous research through the integration of cognitive psychology and psychometric models using parametric or nonparametric item response theory, latent class modeling, and Bayesian modeling. All previous models, each with their…

Multi-state modelling of repeated hospitalisation and death in patients with heart failure: The use of large administrative databases in clinical epidemiology.

PubMed

Ieva, Francesca; Jackson, Christopher H; Sharples, Linda D

2017-06-01

In chronic diseases like heart failure (HF), the disease course and associated clinical event histories for the patient population vary widely. To improve understanding of the prognosis of patients and enable health care providers to assess and manage resources, we wish to jointly model disease progression, mortality and their relation with patient characteristics. We show how episodes of hospitalisation for disease-related events, obtained from administrative data, can be used as a surrogate for disease status. We propose flexible multi-state models for serial hospital admissions and death in HF patients, that are able to accommodate important features of disease progression, such as multiple ordered events and competing risks. Fully parametric and semi-parametric semi-Markov models are implemented using freely available software in R. The models were applied to a dataset from the administrative data bank of the Lombardia region in Northern Italy, which included 15,298 patients who had a first hospitalisation ending in 2006 and 4 years of follow-up thereafter. This provided estimates of the associations of age and gender with rates of hospital admission and length of stay in hospital, and estimates of the expected total time spent in hospital over five years. For example, older patients and men were readmitted more frequently, though the total time in hospital was roughly constant with age. We also discuss the relative merits of parametric and semi-parametric multi-state models, and model assessment and comparison.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

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

PubMed

Zhang, Hanze; Huang, Yangxin; Wang, Wei; Chen, Henian; Langland-Orban, Barbara

2017-01-01

In longitudinal AIDS studies, it is of interest to investigate the relationship between HIV viral load and CD4 cell counts, as well as the complicated time effect. Most of common models to analyze such complex longitudinal data are based on mean-regression, which fails to provide efficient estimates due to outliers and/or heavy tails. Quantile regression-based partially linear mixed-effects models, a special case of semiparametric models enjoying benefits of both parametric and nonparametric models, have the flexibility to monitor the viral dynamics nonparametrically and detect the varying CD4 effects parametrically at different quantiles of viral load. Meanwhile, it is critical to consider various data features of repeated measurements, including left-censoring due to a limit of detection, covariate measurement error, and asymmetric distribution. In this research, we first establish a Bayesian joint models that accounts for all these data features simultaneously in the framework of quantile regression-based partially linear mixed-effects models. The proposed models are applied to analyze the Multicenter AIDS Cohort Study (MACS) data. Simulation studies are also conducted to assess the performance of the proposed methods under different scenarios.

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

PubMed

Ortega-Villa, Ana Maria; Kim, Inyoung; Kim, H

2017-03-15

In matched case-crossover studies, it is generally accepted that the covariates on which a case and associated controls are matched cannot exert a confounding effect on independent predictors included in the conditional logistic regression model. This is because any stratum effect is removed by the conditioning on the fixed number of sets of the case and controls in the stratum. Hence, the conditional logistic regression model is not able to detect any effects associated with the matching covariates by stratum. However, some matching covariates such as time often play an important role as an effect modification leading to incorrect statistical estimation and prediction. Therefore, we propose three approaches to evaluate effect modification by time. The first is a parametric approach, the second is a semiparametric penalized approach, and the third is a semiparametric Bayesian approach. Our parametric approach is a two-stage method, which uses conditional logistic regression in the first stage and then estimates polynomial regression in the second stage. Our semiparametric penalized and Bayesian approaches are one-stage approaches developed by using regression splines. Our semiparametric one stage approach allows us to not only detect the parametric relationship between the predictor and binary outcomes, but also evaluate nonparametric relationships between the predictor and time. We demonstrate the advantage of our semiparametric one-stage approaches using both a simulation study and an epidemiological example of a 1-4 bi-directional case-crossover study of childhood aseptic meningitis with drinking water turbidity. We also provide statistical inference for the semiparametric Bayesian approach using Bayes Factors. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Bayesian component separation: The Planck experience

NASA Astrophysics Data System (ADS)

Wehus, Ingunn Kathrine; Eriksen, Hans Kristian

2018-05-01

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

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

PubMed

Pérez, Paulino; de los Campos, Gustavo

2014-10-01

Many modern genomic data analyses require implementing regressions where the number of parameters (p, e.g., the number of marker effects) exceeds sample size (n). Implementing these large-p-with-small-n regressions poses several statistical and computational challenges, some of which can be confronted using Bayesian methods. This approach allows integrating various parametric and nonparametric shrinkage and variable selection procedures in a unified and consistent manner. The BGLR R-package implements a large collection of Bayesian regression models, including parametric variable selection and shrinkage methods and semiparametric procedures (Bayesian reproducing kernel Hilbert spaces regressions, RKHS). The software was originally developed for genomic applications; however, the methods implemented are useful for many nongenomic applications as well. The response can be continuous (censored or not) or categorical (either binary or ordinal). The algorithm is based on a Gibbs sampler with scalar updates and the implementation takes advantage of efficient compiled C and Fortran routines. In this article we describe the methods implemented in BGLR, present examples of the use of the package, and discuss practical issues emerging in real-data analysis. Copyright © 2014 by the Genetics Society of America.

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

PubMed

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

2006-04-01

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

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

PubMed

Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C

2016-02-01

A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.

The Bayesian Cramér-Rao lower bound in Astrometry

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

The Bayesian Cramér-Rao lower bound in Astrometry

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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

PubMed

Ponciano, José Miguel

2017-11-22

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

Algorithmic procedures for Bayesian MEG/EEG source reconstruction in SPM☆

PubMed Central

López, J.D.; Litvak, V.; Espinosa, J.J.; Friston, K.; Barnes, G.R.

2014-01-01

The MEG/EEG inverse problem is ill-posed, giving different source reconstructions depending on the initial assumption sets. Parametric Empirical Bayes allows one to implement most popular MEG/EEG inversion schemes (Minimum Norm, LORETA, etc.) within the same generic Bayesian framework. It also provides a cost-function in terms of the variational Free energy—an approximation to the marginal likelihood or evidence of the solution. In this manuscript, we revisit the algorithm for MEG/EEG source reconstruction with a view to providing a didactic and practical guide. The aim is to promote and help standardise the development and consolidation of other schemes within the same framework. We describe the implementation in the Statistical Parametric Mapping (SPM) software package, carefully explaining each of its stages with the help of a simple simulated data example. We focus on the Multiple Sparse Priors (MSP) model, which we compare with the well-known Minimum Norm and LORETA models, using the negative variational Free energy for model comparison. The manuscript is accompanied by Matlab scripts to allow the reader to test and explore the underlying algorithm. PMID:24041874

A Bayesian alternative for multi-objective ecohydrological model specification

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

PubMed Central

2014-01-01

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

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

PubMed

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

2014-06-03

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

IMAGINE: Interstellar MAGnetic field INference Engine

NASA Astrophysics Data System (ADS)

Steininger, Theo

2018-03-01

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

Quantitative estimation of source complexity in tsunami-source inversion

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Bayesian truncation errors in chiral effective field theory: model checking and accounting for correlations

NASA Astrophysics Data System (ADS)

Melendez, Jordan; Wesolowski, Sarah; Furnstahl, Dick

2017-09-01

Chiral effective field theory (EFT) predictions are necessarily truncated at some order in the EFT expansion, which induces an error that must be quantified for robust statistical comparisons to experiment. A Bayesian model yields posterior probability distribution functions for these errors based on expectations of naturalness encoded in Bayesian priors and the observed order-by-order convergence pattern of the EFT. As a general example of a statistical approach to truncation errors, the model was applied to chiral EFT for neutron-proton scattering using various semi-local potentials of Epelbaum, Krebs, and Meißner (EKM). Here we discuss how our model can learn correlation information from the data and how to perform Bayesian model checking to validate that the EFT is working as advertised. Supported in part by NSF PHY-1614460 and DOE NUCLEI SciDAC DE-SC0008533.

Semi-blind sparse image reconstruction with application to MRFM.

PubMed

Park, Se Un; Dobigeon, Nicolas; Hero, Alfred O

2012-09-01

We propose a solution to the image deconvolution problem where the convolution kernel or point spread function (PSF) is assumed to be only partially known. Small perturbations generated from the model are exploited to produce a few principal components explaining the PSF uncertainty in a high-dimensional space. Unlike recent developments on blind deconvolution of natural images, we assume the image is sparse in the pixel basis, a natural sparsity arising in magnetic resonance force microscopy (MRFM). Our approach adopts a Bayesian Metropolis-within-Gibbs sampling framework. The performance of our Bayesian semi-blind algorithm for sparse images is superior to previously proposed semi-blind algorithms such as the alternating minimization algorithm and blind algorithms developed for natural images. We illustrate our myopic algorithm on real MRFM tobacco virus data.

Accuracy of latent-variable estimation in Bayesian semi-supervised learning.

PubMed

Yamazaki, Keisuke

2015-09-01

Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying data-generation process, respectively. Unsupervised learning tasks, such as cluster analysis, are regarded as estimations of latent variables based on the observable ones. The estimation of latent variables in semi-supervised learning, where some labels are observed, will be more precise than that in unsupervised, and one of the concerns is to clarify the effect of the labeled data. However, there has not been sufficient theoretical analysis of the accuracy of the estimation of latent variables. In a previous study, a distribution-based error function was formulated, and its asymptotic form was calculated for unsupervised learning with generative models. It has been shown that, for the estimation of latent variables, the Bayes method is more accurate than the maximum-likelihood method. The present paper reveals the asymptotic forms of the error function in Bayesian semi-supervised learning for both discriminative and generative models. The results show that the generative model, which uses all of the given data, performs better when the model is well specified. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2009-05-01

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

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

NASA Astrophysics Data System (ADS)

Durmaz, Murat; Karslioglu, Mahmut Onur

2015-04-01

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

Parametric FEM for geometric biomembranes

NASA Astrophysics Data System (ADS)

Bonito, Andrea; Nochetto, Ricardo H.; Sebastian Pauletti, M.

2010-05-01

We consider geometric biomembranes governed by an L2-gradient flow for bending energy subject to area and volume constraints (Helfrich model). We give a concise derivation of a novel vector formulation, based on shape differential calculus, and corresponding discretization via parametric FEM using quadratic isoparametric elements and a semi-implicit Euler method. We document the performance of the new parametric FEM with a number of simulations leading to dumbbell, red blood cell and toroidal equilibrium shapes while exhibiting large deformations.

Tau-REx: A new look at the retrieval of exoplanetary atmospheres

NASA Astrophysics Data System (ADS)

Waldmann, Ingo

2014-11-01

The field of exoplanetary spectroscopy is as fast moving as it is new. With an increasing amount of space and ground based instruments obtaining data on a large set of extrasolar planets we are indeed entering the era of exoplanetary characterisation. Permanently at the edge of instrument feasibility, it is as important as it is difficult to find the most optimal and objective methodologies to analysing and interpreting current data. This is particularly true for smaller and fainter Earth and Super-Earth type planets.For low to mid signal to noise (SNR) observations, we are prone to two sources of biases: 1) Prior selection in the data reduction and analysis; 2) Prior constraints on the spectral retrieval. In Waldmann et al. (2013), Morello et al. (2014) and Waldmann (2012, 2014) we have shown a prior-free approach to data analysis based on non-parametric machine learning techniques. Following these approaches we will present a new take on the spectral retrieval of extrasolar planets. Tau-REx (tau-retrieval of exoplanets) is a new line-by-line, atmospheric retrieval framework. In the past the decision on what opacity sources go into an atmospheric model were usually user defined. Manual input can lead to model biases and poor convergence of the atmospheric model to the data. In Tau-REx we have set out to solve this. Through custom built pattern recognition software, Tau-REx is able to rapidly identify the most likely atmospheric opacities from a large number of possible absorbers/emitters (ExoMol or HiTran data bases) and non-parametrically constrain the prior space for the Bayesian retrieval. Unlike other (MCMC based) techniques, Tau-REx is able to fully integrate high-dimensional log-likelihood spaces and to calculate the full Bayesian Evidence of the atmospheric models. We achieve this through a combination of Nested Sampling and a high degree of code parallelisation. This allows for an exact and unbiased Bayesian model selection and a fully mapping of potential model-data degeneracies. Together with non-parametric data de-trending of exoplanetary spectra, we can reach an un- precedented level of objectivity in our atmospheric characterisation of these foreign worlds.

Algorithmic procedures for Bayesian MEG/EEG source reconstruction in SPM.

PubMed

López, J D; Litvak, V; Espinosa, J J; Friston, K; Barnes, G R

2014-01-01

The MEG/EEG inverse problem is ill-posed, giving different source reconstructions depending on the initial assumption sets. Parametric Empirical Bayes allows one to implement most popular MEG/EEG inversion schemes (Minimum Norm, LORETA, etc.) within the same generic Bayesian framework. It also provides a cost-function in terms of the variational Free energy-an approximation to the marginal likelihood or evidence of the solution. In this manuscript, we revisit the algorithm for MEG/EEG source reconstruction with a view to providing a didactic and practical guide. The aim is to promote and help standardise the development and consolidation of other schemes within the same framework. We describe the implementation in the Statistical Parametric Mapping (SPM) software package, carefully explaining each of its stages with the help of a simple simulated data example. We focus on the Multiple Sparse Priors (MSP) model, which we compare with the well-known Minimum Norm and LORETA models, using the negative variational Free energy for model comparison. The manuscript is accompanied by Matlab scripts to allow the reader to test and explore the underlying algorithm. © 2013. Published by Elsevier Inc. All rights reserved.

Efficient Posterior Probability Mapping Using Savage-Dickey Ratios

PubMed Central

Penny, William D.; Ridgway, Gerard R.

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-03-01

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

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

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

Biros, George

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. Thesemore » include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.« less

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

NASA Astrophysics Data System (ADS)

Olejnik, Paweł; Awrejcewicz, Jan

2018-01-01

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

Two-sample statistics for testing the equality of survival functions against improper semi-parametric accelerated failure time alternatives: an application to the analysis of a breast cancer clinical trial.

PubMed

Broët, Philippe; Tsodikov, Alexander; De Rycke, Yann; Moreau, Thierry

2004-06-01

This paper presents two-sample statistics suited for testing equality of survival functions against improper semi-parametric accelerated failure time alternatives. These tests are designed for comparing either the short- or the long-term effect of a prognostic factor, or both. These statistics are obtained as partial likelihood score statistics from a time-dependent Cox model. As a consequence, the proposed tests can be very easily implemented using widely available software. A breast cancer clinical trial is presented as an example to demonstrate the utility of the proposed tests.

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

PubMed Central

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

1999-01-01

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

A Semi-Analytical Method for the PDFs of A Ship Rolling in Random Oblique Waves

NASA Astrophysics Data System (ADS)

Liu, Li-qin; Liu, Ya-liu; Xu, Wan-hai; Li, Yan; Tang, You-gang

2018-03-01

The PDFs (probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA (2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship's manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.

Stochastic Model of Seasonal Runoff Forecasts

NASA Astrophysics Data System (ADS)

Krzysztofowicz, Roman; Watada, Leslie M.

1986-03-01

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

Acoustic emission based damage localization in composites structures using Bayesian identification

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Structural and parameteric uncertainty quantification in cloud microphysics parameterization schemes

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Applications of Bayesian spectrum representation in acoustics

NASA Astrophysics Data System (ADS)

Botts, Jonathan M.

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

Spectral likelihood expansions for Bayesian inference

NASA Astrophysics Data System (ADS)

Nagel, Joseph B.; Sudret, Bruno

2016-03-01

A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.

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

PubMed Central

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

2016-01-01

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

Semi-parametric regression model for survival data: graphical visualization with R

PubMed Central

2016-01-01

Cox proportional hazards model is a semi-parametric model that leaves its baseline hazard function unspecified. The rationale to use Cox proportional hazards model is that (I) the underlying form of hazard function is stringent and unrealistic, and (II) researchers are only interested in estimation of how the hazard changes with covariate (relative hazard). Cox regression model can be easily fit with coxph() function in survival package. Stratified Cox model may be used for covariate that violates the proportional hazards assumption. The relative importance of covariates in population can be examined with the rankhazard package in R. Hazard ratio curves for continuous covariates can be visualized using smoothHR package. This curve helps to better understand the effects that each continuous covariate has on the outcome. Population attributable fraction is a classic quantity in epidemiology to evaluate the impact of risk factor on the occurrence of event in the population. In survival analysis, the adjusted/unadjusted attributable fraction can be plotted against survival time to obtain attributable fraction function. PMID:28090517

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

DOE PAGES

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

2015-09-04

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

Two-Sample Statistics for Testing the Equality of Survival Functions Against Improper Semi-parametric Accelerated Failure Time Alternatives: An Application to the Analysis of a Breast Cancer Clinical Trial

PubMed Central

BROËT, PHILIPPE; TSODIKOV, ALEXANDER; DE RYCKE, YANN; MOREAU, THIERRY

2010-01-01

This paper presents two-sample statistics suited for testing equality of survival functions against improper semi-parametric accelerated failure time alternatives. These tests are designed for comparing either the short- or the long-term effect of a prognostic factor, or both. These statistics are obtained as partial likelihood score statistics from a time-dependent Cox model. As a consequence, the proposed tests can be very easily implemented using widely available software. A breast cancer clinical trial is presented as an example to demonstrate the utility of the proposed tests. PMID:15293627

Distinguishing transient signals and instrumental disturbances in semi-coherent searches for continuous gravitational waves with line-robust statistics

NASA Astrophysics Data System (ADS)

Keitel, David

2016-05-01

Non-axisymmetries in rotating neutron stars emit quasi-monochromatic gravitational waves. These long-duration ‘continuous wave’ signals are among the main search targets of ground-based interferometric detectors. However, standard detection methods are susceptible to false alarms from instrumental artefacts that resemble a continuous-wave signal. Past work [Keitel, Prix, Papa, Leaci and Siddiqi 2014, Phys. Rev. D 89 064023] showed that a Bayesian approach, based on an explicit model of persistent single-detector disturbances, improves robustness against such artefacts. Since many strong outliers in semi-coherent searches of LIGO data are caused by transient disturbances that last only a few hours or days, I describe in a recent paper [Keitel D 2015, LIGO-P1500159] how to extend this approach to cover transient disturbances, and demonstrate increased sensitivity in realistic simulated data. Additionally, neutron stars could emit transient signals which, for a limited time, also follow the continuous-wave signal model. As a pragmatic alternative to specialized transient searches, I demonstrate how to make standard semi-coherent continuous-wave searches more sensitive to transient signals. Focusing on the time-scale of a single segment in the semi-coherent search, Bayesian model selection yields a simple detection statistic without a significant increase in computational cost. This proceedings contribution gives a brief overview of both works.

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.

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

NASA Astrophysics Data System (ADS)

Mazrou, H.; Bezoubiri, F.

2018-07-01

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

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

PubMed

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

2013-02-01

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

Evaluation of Stochastic Rainfall Models in Capturing Climate Variability for Future Drought and Flood Risk Assessment

NASA Astrophysics Data System (ADS)

Chowdhury, A. F. M. K.; Lockart, N.; Willgoose, G. R.; Kuczera, G. A.; Kiem, A.; Nadeeka, P. M.

2016-12-01

One of the key objectives of stochastic rainfall modelling is to capture the full variability of climate system for future drought and flood risk assessment. However, it is not clear how well these models can capture the future climate variability when they are calibrated to Global/Regional Climate Model data (GCM/RCM) as these datasets are usually available for very short future period/s (e.g. 20 years). This study has assessed the ability of two stochastic daily rainfall models to capture climate variability by calibrating them to a dynamically downscaled RCM dataset in an east Australian catchment for 1990-2010, 2020-2040, and 2060-2080 epochs. The two stochastic models are: (1) a hierarchical Markov Chain (MC) model, which we developed in a previous study and (2) a semi-parametric MC model developed by Mehrotra and Sharma (2007). Our hierarchical model uses stochastic parameters of MC and Gamma distribution, while the semi-parametric model uses a modified MC process with memory of past periods and kernel density estimation. This study has generated multiple realizations of rainfall series by using parameters of each model calibrated to the RCM dataset for each epoch. The generated rainfall series are used to generate synthetic streamflow by using a SimHyd hydrology model. Assessing the synthetic rainfall and streamflow series, this study has found that both stochastic models can incorporate a range of variability in rainfall as well as streamflow generation for both current and future periods. However, the hierarchical model tends to overestimate the multiyear variability of wet spell lengths (therefore, is less likely to simulate long periods of drought and flood), while the semi-parametric model tends to overestimate the mean annual rainfall depths and streamflow volumes (hence, simulated droughts are likely to be less severe). Sensitivity of these limitations of both stochastic models in terms of future drought and flood risk assessment will be discussed.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

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

PubMed

Moscoso del Prado Martín, Fermín

2013-12-01

I introduce the Bayesian assessment of scaling (BAS), a simple but powerful Bayesian hypothesis contrast methodology that can be used to test hypotheses on the scaling regime exhibited by a sequence of behavioral data. Rather than comparing parametric models, as typically done in previous approaches, the BAS offers a direct, nonparametric way to test whether a time series exhibits fractal scaling. The BAS provides a simpler and faster test than do previous methods, and the code for making the required computations is provided. The method also enables testing of finely specified hypotheses on the scaling indices, something that was not possible with the previously available methods. I then present 4 simulation studies showing that the BAS methodology outperforms the other methods used in the psychological literature. I conclude with a discussion of methodological issues on fractal analyses in experimental psychology. PsycINFO Database Record (c) 2014 APA, all rights reserved.

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

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

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

2014-05-16

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

Parametric and Nonparametric Statistical Methods for Genomic Selection of Traits with Additive and Epistatic Genetic Architectures

PubMed Central

Howard, Réka; Carriquiry, Alicia L.; Beavis, William D.

2014-01-01

Parametric and nonparametric methods have been developed for purposes of predicting phenotypes. These methods are based on retrospective analyses of empirical data consisting of genotypic and phenotypic scores. Recent reports have indicated that parametric methods are unable to predict phenotypes of traits with known epistatic genetic architectures. Herein, we review parametric methods including least squares regression, ridge regression, Bayesian ridge regression, least absolute shrinkage and selection operator (LASSO), Bayesian LASSO, best linear unbiased prediction (BLUP), Bayes A, Bayes B, Bayes C, and Bayes Cπ. We also review nonparametric methods including Nadaraya-Watson estimator, reproducing kernel Hilbert space, support vector machine regression, and neural networks. We assess the relative merits of these 14 methods in terms of accuracy and mean squared error (MSE) using simulated genetic architectures consisting of completely additive or two-way epistatic interactions in an F2 population derived from crosses of inbred lines. Each simulated genetic architecture explained either 30% or 70% of the phenotypic variability. The greatest impact on estimates of accuracy and MSE was due to genetic architecture. Parametric methods were unable to predict phenotypic values when the underlying genetic architecture was based entirely on epistasis. Parametric methods were slightly better than nonparametric methods for additive genetic architectures. Distinctions among parametric methods for additive genetic architectures were incremental. Heritability, i.e., proportion of phenotypic variability, had the second greatest impact on estimates of accuracy and MSE. PMID:24727289

Sampling-free Bayesian inversion with adaptive hierarchical tensor representations

NASA Astrophysics Data System (ADS)

Eigel, Martin; Marschall, Manuel; Schneider, Reinhold

2018-03-01

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

Goal-oriented Site Characterization in Hydrogeological Applications: An Overview

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

Robust Bayesian Experimental Design for Conceptual Model Discrimination

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Semiparametric regression during 2003–2007*

PubMed Central

Ruppert, David; Wand, M.P.; Carroll, Raymond J.

2010-01-01

Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology – thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007. We find semiparametric regression to be a vibrant field with substantial involvement and activity, continual enhancement and widespread application. PMID:20305800

Bayesian Dose-Response Modeling in Sparse Data

NASA Astrophysics Data System (ADS)

Kim, Steven B.

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

Risk of fire occurrence in arid and semi-arid ecosystems of Iran: an investigation using Bayesian belief networks.

PubMed

Bashari, Hossein; Naghipour, Ali Asghar; Khajeddin, Seyed Jamaleddin; Sangoony, Hamed; Tahmasebi, Pejman

2016-09-01

Identifying areas that have a high risk of burning is a main component of fire management planning. Although the available tools can predict the fire risks, these are poor in accommodating uncertainties in their predictions. In this study, we accommodated uncertainty in wildfire prediction using Bayesian belief networks (BBNs). An influence diagram was developed to identify the factors influencing wildfire in arid and semi-arid areas of Iran, and it was populated with probabilities to produce a BBNs model. The behavior of the model was tested using scenario and sensitivity analysis. Land cover/use, mean annual rainfall, mean annual temperature, elevation, and livestock density were recognized as the main variables determining wildfire occurrence. The produced model had good accuracy as its ROC area under the curve was 0.986. The model could be applied in both predictive and diagnostic analysis for answering "what if" and "how" questions. The probabilistic relationships within the model can be updated over time using observation and monitoring data. The wildfire BBN model may be updated as new knowledge emerges; hence, it can be used to support the process of adaptive management.

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

NASA Astrophysics Data System (ADS)

Agapiou, Sergios; Burger, Martin; Dashti, Masoumeh; Helin, Tapio

2018-04-01

We consider the inverse problem of recovering an unknown functional parameter u in a separable Banach space, from a noisy observation vector y of its image through a known possibly non-linear map {{\\mathcal G}} . We adopt a Bayesian approach to the problem and consider Besov space priors (see Lassas et al (2009 Inverse Problems Imaging 3 87-122)), which are well-known for their edge-preserving and sparsity-promoting properties and have recently attracted wide attention especially in the medical imaging community. Our key result is to show that in this non-parametric setup the maximum a posteriori (MAP) estimates are characterized by the minimizers of a generalized Onsager-Machlup functional of the posterior. This is done independently for the so-called weak and strong MAP estimates, which as we show coincide in our context. In addition, we prove a form of weak consistency for the MAP estimators in the infinitely informative data limit. Our results are remarkable for two reasons: first, the prior distribution is non-Gaussian and does not meet the smoothness conditions required in previous research on non-parametric MAP estimates. Second, the result analytically justifies existing uses of the MAP estimate in finite but high dimensional discretizations of Bayesian inverse problems with the considered Besov priors.

Cardiovascular oscillations: in search of a nonlinear parametric model

NASA Astrophysics Data System (ADS)

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

2003-05-01

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

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

PubMed Central

Hutson, Alan D

2018-01-01

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

Discriminative Bayesian Dictionary Learning for Classification.

PubMed

Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal

2016-12-01

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

Development of Semi-Span Model Test Techniques

NASA Technical Reports Server (NTRS)

Pulnam, L. Elwood (Technical Monitor); Milholen, William E., II; Chokani, Ndaona; McGhee, Robert J.

1996-01-01

A computational investigation was performed to support the development of a semi-span model test capability in the NASA Langley Research Center's National Transonic Facility. This capability is desirable for the testing of advanced subsonic transport aircraft at full-scale Reynolds numbers. A state-of-the-art three-dimensional Navier-Stokes solver was used to examine methods to improve the flow over a semi-span configuration. First, a parametric study is conducted to examine the influence of the stand-off height on the flow over the semi-span model. It is found that decreasing the stand-off height, below the maximum fuselage radius, improves the aerodynamic characteristics of the semi-span model. Next, active sidewall boundary layer control techniques are examined. Juncture region blowing jets, upstream tangential blowing, and sidewall suction are found to improve the flow over the aft portion of the semi-span model. Both upstream blowing and suction are found to reduce the sidewall boundary layer separation. The resulting near surface streamline patterns are improved, and found to be quite similar to the full-span results. Both techniques however adversely affect the pitching moment coefficient.

Why formal learning theory matters for cognitive science.

PubMed

Fulop, Sean; Chater, Nick

2013-01-01

This article reviews a number of different areas in the foundations of formal learning theory. After outlining the general framework for formal models of learning, the Bayesian approach to learning is summarized. This leads to a discussion of Solomonoff's Universal Prior Distribution for Bayesian learning. Gold's model of identification in the limit is also outlined. We next discuss a number of aspects of learning theory raised in contributed papers, related to both computational and representational complexity. The article concludes with a description of how semi-supervised learning can be applied to the study of cognitive learning models. Throughout this overview, the specific points raised by our contributing authors are connected to the models and methods under review. Copyright © 2013 Cognitive Science Society, Inc.

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

NASA Astrophysics Data System (ADS)

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Empirical Prediction of Aircraft Landing Gear Noise

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

A varying coefficient model to measure the effectiveness of mass media anti-smoking campaigns in generating calls to a Quitline.

PubMed

Bui, Quang M; Huggins, Richard M; Hwang, Wen-Han; White, Victoria; Erbas, Bircan

2010-01-01

Anti-smoking advertisements are an effective population-based smoking reduction strategy. The Quitline telephone service provides a first point of contact for adults considering quitting. Because of data complexity, the relationship between anti-smoking advertising placement, intensity, and time trends in total call volume is poorly understood. In this study we use a recently developed semi-varying coefficient model to elucidate this relationship. Semi-varying coefficient models comprise parametric and nonparametric components. The model is fitted to the daily number of calls to Quitline in Victoria, Australia to estimate a nonparametric long-term trend and parametric terms for day-of-the-week effects and to clarify the relationship with target audience rating points (TARPs) for the Quit and nicotine replacement advertising campaigns. The number of calls to Quitline increased with the TARP value of both the Quit and other smoking cessation advertisement; the TARP values associated with the Quit program were almost twice as effective. The varying coefficient term was statistically significant for peak periods with little or no advertising. Semi-varying coefficient models are useful for modeling public health data when there is little or no information on other factors related to the at-risk population. These models are well suited to modeling call volume to Quitline, because the varying coefficient allowed the underlying time trend to depend on fixed covariates that also vary with time, thereby explaining more of the variation in the call model.

A Varying Coefficient Model to Measure the Effectiveness of Mass Media Anti-Smoking Campaigns in Generating Calls to a Quitline

PubMed Central

Bui, Quang M.; Huggins, Richard M.; Hwang, Wen-Han; White, Victoria; Erbas, Bircan

2010-01-01

Background Anti-smoking advertisements are an effective population-based smoking reduction strategy. The Quitline telephone service provides a first point of contact for adults considering quitting. Because of data complexity, the relationship between anti-smoking advertising placement, intensity, and time trends in total call volume is poorly understood. In this study we use a recently developed semi-varying coefficient model to elucidate this relationship. Methods Semi-varying coefficient models comprise parametric and nonparametric components. The model is fitted to the daily number of calls to Quitline in Victoria, Australia to estimate a nonparametric long-term trend and parametric terms for day-of-the-week effects and to clarify the relationship with target audience rating points (TARPs) for the Quit and nicotine replacement advertising campaigns. Results The number of calls to Quitline increased with the TARP value of both the Quit and other smoking cessation advertisement; the TARP values associated with the Quit program were almost twice as effective. The varying coefficient term was statistically significant for peak periods with little or no advertising. Conclusions Semi-varying coefficient models are useful for modeling public health data when there is little or no information on other factors related to the at-risk population. These models are well suited to modeling call volume to Quitline, because the varying coefficient allowed the underlying time trend to depend on fixed covariates that also vary with time, thereby explaining more of the variation in the call model. PMID:20827036

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

NASA Astrophysics Data System (ADS)

Thamrin, Sri Astuti; Lawi, Armin

2016-02-01

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

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

PubMed

Shen, Y; Cooper, G F

2010-01-01

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

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

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

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

Bayesian multivariate hierarchical transformation models for ROC analysis.

PubMed

O'Malley, A James; Zou, Kelly H

2006-02-15

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

Bayesian multivariate hierarchical transformation models for ROC analysis

PubMed Central

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

2006-01-01

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

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

PubMed Central

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

2013-01-01

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

Period Estimation for Sparsely-sampled Quasi-periodic Light Curves Applied to Miras

NASA Astrophysics Data System (ADS)

He, Shiyuan; Yuan, Wenlong; Huang, Jianhua Z.; Long, James; Macri, Lucas M.

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period-luminosity relations.

Brain segmentation and the generation of cortical surfaces

NASA Technical Reports Server (NTRS)

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

1999-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Commercial aspects of semi-reusable launch systems

NASA Astrophysics Data System (ADS)

Obersteiner, M. H.; Müller, H.; Spies, H.

2003-07-01

This paper presents a business planning model for a commercial space launch system. The financing model is based on market analyses and projections combined with market capture models. An operations model is used to derive the annual cash income. Parametric cost modeling, development and production schedules are used for quantifying the annual expenditures, the internal rate of return, break even point of positive cash flow and the respective prices per launch. Alternative consortia structures, cash flow methods, capture rates and launch prices are used to examine the sensitivity of the model. Then the model is applied for a promising semi-reusable launcher concept, showing the general achievability of the commercial approach and the necessary pre-conditions.

Empirical intrinsic geometry for nonlinear modeling and time series filtering.

PubMed

Talmon, Ronen; Coifman, Ronald R

2013-07-30

In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.

A hierarchical Bayesian approach to adaptive vision testing: A case study with the contrast sensitivity function.

PubMed

Gu, Hairong; Kim, Woojae; Hou, Fang; Lesmes, Luis Andres; Pitt, Mark A; Lu, Zhong-Lin; Myung, Jay I

2016-01-01

Measurement efficiency is of concern when a large number of observations are required to obtain reliable estimates for parametric models of vision. The standard entropy-based Bayesian adaptive testing procedures addressed the issue by selecting the most informative stimulus in sequential experimental trials. Noninformative, diffuse priors were commonly used in those tests. Hierarchical adaptive design optimization (HADO; Kim, Pitt, Lu, Steyvers, & Myung, 2014) further improves the efficiency of the standard Bayesian adaptive testing procedures by constructing an informative prior using data from observers who have already participated in the experiment. The present study represents an empirical validation of HADO in estimating the human contrast sensitivity function. The results show that HADO significantly improves the accuracy and precision of parameter estimates, and therefore requires many fewer observations to obtain reliable inference about contrast sensitivity, compared to the method of quick contrast sensitivity function (Lesmes, Lu, Baek, & Albright, 2010), which uses the standard Bayesian procedure. The improvement with HADO was maintained even when the prior was constructed from heterogeneous populations or a relatively small number of observers. These results of this case study support the conclusion that HADO can be used in Bayesian adaptive testing by replacing noninformative, diffuse priors with statistically justified informative priors without introducing unwanted bias.

A hierarchical Bayesian approach to adaptive vision testing: A case study with the contrast sensitivity function

PubMed Central

Gu, Hairong; Kim, Woojae; Hou, Fang; Lesmes, Luis Andres; Pitt, Mark A.; Lu, Zhong-Lin; Myung, Jay I.

2016-01-01

Measurement efficiency is of concern when a large number of observations are required to obtain reliable estimates for parametric models of vision. The standard entropy-based Bayesian adaptive testing procedures addressed the issue by selecting the most informative stimulus in sequential experimental trials. Noninformative, diffuse priors were commonly used in those tests. Hierarchical adaptive design optimization (HADO; Kim, Pitt, Lu, Steyvers, & Myung, 2014) further improves the efficiency of the standard Bayesian adaptive testing procedures by constructing an informative prior using data from observers who have already participated in the experiment. The present study represents an empirical validation of HADO in estimating the human contrast sensitivity function. The results show that HADO significantly improves the accuracy and precision of parameter estimates, and therefore requires many fewer observations to obtain reliable inference about contrast sensitivity, compared to the method of quick contrast sensitivity function (Lesmes, Lu, Baek, & Albright, 2010), which uses the standard Bayesian procedure. The improvement with HADO was maintained even when the prior was constructed from heterogeneous populations or a relatively small number of observers. These results of this case study support the conclusion that HADO can be used in Bayesian adaptive testing by replacing noninformative, diffuse priors with statistically justified informative priors without introducing unwanted bias. PMID:27105061

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

PubMed

Echinaka, Yuki; Ozeki, Yukiyasu

2016-10-01

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

Long-range dismount activity classification: LODAC

NASA Astrophysics Data System (ADS)

Garagic, Denis; Peskoe, Jacob; Liu, Fang; Cuevas, Manuel; Freeman, Andrew M.; Rhodes, Bradley J.

2014-06-01

Continuous classification of dismount types (including gender, age, ethnicity) and their activities (such as walking, running) evolving over space and time is challenging. Limited sensor resolution (often exacerbated as a function of platform standoff distance) and clutter from shadows in dense target environments, unfavorable environmental conditions, and the normal properties of real data all contribute to the challenge. The unique and innovative aspect of our approach is a synthesis of multimodal signal processing with incremental non-parametric, hierarchical Bayesian machine learning methods to create a new kind of target classification architecture. This architecture is designed from the ground up to optimally exploit correlations among the multiple sensing modalities (multimodal data fusion) and rapidly and continuously learns (online self-tuning) patterns of distinct classes of dismounts given little a priori information. This increases classification performance in the presence of challenges posed by anti-access/area denial (A2/AD) sensing. To fuse multimodal features, Long-range Dismount Activity Classification (LODAC) develops a novel statistical information theoretic approach for multimodal data fusion that jointly models multimodal data (i.e., a probabilistic model for cross-modal signal generation) and discovers the critical cross-modal correlations by identifying components (features) with maximal mutual information (MI) which is efficiently estimated using non-parametric entropy models. LODAC develops a generic probabilistic pattern learning and classification framework based on a new class of hierarchical Bayesian learning algorithms for efficiently discovering recurring patterns (classes of dismounts) in multiple simultaneous time series (sensor modalities) at multiple levels of feature granularity.

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

PubMed

Fourment, Mathieu; Holmes, Edward C

2014-07-24

Early methods for estimating divergence times from gene sequence data relied on the assumption of a molecular clock. More sophisticated methods were created to model rate variation and used auto-correlation of rates, local clocks, or the so called "uncorrelated relaxed clock" where substitution rates are assumed to be drawn from a parametric distribution. In the case of Bayesian inference methods the impact of the prior on branching times is not clearly understood, and if the amount of data is limited the posterior could be strongly influenced by the prior. We develop a maximum likelihood method--Physher--that uses local or discrete clocks to estimate evolutionary rates and divergence times from heterochronous sequence data. Using two empirical data sets we show that our discrete clock estimates are similar to those obtained by other methods, and that Physher outperformed some methods in the estimation of the root age of an influenza virus data set. A simulation analysis suggests that Physher can outperform a Bayesian method when the real topology contains two long branches below the root node, even when evolution is strongly clock-like. These results suggest it is advisable to use a variety of methods to estimate evolutionary rates and divergence times from heterochronous sequence data. Physher and the associated data sets used here are available online at http://code.google.com/p/physher/.

Nonparametric Bayesian models for a spatial covariance.

PubMed

Reich, Brian J; Fuentes, Montserrat

2012-01-01

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

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

NASA Astrophysics Data System (ADS)

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

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

A NEW VARIANCE ESTIMATOR FOR PARAMETERS OF SEMI-PARAMETRIC GENERALIZED ADDITIVE MODELS. (R829213)

EPA Science Inventory

The perspectives, information and conclusions conveyed in research project abstracts, progress reports, final reports, journal abstracts and journal publications convey the viewpoints of the principal investigator and may not represent the views and policies of ORD and EPA. Concl...

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

scoringRules - A software package for probabilistic model evaluation

NASA Astrophysics Data System (ADS)

Lerch, Sebastian; Jordan, Alexander; Krüger, Fabian

2016-04-01

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

Weighted community detection and data clustering using message passing

NASA Astrophysics Data System (ADS)

Shi, Cheng; Liu, Yanchen; Zhang, Pan

2018-03-01

Grouping objects into clusters based on the similarities or weights between them is one of the most important problems in science and engineering. In this work, by extending message-passing algorithms and spectral algorithms proposed for an unweighted community detection problem, we develop a non-parametric method based on statistical physics, by mapping the problem to the Potts model at the critical temperature of spin-glass transition and applying belief propagation to solve the marginals corresponding to the Boltzmann distribution. Our algorithm is robust to over-fitting and gives a principled way to determine whether there are significant clusters in the data and how many clusters there are. We apply our method to different clustering tasks. In the community detection problem in weighted and directed networks, we show that our algorithm significantly outperforms existing algorithms. In the clustering problem, where the data were generated by mixture models in the sparse regime, we show that our method works all the way down to the theoretical limit of detectability and gives accuracy very close to that of the optimal Bayesian inference. In the semi-supervised clustering problem, our method only needs several labels to work perfectly in classic datasets. Finally, we further develop Thouless-Anderson-Palmer equations which heavily reduce the computation complexity in dense networks but give almost the same performance as belief propagation.

Semi-Parametric Item Response Functions in the Context of Guessing. CRESST Report 844

ERIC Educational Resources Information Center

Falk, Carl F.; Cai, Li

2015-01-01

We present a logistic function of a monotonic polynomial with a lower asymptote, allowing additional flexibility beyond the three-parameter logistic model. We develop a maximum marginal likelihood based approach to estimate the item parameters. The new item response model is demonstrated on math assessment data from a state, and a computationally…

A Robust Adaptive Autonomous Approach to Optimal Experimental Design

NASA Astrophysics Data System (ADS)

Gu, Hairong

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

Hybrid semi-parametric mathematical systems: bridging the gap between systems biology and process engineering.

PubMed

Teixeira, Ana P; Carinhas, Nuno; Dias, João M L; Cruz, Pedro; Alves, Paula M; Carrondo, Manuel J T; Oliveira, Rui

2007-12-01

Systems biology is an integrative science that aims at the global characterization of biological systems. Huge amounts of data regarding gene expression, proteins activity and metabolite concentrations are collected by designing systematic genetic or environmental perturbations. Then the challenge is to integrate such data in a global model in order to provide a global picture of the cell. The analysis of these data is largely dominated by nonparametric modelling tools. In contrast, classical bioprocess engineering has been primarily founded on first principles models, but it has systematically overlooked the details of the embedded biological system. The full complexity of biological systems is currently assumed by systems biology and this knowledge can now be taken by engineers to decide how to optimally design and operate their processes. This paper discusses possible methodologies for the integration of systems biology and bioprocess engineering with emphasis on applications involving animal cell cultures. At the mathematical systems level, the discussion is focused on hybrid semi-parametric systems as a way to bridge systems biology and bioprocess engineering.

Quantum state estimation when qubits are lost: a no-data-left-behind approach

DOE PAGES

Williams, Brian P.; Lougovski, Pavel

2017-04-06

We present an approach to Bayesian mean estimation of quantum states using hyperspherical parametrization and an experiment-specific likelihood which allows utilization of all available data, even when qubits are lost. With this method, we report the first closed-form Bayesian mean and maximum likelihood estimates for the ideal single qubit. Due to computational constraints, we utilize numerical sampling to determine the Bayesian mean estimate for a photonic two-qubit experiment in which our novel analysis reduces burdens associated with experimental asymmetries and inefficiencies. This method can be applied to quantum states of any dimension and experimental complexity.

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

NASA Astrophysics Data System (ADS)

Bakoban, Rana A.

2017-08-01

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

Preclinical Biokinetic Modelling of Tc-99m Radiophamaceuticals Obtained from Semi-Automatic Image Processing.

PubMed

Cornejo-Aragón, Luz G; Santos-Cuevas, Clara L; Ocampo-García, Blanca E; Chairez-Oria, Isaac; Diaz-Nieto, Lorenza; García-Quiroz, Janice

2017-01-01

The aim of this study was to develop a semi automatic image processing algorithm (AIPA) based on the simultaneous information provided by X-ray and radioisotopic images to determine the biokinetic models of Tc-99m radiopharmaceuticals from quantification of image radiation activity in murine models. These radioisotopic images were obtained by a CCD (charge couple device) camera coupled to an ultrathin phosphorous screen in a preclinical multimodal imaging system (Xtreme, Bruker). The AIPA consisted of different image processing methods for background, scattering and attenuation correction on the activity quantification. A set of parametric identification algorithms was used to obtain the biokinetic models that characterize the interaction between different tissues and the radiopharmaceuticals considered in the study. The set of biokinetic models corresponded to the Tc-99m biodistribution observed in different ex vivo studies. This fact confirmed the contribution of the semi-automatic image processing technique developed in this study.

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

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

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

2016-03-01

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

Bayesian nonparametric adaptive control using Gaussian processes.

PubMed

Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

2015-03-01

Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

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

USGS Publications Warehouse

Lee, L.; Helsel, D.

2007-01-01

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

Parametric regression model for survival data: Weibull regression model as an example

PubMed Central

2016-01-01

Weibull regression model is one of the most popular forms of parametric regression model that it provides estimate of baseline hazard function, as well as coefficients for covariates. Because of technical difficulties, Weibull regression model is seldom used in medical literature as compared to the semi-parametric proportional hazard model. To make clinical investigators familiar with Weibull regression model, this article introduces some basic knowledge on Weibull regression model and then illustrates how to fit the model with R software. The SurvRegCensCov package is useful in converting estimated coefficients to clinical relevant statistics such as hazard ratio (HR) and event time ratio (ETR). Model adequacy can be assessed by inspecting Kaplan-Meier curves stratified by categorical variable. The eha package provides an alternative method to model Weibull regression model. The check.dist() function helps to assess goodness-of-fit of the model. Variable selection is based on the importance of a covariate, which can be tested using anova() function. Alternatively, backward elimination starting from a full model is an efficient way for model development. Visualization of Weibull regression model after model development is interesting that it provides another way to report your findings. PMID:28149846

Functional form and risk adjustment of hospital costs: Bayesian analysis of a Box-Cox random coefficients model.

PubMed

Hollenbeak, Christopher S

2005-10-15

While risk-adjusted outcomes are often used to compare the performance of hospitals and physicians, the most appropriate functional form for the risk adjustment process is not always obvious for continuous outcomes such as costs. Semi-log models are used most often to correct skewness in cost data, but there has been limited research to determine whether the log transformation is sufficient or whether another transformation is more appropriate. This study explores the most appropriate functional form for risk-adjusting the cost of coronary artery bypass graft (CABG) surgery. Data included patients undergoing CABG surgery at four hospitals in the midwest and were fit to a Box-Cox model with random coefficients (BCRC) using Markov chain Monte Carlo methods. Marginal likelihoods and Bayes factors were computed to perform model comparison of alternative model specifications. Rankings of hospital performance were created from the simulation output and the rankings produced by Bayesian estimates were compared to rankings produced by standard models fit using classical methods. Results suggest that, for these data, the most appropriate functional form is not logarithmic, but corresponds to a Box-Cox transformation of -1. Furthermore, Bayes factors overwhelmingly rejected the natural log transformation. However, the hospital ranking induced by the BCRC model was not different from the ranking produced by maximum likelihood estimates of either the linear or semi-log model. Copyright (c) 2005 John Wiley & Sons, Ltd.

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

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

He, Shiyuan; Huang, Jianhua Z.; Long, James

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less

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

PubMed

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

2007-08-01

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

An Efficient Non-iterative Bulk Parametrization of Surface Fluxes for Stable Atmospheric Conditions Over Polar Sea-Ice

NASA Astrophysics Data System (ADS)

Gryanik, Vladimir M.; Lüpkes, Christof

2018-02-01

In climate and weather prediction models the near-surface turbulent fluxes of heat and momentum and related transfer coefficients are usually parametrized on the basis of Monin-Obukhov similarity theory (MOST). To avoid iteration, required for the numerical solution of the MOST equations, many models apply parametrizations of the transfer coefficients based on an approach relating these coefficients to the bulk Richardson number Rib. However, the parametrizations that are presently used in most climate models are valid only for weaker stability and larger surface roughnesses than those documented during the Surface Heat Budget of the Arctic Ocean campaign (SHEBA). The latter delivered a well-accepted set of turbulence data in the stable surface layer over polar sea-ice. Using stability functions based on the SHEBA data, we solve the MOST equations applying a new semi-analytic approach that results in transfer coefficients as a function of Rib and roughness lengths for momentum and heat. It is shown that the new coefficients reproduce the coefficients obtained by the numerical iterative method with a good accuracy in the most relevant range of stability and roughness lengths. For small Rib, the new bulk transfer coefficients are similar to the traditional coefficients, but for large Rib they are much smaller than currently used coefficients. Finally, a possible adjustment of the latter and the implementation of the new proposed parametrizations in models are discussed.

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

PubMed

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

2016-12-01

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

Nonparametric Simulation of Signal Transduction Networks with Semi-Synchronized Update

PubMed Central

Nassiri, Isar; Masoudi-Nejad, Ali; Jalili, Mahdi; Moeini, Ali

2012-01-01

Simulating signal transduction in cellular signaling networks provides predictions of network dynamics by quantifying the changes in concentration and activity-level of the individual proteins. Since numerical values of kinetic parameters might be difficult to obtain, it is imperative to develop non-parametric approaches that combine the connectivity of a network with the response of individual proteins to signals which travel through the network. The activity levels of signaling proteins computed through existing non-parametric modeling tools do not show significant correlations with the observed values in experimental results. In this work we developed a non-parametric computational framework to describe the profile of the evolving process and the time course of the proportion of active form of molecules in the signal transduction networks. The model is also capable of incorporating perturbations. The model was validated on four signaling networks showing that it can effectively uncover the activity levels and trends of response during signal transduction process. PMID:22737250

Effect of a semi-annular thermal acoustic shield on jet exhaust noise

NASA Technical Reports Server (NTRS)

Goodykoontz, J.

1980-01-01

The effect of a semi-annular acoustic shield on jet exhaust noise is investigated with the rationale that such a configuration would reduce or eliminate the multiple reflection mechanism. A limited range of flow conditions for one nozzle/shield configuration were studied at model scale. Noise measurements for a 10 cm conical nozzle with a semi-annular acoustical shield are presented in terms of lossless free field data at various angular locations with respect to the nozzle. Measurements were made on both the shielded and unshielded sides of the nozzle. Model scale overall sound pressure level directivity patterns and comparisons of model scale spectral data are provided. The results show that a semi-annular thermal acoustic shield consisting of a low velocity, high temperature gas stream partially surrounding a central jet exhibits lower noise levels than when the central jet is operated alone. The results are presented parametrically, showing the effects of various shield and central system velocities and temperatures.

Coherent scattering from semi-infinite non-Hermitian potentials

NASA Astrophysics Data System (ADS)

Ahmed, Zafar; Ghosh, Dona; Kumar, Sachin

2018-02-01

When two identical (coherent) beams are injected at a semi-infinite non-Hermitian medium from left and right, we show that both reflection (rL,rR) and transmission (tL,tR) amplitudes are nonreciprocal. In a parametric domain, there exists spectral singularity (SS) at a real energy E =E*=k*2 and the determinant of the time-reversed two port scattering matrix, i.e., |det(S (-k ) ) |=| tL(-k ) tR(-k ) -rL(-k ) rR(-k ) | , vanishes sharply at k =k* , displaying the phenomenon of coherent perfect absorption (CPA). In the complementary parametric domain, the potential becomes either left or right reflectionless at E =Ez . We rule out the existence of invisibility despite rR(Ei) =0 and tR(Ei) =1 but T (Ei)≠1 , in this avenue. We present two simple exactly solvable models where expressions for E*, Ez, Ei, and parametric conditions on the potential have been obtained in explicit and simple forms. Earlier, the phenomena of SS and CPA have been found to occur only in the scattering complex potentials which are spatially localized (vanish asymptotically) and have tL=tR .

Bayesian estimation of the discrete coefficient of determination.

PubMed

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

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

Comparison of Two Stochastic Daily Rainfall Models and their Ability to Preserve Multi-year Rainfall Variability

NASA Astrophysics Data System (ADS)

Kamal Chowdhury, AFM; Lockart, Natalie; Willgoose, Garry; Kuczera, George; Kiem, Anthony; Parana Manage, Nadeeka

2016-04-01

Stochastic simulation of rainfall is often required in the simulation of streamflow and reservoir levels for water security assessment. As reservoir water levels generally vary on monthly to multi-year timescales, it is important that these rainfall series accurately simulate the multi-year variability. However, the underestimation of multi-year variability is a well-known issue in daily rainfall simulation. Focusing on this issue, we developed a hierarchical Markov Chain (MC) model in a traditional two-part MC-Gamma Distribution modelling structure, but with a new parameterization technique. We used two parameters of first-order MC process (transition probabilities of wet-to-wet and dry-to-dry days) to simulate the wet and dry days, and two parameters of Gamma distribution (mean and standard deviation of wet day rainfall) to simulate wet day rainfall depths. We found that use of deterministic Gamma parameter values results in underestimation of multi-year variability of rainfall depths. Therefore, we calculated the Gamma parameters for each month of each year from the observed data. Then, for each month, we fitted a multi-variate normal distribution to the calculated Gamma parameter values. In the model, we stochastically sampled these two Gamma parameters from the multi-variate normal distribution for each month of each year and used them to generate rainfall depth in wet days using the Gamma distribution. In another study, Mehrotra and Sharma (2007) proposed a semi-parametric Markov model. They also used a first-order MC process for rainfall occurrence simulation. But, the MC parameters were modified by using an additional factor to incorporate the multi-year variability. Generally, the additional factor is analytically derived from the rainfall over a pre-specified past periods (e.g. last 30, 180, or 360 days). They used a non-parametric kernel density process to simulate the wet day rainfall depths. In this study, we have compared the performance of our hierarchical MC model with the semi-parametric model in preserving rainfall variability in daily, monthly, and multi-year scales. To calibrate the parameters of both models and assess their ability to preserve observed statistics, we have used ground based data from 15 raingauge stations around Australia, which consist a wide range of climate zones including coastal, monsoonal, and arid climate characteristics. In preliminary results, both models show comparative performances in preserving the multi-year variability of rainfall depth and occurrence. However, the semi-parametric model shows a tendency of overestimating the mean rainfall depth, while our model shows a tendency of overestimating the number of wet days. We will discuss further the relative merits of the both models for hydrology simulation in the presentation.

Orthogonal Gaussian process models

DOE PAGES

Plumlee, Matthew; Joseph, V. Roshan

2017-01-01

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads to poor estimation of the coefficients in the mean model, and thus the estimated mean model loses interpretability. This paper introduces a new Gaussian process model whose stochastic part is orthogonal to the mean part to address this issue. As a result, this paper also discusses applications to multi-fidelity simulations using data examples.

Orthogonal Gaussian process models

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

Plumlee, Matthew; Joseph, V. Roshan

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads to poor estimation of the coefficients in the mean model, and thus the estimated mean model loses interpretability. This paper introduces a new Gaussian process model whose stochastic part is orthogonal to the mean part to address this issue. As a result, this paper also discusses applications to multi-fidelity simulations using data examples.

A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times

PubMed Central

Heath, Tracy A.

2012-01-01

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

Hybrid modeling for quality by design and PAT-benefits and challenges of applications in biopharmaceutical industry.

PubMed

von Stosch, Moritz; Davy, Steven; Francois, Kjell; Galvanauskas, Vytautas; Hamelink, Jan-Martijn; Luebbert, Andreas; Mayer, Martin; Oliveira, Rui; O'Kennedy, Ronan; Rice, Paul; Glassey, Jarka

2014-06-01

This report highlights the drivers, challenges, and enablers of the hybrid modeling applications in biopharmaceutical industry. It is a summary of an expert panel discussion of European academics and industrialists with relevant scientific and engineering backgrounds. Hybrid modeling is viewed in its broader sense, namely as the integration of different knowledge sources in form of parametric and nonparametric models into a hybrid semi-parametric model, for instance the integration of fundamental and data-driven models. A brief description of the current state-of-the-art and industrial uptake of the methodology is provided. The report concludes with a number of recommendations to facilitate further developments and a wider industrial application of this modeling approach. These recommendations are limited to further exploiting the benefits of this methodology within process analytical technology (PAT) applications in biopharmaceutical industry. Copyright © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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

PubMed

Ahmed, Nisar; de Visser, Ewart; Shaw, Tyler; Mohamed-Ameen, Amira; Campbell, Mark; Parasuraman, Raja

2014-01-01

This study examines the challenging problem of modelling the interaction between individual attentional limitations and decision-making performance in networked human-automation system tasks. Analysis of real experimental data from a task involving networked supervision of multiple unmanned aerial vehicles by human participants shows that both task load and network message quality affect performance, but that these effects are modulated by individual differences in working memory (WM) capacity. These insights were used to assess three statistical approaches for modelling and making predictions with real experimental networked supervisory performance data: classical linear regression, non-parametric Gaussian processes and probabilistic Bayesian networks. It is shown that each of these approaches can help designers of networked human-automated systems cope with various uncertainties in order to accommodate future users by linking expected operating conditions and performance from real experimental data to observable cognitive traits like WM capacity. Practitioner Summary: Working memory (WM) capacity helps account for inter-individual variability in operator performance in networked unmanned aerial vehicle supervisory tasks. This is useful for reliable performance prediction near experimental conditions via linear models; robust statistical prediction beyond experimental conditions via Gaussian process models and probabilistic inference about unknown task conditions/WM capacities via Bayesian network models.

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

PubMed Central

Antoneli, Fernando; Passos, Fernando M.; Lopes, Luciano R.

2018-01-01

Divergence date estimates are central to understand evolutionary processes and depend, in the case of molecular phylogenies, on tests of molecular clocks. Here we propose two non-parametric tests of strict and relaxed molecular clocks built upon a framework that uses the empirical cumulative distribution (ECD) of branch lengths obtained from an ensemble of Bayesian trees and well known non-parametric (one-sample and two-sample) Kolmogorov-Smirnov (KS) goodness-of-fit test. In the strict clock case, the method consists in using the one-sample Kolmogorov-Smirnov (KS) test to directly test if the phylogeny is clock-like, in other words, if it follows a Poisson law. The ECD is computed from the discretized branch lengths and the parameter λ of the expected Poisson distribution is calculated as the average branch length over the ensemble of trees. To compensate for the auto-correlation in the ensemble of trees and pseudo-replication we take advantage of thinning and effective sample size, two features provided by Bayesian inference MCMC samplers. Finally, it is observed that tree topologies with very long or very short branches lead to Poisson mixtures and in this case we propose the use of the two-sample KS test with samples from two continuous branch length distributions, one obtained from an ensemble of clock-constrained trees and the other from an ensemble of unconstrained trees. Moreover, in this second form the test can also be applied to test for relaxed clock models. The use of a statistically equivalent ensemble of phylogenies to obtain the branch lengths ECD, instead of one consensus tree, yields considerable reduction of the effects of small sample size and provides a gain of power. PMID:29300759

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

PubMed

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

2014-01-01

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

Rank-preserving regression: a more robust rank regression model against outliers.

PubMed

Chen, Tian; Kowalski, Jeanne; Chen, Rui; Wu, Pan; Zhang, Hui; Feng, Changyong; Tu, Xin M

2016-08-30

Mean-based semi-parametric regression models such as the popular generalized estimating equations are widely used to improve robustness of inference over parametric models. Unfortunately, such models are quite sensitive to outlying observations. The Wilcoxon-score-based rank regression (RR) provides more robust estimates over generalized estimating equations against outliers. However, the RR and its extensions do not sufficiently address missing data arising in longitudinal studies. In this paper, we propose a new approach to address outliers under a different framework based on the functional response models. This functional-response-model-based alternative not only addresses limitations of the RR and its extensions for longitudinal data, but, with its rank-preserving property, even provides more robust estimates than these alternatives. The proposed approach is illustrated with both real and simulated data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Non-hydrostatic semi-elastic hybrid-coordinate SISL extension of HIRLAM. Part I: numerical scheme

NASA Astrophysics Data System (ADS)

Rõõm, Rein; Männik, Aarne; Luhamaa, Andres

2007-10-01

Two-time-level, semi-implicit, semi-Lagrangian (SISL) scheme is applied to the non-hydrostatic pressure coordinate equations, constituting a modified Miller-Pearce-White model, in hybrid-coordinate framework. Neutral background is subtracted in the initial continuous dynamics, yielding modified equations for geopotential, temperature and logarithmic surface pressure fluctuation. Implicit Lagrangian marching formulae for single time-step are derived. A disclosure scheme is presented, which results in an uncoupled diagnostic system, consisting of 3-D Poisson equation for omega velocity and 2-D Helmholtz equation for logarithmic pressure fluctuation. The model is discretized to create a non-hydrostatic extension to numerical weather prediction model HIRLAM. The discretization schemes, trajectory computation algorithms and interpolation routines, as well as the physical parametrization package are maintained from parent hydrostatic HIRLAM. For stability investigation, the derived SISL model is linearized with respect to the initial, thermally non-equilibrium resting state. Explicit residuals of the linear model prove to be sensitive to the relative departures of temperature and static stability from the reference state. Relayed on the stability study, the semi-implicit term in the vertical momentum equation is replaced to the implicit term, which results in stability increase of the model.

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

Twenty five years long survival analysis of an individual shortleaf pine trees

Treesearch

Pradip Saud; Thomas B. Lynch; James M. Guldin

2016-01-01

A semi parametric cox proportion hazard model is preferred when censored data and survival time information is available (Kleinbaum and Klein 1996; Alison 2010). Censored data are observations that have incomplete information related to survival time or event time of interest. In repeated forest measurements, usually observations are either right censored or...

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

NASA Astrophysics Data System (ADS)

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

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

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

PubMed

Dokoumetzidis, Aristides; Aarons, Leon

2005-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Exact Bayesian Inference for Phylogenetic Birth-Death Models.

PubMed

Parag, K V; Pybus, O G

2018-04-26

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

Uncertainty estimation of a complex water quality model: The influence of Box-Cox transformation on Bayesian approaches and comparison with a non-Bayesian method

NASA Astrophysics Data System (ADS)

Freni, Gabriele; Mannina, Giorgio

In urban drainage modelling, uncertainty analysis is of undoubted necessity. However, uncertainty analysis in urban water-quality modelling is still in its infancy and only few studies have been carried out. Therefore, several methodological aspects still need to be experienced and clarified especially regarding water quality modelling. The use of the Bayesian approach for uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling predictions. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like the Generalised Likelihood Uncertainty Estimation (GLUE). One crucial point in the application of Bayesian method is the formulation of a likelihood function that is conditioned by the hypotheses made regarding model residuals. Statistical transformations, such as the use of Box-Cox equation, are generally used to ensure the homoscedasticity of residuals. However, this practice may affect the reliability of the analysis leading to a wrong uncertainty estimation. The present paper aims to explore the influence of the Box-Cox equation for environmental water quality models. To this end, five cases were considered one of which was the “real” residuals distributions (i.e. drawn from available data). The analysis was applied to the Nocella experimental catchment (Italy) which is an agricultural and semi-urbanised basin where two sewer systems, two wastewater treatment plants and a river reach were monitored during both dry and wet weather periods. The results show that the uncertainty estimation is greatly affected by residual transformation and a wrong assumption may also affect the evaluation of model uncertainty. The use of less formal methods always provide an overestimation of modelling uncertainty with respect to Bayesian method but such effect is reduced if a wrong assumption is made regarding the residuals distribution. If residuals are not normally distributed, the uncertainty is over-estimated if Box-Cox transformation is not applied or non-calibrated parameter is used.

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

PubMed

Ying, Gui-Shuang; Zhang, Qiang; Lan, Yu; Li, Yimei; Heitjan, Daniel F

2017-08-01

Various parametric and nonparametric modeling approaches exist for real-time prediction in time-to-event clinical trials. Recently, Chen (2016 BMC Biomedical Research Methodology 16) proposed a prediction method based on parametric cure-mixture modeling, intending to cover those situations where it appears that a non-negligible fraction of subjects is cured. In this article we apply a Weibull cure-mixture model to create predictions, demonstrating the approach in RTOG 0129, a randomized trial in head-and-neck cancer. We compare the ultimate realized data in RTOG 0129 to interim predictions from a Weibull cure-mixture model, a standard Weibull model without a cure component, and a nonparametric model based on the Bayesian bootstrap. The standard Weibull model predicted that events would occur earlier than the Weibull cure-mixture model, but the difference was unremarkable until late in the trial when evidence for a cure became clear. Nonparametric predictions often gave undefined predictions or infinite prediction intervals, particularly at early stages of the trial. Simulations suggest that cure modeling can yield better-calibrated prediction intervals when there is a cured component, or the appearance of a cured component, but at a substantial cost in the average width of the intervals. Copyright © 2017 Elsevier Inc. All rights reserved.

Bayesian Geostatistical Modeling of Malaria Indicator Survey Data in Angola

PubMed Central

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

2010-01-01

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

Keeping nurses at work: a duration analysis.

PubMed

Holmås, Tor Helge

2002-09-01

A shortage of nurses is currently a problem in several countries, and an important question is therefore how one can increase the supply of nursing labour. In this paper, we focus on the issue of nurses leaving the public health sector by utilising a unique data set containing information on both the supply and demand side of the market. To describe the exit rate from the health sector we apply a semi-parametric hazard rate model. In the estimations, we correct for unobserved heterogeneity by both a parametric (Gamma) and a non-parametric approach. We find that both wages and working conditions have an impact on nurses' decision to quit. Furthermore, failing to correct for the fact that nurses' income partly consists of compensation for inconvenient working hours results in a considerable downward bias of the wage effect. Copyright 2002 John Wiley & Sons, Ltd.

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

PubMed Central

2014-01-01

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

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

PubMed

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

2016-09-01

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

Variable selection for distribution-free models for longitudinal zero-inflated count responses.

PubMed

Chen, Tian; Wu, Pan; Tang, Wan; Zhang, Hui; Feng, Changyong; Kowalski, Jeanne; Tu, Xin M

2016-07-20

Zero-inflated count outcomes arise quite often in research and practice. Parametric models such as the zero-inflated Poisson and zero-inflated negative binomial are widely used to model such responses. Like most parametric models, they are quite sensitive to departures from assumed distributions. Recently, new approaches have been proposed to provide distribution-free, or semi-parametric, alternatives. These methods extend the generalized estimating equations to provide robust inference for population mixtures defined by zero-inflated count outcomes. In this paper, we propose methods to extend smoothly clipped absolute deviation (SCAD)-based variable selection methods to these new models. Variable selection has been gaining popularity in modern clinical research studies, as determining differential treatment effects of interventions for different subgroups has become the norm, rather the exception, in the era of patent-centered outcome research. Such moderation analysis in general creates many explanatory variables in regression analysis, and the advantages of SCAD-based methods over their traditional counterparts render them a great choice for addressing this important and timely issues in clinical research. We illustrate the proposed approach with both simulated and real study data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Bayesian multivariate Poisson abundance models for T-cell receptor data.

PubMed

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

2013-06-07

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

Parametric computational study of sheaths in multicomponent Ar/O2 plasma

NASA Astrophysics Data System (ADS)

Hromadka, J.; Ibehej, T.; Hrach, R.

2018-02-01

Our study is devoted to sheath structures emerging in Ar/O2 plasma. By means of two dimensional PIC/MCC computer model two configurations were investigated - sheath structure in the vicinity of a cylindrical Langmuir probe for two different biases and changes of the sheath structure when a cylindrical probe passes into a semi-planar probe. It was shown that O+ ions play important role in shielding out negative bias of a solid immersed in Ar/O2 plasma and edge effects of a semi-planar probe on its sheath structure were evaluated.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

Kharroubi, Samer A

2015-08-01

There is interest in the extent to which valuations of health may differ between different countries and cultures, but few studies have compared preference values of health states obtained in different countries. We sought to estimate and compare two directly elicited valuations for SF-6D health states between the Japan and U.K. general adult populations using Bayesian methods. We analysed data from two SF-6D valuation studies where, using similar standard gamble protocols, values for 241 and 249 states were elicited from representative samples of the Japan and U.K. general adult populations, respectively. We estimate a function applicable across both countries that explicitly accounts for the differences between them, and is estimated using data from both countries. The results suggest that differences in SF-6D health-state valuations between the Japan and U.K. general populations are potentially important. The magnitude of these country-specific differences in health-state valuation depended, however, in a complex way on the levels of individual dimensions. The new Bayesian non-parametric method is a powerful approach for analysing data from multiple nationalities or ethnic groups, to understand the differences between them and potentially to estimate the underlying utility functions more efficiently.

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

PubMed Central

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

2018-01-01

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

Exploring spatial and temporal variations of cadmium concentrations in pacific oysters from british columbia.

PubMed

Feng, Cindy Xin; Cao, Jiguo; Bendell, Leah

2011-09-01

Oysters from the Pacific Northwest coast of British Columbia, Canada, contain high levels of cadmium, in some cases exceeding some international food safety guidelines. A primary goal of this article is the investigation of the spatial and temporal variation in cadmium concentrations for oysters sampled from coastal British Columbia. Such information is important so that recommendations can be made as to where and when oysters can be cultured such that accumulation of cadmium within these oysters is minimized. Some modern statistical methods are applied to achieve this goal, including monotone spline smoothing, functional principal component analysis, and semi-parametric additive modeling. Oyster growth rates are estimated as the first derivatives of the monotone smoothing growth curves. Some important patterns in cadmium accumulation by oysters are observed. For example, most inland regions tend to have a higher level of cadmium concentration than most coastal regions, so more caution needs to be taken for shellfish aquaculture practices occurring in the inland regions. The semi-parametric additive modeling shows that oyster cadmium concentration decreases with oyster length, and oysters sampled at 7 m have higher average cadmium concentration than those sampled at 1 m. © 2010, The International Biometric Society.

A computer program for uncertainty analysis integrating regression and Bayesian methods

USGS Publications Warehouse

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

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-07-01

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

Bayesian nonparametric regression with varying residual density

PubMed Central

Pati, Debdeep; Dunson, David B.

2013-01-01

We consider the problem of robust Bayesian inference on the mean regression function allowing the residual density to change flexibly with predictors. The proposed class of models is based on a Gaussian process prior for the mean regression function and mixtures of Gaussians for the collection of residual densities indexed by predictors. Initially considering the homoscedastic case, we propose priors for the residual density based on probit stick-breaking (PSB) scale mixtures and symmetrized PSB (sPSB) location-scale mixtures. Both priors restrict the residual density to be symmetric about zero, with the sPSB prior more flexible in allowing multimodal densities. We provide sufficient conditions to ensure strong posterior consistency in estimating the regression function under the sPSB prior, generalizing existing theory focused on parametric residual distributions. The PSB and sPSB priors are generalized to allow residual densities to change nonparametrically with predictors through incorporating Gaussian processes in the stick-breaking components. This leads to a robust Bayesian regression procedure that automatically down-weights outliers and influential observations in a locally-adaptive manner. Posterior computation relies on an efficient data augmentation exact block Gibbs sampler. The methods are illustrated using simulated and real data applications. PMID:24465053

Estimation and confidence intervals for empirical mixing distributions

USGS Publications Warehouse

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

1995-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Statistical estimation via convex optimization for trending and performance monitoring

NASA Astrophysics Data System (ADS)

Samar, Sikandar

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

Testing averaged cosmology with type Ia supernovae and BAO data

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

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

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

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

PubMed

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

2015-01-01

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

Development of Semi-Span Model Test Techniques

NASA Technical Reports Server (NTRS)

Milholen, William E., II; Chokani, Ndaona; McGhee, Robert J.

1996-01-01

A computational investigation was performed to support the development of a semispan model test capability in the NASA Langley Research Center's National Transonic Facility. This capability is desirable for the testing of advanced subsonic transport aircraft at full-scale Reynolds numbers. A state-of-the-art three-dimensional Navier-Stokes solver was used to examine methods to improve the flow over a semi-span configuration. First, a parametric study is conducted to examine the influence of the stand-off height on the flow over the semispan model. It is found that decreasing the stand-off height, below the maximum fuselage radius, improves the aerodynamic characteristics of the semi-span model. Next, active sidewall boundary layer control techniques are examined. Juncture region blowing jets, upstream tangential blowing, and sidewall suction are found to improve the flow over the aft portion of the semispan model. Both upstream blowing and suction are found to reduce the sidewall boundary layer separation. The resulting near surface streamline patterns are improved, and found to be quite similar to the full-span results. Both techniques however adversely affect the pitching moment coefficient.

Semi-blind Bayesian inference of CMB map and power spectrum

NASA Astrophysics Data System (ADS)

Vansyngel, Flavien; Wandelt, Benjamin D.; Cardoso, Jean-François; Benabed, Karim

2016-04-01

We present a new blind formulation of the cosmic microwave background (CMB) inference problem. The approach relies on a phenomenological model of the multifrequency microwave sky without the need for physical models of the individual components. For all-sky and high resolution data, it unifies parts of the analysis that had previously been treated separately such as component separation and power spectrum inference. We describe an efficient sampling scheme that fully explores the component separation uncertainties on the inferred CMB products such as maps and/or power spectra. External information about individual components can be incorporated as a prior giving a flexible way to progressively and continuously introduce physical component separation from a maximally blind approach. We connect our Bayesian formalism to existing approaches such as Commander, spectral mismatch independent component analysis (SMICA), and internal linear combination (ILC), and discuss possible future extensions.

A combined Fuzzy and Naive Bayesian strategy can be used to assign event codes to injury narratives.

PubMed

Marucci-Wellman, H; Lehto, M; Corns, H

2011-12-01

Bayesian methods show promise for classifying injury narratives from large administrative datasets into cause groups. This study examined a combined approach where two Bayesian models (Fuzzy and Naïve) were used to either classify a narrative or select it for manual review. Injury narratives were extracted from claims filed with a worker's compensation insurance provider between January 2002 and December 2004. Narratives were separated into a training set (n=11,000) and prediction set (n=3,000). Expert coders assigned two-digit Bureau of Labor Statistics Occupational Injury and Illness Classification event codes to each narrative. Fuzzy and Naïve Bayesian models were developed using manually classified cases in the training set. Two semi-automatic machine coding strategies were evaluated. The first strategy assigned cases for manual review if the Fuzzy and Naïve models disagreed on the classification. The second strategy selected additional cases for manual review from the Agree dataset using prediction strength to reach a level of 50% computer coding and 50% manual coding. When agreement alone was used as the filtering strategy, the majority were coded by the computer (n=1,928, 64%) leaving 36% for manual review. The overall combined (human plus computer) sensitivity was 0.90 and positive predictive value (PPV) was >0.90 for 11 of 18 2-digit event categories. Implementing the 2nd strategy improved results with an overall sensitivity of 0.95 and PPV >0.90 for 17 of 18 categories. A combined Naïve-Fuzzy Bayesian approach can classify some narratives with high accuracy and identify others most beneficial for manual review, reducing the burden on human coders.

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

USGS Publications Warehouse

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

2006-01-01

During the 1906 San Francisco Earthquake, liquefaction-induced lateral spreading and resultant ground displacements damaged bridges, buried utilities, and lifelines, conventional structures, and other developed works. This paper presents an improved engineering tool for the prediction of maximum displacement due to liquefaction-induced lateral spreading. A semi-empirical approach is employed, combining mechanistic understanding and data from laboratory testing with data and lessons from full-scale earthquake field case histories. The principle of strain potential index, based primary on correlation of cyclic simple shear laboratory testing results with in-situ Standard Penetration Test (SPT) results, is used as an index to characterized the deformation potential of soils after they liquefy. A Bayesian probabilistic approach is adopted for development of the final predictive model, in order to take fullest advantage of the data available and to deal with the inherent uncertainties intrinstiic to the back-analyses of field case histories. A case history from the 1906 San Francisco Earthquake is utilized to demonstrate the ability of the resultant semi-empirical model to estimate maximum horizontal displacement due to liquefaction-induced lateral spreading.

Reconstruction of interaction rate in holographic dark energy

NASA Astrophysics Data System (ADS)

Mukherjee, Ankan

2016-11-01

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

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

PubMed Central

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

2017-01-01

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

A tool for the estimation of the distribution of landslide area in R

NASA Astrophysics Data System (ADS)

Rossi, M.; Cardinali, M.; Fiorucci, F.; Marchesini, I.; Mondini, A. C.; Santangelo, M.; Ghosh, S.; Riguer, D. E. L.; Lahousse, T.; Chang, K. T.; Guzzetti, F.

2012-04-01

We have developed a tool in R (the free software environment for statistical computing, http://www.r-project.org/) to estimate the probability density and the frequency density of landslide area. The tool implements parametric and non-parametric approaches to the estimation of the probability density and the frequency density of landslide area, including: (i) Histogram Density Estimation (HDE), (ii) Kernel Density Estimation (KDE), and (iii) Maximum Likelihood Estimation (MLE). The tool is available as a standard Open Geospatial Consortium (OGC) Web Processing Service (WPS), and is accessible through the web using different GIS software clients. We tested the tool to compare Double Pareto and Inverse Gamma models for the probability density of landslide area in different geological, morphological and climatological settings, and to compare landslides shown in inventory maps prepared using different mapping techniques, including (i) field mapping, (ii) visual interpretation of monoscopic and stereoscopic aerial photographs, (iii) visual interpretation of monoscopic and stereoscopic VHR satellite images and (iv) semi-automatic detection and mapping from VHR satellite images. Results show that both models are applicable in different geomorphological settings. In most cases the two models provided very similar results. Non-parametric estimation methods (i.e., HDE and KDE) provided reasonable results for all the tested landslide datasets. For some of the datasets, MLE failed to provide a result, for convergence problems. The two tested models (Double Pareto and Inverse Gamma) resulted in very similar results for large and very large datasets (> 150 samples). Differences in the modeling results were observed for small datasets affected by systematic biases. A distinct rollover was observed in all analyzed landslide datasets, except for a few datasets obtained from landslide inventories prepared through field mapping or by semi-automatic mapping from VHR satellite imagery. The tool can also be used to evaluate the probability density and the frequency density of landslide volume.

Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models.

PubMed

Yu, Kezi; Quirk, J Gerald; Djurić, Petar M

2017-01-01

In this paper, we propose an application of non-parametric Bayesian (NPB) models for classification of fetal heart rate (FHR) recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP) and the Chinese restaurant process with finite capacity (CRFC). Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR) recordings in a real-time setting.

Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models

PubMed Central

Yu, Kezi; Quirk, J. Gerald

2017-01-01

In this paper, we propose an application of non-parametric Bayesian (NPB) models for classification of fetal heart rate (FHR) recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP) and the Chinese restaurant process with finite capacity (CRFC). Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR) recordings in a real-time setting. PMID:28953927

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

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.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

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.

Revision of a local magnitude relation for South Korea

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

PubMed

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.

Predicting Market Impact Costs Using Nonparametric Machine Learning Models

PubMed Central

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance. PMID:26926235

Radiative transfer model for contaminated rough slabs.

PubMed

Andrieu, François; Douté, Sylvain; Schmidt, Frédéric; Schmitt, Bernard

2015-11-01

We present a semi-analytical model to simulate the bidirectional reflectance distribution function (BRDF) of a rough slab layer containing impurities. This model has been optimized for fast computation in order to analyze massive hyperspectral data by a Bayesian approach. We designed it for planetary surface ice studies but it could be used for other purposes. It estimates the bidirectional reflectance of a rough slab of material containing inclusions, overlaying an optically thick media (semi-infinite media or stratified media, for instance granular material). The inclusions are assumed to be close to spherical and constituted of any type of material other than the ice matrix. It can be any other type of ice, mineral, or even bubbles defined by their optical constants. We assume a low roughness and we consider the geometrical optics conditions. This model is thus applicable for inclusions larger than the considered wavelength. The scattering on the inclusions is assumed to be isotropic. This model has a fast computation implementation and thus is suitable for high-resolution hyperspectral data analysis.

Is tree loss associated with cardiovascular-disease risk in the Women's Health Initiative? A natural experiment

Treesearch

Geoffrey H. Donovan; Yvonne L. Michael; Demetrios Gatziolis; Jeffrey P. Prestemon; Eric A. Whitsel

2015-01-01

Data from the Women's Health Initiative were used to quantify the relationship between the loss of trees to an invasive forest pest—the emerald ash borer—and cardiovascular disease. We estimated semi- parametric Cox proportional hazards model of time to cardiovascular disease, adjusting for confounders. We defined the incidence of cardiovascular disease as acute...

Using GOMS and Bayesian plan recognition to develop recognition models of operator behavior

NASA Astrophysics Data System (ADS)

Zaientz, Jack D.; DeKoven, Elyon; Piegdon, Nicholas; Wood, Scott D.; Huber, Marcus J.

2006-05-01

Trends in combat technology research point to an increasing role for uninhabited vehicles in modern warfare tactics. To support increased span of control over these vehicles human responsibilities need to be transformed from tedious, error-prone and cognition intensive operations into tasks that are more supervisory and manageable, even under intensely stressful conditions. The goal is to move away from only supporting human command of low-level system functions to intention-level human-system dialogue about the operator's tasks and situation. A critical element of this process is developing the means to identify when human operators need automated assistance and to identify what assistance they need. Toward this goal, we are developing an unmanned vehicle operator task recognition system that combines work in human behavior modeling and Bayesian plan recognition. Traditionally, human behavior models have been considered generative, meaning they describe all possible valid behaviors. Basing behavior recognition on models designed for behavior generation can offers advantages in improved model fidelity and reuse. It is not clear, however, how to reconcile the structural differences between behavior recognition and behavior modeling approaches. Our current work demonstrates that by pairing a cognitive psychology derived human behavior modeling approach, GOMS, with a Bayesian plan recognition engine, ASPRN, we can translate a behavior generation model into a recognition model. We will discuss the implications for using human performance models in this manner as well as suggest how this kind of modeling may be used to support the real-time control of multiple, uninhabited battlefield vehicles and other semi-autonomous systems.

A program for the Bayesian Neural Network in the ROOT framework

NASA Astrophysics Data System (ADS)

Zhong, Jiahang; Huang, Run-Sheng; Lee, Shih-Chang

2011-12-01

We present a Bayesian Neural Network algorithm implemented in the TMVA package (Hoecker et al., 2007 [1]), within the ROOT framework (Brun and Rademakers, 1997 [2]). Comparing to the conventional utilization of Neural Network as discriminator, this new implementation has more advantages as a non-parametric regression tool, particularly for fitting probabilities. It provides functionalities including cost function selection, complexity control and uncertainty estimation. An example of such application in High Energy Physics is shown. The algorithm is available with ROOT release later than 5.29. Program summaryProgram title: TMVA-BNN Catalogue identifier: AEJX_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJX_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: BSD license No. of lines in distributed program, including test data, etc.: 5094 No. of bytes in distributed program, including test data, etc.: 1,320,987 Distribution format: tar.gz Programming language: C++ Computer: Any computer system or cluster with C++ compiler and UNIX-like operating system Operating system: Most UNIX/Linux systems. The application programs were thoroughly tested under Fedora and Scientific Linux CERN. Classification: 11.9 External routines: ROOT package version 5.29 or higher ( http://root.cern.ch) Nature of problem: Non-parametric fitting of multivariate distributions Solution method: An implementation of Neural Network following the Bayesian statistical interpretation. Uses Laplace approximation for the Bayesian marginalizations. Provides the functionalities of automatic complexity control and uncertainty estimation. Running time: Time consumption for the training depends substantially on the size of input sample, the NN topology, the number of training iterations, etc. For the example in this manuscript, about 7 min was used on a PC/Linux with 2.0 GHz processors.

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

NASA Astrophysics Data System (ADS)

Li, Yan-Rong; Wang, Jian-Min

2018-05-01

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

The fossilized birth–death process for coherent calibration of divergence-time estimates

PubMed Central

Heath, Tracy A.; Huelsenbeck, John P.; Stadler, Tanja

2014-01-01

Time-calibrated species phylogenies are critical for addressing a wide range of questions in evolutionary biology, such as those that elucidate historical biogeography or uncover patterns of coevolution and diversification. Because molecular sequence data are not informative on absolute time, external data—most commonly, fossil age estimates—are required to calibrate estimates of species divergence dates. For Bayesian divergence time methods, the common practice for calibration using fossil information involves placing arbitrarily chosen parametric distributions on internal nodes, often disregarding most of the information in the fossil record. We introduce the “fossilized birth–death” (FBD) process—a model for calibrating divergence time estimates in a Bayesian framework, explicitly acknowledging that extant species and fossils are part of the same macroevolutionary process. Under this model, absolute node age estimates are calibrated by a single diversification model and arbitrary calibration densities are not necessary. Moreover, the FBD model allows for inclusion of all available fossils. We performed analyses of simulated data and show that node age estimation under the FBD model results in robust and accurate estimates of species divergence times with realistic measures of statistical uncertainty, overcoming major limitations of standard divergence time estimation methods. We used this model to estimate the speciation times for a dataset composed of all living bears, indicating that the genus Ursus diversified in the Late Miocene to Middle Pliocene. PMID:25009181

Resonant structure, formation and stability of the planetary system HD155358

NASA Astrophysics Data System (ADS)

Silburt, Ari; Rein, Hanno

2017-08-01

Two Jovian-sized planets are orbiting the star HD155358 near exact mean motion resonance (MMR) commensurability. In this work, we re-analyse the radial velocity (RV) data previously collected by Robertson et al. Using a Bayesian framework, we construct two models - one that includes and the other that excludes gravitational planet-planet interactions (PPIs). We find that the orbital parameters from our PPI and no planet-planet interaction (noPPI) models differ by up to 2σ, with our noPPI model being statistically consistent with previous results. In addition, our new PPI model strongly favours the planets being in MMR, while our noPPI model strongly disfavours MMR. We conduct a stability analysis by drawing samples from our PPI model's posterior distribution and simulating them for 109 yr, finding that our best-fitting values land firmly in a stable region of parameter space. We explore a series of formation models that migrate the planets into their observed MMR. We then use these models to directly fit to the observed RV data, where each model is uniquely parametrized by only three constants describing its migration history. Using a Bayesian framework, we find that a number of migration models fit the RV data surprisingly well, with some migration parameters being ruled out. Our analysis shows that PPIs are important to take into account when modelling observations of multiplanetary systems. The additional information that one can gain from interacting models can help constrain planet migration parameters.

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

PubMed

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

2010-08-07

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

SOMBI: Bayesian identification of parameter relations in unstructured cosmological data

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

A semi-analytical study of positive corona discharge in wire-plane electrode configuration

NASA Astrophysics Data System (ADS)

Yanallah, K.; Pontiga, F.; Chen, J. H.

2013-08-01

Wire-to-plane positive corona discharge in air has been studied using an analytical model of two species (electrons and positive ions). The spatial distributions of electric field and charged species are obtained by integrating Gauss's law and the continuity equations of species along the Laplacian field lines. The experimental values of corona current intensity and applied voltage, together with Warburg's law, have been used to formulate the boundary condition for the electron density on the corona wire. To test the accuracy of the model, the approximate electric field distribution has been compared with the exact numerical solution obtained from a finite element analysis. A parametrical study of wire-to-plane corona discharge has then been undertaken using the approximate semi-analytical solutions. Thus, the spatial distributions of electric field and charged particles have been computed for different values of the gas pressure, wire radius and electrode separation. Also, the two dimensional distribution of ozone density has been obtained using a simplified plasma chemistry model. The approximate semi-analytical solutions can be evaluated in a negligible computational time, yet provide precise estimates of corona discharge variables.

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

PubMed

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

2014-01-01

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

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

PubMed Central

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

2014-01-01

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

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

PubMed Central

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

2017-01-01

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

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

PubMed

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

2015-10-01

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

A mixture model for bovine abortion and foetal survival.

PubMed

Hanson, Timothy; Bedrick, Edward J; Johnson, Wesley O; Thurmond, Mark C

2003-05-30

The effect of spontaneous abortion on the dairy industry is substantial, costing the industry on the order of US dollars 200 million per year in California alone. We analyse data from a cohort study of nine dairy herds in Central California. A key feature of the analysis is the observation that only a relatively small proportion of cows will abort (around 10;15 per cent), so that it is inappropriate to analyse the time-to-abortion (TTA) data as if it were standard censored survival data, with cows that fail to abort by the end of the study treated as censored observations. We thus broaden the scope to consider the analysis of foetal lifetime distribution (FLD) data for the cows, with the dual goals of characterizing the effects of various risk factors on (i). the likelihood of abortion and, conditional on abortion status, on (ii). the risk of early versus late abortion. A single model is developed to accomplish both goals with two sets of specific herd effects modelled as random effects. Because multimodal foetal hazard functions are expected for the TTA data, both a parametric mixture model and a non-parametric model are developed. Furthermore, the two sets of analyses are linked because of anticipated dependence between the random herd effects. All modelling and inferences are accomplished using modern Bayesian methods. Copyright 2003 John Wiley & Sons, Ltd.

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

PubMed Central

Griffin, William A.; Li, Xun

2016-01-01

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

Computational wing optimization and comparisons with experiment for a semi-span wing model

NASA Technical Reports Server (NTRS)

Waggoner, E. G.; Haney, H. P.; Ballhaus, W. F.

1978-01-01

A computational wing optimization procedure was developed and verified by an experimental investigation of a semi-span variable camber wing model in the NASA Ames Research Center 14 foot transonic wind tunnel. The Bailey-Ballhaus transonic potential flow analysis and Woodward-Carmichael linear theory codes were linked to Vanderplaats constrained minimization routine to optimize model configurations at several subsonic and transonic design points. The 35 deg swept wing is characterized by multi-segmented leading and trailing edge flaps whose hinge lines are swept relative to the leading and trailing edges of the wing. By varying deflection angles of the flap segments, camber and twist distribution can be optimized for different design conditions. Results indicate that numerical optimization can be both an effective and efficient design tool. The optimized configurations had as good or better lift to drag ratios at the design points as the best designs previously tested during an extensive parametric study.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Impact of signal scattering and parametric uncertainties on receiver operating characteristics

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Rediscovery of Good-Turing estimators via Bayesian nonparametrics.

PubMed

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

2016-03-01

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

Exposure Models for the Prior Distribution in Bayesian Decision Analysis for Occupational Hygiene Decision Making

PubMed Central

Lee, Eun Gyung; Kim, Seung Won; Feigley, Charles E.; Harper, Martin

2015-01-01

This study introduces two semi-quantitative methods, Structured Subjective Assessment (SSA) and Control of Substances Hazardous to Health (COSHH) Essentials, in conjunction with two-dimensional Monte Carlo simulations for determining prior probabilities. Prior distribution using expert judgment was included for comparison. Practical applications of the proposed methods were demonstrated using personal exposure measurements of isoamyl acetate in an electronics manufacturing facility and of isopropanol in a printing shop. Applicability of these methods in real workplaces was discussed based on the advantages and disadvantages of each method. Although these methods could not be completely independent of expert judgments, this study demonstrated a methodological improvement in the estimation of the prior distribution for the Bayesian decision analysis tool. The proposed methods provide a logical basis for the decision process by considering determinants of worker exposure. PMID:23252451

A spatial Bayesian network model to assess the benefits of early warning for urban flood risk to people

NASA Astrophysics Data System (ADS)

Balbi, Stefano; Villa, Ferdinando; Mojtahed, Vahid; Hegetschweiler, Karin Tessa; Giupponi, Carlo

2016-06-01

This article presents a novel methodology to assess flood risk to people by integrating people's vulnerability and ability to cushion hazards through coping and adapting. The proposed approach extends traditional risk assessments beyond material damages; complements quantitative and semi-quantitative data with subjective and local knowledge, improving the use of commonly available information; and produces estimates of model uncertainty by providing probability distributions for all of its outputs. Flood risk to people is modeled using a spatially explicit Bayesian network model calibrated on expert opinion. Risk is assessed in terms of (1) likelihood of non-fatal physical injury, (2) likelihood of post-traumatic stress disorder and (3) likelihood of death. The study area covers the lower part of the Sihl valley (Switzerland) including the city of Zurich. The model is used to estimate the effect of improving an existing early warning system, taking into account the reliability, lead time and scope (i.e., coverage of people reached by the warning). Model results indicate that the potential benefits of an improved early warning in terms of avoided human impacts are particularly relevant in case of a major flood event.

Vector autoregressive models: A Gini approach

NASA Astrophysics Data System (ADS)

Mussard, Stéphane; Ndiaye, Oumar Hamady

2018-02-01

In this paper, it is proven that the usual VAR models may be performed in the Gini sense, that is, on a ℓ1 metric space. The Gini regression is robust to outliers. As a consequence, when data are contaminated by extreme values, we show that semi-parametric VAR-Gini regressions may be used to obtain robust estimators. The inference about the estimators is made with the ℓ1 norm. Also, impulse response functions and Gini decompositions for prevision errors are introduced. Finally, Granger's causality tests are properly derived based on U-statistics.

Reconstruction of interaction rate in holographic dark energy

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

Mukherjee, Ankan, E-mail: ankan_ju@iiserkol.ac.in

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

A study of the nucleus-nucleus total reaction cross section of stable systems at intermediate energies: An application to 12C

NASA Astrophysics Data System (ADS)

Hu, Liyuan; Song, Yushou; Hou, Yingwei; Liu, Huilan; Li, Hui

2018-07-01

A semi-microscopic analytical expression of the nucleus-nucleus total reaction cross section (σR) was proposed based on the strong absorption model. It is suitable for stable nuclei at intermediate energies. The matter density distributions of nuclei and the nucleon-nucleon total cross section were both considered. Particularly, the Fermi motion effect of the nucleons in a nucleus was also taken into account. The parametrization of σR was applied to the colliding systems including 12C. The experimental data at energies from 30 to 1000 MeV/nucleon were well reproduced, according to which an approach of deriving σR without adjustable parameters was developed. The necessity of considering the Fermi motion effect in the parametrization was discussed.

How to Make Data a Blessing to Parametric Uncertainty Quantification and Reduction?

NASA Astrophysics Data System (ADS)

Ye, M.; Shi, X.; Curtis, G. P.; Kohler, M.; Wu, J.

2013-12-01

In a Bayesian point of view, probability of model parameters and predictions are conditioned on data used for parameter inference and prediction analysis. It is critical to use appropriate data for quantifying parametric uncertainty and its propagation to model predictions. However, data are always limited and imperfect. When a dataset cannot properly constrain model parameters, it may lead to inaccurate uncertainty quantification. While in this case data appears to be a curse to uncertainty quantification, a comprehensive modeling analysis may help understand the cause and characteristics of parametric uncertainty and thus turns data into a blessing. In this study, we illustrate impacts of data on uncertainty quantification and reduction using an example of surface complexation model (SCM) developed to simulate uranyl (U(VI)) adsorption. The model includes two adsorption sites, referred to as strong and weak sites. The amount of uranium adsorption on these sites determines both the mean arrival time and the long tail of the breakthrough curves. There is one reaction on the weak site but two reactions on the strong site. The unknown parameters include fractions of the total surface site density of the two sites and surface complex formation constants of the three reactions. A total of seven experiments were conducted with different geochemical conditions to estimate these parameters. The experiments with low initial concentration of U(VI) result in a large amount of parametric uncertainty. A modeling analysis shows that it is because the experiments cannot distinguish the relative adsorption affinity of the strong and weak sites on uranium adsorption. Therefore, the experiments with high initial concentration of U(VI) are needed, because in the experiments the strong site is nearly saturated and the weak site can be determined. The experiments with high initial concentration of U(VI) are a blessing to uncertainty quantification, and the experiments with low initial concentration help modelers turn a curse into a blessing. The data impacts on uncertainty quantification and reduction are quantified using probability density functions of model parameters obtained from Markov Chain Monte Carlo simulation using the DREAM algorithm. This study provides insights to model calibration, uncertainty quantification, experiment design, and data collection in groundwater reactive transport modeling and other environmental modeling.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.

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

PubMed

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

2017-01-01

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

Analysing child mortality in Nigeria with geoadditive discrete-time survival models.

PubMed

Adebayo, Samson B; Fahrmeir, Ludwig

2005-03-15

Child mortality reflects a country's level of socio-economic development and quality of life. In developing countries, mortality rates are not only influenced by socio-economic, demographic and health variables but they also vary considerably across regions and districts. In this paper, we analysed child mortality in Nigeria with flexible geoadditive discrete-time survival models. This class of models allows us to measure small-area district-specific spatial effects simultaneously with possibly non-linear or time-varying effects of other factors. Inference is fully Bayesian and uses computationally efficient Markov chain Monte Carlo (MCMC) simulation techniques. The application is based on the 1999 Nigeria Demographic and Health Survey. Our method assesses effects at a high level of temporal and spatial resolution not available with traditional parametric models, and the results provide some evidence on how to reduce child mortality by improving socio-economic and public health conditions. Copyright (c) 2004 John Wiley & Sons, Ltd.

Bayesian Local Contamination Models for Multivariate Outliers

PubMed Central

Page, Garritt L.; Dunson, David B.

2013-01-01

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

Science - Image in Action

NASA Astrophysics Data System (ADS)

Zavidovique, Bertrand; Lo Bosco, Giosue'

pt. A. Information: data organization and communication. Statistical information: a Bayesian perspective / R. B. Stern, C. A. de B. Pereira. Multi-a(ge)nt graph patrolling and partitioning / Y. Elor, A. M. Bruckstein. The role of noise in brain function / S. Roy, R. Llinas. F-granulation, generalized rough entropy and image analysis / S. K. Pal. Fast redshift clustering with the Baire (ultra) metric / F. Murtagh, P. Contreras. Interactive classification oriented superresolution of multispectral images / P. Ruiz ... [et al.]. Blind processing in astrophysical data analysis / E. Salerno, L. Bedini. The extinction map of the orion molecular cloud / G. Scandariato (best student's paper), I. Pagano, M. Robberto -- pt. B. System: structure and behaviour. Common grounds: the role of perception in science and the nature of transitions / G. Bernroider. Looking the world from inside: intrinsic geometry of complex systems / L. Boi. The butterfly and the photon: new perspectives on unpredictability, and the notion of casual reality, in quantum physics / T. N. Palmer. Self-replicated wave patterns in neural networks with complex threshold / V. I. Nekorkin. A local explication of causation / G. Boniolo, R. Faraldo, A. Saggion. Evolving complexity, cognition, and consciousness / H. Liljenstrom. Self-assembly, modularity and physical complexity / S. E. Ahnert. The category of topological thermodynamics / R. M. Kiehn. Anti-phase spiking patterns / M. P. Igaev, A. S. Dmitrichev, V. I. Nekorkin -- pt. C. Data/system representation. Reality, models and representations: the case of galaxies, intelligence and avatars / J-C. Heudin. Astronomical images and data mining in the international virtual observatory context / F. Pasian, M. Brescia, G. Longo. Dame: a web oriented infrastructure for scientific data mining and exploration / S. Cavuoti ... [et al.]. Galactic phase spaces / D. Chakrabarty. From data to images: a shape based approach for fluorescence tomography / O. Dorn, K. E. Prieto. The influence of texture symmetry in marker pointing: experimenting with humans and algorithms / M. Cardaci, M. E. Tabacchi. A multiscale autocorrelation function for anisotropy studies / M. Scuderi ... [et al.]. A multiscale, lacunarity and neural network method for [symbol]/h discrimination in extensive air showers / A. Pagliaro, F. D'anna, G. D'ali Staiti. Bayesian semi-parametric curve-fitting and clustering in SDSS data / S. Mukkhopadhyay, S. Roy, S. Bhattacharya.

Multiple Imputation of a Randomly Censored Covariate Improves Logistic Regression Analysis.

PubMed

Atem, Folefac D; Qian, Jing; Maye, Jacqueline E; Johnson, Keith A; Betensky, Rebecca A

2016-01-01

Randomly censored covariates arise frequently in epidemiologic studies. The most commonly used methods, including complete case and single imputation or substitution, suffer from inefficiency and bias. They make strong parametric assumptions or they consider limit of detection censoring only. We employ multiple imputation, in conjunction with semi-parametric modeling of the censored covariate, to overcome these shortcomings and to facilitate robust estimation. We develop a multiple imputation approach for randomly censored covariates within the framework of a logistic regression model. We use the non-parametric estimate of the covariate distribution or the semiparametric Cox model estimate in the presence of additional covariates in the model. We evaluate this procedure in simulations, and compare its operating characteristics to those from the complete case analysis and a survival regression approach. We apply the procedures to an Alzheimer's study of the association between amyloid positivity and maternal age of onset of dementia. Multiple imputation achieves lower standard errors and higher power than the complete case approach under heavy and moderate censoring and is comparable under light censoring. The survival regression approach achieves the highest power among all procedures, but does not produce interpretable estimates of association. Multiple imputation offers a favorable alternative to complete case analysis and ad hoc substitution methods in the presence of randomly censored covariates within the framework of logistic regression.

A unified Bayesian semiparametric approach to assess discrimination ability in survival analysis

PubMed Central

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

2015-01-01

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

Modeling gene expression measurement error: a quasi-likelihood approach

PubMed Central

Strimmer, Korbinian

2003-01-01

Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution) or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale). Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood). Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic) variance structure of the data. As the quasi-likelihood behaves (almost) like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye) effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also improved the power of tests to identify differential expression. PMID:12659637

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

PubMed

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

2017-05-24

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

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

PubMed

Zheng, Lai; Ismail, Karim

2017-05-01

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

Non-dimensionalised closed-form parametric analysis of semi-active vehicle suspensions using a quarter-car model

NASA Astrophysics Data System (ADS)

Ahmadian, Mehdi; Blanchard, Emmanuel

2011-02-01

This article provides a non-dimensionalised closed-form analysis of semi-active vehicle suspensions, using a quarter-car model. The derivation of the closed-form solutions for three indices that can be used for ride comfort, vehicle handling, and stability are presented based on non-dimensionalised suspension parameters. The behaviour of semi-active vehicle suspensions is evaluated using skyhook, groundhook, and hybrid control policies, and compared with passive suspensions. The relationship between vibration isolation, suspension deflection, and road holding is studied, using three performance indices based on the mean square of the sprung mass acceleration, rattle space, and tyre deflection, respectively. The results of the study indicate that the hybrid control policy yields significantly better comfort than a passive suspension, without reducing the road-holding quality or increasing the suspension displacement for typical passenger cars. The results also indicate that for typical passenger cars, the hybrid control policy results in a better compromise between comfort, road holding and suspension travel requirements than both the skyhook and groundhook control methods.

Modelling pathogen log10 reduction values achieved by activated sludge treatment using naïve and semi naïve Bayes network models.

PubMed

Carvajal, Guido; Roser, David J; Sisson, Scott A; Keegan, Alexandra; Khan, Stuart J

2015-11-15

Risk management for wastewater treatment and reuse have led to growing interest in understanding and optimising pathogen reduction during biological treatment processes. However, modelling pathogen reduction is often limited by poor characterization of the relationships between variables and incomplete knowledge of removal mechanisms. The aim of this paper was to assess the applicability of Bayesian belief network models to represent associations between pathogen reduction, and operating conditions and monitoring parameters and predict AS performance. Naïve Bayes and semi-naïve Bayes networks were constructed from an activated sludge dataset including operating and monitoring parameters, and removal efficiencies for two pathogens (native Giardia lamblia and seeded Cryptosporidium parvum) and five native microbial indicators (F-RNA bacteriophage, Clostridium perfringens, Escherichia coli, coliforms and enterococci). First we defined the Bayesian network structures for the two pathogen log10 reduction values (LRVs) class nodes discretized into two states (< and ≥ 1 LRV) using two different learning algorithms. Eight metrics, such as Prediction Accuracy (PA) and Area Under the receiver operating Curve (AUC), provided a comparison of model prediction performance, certainty and goodness of fit. This comparison was used to select the optimum models. The optimum Tree Augmented naïve models predicted removal efficiency with high AUC when all system parameters were used simultaneously (AUCs for C. parvum and G. lamblia LRVs of 0.95 and 0.87 respectively). However, metrics for individual system parameters showed only the C. parvum model was reliable. By contrast individual parameters for G. lamblia LRV prediction typically obtained low AUC scores (AUC < 0.81). Useful predictors for C. parvum LRV included solids retention time, turbidity and total coliform LRV. The methodology developed appears applicable for predicting pathogen removal efficiency in water treatment systems generally. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

PubMed Central

Liao, J. G.; Mcmurry, Timothy; Berg, Arthur

2014-01-01

Empirical Bayes methods have been extensively used for microarray data analysis by modeling the large number of unknown parameters as random effects. Empirical Bayes allows borrowing information across genes and can automatically adjust for multiple testing and selection bias. However, the standard empirical Bayes model can perform poorly if the assumed working prior deviates from the true prior. This paper proposes a new rank-conditioned inference in which the shrinkage and confidence intervals are based on the distribution of the error conditioned on rank of the data. Our approach is in contrast to a Bayesian posterior, which conditions on the data themselves. The new method is almost as efficient as standard Bayesian methods when the working prior is close to the true prior, and it is much more robust when the working prior is not close. In addition, it allows a more accurate (but also more complex) non-parametric estimate of the prior to be easily incorporated, resulting in improved inference. The new method’s prior robustness is demonstrated via simulation experiments. Application to a breast cancer gene expression microarray dataset is presented. Our R package rank.Shrinkage provides a ready-to-use implementation of the proposed methodology. PMID:23934072

Bayesian estimation of dose thresholds

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

Estimating extreme losses for the Florida Public Hurricane Model—part II

NASA Astrophysics Data System (ADS)

Gulati, Sneh; George, Florence; Hamid, Shahid

2018-02-01

Rising global temperatures are leading to an increase in the number of extreme events and losses (http://www.epa.gov/climatechange/science/indicators/). Accurate estimation of these extreme losses with the intention of protecting themselves against them is critical to insurance companies. In a previous paper, Gulati et al. (2014) discussed probable maximum loss (PML) estimation for the Florida Public Hurricane Loss Model (FPHLM) using parametric and nonparametric methods. In this paper, we investigate the use of semi-parametric methods to do the same. Detailed analysis of the data shows that the annual losses from FPHLM do not tend to be very heavy tailed, and therefore, neither the popular Hill's method nor the moment's estimator work well. However, Pickand's estimator with threshold around the 84th percentile provides a good fit for the extreme quantiles for the losses.

Investigation on phase noise of the signal from a singly resonant optical parametric oscillator

NASA Astrophysics Data System (ADS)

Jinxia, Feng; Yuanji, Li; Kuanshou, Zhang

2018-04-01

The phase noise of the signal from a singly resonant optical parametric oscillator (SRO) is investigated theoretically and experimentally. An SRO based on periodically poled lithium niobate is built up that generates the signal with a maximum power of 5.2 W at 1.5 µm. The intensity noise of the signal reaches the shot noise level for frequencies above 5 MHz. The phase noise of the signal oscillates depending on the analysis frequency, and there are phase noise peaks above the shot noise level at the peak frequencies. To explain the phase noise feature of the signal, a semi-classical theoretical model of SROs including the guided acoustic wave Brillouin scattering effect within the nonlinear crystal is developed. The theoretical predictions are in good agreement with the experimental results.

Constraining geostatistical models with hydrological data to improve prediction realism

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

Proximity to mining industry and respiratory diseases in children in a community in Northern Chile: A cross-sectional study.

PubMed

Herrera, Ronald; Radon, Katja; von Ehrenstein, Ondine S; Cifuentes, Stella; Muñoz, Daniel Moraga; Berger, Ursula

2016-06-07

In a community in northern Chile, explosive procedures are used by two local industrial mines (gold, copper). We hypothesized that the prevalence of asthma and rhinoconjunctivitis in the community may be associated with air pollution emissions generated by the mines. A cross-sectional study of 288 children (aged 6-15 years) was conducted in a community in northern Chile using a validated questionnaire in 2009. The proximity between each child's place of residence and the mines was assessed as indicator of exposure to mining related air pollutants. Logistic regression, semiparametric models and spatial Bayesian models with a parametric form for distance were used to calculate odds ratios and 95 % confidence intervals. The prevalence of asthma and rhinoconjunctivitis was 24 and 34 %, respectively. For rhinoconjunctivitis, the odds ratio for average distance between both mines and child's residence was 1.72 (95 % confidence interval 1.00, 3.04). The spatial Bayesian models suggested a considerable increase in the risk for respiratory diseases closer to the mines, and only beyond a minimum distance of more than 1800 m the health impact was considered to be negligible. The findings indicate that air pollution emissions related to industrial gold or copper mines mainly occurring in rural Chilean communities might increase the risk of respiratory diseases in children.

Evaluating marginal likelihood with thermodynamic integration method and comparison with several other numerical methods

DOE PAGES

Liu, Peigui; Elshall, Ahmed S.; Ye, Ming; ...

2016-02-05

Evaluating marginal likelihood is the most critical and computationally expensive task, when conducting Bayesian model averaging to quantify parametric and model uncertainties. The evaluation is commonly done by using Laplace approximations to evaluate semianalytical expressions of the marginal likelihood or by using Monte Carlo (MC) methods to evaluate arithmetic or harmonic mean of a joint likelihood function. This study introduces a new MC method, i.e., thermodynamic integration, which has not been attempted in environmental modeling. Instead of using samples only from prior parameter space (as in arithmetic mean evaluation) or posterior parameter space (as in harmonic mean evaluation), the thermodynamicmore » integration method uses samples generated gradually from the prior to posterior parameter space. This is done through a path sampling that conducts Markov chain Monte Carlo simulation with different power coefficient values applied to the joint likelihood function. The thermodynamic integration method is evaluated using three analytical functions by comparing the method with two variants of the Laplace approximation method and three MC methods, including the nested sampling method that is recently introduced into environmental modeling. The thermodynamic integration method outperforms the other methods in terms of their accuracy, convergence, and consistency. The thermodynamic integration method is also applied to a synthetic case of groundwater modeling with four alternative models. The application shows that model probabilities obtained using the thermodynamic integration method improves predictive performance of Bayesian model averaging. As a result, the thermodynamic integration method is mathematically rigorous, and its MC implementation is computationally general for a wide range of environmental problems.« less

On the Estimation of Disease Prevalence by Latent Class Models for Screening Studies Using Two Screening Tests with Categorical Disease Status Verified in Test Positives Only

PubMed Central

Chu, Haitao; Zhou, Yijie; Cole, Stephen R.; Ibrahim, Joseph G.

2010-01-01

Summary To evaluate the probabilities of a disease state, ideally all subjects in a study should be diagnosed by a definitive diagnostic or gold standard test. However, since definitive diagnostic tests are often invasive and expensive, it is generally unethical to apply them to subjects whose screening tests are negative. In this article, we consider latent class models for screening studies with two imperfect binary diagnostic tests and a definitive categorical disease status measured only for those with at least one positive screening test. Specifically, we discuss a conditional independent and three homogeneous conditional dependent latent class models and assess the impact of misspecification of the dependence structure on the estimation of disease category probabilities using frequentist and Bayesian approaches. Interestingly, the three homogeneous dependent models can provide identical goodness-of-fit but substantively different estimates for a given study. However, the parametric form of the assumed dependence structure itself is not “testable” from the data, and thus the dependence structure modeling considered here can only be viewed as a sensitivity analysis concerning a more complicated non-identifiable model potentially involving heterogeneous dependence structure. Furthermore, we discuss Bayesian model averaging together with its limitations as an alternative way to partially address this particularly challenging problem. The methods are applied to two cancer screening studies, and simulations are conducted to evaluate the performance of these methods. In summary, further research is needed to reduce the impact of model misspecification on the estimation of disease prevalence in such settings. PMID:20191614

Estimating restricted mean treatment effects with stacked survival models

PubMed Central

Wey, Andrew; Vock, David M.; Connett, John; Rudser, Kyle

2016-01-01

The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such imbalances is estimating a covariate-adjusted restricted mean difference by modeling the covariate-adjusted survival distribution, and then marginalizing over the covariate distribution. Since the estimator for the restricted mean difference is defined by the estimator for the covariate-adjusted survival distribution, it is natural to expect that a better estimator of the covariate-adjusted survival distribution is associated with a better estimator of the restricted mean difference. We therefore propose estimating restricted mean differences with stacked survival models. Stacked survival models estimate a weighted average of several survival models by minimizing predicted error. By including a range of parametric, semi-parametric, and non-parametric models, stacked survival models can robustly estimate a covariate-adjusted survival distribution and, therefore, the restricted mean treatment effect in a wide range of scenarios. We demonstrate through a simulation study that better performance of the covariate-adjusted survival distribution often leads to better mean-squared error of the restricted mean difference although there are notable exceptions. In addition, we demonstrate that the proposed estimator can perform nearly as well as Cox regression when the proportional hazards assumption is satisfied and significantly better when proportional hazards is violated. Finally, the proposed estimator is illustrated with data from the United Network for Organ Sharing to evaluate post-lung transplant survival between large and small-volume centers. PMID:26934835

Semiparametric Estimation of the Impacts of Longitudinal Interventions on Adolescent Obesity using Targeted Maximum-Likelihood: Accessible Estimation with the ltmle Package

PubMed Central

Decker, Anna L.; Hubbard, Alan; Crespi, Catherine M.; Seto, Edmund Y.W.; Wang, May C.

2015-01-01

While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated, optimal semiparametric estimation of longitudinal treatment-specific means via ltmle provides an incredibly powerful, yet easy-to-use tool, removing impediments for putting theory into practice. PMID:26046009

Low frequency full waveform seismic inversion within a tree based Bayesian framework

NASA Astrophysics Data System (ADS)

Ray, Anandaroop; Kaplan, Sam; Washbourne, John; Albertin, Uwe

2018-01-01

Limited illumination, insufficient offset, noisy data and poor starting models can pose challenges for seismic full waveform inversion. We present an application of a tree based Bayesian inversion scheme which attempts to mitigate these problems by accounting for data uncertainty while using a mildly informative prior about subsurface structure. We sample the resulting posterior model distribution of compressional velocity using a trans-dimensional (trans-D) or Reversible Jump Markov chain Monte Carlo method in the wavelet transform domain of velocity. This allows us to attain rapid convergence to a stationary distribution of posterior models while requiring a limited number of wavelet coefficients to define a sampled model. Two synthetic, low frequency, noisy data examples are provided. The first example is a simple reflection + transmission inverse problem, and the second uses a scaled version of the Marmousi velocity model, dominated by reflections. Both examples are initially started from a semi-infinite half-space with incorrect background velocity. We find that the trans-D tree based approach together with parallel tempering for navigating rugged likelihood (i.e. misfit) topography provides a promising, easily generalized method for solving large-scale geophysical inverse problems which are difficult to optimize, but where the true model contains a hierarchy of features at multiple scales.

A spatial Bayesian network model to assess the benefits of early warning for urban flood risk to people

NASA Astrophysics Data System (ADS)

Balbi, S.; Villa, F.; Mojtahed, V.; Hegetschweiler, K. T.; Giupponi, C.

2015-10-01

This article presents a novel methodology to assess flood risk to people by integrating people's vulnerability and ability to cushion hazards through coping and adapting. The proposed approach extends traditional risk assessments beyond material damages; complements quantitative and semi-quantitative data with subjective and local knowledge, improving the use of commonly available information; produces estimates of model uncertainty by providing probability distributions for all of its outputs. Flood risk to people is modeled using a spatially explicit Bayesian network model calibrated on expert opinion. Risk is assessed in terms of: (1) likelihood of non-fatal physical injury; (2) likelihood of post-traumatic stress disorder; (3) likelihood of death. The study area covers the lower part of the Sihl valley (Switzerland) including the city of Zurich. The model is used to estimate the benefits of improving an existing Early Warning System, taking into account the reliability, lead-time and scope (i.e. coverage of people reached by the warning). Model results indicate that the potential benefits of an improved early warning in terms of avoided human impacts are particularly relevant in case of a major flood event: about 75 % of fatalities, 25 % of injuries and 18 % of post-traumatic stress disorders could be avoided.

Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas

PubMed Central

Bedford, Tim; Daneshkhah, Alireza

2015-01-01

Many applications of risk analysis require us to jointly model multiple uncertain quantities. Bayesian networks and copulas are two common approaches to modeling joint uncertainties with probability distributions. This article focuses on new methodologies for copulas by developing work of Cooke, Bedford, Kurowica, and others on vines as a way of constructing higher dimensional distributions that do not suffer from some of the restrictions of alternatives such as the multivariate Gaussian copula. The article provides a fundamental approximation result, demonstrating that we can approximate any density as closely as we like using vines. It further operationalizes this result by showing how minimum information copulas can be used to provide parametric classes of copulas that have such good levels of approximation. We extend previous approaches using vines by considering nonconstant conditional dependencies, which are particularly relevant in financial risk modeling. We discuss how such models may be quantified, in terms of expert judgment or by fitting data, and illustrate the approach by modeling two financial data sets. PMID:26332240

Coupling of Bayesian Networks with GIS for wildfire risk assessment on natural and agricultural areas of the Mediterranean

NASA Astrophysics Data System (ADS)

Scherb, Anke; Papakosta, Panagiota; Straub, Daniel

2014-05-01

Wildfires cause severe damages to ecosystems, socio-economic assets, and human lives in the Mediterranean. To facilitate coping with wildfire risks, an understanding of the factors influencing wildfire occurrence and behavior (e.g. human activity, weather conditions, topography, fuel loads) and their interaction is of importance, as is the implementation of this knowledge in improved wildfire hazard and risk prediction systems. In this project, a probabilistic wildfire risk prediction model is developed, with integrated fire occurrence and fire propagation probability and potential impact prediction on natural and cultivated areas. Bayesian Networks (BNs) are used to facilitate the probabilistic modeling. The final BN model is a spatial-temporal prediction system at the meso scale (1 km2 spatial and 1 day temporal resolution). The modeled consequences account for potential restoration costs and production losses referred to forests, agriculture, and (semi-) natural areas. BNs and a geographic information system (GIS) are coupled within this project to support a semi-automated BN model parameter learning and the spatial-temporal risk prediction. The coupling also enables the visualization of prediction results by means of daily maps. The BN parameters are learnt for Cyprus with data from 2006-2009. Data from 2010 is used as validation data set. A special focus is put on the performance evaluation of the BN for fire occurrence, which is modeled as binary classifier and thus, could be validated by means of Receiver Operator Characteristic (ROC) curves. With the final best models, AUC values of more than 70% for validation could be achieved, which indicates potential for reliable prediction performance via BN. Maps of selected days in 2010 are shown to illustrate final prediction results. The resulting system can be easily expanded to predict additional expected damages in the mesoscale (e.g. building and infrastructure damages). The system can support planning of preventive measures (e.g. state resources allocation for wildfire prevention and preparedness) and assist recuperation plans of damaged areas.

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

Scaling cosmology with variable dark-energy equation of state

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

Castro, David R.; Velten, Hermano; Zimdahl, Winfried, E-mail: drodriguez-ufes@hotmail.com, E-mail: velten@physik.uni-bielefeld.de, E-mail: winfried.zimdahl@pq.cnpq.br

2012-06-01

Interactions between dark matter and dark energy which result in a power-law behavior (with respect to the cosmic scale factor) of the ratio between the energy densities of the dark components (thus generalizing the ΛCDM model) have been considered as an attempt to alleviate the cosmic coincidence problem phenomenologically. We generalize this approach by allowing for a variable equation of state for the dark energy within the CPL-parametrization. Based on analytic solutions for the Hubble rate and using the Constitution and Union2 SNIa sets, we present a statistical analysis and classify different interacting and non-interacting models according to the Akaikemore » (AIC) and the Bayesian (BIC) information criteria. We do not find noticeable evidence for an alleviation of the coincidence problem with the mentioned type of interaction.« less

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

PubMed

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

2016-11-15

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

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

PubMed Central

Tweedell, Andrew J.; Haynes, Courtney A.

2017-01-01

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

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

PubMed

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

2018-02-15

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

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

PubMed

Troynikov, V S

1999-03-01

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

On the Way to Appropriate Model Complexity

NASA Astrophysics Data System (ADS)

Höge, M.

2016-12-01

When statistical models are used to represent natural phenomena they are often too simple or too complex - this is known. But what exactly is model complexity? Among many other definitions, the complexity of a model can be conceptualized as a measure of statistical dependence between observations and parameters (Van der Linde, 2014). However, several issues remain when working with model complexity: A unique definition for model complexity is missing. Assuming a definition is accepted, how can model complexity be quantified? How can we use a quantified complexity to the better of modeling? Generally defined, "complexity is a measure of the information needed to specify the relationships between the elements of organized systems" (Bawden & Robinson, 2015). The complexity of a system changes as the knowledge about the system changes. For models this means that complexity is not a static concept: With more data or higher spatio-temporal resolution of parameters, the complexity of a model changes. There are essentially three categories into which all commonly used complexity measures can be classified: (1) An explicit representation of model complexity as "Degrees of freedom" of a model, e.g. effective number of parameters. (2) Model complexity as code length, a.k.a. "Kolmogorov complexity": The longer the shortest model code, the higher its complexity (e.g. in bits). (3) Complexity defined via information entropy of parametric or predictive uncertainty. Preliminary results show that Bayes theorem allows for incorporating all parts of the non-static concept of model complexity like data quality and quantity or parametric uncertainty. Therefore, we test how different approaches for measuring model complexity perform in comparison to a fully Bayesian model selection procedure. Ultimately, we want to find a measure that helps to assess the most appropriate model.

Improving statistical inference on pathogen densities estimated by quantitative molecular methods: malaria gametocytaemia as a case study.

PubMed

Walker, Martin; Basáñez, María-Gloria; Ouédraogo, André Lin; Hermsen, Cornelus; Bousema, Teun; Churcher, Thomas S

2015-01-16

Quantitative molecular methods (QMMs) such as quantitative real-time polymerase chain reaction (q-PCR), reverse-transcriptase PCR (qRT-PCR) and quantitative nucleic acid sequence-based amplification (QT-NASBA) are increasingly used to estimate pathogen density in a variety of clinical and epidemiological contexts. These methods are often classified as semi-quantitative, yet estimates of reliability or sensitivity are seldom reported. Here, a statistical framework is developed for assessing the reliability (uncertainty) of pathogen densities estimated using QMMs and the associated diagnostic sensitivity. The method is illustrated with quantification of Plasmodium falciparum gametocytaemia by QT-NASBA. The reliability of pathogen (e.g. gametocyte) densities, and the accompanying diagnostic sensitivity, estimated by two contrasting statistical calibration techniques, are compared; a traditional method and a mixed model Bayesian approach. The latter accounts for statistical dependence of QMM assays run under identical laboratory protocols and permits structural modelling of experimental measurements, allowing precision to vary with pathogen density. Traditional calibration cannot account for inter-assay variability arising from imperfect QMMs and generates estimates of pathogen density that have poor reliability, are variable among assays and inaccurately reflect diagnostic sensitivity. The Bayesian mixed model approach assimilates information from replica QMM assays, improving reliability and inter-assay homogeneity, providing an accurate appraisal of quantitative and diagnostic performance. Bayesian mixed model statistical calibration supersedes traditional techniques in the context of QMM-derived estimates of pathogen density, offering the potential to improve substantially the depth and quality of clinical and epidemiological inference for a wide variety of pathogens.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, B.J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.

QUEST+: A general multidimensional Bayesian adaptive psychometric method.

PubMed

Watson, Andrew B

2017-03-01

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

Hierarchical modeling and inference in ecology: The analysis of data from populations, metapopulations and communities

USGS Publications Warehouse

Royle, J. Andrew; Dorazio, Robert M.

2008-01-01

A guide to data collection, modeling and inference strategies for biological survey data using Bayesian and classical statistical methods. This book describes a general and flexible framework for modeling and inference in ecological systems based on hierarchical models, with a strict focus on the use of probability models and parametric inference. Hierarchical models represent a paradigm shift in the application of statistics to ecological inference problems because they combine explicit models of ecological system structure or dynamics with models of how ecological systems are observed. The principles of hierarchical modeling are developed and applied to problems in population, metapopulation, community, and metacommunity systems. The book provides the first synthetic treatment of many recent methodological advances in ecological modeling and unifies disparate methods and procedures. The authors apply principles of hierarchical modeling to ecological problems, including * occurrence or occupancy models for estimating species distribution * abundance models based on many sampling protocols, including distance sampling * capture-recapture models with individual effects * spatial capture-recapture models based on camera trapping and related methods * population and metapopulation dynamic models * models of biodiversity, community structure and dynamics.

Parametric study on the vortex-induced motions of semi-submersibles: Effect of rounded ratios of the column and pontoon

NASA Astrophysics Data System (ADS)

Liu, Mingyue; Xiao, Longfei; Yang, Jianmin; Tian, Xinliang

2017-05-01

The vortex-induced motions (VIMs) of semi-submersibles have emerged as an important issue in offshore engineering, as they pose a threat to safe and reliable operations and severely affect the fatigue lives of risers and mooring systems. The VIM response depends on the shape of the submerged structure and thus is significantly influenced by the design parameters related to the columns and pontoons. Numerical simulations by the detached Eddy simulation method are validated by experimental data and then used for parametric analysis of the VIM performance of various semi-submersibles with different column rounded ratios (Rc/L ) and pontoon rounded ratios (Rp/Lp ). The results show that the transverse amplitudes of a semi-submersible with circular columns at a 0° current heading are twice as large as those at a 45° current heading. However, the semi-submersible with rounded square columns shows more significant transverse motions at a 45° current heading than at a 0° current heading. Furthermore, at the 45° current heading, the transverse amplitudes of the semi-submersibles show a rapid increase as the column radius increases in the range of Rc/L <0.1 . The peak values remain roughly the same for 0.1 ≤Rc/L ≤0.2 and then decrease as the column radius increases (Rc/L ≥0.3 ). In addition, the effect of the pontoon shape on the transverse response is negligible for semi-submersibles with sharp square columns, while for semi-submersibles with rounded square columns or circular columns, the sharp rectangular pontoons greatly mitigate the VIM response.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

A hierarchical model for regional analysis of population change using Christmas Bird Count data, with application to the American Black Duck

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.; Niven, D.K.

2006-01-01

Analysis of Christmas Bird Count (CBC) data is complicated by the need to account for variation in effort on counts and to provide summaries over large geographic regions. We describe a hierarchical model for analysis of population change using CBC data that addresses these needs. The effect of effort is modeled parametrically, with parameter values varying among strata as identically distributed random effects. Year and site effects are modeled hierarchically, accommodating large regional variation in number of samples and precision of estimates. The resulting model is complex, but a Bayesian analysis can be conducted using Markov chain Monte Carlo techniques. We analyze CBC data for American Black Ducks (Anas rubripes), a species of considerable management interest that has historically been monitored using winter surveys. Over the interval 1966-2003, Black Duck populations showed distinct regional patterns of population change. The patterns shown by CBC data are similar to those shown by the Midwinter Waterfowl Inventory for the United States.

Inference of reaction rate parameters based on summary statistics from experiments

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

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

Inference of reaction rate parameters based on summary statistics from experiments

DOE PAGES

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin; ...

2016-10-15

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

Extensions and applications of ensemble-of-trees methods in machine learning

NASA Astrophysics Data System (ADS)

Bleich, Justin

Ensemble-of-trees algorithms have emerged to the forefront of machine learning due to their ability to generate high forecasting accuracy for a wide array of regression and classification problems. Classic ensemble methodologies such as random forests (RF) and stochastic gradient boosting (SGB) rely on algorithmic procedures to generate fits to data. In contrast, more recent ensemble techniques such as Bayesian Additive Regression Trees (BART) and Dynamic Trees (DT) focus on an underlying Bayesian probability model to generate the fits. These new probability model-based approaches show much promise versus their algorithmic counterparts, but also offer substantial room for improvement. The first part of this thesis focuses on methodological advances for ensemble-of-trees techniques with an emphasis on the more recent Bayesian approaches. In particular, we focus on extensions of BART in four distinct ways. First, we develop a more robust implementation of BART for both research and application. We then develop a principled approach to variable selection for BART as well as the ability to naturally incorporate prior information on important covariates into the algorithm. Next, we propose a method for handling missing data that relies on the recursive structure of decision trees and does not require imputation. Last, we relax the assumption of homoskedasticity in the BART model to allow for parametric modeling of heteroskedasticity. The second part of this thesis returns to the classic algorithmic approaches in the context of classification problems with asymmetric costs of forecasting errors. First we consider the performance of RF and SGB more broadly and demonstrate its superiority to logistic regression for applications in criminology with asymmetric costs. Next, we use RF to forecast unplanned hospital readmissions upon patient discharge with asymmetric costs taken into account. Finally, we explore the construction of stable decision trees for forecasts of violence during probation hearings in court systems.

Parameter Estimation with Entangled Photons Produced by Parametric Down-Conversion

NASA Technical Reports Server (NTRS)

Cable, Hugo; Durkin, Gabriel A.

2010-01-01

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

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

PubMed

Cable, Hugo; Durkin, Gabriel A

2010-07-02

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

Hybrid modeling as a QbD/PAT tool in process development: an industrial E. coli case study.

PubMed

von Stosch, Moritz; Hamelink, Jan-Martijn; Oliveira, Rui

2016-05-01

Process understanding is emphasized in the process analytical technology initiative and the quality by design paradigm to be essential for manufacturing of biopharmaceutical products with consistent high quality. A typical approach to developing a process understanding is applying a combination of design of experiments with statistical data analysis. Hybrid semi-parametric modeling is investigated as an alternative method to pure statistical data analysis. The hybrid model framework provides flexibility to select model complexity based on available data and knowledge. Here, a parametric dynamic bioreactor model is integrated with a nonparametric artificial neural network that describes biomass and product formation rates as function of varied fed-batch fermentation conditions for high cell density heterologous protein production with E. coli. Our model can accurately describe biomass growth and product formation across variations in induction temperature, pH and feed rates. The model indicates that while product expression rate is a function of early induction phase conditions, it is negatively impacted as productivity increases. This could correspond with physiological changes due to cytoplasmic product accumulation. Due to the dynamic nature of the model, rational process timing decisions can be made and the impact of temporal variations in process parameters on product formation and process performance can be assessed, which is central for process understanding.

Joint Bayesian Estimation of Quasar Continua and the Lyα Forest Flux Probability Distribution Function

NASA Astrophysics Data System (ADS)

Eilers, Anna-Christina; Hennawi, Joseph F.; Lee, Khee-Gan

2017-08-01

We present a new Bayesian algorithm making use of Markov Chain Monte Carlo sampling that allows us to simultaneously estimate the unknown continuum level of each quasar in an ensemble of high-resolution spectra, as well as their common probability distribution function (PDF) for the transmitted Lyα forest flux. This fully automated PDF regulated continuum fitting method models the unknown quasar continuum with a linear principal component analysis (PCA) basis, with the PCA coefficients treated as nuisance parameters. The method allows one to estimate parameters governing the thermal state of the intergalactic medium (IGM), such as the slope of the temperature-density relation γ -1, while marginalizing out continuum uncertainties in a fully Bayesian way. Using realistic mock quasar spectra created from a simplified semi-numerical model of the IGM, we show that this method recovers the underlying quasar continua to a precision of ≃ 7 % and ≃ 10 % at z = 3 and z = 5, respectively. Given the number of principal component spectra, this is comparable to the underlying accuracy of the PCA model itself. Most importantly, we show that we can achieve a nearly unbiased estimate of the slope γ -1 of the IGM temperature-density relation with a precision of +/- 8.6 % at z = 3 and +/- 6.1 % at z = 5, for an ensemble of ten mock high-resolution quasar spectra. Applying this method to real quasar spectra and comparing to a more realistic IGM model from hydrodynamical simulations would enable precise measurements of the thermal and cosmological parameters governing the IGM, albeit with somewhat larger uncertainties, given the increased flexibility of the model.

BAYESIAN SEMI-BLIND COMPONENT SEPARATION FOR FOREGROUND REMOVAL IN INTERFEROMETRIC 21 cm OBSERVATIONS

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

Zhang, Le; Timbie, Peter T.; Bunn, Emory F.

In this paper, we present a new Bayesian semi-blind approach for foreground removal in observations of the 21 cm signal measured by interferometers. The technique, which we call H i Expectation–Maximization Independent Component Analysis (HIEMICA), is an extension of the Independent Component Analysis technique developed for two-dimensional (2D) cosmic microwave background maps to three-dimensional (3D) 21 cm cosmological signals measured by interferometers. This technique provides a fully Bayesian inference of power spectra and maps and separates the foregrounds from the signal based on the diversity of their power spectra. Relying only on the statistical independence of the components, this approachmore » can jointly estimate the 3D power spectrum of the 21 cm signal, as well as the 2D angular power spectrum and the frequency dependence of each foreground component, without any prior assumptions about the foregrounds. This approach has been tested extensively by applying it to mock data from interferometric 21 cm intensity mapping observations under idealized assumptions of instrumental effects. We also discuss the impact when the noise properties are not known completely. As a first step toward solving the 21 cm power spectrum analysis problem, we compare the semi-blind HIEMICA technique to the commonly used Principal Component Analysis. Under the same idealized circumstances, the proposed technique provides significantly improved recovery of the power spectrum. This technique can be applied in a straightforward manner to all 21 cm interferometric observations, including epoch of reionization measurements, and can be extended to single-dish observations as well.« less

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

PubMed

Kharroubi, Samer A

2017-10-06

Valuations of health state descriptors such as EQ-5D or SF6D have been conducted in different countries. There is a scope to make use of the results in one country as informative priors to help with the analysis of a study in another, for this to enable better estimation to be obtained in the new country than analyzing its data separately. Data from 2 EQ-5D valuation studies were analyzed using the time trade-off technique, where values for 42 health states were devised from representative samples of the UK and US populations. A Bayesian non-parametric approach has been applied to predict the health utilities of the US population, where the UK results were used as informative priors in the model to improve their estimation. The findings showed that employing additional information from the UK data helped in the production of US utility estimates much more precisely than would have been possible using the US study data alone. It is very plausible that this method would serve useful in countries where the conduction of large evaluation studies is not very feasible.

Fluidic Energy Harvester Optimization in Grid Turbulence

NASA Astrophysics Data System (ADS)

Danesh-Yazdi, Amir; Elvin, Niell; Andreopoulos, Yiannis

2017-11-01

Even though it is omnipresent in nature, there has not been a great deal of research in the literature involving turbulence as an energy source for piezoelectric fluidic harvesters. In the present work, a grid-generated turbulence forcing function model which we derived previously is employed in the single degree-of-freedom electromechanical equations to find the power output and tip displacement of piezoelectric cantilever beams. Additionally, we utilize simplified, deterministic models of the turbulence forcing function to obtain closed-form expressions for the power output. These theoretical models are studied using experiments that involve separately placing a hot-wire anemometer probe and a short PVDF beam in flows where turbulence is generated by means of passive and semi-passive grids. From a parametric study on the deterministic models, we show that the white noise forcing function best mimics the experimental data. Furthermore, our parametric study of the response spectrum of a generic fluidic harvester in grid-generated turbulent flow shows that optimum power output is attained for beams placed closer to the grid with a low natural frequency and damping ratio and a large electromechanical coupling coefficient. NSF Grant No. CBET 1033117.

Advanced Imaging Methods for Long-Baseline Optical Interferometry

NASA Astrophysics Data System (ADS)

Le Besnerais, G.; Lacour, S.; Mugnier, L. M.; Thiebaut, E.; Perrin, G.; Meimon, S.

2008-11-01

We address the data processing methods needed for imaging with a long baseline optical interferometer. We first describe parametric reconstruction approaches and adopt a general formulation of nonparametric image reconstruction as the solution of a constrained optimization problem. Within this framework, we present two recent reconstruction methods, Mira and Wisard, representative of the two generic approaches for dealing with the missing phase information. Mira is based on an implicit approach and a direct optimization of a Bayesian criterion while Wisard adopts a self-calibration approach and an alternate minimization scheme inspired from radio-astronomy. Both methods can handle various regularization criteria. We review commonly used regularization terms and introduce an original quadratic regularization called ldquosoft support constraintrdquo that favors the object compactness. It yields images of quality comparable to nonquadratic regularizations on the synthetic data we have processed. We then perform image reconstructions, both parametric and nonparametric, on astronomical data from the IOTA interferometer, and discuss the respective roles of parametric and nonparametric approaches for optical interferometric imaging.

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

PubMed

Vexler, Albert; Tanajian, Hovig; Hutson, Alan D

In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.

Bayesian Approaches for Model and Multi-mission Satellites Data Fusion

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Estimating extreme river discharges in Europe through a Bayesian network

NASA Astrophysics Data System (ADS)

Paprotny, Dominik; Morales-Nápoles, Oswaldo

2017-06-01

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

Fault Detection for Automotive Shock Absorber

NASA Astrophysics Data System (ADS)

Hernandez-Alcantara, Diana; Morales-Menendez, Ruben; Amezquita-Brooks, Luis

2015-11-01

Fault detection for automotive semi-active shock absorbers is a challenge due to the non-linear dynamics and the strong influence of the disturbances such as the road profile. First obstacle for this task, is the modeling of the fault, which has been shown to be of multiplicative nature. Many of the most widespread fault detection schemes consider additive faults. Two model-based fault algorithms for semiactive shock absorber are compared: an observer-based approach and a parameter identification approach. The performance of these schemes is validated and compared using a commercial vehicle model that was experimentally validated. Early results shows that a parameter identification approach is more accurate, whereas an observer-based approach is less sensible to parametric uncertainty.

On equivalent parameter learning in simplified feature space based on Bayesian asymptotic analysis.

PubMed

Yamazaki, Keisuke

2012-07-01

Parametric models for sequential data, such as hidden Markov models, stochastic context-free grammars, and linear dynamical systems, are widely used in time-series analysis and structural data analysis. Computation of the likelihood function is one of primary considerations in many learning methods. Iterative calculation of the likelihood such as the model selection is still time-consuming though there are effective algorithms based on dynamic programming. The present paper studies parameter learning in a simplified feature space to reduce the computational cost. Simplifying data is a common technique seen in feature selection and dimension reduction though an oversimplified space causes adverse learning results. Therefore, we mathematically investigate a condition of the feature map to have an asymptotically equivalent convergence point of estimated parameters, referred to as the vicarious map. As a demonstration to find vicarious maps, we consider the feature space, which limits the length of data, and derive a necessary length for parameter learning in hidden Markov models. Copyright © 2012 Elsevier Ltd. All rights reserved.

Integrating ecosystems measurements from multiple eddy-covariance sites to a simple model of ecosystem process - Are there possibilities for a uniform model calibration?

NASA Astrophysics Data System (ADS)

Minunno, Francesco; Peltoniemi, Mikko; Launiainen, Samuli; Mäkelä, Annikki

2014-05-01

Biogeochemical models quantify the material and energy flux exchanges between biosphere, atmosphere and soil, however there is still considerable uncertainty underpinning model structure and parametrization. The increasing availability of data from of multiple sources provides useful information for model calibration and validation at different space and time scales. We calibrated a simplified ecosystem process model PRELES to data from multiple sites. In this work we had the following objective: to compare a multi-site calibration and site-specific calibrations, in order to test if PRELES is a model of general applicability, and to test how well one parameterization can predict ecosystem fluxes. Model calibration and evaluation were carried out by the means of the Bayesian method; Bayesian calibration (BC) and Bayesian model comparison (BMC) were used to quantify the uncertainty in model parameters and model structure. Evapotranspiration (ET) and gross primary production (GPP) measurements collected in 9 sites of Finland and Sweden were used in the study; half dataset was used for model calibrations and half for the comparative analyses. 10 BCs were performed; the model was independently calibrated for each of the nine sites (site-specific calibrations) and a multi-site calibration was achieved using the data from all the sites in one BC. Then 9 BMCs were carried out, one for each site, using output from the multi-site and the site-specific versions of PRELES. Similar estimates were obtained for the parameters at which model outputs are most sensitive. Not surprisingly, the joint posterior distribution achieved through the multi-site calibration was characterized by lower uncertainty, because more data were involved in the calibration process. No significant differences were encountered in the prediction of the multi-site and site-specific versions of PRELES, and after BMC, we concluded that the model can be reliably used at regional scale to simulate carbon and water fluxes of Boreal forests. Despite being a simple model, PRELES provided good estimates of GPP and ET; only for one site PRELES multi-site version underestimated water fluxes. Our study implies convergence of GPP and water processes in boreal zone to the extent that their plausible prediction is possible with a simple model using global parameterization.

Comparison of dark energy models: A perspective from the latest observational data

NASA Astrophysics Data System (ADS)

Li, Miao; Li, Xiaodong; Zhang, Xin

2010-09-01

We compare some popular dark energy models under the assumption of a flat universe by using the latest observational data including the type Ia supernovae Constitution compilation, the baryon acoustic oscillation measurement from the Sloan Digital Sky Survey, the cosmic microwave background measurement given by the seven-year Wilkinson Microwave Anisotropy Probe observations and the determination of H 0 from the Hubble Space Telescope. Model comparison statistics such as the Bayesian and Akaike information criteria are applied to assess the worth of the models. These statistics favor models that give a good fit with fewer parameters. Based on this analysis, we find that the simplest cosmological constant model that has only one free parameter is still preferred by the current data. For other dynamical dark energy models, we find that some of them, such as the α dark energy, constant w, generalized Chaplygin gas, Chevalliear-Polarski-Linder parametrization, and holographic dark energy models, can provide good fits to the current data, and three of them, namely, the Ricci dark energy, agegraphic dark energy, and Dvali-Gabadadze-Porrati models, are clearly disfavored by the data.

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

PubMed Central

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

2014-01-01

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

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

PubMed Central

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

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

Bouaynaya, N.; Schonfeld, Dan

2005-03-01

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

Bayesian regression analyses of radiation modality effects on pericardial and pleural effusion and survival in esophageal cancer.

PubMed

He, Liru; Chapple, Andrew; Liao, Zhongxing; Komaki, Ritsuko; Thall, Peter F; Lin, Steven H

2016-10-01

To evaluate radiation modality effects on pericardial effusion (PCE), pleural effusion (PE) and survival in esophageal cancer (EC) patients. We analyzed data from 470 EC patients treated with definitive concurrent chemoradiotherapy (CRT). Bayesian semi-competing risks (SCR) regression models were fit to assess effects of radiation modality and prognostic covariates on the risks of PCE and PE, and death either with or without these preceding events. Bayesian piecewise exponential regression models were fit for overall survival, the time to PCE or death, and the time to PE or death. All models included propensity score as a covariate to correct for potential selection bias. Median times to onset of PCE and PE after RT were 7.1 and 6.1months for IMRT, and 6.5 and 5.4months for 3DCRT, respectively. Compared to 3DCRT, the IMRT group had significantly lower risks of PE, PCE, and death. The respective probabilities of a patient being alive without either PCE or PE at 3-years and 5-years were 0.29 and 0.21 for IMRT compared to 0.13 and 0.08 for 3DCRT. In the SCR regression analyses, IMRT was associated with significantly lower risks of PCE (HR=0.26) and PE (HR=0.49), and greater overall survival (probability of beneficial effect (pbe)>0.99), after controlling for known clinical prognostic factors. IMRT reduces the incidence and postpones the onset of PCE and PE, and increases survival probability, compared to 3DCRT. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Coupled dimensionality reduction and classification for supervised and semi-supervised multilabel learning

PubMed Central

Gönen, Mehmet

2014-01-01

Coupled training of dimensionality reduction and classification is proposed previously to improve the prediction performance for single-label problems. Following this line of research, in this paper, we first introduce a novel Bayesian method that combines linear dimensionality reduction with linear binary classification for supervised multilabel learning and present a deterministic variational approximation algorithm to learn the proposed probabilistic model. We then extend the proposed method to find intrinsic dimensionality of the projected subspace using automatic relevance determination and to handle semi-supervised learning using a low-density assumption. We perform supervised learning experiments on four benchmark multilabel learning data sets by comparing our method with baseline linear dimensionality reduction algorithms. These experiments show that the proposed approach achieves good performance values in terms of hamming loss, average AUC, macro F1, and micro F1 on held-out test data. The low-dimensional embeddings obtained by our method are also very useful for exploratory data analysis. We also show the effectiveness of our approach in finding intrinsic subspace dimensionality and semi-supervised learning tasks. PMID:24532862

Coupled dimensionality reduction and classification for supervised and semi-supervised multilabel learning.

PubMed

Gönen, Mehmet

2014-03-01

Coupled training of dimensionality reduction and classification is proposed previously to improve the prediction performance for single-label problems. Following this line of research, in this paper, we first introduce a novel Bayesian method that combines linear dimensionality reduction with linear binary classification for supervised multilabel learning and present a deterministic variational approximation algorithm to learn the proposed probabilistic model. We then extend the proposed method to find intrinsic dimensionality of the projected subspace using automatic relevance determination and to handle semi-supervised learning using a low-density assumption. We perform supervised learning experiments on four benchmark multilabel learning data sets by comparing our method with baseline linear dimensionality reduction algorithms. These experiments show that the proposed approach achieves good performance values in terms of hamming loss, average AUC, macro F 1 , and micro F 1 on held-out test data. The low-dimensional embeddings obtained by our method are also very useful for exploratory data analysis. We also show the effectiveness of our approach in finding intrinsic subspace dimensionality and semi-supervised learning tasks.

A Bayesian Network Based Global Sensitivity Analysis Method for Identifying Dominant Processes in a Multi-physics Model

NASA Astrophysics Data System (ADS)

Dai, H.; Chen, X.; Ye, M.; Song, X.; Zachara, J. M.

2016-12-01

Sensitivity analysis has been an important tool in groundwater modeling to identify the influential parameters. Among various sensitivity analysis methods, the variance-based global sensitivity analysis has gained popularity for its model independence characteristic and capability of providing accurate sensitivity measurements. However, the conventional variance-based method only considers uncertainty contribution of single model parameters. In this research, we extended the variance-based method to consider more uncertainty sources and developed a new framework to allow flexible combinations of different uncertainty components. We decompose the uncertainty sources into a hierarchical three-layer structure: scenario, model and parametric. Furthermore, each layer of uncertainty source is capable of containing multiple components. An uncertainty and sensitivity analysis framework was then constructed following this three-layer structure using Bayesian network. Different uncertainty components are represented as uncertain nodes in this network. Through the framework, variance-based sensitivity analysis can be implemented with great flexibility of using different grouping strategies for uncertainty components. The variance-based sensitivity analysis thus is improved to be able to investigate the importance of an extended range of uncertainty sources: scenario, model, and other different combinations of uncertainty components which can represent certain key model system processes (e.g., groundwater recharge process, flow reactive transport process). For test and demonstration purposes, the developed methodology was implemented into a test case of real-world groundwater reactive transport modeling with various uncertainty sources. The results demonstrate that the new sensitivity analysis method is able to estimate accurate importance measurements for any uncertainty sources which were formed by different combinations of uncertainty components. The new methodology can provide useful information for environmental management and decision-makers to formulate policies and strategies.

Bayesian mixture modeling of significant p values: A meta-analytic method to estimate the degree of contamination from H₀.

PubMed

Gronau, Quentin Frederik; Duizer, Monique; Bakker, Marjan; Wagenmakers, Eric-Jan

2017-09-01

Publication bias and questionable research practices have long been known to corrupt the published record. One method to assess the extent of this corruption is to examine the meta-analytic collection of significant p values, the so-called p -curve (Simonsohn, Nelson, & Simmons, 2014a). Inspired by statistical research on false-discovery rates, we propose a Bayesian mixture model analysis of the p -curve. Our mixture model assumes that significant p values arise either from the null-hypothesis H ₀ (when their distribution is uniform) or from the alternative hypothesis H1 (when their distribution is accounted for by a simple parametric model). The mixture model estimates the proportion of significant results that originate from H ₀, but it also estimates the probability that each specific p value originates from H ₀. We apply our model to 2 examples. The first concerns the set of 587 significant p values for all t tests published in the 2007 volumes of Psychonomic Bulletin & Review and the Journal of Experimental Psychology: Learning, Memory, and Cognition; the mixture model reveals that p values higher than about .005 are more likely to stem from H ₀ than from H ₁. The second example concerns 159 significant p values from studies on social priming and 130 from yoked control studies. The results from the yoked controls confirm the findings from the first example, whereas the results from the social priming studies are difficult to interpret because they are sensitive to the prior specification. To maximize accessibility, we provide a web application that allows researchers to apply the mixture model to any set of significant p values. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Parametric study of modern airship productivity

NASA Technical Reports Server (NTRS)

Ardema, M. D.; Flaig, K.

1980-01-01

A method for estimating the specific productivity of both hybrid and fully buoyant airships is developed. Various methods of estimating structural weight of deltoid hybrids are discussed and a derived weight estimating relationship is presented. Specific productivity is used as a figure of merit in a parametric study of fully buoyant ellipsoidal and deltoid hybrid semi-buoyant vehicles. The sensitivity of results as a function of assumptions is also determined. No airship configurations were found to have superior specific productivity to transport airplanes.

Parametric study on the performance of automotive MR shock absorbers

NASA Astrophysics Data System (ADS)

Gołdasz, J.; Dzierżek, S.

2016-09-01

The paper contains the results of a parametric study to explore the influence of various quantities on the performance range of semi-active automotive shock absorbers using the magnetorheological (MR) fluid under steady-state and transient excitations. The analysis was performed with simulated data and using a standard single-tube shock absorber configuration with a single-gap MR valve. Additionally, the impact of material variables and valves geometry was examined as the parameters were varied and its dynamic range studied.

The influence of parametric and external noise in act-and-wait control with delayed feedback.

PubMed

Wang, Jiaxing; Kuske, Rachel

2017-11-01

We apply several novel semi-analytic approaches for characterizing and calculating the effects of noise in a system with act-and-wait control. For concrete illustration, we apply these to a canonical balance model for an inverted pendulum to study the combined effect of delay and noise within the act-and-wait setting. While the act-and-wait control facilitates strong stabilization through deadbeat control, a comparison of different models with continuous vs. discrete updating of the control strategy in the active period illustrates how delays combined with the imprecise application of the control can seriously degrade the performance. We give several novel analyses of a generalized act-and-wait control strategy, allowing flexibility in the updating of the control strategy, in order to understand the sensitivities to delays and random fluctuations. In both the deterministic and stochastic settings, we give analytical and semi-analytical results that characterize and quantify the dynamics of the system. These results include the size and shape of stability regions, densities for the critical eigenvalues that capture the rate of reaching the desired stable equilibrium, and amplification factors for sustained fluctuations in the context of external noise. They also provide the dependence of these quantities on the length of the delay and the active period. In particular, we see that the combined influence of delay, parametric error, or external noise and on-off control can qualitatively change the dynamics, thus reducing the robustness of the control strategy. We also capture the dependence on how frequently the control is updated, allowing an interpolation between continuous and frequent updating. In addition to providing insights for these specific models, the methods we propose are generalizable to other settings with noise, delay, and on-off control, where analytical techniques are otherwise severely scarce.

Stability analysis and backward whirl investigation of cracked rotors with time-varying stiffness

NASA Astrophysics Data System (ADS)

AL-Shudeifat, Mohammad A.

2015-07-01

The dynamic stability of dynamical systems with time-periodic stiffness is addressed here. Cracked rotor systems with time-periodic stiffness are well-known examples of such systems. Time-varying area moments of inertia at the cracked element cross-section of a cracked rotor have been used to formulate the time-periodic finite element stiffness matrix. The semi-infinite coefficient matrix obtained by applying the harmonic balance (HB) solution to the finite element (FE) equations of motion is employed here to study the dynamic stability of the system. Consequently, the sign of the determinant of a scaled version of a sub-matrix of this semi-infinite coefficient matrix at a finite number of harmonics in the HB solution is found to be sufficient for identifying the major unstable zones of the system in the parameter plane. Specifically, it is found that the negative determinant always corresponds to unstable zones in all of the systems considered. This approach is applied to a parametrically excited Mathieu's equation, a two degree-of-freedom linear time-periodic dynamical system, a cracked Jeffcott rotor and a finite element model of the cracked rotor system. Compared to the corresponding results obtained by Floquet's theory, the sign of the determinant of the scaled sub-matrix is found to be an efficient tool for identifying the major unstable zones of the linear time-periodic parametrically excited systems, especially large-scale FE systems. Moreover, it is found that the unstable zones for a FE cracked rotor with an open transverse crack model only appear at the backward whirl. The theoretical and experimental results have been found to agree well for verifying that the open crack model excites the backward whirl amplitudes at the critical backward whirling rotational speeds.

Transdimensional Seismic Tomography

NASA Astrophysics Data System (ADS)

Bodin, T.; Sambridge, M.

2009-12-01

In seismic imaging the degree of model complexity is usually determined by manually tuning damping parameters within a fixed parameterization chosen in advance. Here we present an alternative methodology for seismic travel time tomography where the model complexity is controlled automatically by the data. In particular we use a variable parametrization consisting of Voronoi cells with mobile geometry, shape and number, all treated as unknowns in the inversion. The reversible jump algorithm is used to sample the transdimensional model space within a Bayesian framework which avoids global damping procedures and the need to tune regularisation parameters. The method is an ensemble inference approach, as many potential solutions are generated with variable numbers of cells. Information is extracted from the ensemble as a whole by performing Monte Carlo integration to produce the expected Earth model. The ensemble of models can also be used to produce velocity uncertainty estimates and experiments with synthetic data suggest they represent actual uncertainty surprisingly well. In a transdimensional approach, the level of data uncertainty directly determines the model complexity needed to satisfy the data. Intriguingly, the Bayesian formulation can be extended to the case where data uncertainty is also uncertain. Experiments show that it is possible to recover data noise estimate while at the same time controlling model complexity in an automated fashion. The method is tested on synthetic data in a 2-D application and compared with a more standard matrix based inversion scheme. The method has also been applied to real data obtained from cross correlation of ambient noise where little is known about the size of the errors associated with the travel times. As an example, a tomographic image of Rayleigh wave group velocity for the Australian continent is constructed for 5s data together with uncertainty estimates.

Moving beyond qualitative evaluations of Bayesian models of cognition.

PubMed

Hemmer, Pernille; Tauber, Sean; Steyvers, Mark

2015-06-01

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

Mesh-To from Segmented Mesh Elements to Bim Model with Limited Parameters

NASA Astrophysics Data System (ADS)

Yang, X.; Koehl, M.; Grussenmeyer, P.

2018-05-01

Building Information Modelling (BIM) technique has been widely utilized in heritage documentation and comes to a general term Historical/Heritage BIM (HBIM). The current HBIM project mostly employs the scan-to-BIM process to manually create the geometric model from the point cloud. This paper explains how it is possible to shape from the mesh geometry with reduced human involvement during the modelling process. Aiming at unbuilt heritage, two case studies are handled in this study, including a ruined Roman stone architectural and a severely damaged abbey. The pipeline consists of solid element modelling based on documentation data using Autodesk Revit, a common BIM platform, and the successive modelling from these geometric primitives using Autodesk Dynamo, a visual programming built-in plugin tool in Revit. The BIM-based reconstruction enriches the classic visual model from computer graphics approaches with measurement, semantic and additional information. Dynamo is used to develop a semi-automated function to reduce the manual process, which builds the final BIM model from segmented parametric elements directly. The level of detail (LoD) of the final models is dramatically relevant with the manual involvement in the element creation. The proposed outline also presents two potential issues in the ongoing work: combining the ontology semantics with the parametric BIM model, and introducing the proposed pipeline into the as-built HBIM process.

Logistic Stick-Breaking Process

PubMed Central

Ren, Lu; Du, Lan; Carin, Lawrence; Dunson, David B.

2013-01-01

A logistic stick-breaking process (LSBP) is proposed for non-parametric clustering of general spatially- or temporally-dependent data, imposing the belief that proximate data are more likely to be clustered together. The sticks in the LSBP are realized via multiple logistic regression functions, with shrinkage priors employed to favor contiguous and spatially localized segments. The LSBP is also extended for the simultaneous processing of multiple data sets, yielding a hierarchical logistic stick-breaking process (H-LSBP). The model parameters (atoms) within the H-LSBP are shared across the multiple learning tasks. Efficient variational Bayesian inference is derived, and comparisons are made to related techniques in the literature. Experimental analysis is performed for audio waveforms and images, and it is demonstrated that for segmentation applications the LSBP yields generally homogeneous segments with sharp boundaries. PMID:25258593

An open source multivariate framework for n-tissue segmentation with evaluation on public data.

PubMed

Avants, Brian B; Tustison, Nicholas J; Wu, Jue; Cook, Philip A; Gee, James C

2011-12-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs ( http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool.

An Open Source Multivariate Framework for n-Tissue Segmentation with Evaluation on Public Data

PubMed Central

Tustison, Nicholas J.; Wu, Jue; Cook, Philip A.; Gee, James C.

2012-01-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs (http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool. PMID:21373993

Bayesian inversion using a geologically realistic and discrete model space

NASA Astrophysics Data System (ADS)

Jaeggli, C.; Julien, S.; Renard, P.

2017-12-01

Since the early days of groundwater modeling, inverse methods play a crucial role. Many research and engineering groups aim to infer extensive knowledge of aquifer parameters from a sparse set of observations. Despite decades of dedicated research on this topic, there are still several major issues to be solved. In the hydrogeological framework, one is often confronted with underground structures that present very sharp contrasts of geophysical properties. In particular, subsoil structures such as karst conduits, channels, faults, or lenses, strongly influence groundwater flow and transport behavior of the underground. For this reason it can be essential to identify their location and shape very precisely. Unfortunately, when inverse methods are specially trained to consider such complex features, their computation effort often becomes unaffordably high. The following work is an attempt to solve this dilemma. We present a new method that is, in some sense, a compromise between the ergodicity of Markov chain Monte Carlo (McMC) methods and the efficient handling of data by the ensemble based Kalmann filters. The realistic and complex random fields are generated by a Multiple-Point Statistics (MPS) tool. Nonetheless, it is applicable with any conditional geostatistical simulation tool. Furthermore, the algorithm is independent of any parametrization what becomes most important when two parametric systems are equivalent (permeability and resistivity, speed and slowness, etc.). When compared to two existing McMC schemes, the computational effort was divided by a factor of 12.

Effects of additional data on Bayesian clustering.

PubMed

Yamazaki, Keisuke

2017-10-01

Hierarchical probabilistic models, such as mixture models, are used for cluster analysis. These models have two types of variables: observable and latent. In cluster analysis, the latent variable is estimated, and it is expected that additional information will improve the accuracy of the estimation of the latent variable. Many proposed learning methods are able to use additional data; these include semi-supervised learning and transfer learning. However, from a statistical point of view, a complex probabilistic model that encompasses both the initial and additional data might be less accurate due to having a higher-dimensional parameter. The present paper presents a theoretical analysis of the accuracy of such a model and clarifies which factor has the greatest effect on its accuracy, the advantages of obtaining additional data, and the disadvantages of increasing the complexity. Copyright © 2017 Elsevier Ltd. All rights reserved.

Possible signals of vacuum dynamics in the Universe

NASA Astrophysics Data System (ADS)

Peracaula, Joan Solà; de Cruz Pérez, Javier; Gómez-Valent, Adrià

2018-05-01

We study a generic class of time-evolving vacuum models which can provide a better phenomenological account of the overall cosmological observations as compared to the ΛCDM. Among these models, the running vacuum model (RVM) appears to be the most motivated and favored one, at a confidence level of ˜3σ. We further support these results by computing the Akaike and Bayesian information criteria. Our analysis also shows that we can extract fair signals of dynamical dark energy (DDE) by confronting the same set of data to the generic XCDM and CPL parametrizations. In all cases we confirm that the combined triad of modern observations on Baryonic Acoustic Oscillations, Large Scale Structure formation, and the Cosmic Microwave Background, provide the bulk of the signal sustaining a possible vacuum dynamics. In the absence of any of these three crucial data sources, the DDE signal can not be perceived at a significant confidence level. Its possible existence could be a cure for some of the tensions existing in the ΛCDM when confronted to observations.

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

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

Rich analysis and rational models: Inferring individual behavior from infant looking data

PubMed Central

Piantadosi, Steven T.; Kidd, Celeste; Aslin, Richard

2013-01-01

Studies of infant looking times over the past 50 years have provided profound insights about cognitive development, but their dependent measures and analytic techniques are quite limited. In the context of infants' attention to discrete sequential events, we show how a Bayesian data analysis approach can be combined with a rational cognitive model to create a rich data analysis framework for infant looking times. We formalize (i) a statistical learning model (ii) a parametric linking between the learning model's beliefs and infants' looking behavior, and (iii) a data analysis model that infers parameters of the cognitive model and linking function for groups and individuals. Using this approach, we show that recent findings from Kidd, Piantadosi, and Aslin (2012) of a U-shaped relationship between look-away probability and stimulus complexity even holds within infants and is not due to averaging subjects with different types of behavior. Our results indicate that individual infants prefer stimuli of intermediate complexity, reserving attention for events that are moderately predictable given their probabilistic expectations about the world. PMID:24750256

Rich analysis and rational models: inferring individual behavior from infant looking data.

PubMed

Piantadosi, Steven T; Kidd, Celeste; Aslin, Richard

2014-05-01

Studies of infant looking times over the past 50 years have provided profound insights about cognitive development, but their dependent measures and analytic techniques are quite limited. In the context of infants' attention to discrete sequential events, we show how a Bayesian data analysis approach can be combined with a rational cognitive model to create a rich data analysis framework for infant looking times. We formalize (i) a statistical learning model, (ii) a parametric linking between the learning model's beliefs and infants' looking behavior, and (iii) a data analysis approach and model that infers parameters of the cognitive model and linking function for groups and individuals. Using this approach, we show that recent findings from Kidd, Piantadosi and Aslin (iv) of a U-shaped relationship between look-away probability and stimulus complexity even holds within infants and is not due to averaging subjects with different types of behavior. Our results indicate that individual infants prefer stimuli of intermediate complexity, reserving attention for events that are moderately predictable given their probabilistic expectations about the world. © 2014 John Wiley & Sons Ltd.

Advanced semi-active engine and transmission mounts: tools for modelling, analysis, design, and tuning

NASA Astrophysics Data System (ADS)

Farjoud, Alireza; Taylor, Russell; Schumann, Eric; Schlangen, Timothy

2014-02-01

This paper is focused on modelling, design, and testing of semi-active magneto-rheological (MR) engine and transmission mounts used in the automotive industry. The purpose is to develop a complete analysis, synthesis, design, and tuning tool that reduces the need for expensive and time-consuming laboratory and field tests. A detailed mathematical model of such devices is developed using multi-physics modelling techniques for physical systems with various energy domains. The model includes all major features of an MR mount including fluid dynamics, fluid track, elastic components, decoupler, rate-dip, gas-charged chamber, MR fluid rheology, magnetic circuit, electronic driver, and control algorithm. Conventional passive hydraulic mounts can also be studied using the same mathematical model. The model is validated using standard experimental procedures. It is used for design and parametric study of mounts; effects of various geometric and material parameters on dynamic response of mounts can be studied. Additionally, this model can be used to test various control strategies to obtain best vibration isolation performance by tuning control parameters. Another benefit of this work is that nonlinear interactions between sub-components of the mount can be observed and investigated. This is not possible by using simplified linear models currently available.

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination

PubMed Central

Duarte, Belmiro P.M.; Wong, Weng Kee; Atkinson, Anthony C.

2016-01-01

T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization. PMID:27330230

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination.

PubMed

Duarte, Belmiro P M; Wong, Weng Kee; Atkinson, Anthony C

2015-03-01

T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization.

A comparison of methods for estimating the random effects distribution of a linear mixed model.

PubMed

Ghidey, Wendimagegn; Lesaffre, Emmanuel; Verbeke, Geert

2010-12-01

This article reviews various recently suggested approaches to estimate the random effects distribution in a linear mixed model, i.e. (1) the smoothing by roughening approach of Shen and Louis,(1) (2) the semi-non-parametric approach of Zhang and Davidian,(2) (3) the heterogeneity model of Verbeke and Lesaffre( 3) and (4) a flexible approach of Ghidey et al. (4) These four approaches are compared via an extensive simulation study. We conclude that for the considered cases, the approach of Ghidey et al. (4) often shows to have the smallest integrated mean squared error for estimating the random effects distribution. An analysis of a longitudinal dental data set illustrates the performance of the methods in a practical example.

A Bayesian Nonparametric Approach to Test Equating

ERIC Educational Resources Information Center

Karabatsos, George; Walker, Stephen G.

2009-01-01

A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…

Controllable outrigger damping system for high rise building with MR dampers

NASA Astrophysics Data System (ADS)

Wang, Zhihao; Chang, Chia-Ming; Spencer, Billie F., Jr.; Chen, Zhengqing

2010-04-01

A novel energy dissipation system that can achieve the amplified damping ratio for a frame-core tube structures is explored, where vertical dampers are equipped between the outrigger and perimeter columns. The modal characteristics of the structural system with linear viscous dampers are theoretically analyzed from the simplified finite element model by parametric analysis. The result shows that modal damping ratios of the first several modes can increase a lot with this novel damping system. To improve the control performance of system, the semi-active control devices, magnetorheological (MR) dampers, are adopted to develop a controllable outrigger damping system. The clipped optimal control with the linear-quadratic Gaussian (LQG) acceleration feedback is adopted in this paper. The effectiveness of both passive and semi-active control outrigger damping systems is evaluated through the numerical simulation of a representative tall building subjected to two typical earthquake records.

Model Diagnostics for Bayesian Networks

ERIC Educational Resources Information Center

Sinharay, Sandip

2006-01-01

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

A Statistical Approach Reveals Designs for the Most Robust Stochastic Gene Oscillators

PubMed Central

2016-01-01

The engineering of transcriptional networks presents many challenges due to the inherent uncertainty in the system structure, changing cellular context, and stochasticity in the governing dynamics. One approach to address these problems is to design and build systems that can function across a range of conditions; that is they are robust to uncertainty in their constituent components. Here we examine the parametric robustness landscape of transcriptional oscillators, which underlie many important processes such as circadian rhythms and the cell cycle, plus also serve as a model for the engineering of complex and emergent phenomena. The central questions that we address are: Can we build genetic oscillators that are more robust than those already constructed? Can we make genetic oscillators arbitrarily robust? These questions are technically challenging due to the large model and parameter spaces that must be efficiently explored. Here we use a measure of robustness that coincides with the Bayesian model evidence, combined with an efficient Monte Carlo method to traverse model space and concentrate on regions of high robustness, which enables the accurate evaluation of the relative robustness of gene network models governed by stochastic dynamics. We report the most robust two and three gene oscillator systems, plus examine how the number of interactions, the presence of autoregulation, and degradation of mRNA and protein affects the frequency, amplitude, and robustness of transcriptional oscillators. We also find that there is a limit to parametric robustness, beyond which there is nothing to be gained by adding additional feedback. Importantly, we provide predictions on new oscillator systems that can be constructed to verify the theory and advance design and modeling approaches to systems and synthetic biology. PMID:26835539

Uncertainty quantification and propagation in nuclear density functional theory

DOE PAGES

Schunck, N.; McDonnell, J. D.; Higdon, D.; ...

2015-12-23

Nuclear density functional theory (DFT) is one of the main theoretical tools used to study the properties of heavy and superheavy elements, or to describe the structure of nuclei far from stability. While on-going eff orts seek to better root nuclear DFT in the theory of nuclear forces, energy functionals remain semi-phenomenological constructions that depend on a set of parameters adjusted to experimental data in fi nite nuclei. In this study, we review recent eff orts to quantify the related uncertainties, and propagate them to model predictions. In particular, we cover the topics of parameter estimation for inverse problems, statisticalmore » analysis of model uncertainties and Bayesian inference methods. Illustrative examples are taken from the literature.« less

Rapid Non-Gaussian Uncertainty Quantification of Seismic Velocity Models and Images

NASA Astrophysics Data System (ADS)

Ely, G.; Malcolm, A. E.; Poliannikov, O. V.

2017-12-01

Conventional seismic imaging typically provides a single estimate of the subsurface without any error bounds. Noise in the observed raw traces as well as the uncertainty of the velocity model directly impact the uncertainty of the final seismic image and its resulting interpretation. We present a Bayesian inference framework to quantify uncertainty in both the velocity model and seismic images, given noise statistics of the observed data.To estimate velocity model uncertainty, we combine the field expansion method, a fast frequency domain wave equation solver, with the adaptive Metropolis-Hastings algorithm. The speed of the field expansion method and its reduced parameterization allows us to perform the tens or hundreds of thousands of forward solves needed for non-parametric posterior estimations. We then migrate the observed data with the distribution of velocity models to generate uncertainty estimates of the resulting subsurface image. This procedure allows us to create both qualitative descriptions of seismic image uncertainty and put error bounds on quantities of interest such as the dip angle of a subduction slab or thickness of a stratigraphic layer.

Identifying demand for health resources using waiting times information.

PubMed

Blundell, R; Windmeijer, F

2000-09-01

In this paper the differences in average waiting times are utilized to identify the determinants of demand for health services. The equilibrium waiting time framework is used, but the full equilibrium assumption is relaxed by selecting areas with low waiting times and by estimating a (semi-)parametric selection model. Determinants of supply are used as instruments for the endogeneity of waiting times. A model for the demand for acute services at the ward level in the UK is estimated. The model estimates, and their implications for health service allocations in the UK, are contrasted against more standard allocation models. The present results show that it is critically important to account for rationing by waiting times when identifying needs from care utilization data. Copyright 2000 John Wiley & Sons, Ltd.

a Semi-Automated Point Cloud Processing Methodology for 3d Cultural Heritage Documentation

NASA Astrophysics Data System (ADS)

Kıvılcım, C. Ö.; Duran, Z.

2016-06-01

The preliminary phase in any architectural heritage project is to obtain metric measurements and documentation of the building and its individual elements. On the other hand, conventional measurement techniques require tremendous resources and lengthy project completion times for architectural surveys and 3D model production. Over the past two decades, the widespread use of laser scanning and digital photogrammetry have significantly altered the heritage documentation process. Furthermore, advances in these technologies have enabled robust data collection and reduced user workload for generating various levels of products, from single buildings to expansive cityscapes. More recently, the use of procedural modelling methods and BIM relevant applications for historic building documentation purposes has become an active area of research, however fully automated systems in cultural heritage documentation still remains open. In this paper, we present a semi-automated methodology, for 3D façade modelling of cultural heritage assets based on parametric and procedural modelling techniques and using airborne and terrestrial laser scanning data. We present the contribution of our methodology, which we implemented in an open source software environment using the example project of a 16th century early classical era Ottoman structure, Sinan the Architect's Şehzade Mosque in Istanbul, Turkey.

Extending semi-numeric reionization models to the first stars and galaxies

NASA Astrophysics Data System (ADS)

Koh, Daegene; Wise, John H.

2018-03-01

Semi-numeric methods have made it possible to efficiently model the epoch of reionization (EoR). While most implementations involve a reduction to a simple three-parameter model, we introduce a new mass-dependent ionizing efficiency parameter that folds in physical parameters that are constrained by the latest numerical simulations. This new parametrization enables the effective modelling of a broad range of host halo masses containing ionizing sources, extending from the smallest Population III host haloes with M ˜ 106 M⊙, which are often ignored, to the rarest cosmic peaks with M ˜ 1012 M⊙ during EoR. We compare the resulting ionizing histories with a typical three-parameter model and also compare with the latest constraints from the Planck mission. Our model results in an optical depth due to Thomson scattering, τe = 0.057, that is consistent with Planck. The largest difference in our model is shown in the resulting bubble size distributions that peak at lower characteristic sizes and are broadened. We also consider the uncertainties of the various physical parameters, and comparing the resulting ionizing histories broadly disfavours a small contribution from galaxies. The smallest haloes cease a meaningful contribution to the ionizing photon budget after z = 10, implying that they play a role in determining the start of EoR and little else.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Bayesian Model Averaging for Propensity Score Analysis

ERIC Educational Resources Information Center

Kaplan, David; Chen, Jianshen

2013-01-01

The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…

Bayesian Inference for Functional Dynamics Exploring in fMRI Data.

PubMed

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

2016-01-01

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

Molecular data and ecological niche modelling reveal the Pleistocene history of a semi-aquatic bug (Microvelia douglasi douglasi) in East Asia.

PubMed

Ye, Zhen; Zhu, Gengping; Chen, Pingping; Zhang, Danli; Bu, Wenjun

2014-06-01

This study investigated the Pleistocene history of a semi-aquatic bug, Microvelia douglasi douglasi Scott, 1874 (Hemiptera: Veliidae) in East Asia. We used M. douglasi douglasi as a model species to explore the effects of historical climatic fluctuations on montane semi-aquatic invertebrate species. Two hypotheses were developed using ecological niche models (ENMs). First, we hypothesized that M. douglasi douglasi persisted in suitable habitats in southern Guizhou, southern Yunnan, Hainan, Taiwan and southeast China during the LIG. After that, the populations expanded (Hypothesis 1). As the spatial prediction in the LGM was significantly larger than in the LIG, we then hypothesized that the population expanded during the LIG to LGM transition (Hypothesis 2). We tested these hypotheses using mitochondrial data (COI+COII) and nuclear data (ITS1+5.8S+ITS2). Young lineages, relatively deep splits, lineage differentiation among mountain ranges in central, south and southwest China and high genetic diversities were observed in these suitable habitats. Evidence of mismatch distributions and neutrality tests indicate that a population expansion occurred in the late Pleistocene. The Bayesian skyline plot (BSP) revealed an unusual population expansion that likely happened during the cooling transition between LIG and LGM. The results of genetic data were mostly consistent with the spatial predictions from ENM, a finding that can profoundly improve phylogeographic research. The ecological requirements of M. douglasi douglasi, together with the geographical heterogeneity and climatic fluctuations of Pleistocene in East Asia, could have shaped this unusual demographic history. Our study contributes to our knowledge of semi-aquatic bug/invertebrate responses to Pleistocene climatic fluctuations in East Asia. © 2014 John Wiley & Sons Ltd.

Cortical Coupling Reflects Bayesian Belief Updating in the Deployment of Spatial Attention.

PubMed

Vossel, Simone; Mathys, Christoph; Stephan, Klaas E; Friston, Karl J

2015-08-19

The deployment of visuospatial attention and the programming of saccades are governed by the inferred likelihood of events. In the present study, we combined computational modeling of psychophysical data with fMRI to characterize the computational and neural mechanisms underlying this flexible attentional control. Sixteen healthy human subjects performed a modified version of Posner's location-cueing paradigm in which the percentage of cue validity varied in time and the targets required saccadic responses. Trialwise estimates of the certainty (precision) of the prediction that the target would appear at the cued location were derived from a hierarchical Bayesian model fitted to individual trialwise saccadic response speeds. Trial-specific model parameters then entered analyses of fMRI data as parametric regressors. Moreover, dynamic causal modeling (DCM) was performed to identify the most likely functional architecture of the attentional reorienting network and its modulation by (Bayes-optimal) precision-dependent attention. While the frontal eye fields (FEFs), intraparietal sulcus, and temporoparietal junction (TPJ) of both hemispheres showed higher activity on invalid relative to valid trials, reorienting responses in right FEF, TPJ, and the putamen were significantly modulated by precision-dependent attention. Our DCM results suggested that the precision of predictability underlies the attentional modulation of the coupling of TPJ with FEF and the putamen. Our results shed new light on the computational architecture and neuronal network dynamics underlying the context-sensitive deployment of visuospatial attention. Spatial attention and its neural correlates in the human brain have been studied extensively with the help of fMRI and cueing paradigms in which the location of targets is pre-cued on a trial-by-trial basis. One aspect that has so far been neglected concerns the question of how the brain forms attentional expectancies when no a priori probability information is available but needs to be inferred from observations. This study elucidates the computational and neural mechanisms under which probabilistic inference governs attentional deployment. Our results show that Bayesian belief updating explains changes in cortical connectivity; in that directional influences from the temporoparietal junction on the frontal eye fields and the putamen were modulated by (Bayes-optimal) updates. Copyright © 2015 Vossel et al.

A flexible Bayesian hierarchical model of preterm birth risk among US Hispanic subgroups in relation to maternal nativity and education

PubMed Central

2011-01-01

Background Previous research has documented heterogeneity in the effects of maternal education on adverse birth outcomes by nativity and Hispanic subgroup in the United States. In this article, we considered the risk of preterm birth (PTB) using 9 years of vital statistics birth data from New York City. We employed finer categorizations of exposure than used previously and estimated the risk dose-response across the range of education by nativity and ethnicity. Methods Using Bayesian random effects logistic regression models with restricted quadratic spline terms for years of completed maternal education, we calculated and plotted the estimated posterior probabilities of PTB (gestational age < 37 weeks) for each year of education by ethnic and nativity subgroups adjusted for only maternal age, as well as with more extensive covariate adjustments. We then estimated the posterior risk difference between native and foreign born mothers by ethnicity over the continuous range of education exposures. Results The risk of PTB varied substantially by education, nativity and ethnicity. Native born groups showed higher absolute risk of PTB and declining risk associated with higher levels of education beyond about 10 years, as did foreign-born Puerto Ricans. For most other foreign born groups, however, risk of PTB was flatter across the education range. For Mexicans, Central Americans, Dominicans, South Americans and "Others", the protective effect of foreign birth diminished progressively across the educational range. Only for Puerto Ricans was there no nativity advantage for the foreign born, although small numbers of foreign born Cubans limited precision of estimates for that group. Conclusions Using flexible Bayesian regression models with random effects allowed us to estimate absolute risks without strong modeling assumptions. Risk comparisons for any sub-groups at any exposure level were simple to calculate. Shrinkage of posterior estimates through the use of random effects allowed for finer categorization of exposures without restricting joint effects to follow a fixed parametric scale. Although foreign born Hispanic women with the least education appeared to generally have low risk, this seems likely to be a marker for unmeasured environmental and behavioral factors, rather than a causally protective effect of low education itself. PMID:21504612

A flexible Bayesian hierarchical model of preterm birth risk among US Hispanic subgroups in relation to maternal nativity and education.

PubMed

Kaufman, Jay S; MacLehose, Richard F; Torrone, Elizabeth A; Savitz, David A

2011-04-19

Previous research has documented heterogeneity in the effects of maternal education on adverse birth outcomes by nativity and Hispanic subgroup in the United States. In this article, we considered the risk of preterm birth (PTB) using 9 years of vital statistics birth data from New York City. We employed finer categorizations of exposure than used previously and estimated the risk dose-response across the range of education by nativity and ethnicity. Using Bayesian random effects logistic regression models with restricted quadratic spline terms for years of completed maternal education, we calculated and plotted the estimated posterior probabilities of PTB (gestational age < 37 weeks) for each year of education by ethnic and nativity subgroups adjusted for only maternal age, as well as with more extensive covariate adjustments. We then estimated the posterior risk difference between native and foreign born mothers by ethnicity over the continuous range of education exposures. The risk of PTB varied substantially by education, nativity and ethnicity. Native born groups showed higher absolute risk of PTB and declining risk associated with higher levels of education beyond about 10 years, as did foreign-born Puerto Ricans. For most other foreign born groups, however, risk of PTB was flatter across the education range. For Mexicans, Central Americans, Dominicans, South Americans and "Others", the protective effect of foreign birth diminished progressively across the educational range. Only for Puerto Ricans was there no nativity advantage for the foreign born, although small numbers of foreign born Cubans limited precision of estimates for that group. Using flexible Bayesian regression models with random effects allowed us to estimate absolute risks without strong modeling assumptions. Risk comparisons for any sub-groups at any exposure level were simple to calculate. Shrinkage of posterior estimates through the use of random effects allowed for finer categorization of exposures without restricting joint effects to follow a fixed parametric scale. Although foreign born Hispanic women with the least education appeared to generally have low risk, this seems likely to be a marker for unmeasured environmental and behavioral factors, rather than a causally protective effect of low education itself.

The role of curvature in the slowing down acceleration scenario

NASA Astrophysics Data System (ADS)

Cárdenas, Víctor H.; Rivera, Marco

2012-04-01

We introduce the curvature Ωk as a new free parameter in the Bayesian analysis using SNIa, BAO and CMB data, in a model with variable equation of state parameter w(z). We compare the results using both the Constitution and Union 2 data sets, and also study possible low redshift transitions in the deceleration parameter q(z). We found that, incorporating Ωk in the analysis, it is possible to make all the three observational probes consistent using both SNIa data sets. Our results support dark energy evolution at small redshift, and show that the tension between small and large redshift probes is ameliorated. However, although the tension decreases, it is still not possible to find a consensus set of parameters that fit all the three data set using the Chevalier-Polarski-Linder CPL parametrization.

Confidence Intervals for Laboratory Sonic Boom Annoyance Tests

NASA Technical Reports Server (NTRS)

Rathsam, Jonathan; Christian, Andrew

2016-01-01

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

A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins

NASA Astrophysics Data System (ADS)

Gronewold, A.; Alameddine, I.; Anderson, R. M.

2009-12-01

Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predicting flow from ungauged basins. In particular, these approaches allow for predicting flows under uncertain and potentially variable future conditions due to rapid land cover changes, variable climate conditions, and other factors. Despite the broad range of literature on estimating rainfall-runoff model parameters, however, the absence of a robust set of modeling tools for identifying and quantifying uncertainties in (and correlation between) rainfall-runoff model parameters represents a significant gap in current hydrological modeling research. Here, we build upon a series of recent publications promoting novel Bayesian and probabilistic modeling strategies for quantifying rainfall-runoff model parameter estimation uncertainty. Our approach applies alternative measures of rainfall-runoff model parameter joint likelihood (including Nash-Sutcliffe efficiency, among others) to simulate samples from the joint parameter posterior probability density function. We then use these correlated samples as response variables in a Bayesian hierarchical model with land use coverage data as predictor variables in order to develop a robust land use-based tool for forecasting flow in ungauged basins while accounting for, and explicitly acknowledging, parameter estimation uncertainty. We apply this modeling strategy to low-relief coastal watersheds of Eastern North Carolina, an area representative of coastal resource waters throughout the world because of its sensitive embayments and because of the abundant (but currently threatened) natural resources it hosts. Consequently, this area is the subject of several ongoing studies and large-scale planning initiatives, including those conducted through the United States Environmental Protection Agency (USEPA) total maximum daily load (TMDL) program, as well as those addressing coastal population dynamics and sea level rise. Our approach has several advantages, including the propagation of parameter uncertainty through a nonparametric probability distribution which avoids common pitfalls of fitting parameters and model error structure to a predetermined parametric distribution function. In addition, by explicitly acknowledging correlation between model parameters (and reflecting those correlations in our predictive model) our model yields relatively efficient prediction intervals (unlike those in the current literature which are often unnecessarily large, and may lead to overly-conservative management actions). Finally, our model helps improve understanding of the rainfall-runoff process by identifying model parameters (and associated catchment attributes) which are most sensitive to current and future land use change patterns. Disclaimer: Although this work was reviewed by EPA and approved for publication, it may not necessarily reflect official Agency policy.

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

PubMed Central

Marmarelis, Vasilis Z.; Berger, Theodore W.

2009-01-01

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

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

PubMed

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

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

Pumpe, Daniel; Gabler, Michael; Steininger, Theo; Enßlin, Torsten A.

2018-02-01

Quasi-periodic oscillations (QPOs) discovered in the decaying tails of giant flares of magnetars are believed to be torsional oscillations of neutron stars. These QPOs have a high potential to constrain properties of high-density matter. In search for quasi-periodic signals, we study the light curves of the giant flares of SGR 1806-20 and SGR 1900+14, with a non-parametric Bayesian signal inference method called D3PO. The D3PO algorithm models the raw photon counts as a continuous flux and takes the Poissonian shot noise as well as all instrument effects into account. It reconstructs the logarithmic flux and its power spectrum from the data. Using this fully noise-aware method, we do not confirm previously reported frequency lines at ν ≳ 17 Hz because they fall into the noise-dominated regime. However, we find two new potential candidates for oscillations at 9.2 Hz (SGR 1806-20) and 7.7 Hz (SGR 1900+14). If these are real and the fundamental magneto-elastic oscillations of the magnetars, current theoretical models would favour relatively weak magnetic fields B̅ 6× 1013-3 × 1014 G (SGR 1806-20) and a relatively low shear velocity inside the crust compared to previous findings. Data are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (http://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/610/A61

Modeling Dark Energy Through AN Ising Fluid with Network Interactions

NASA Astrophysics Data System (ADS)

Luongo, Orlando; Tommasini, Damiano

2014-12-01

We show that the dark energy (DE) effects can be modeled by using an Ising perfect fluid with network interactions, whose low redshift equation of state (EoS), i.e. ω0, becomes ω0 = -1 as in the ΛCDM model. In our picture, DE is characterized by a barotropic fluid on a lattice in the equilibrium configuration. Thus, mimicking the spin interaction by replacing the spin variable with an occupational number, the pressure naturally becomes negative. We find that the corresponding EoS mimics the effects of a variable DE term, whose limiting case reduces to the cosmological constant Λ. This permits us to avoid the introduction of a vacuum energy as DE source by hand, alleviating the coincidence and fine tuning problems. We find fairly good cosmological constraints, by performing three tests with supernovae Ia (SNeIa), baryonic acoustic oscillation (BAO) and cosmic microwave background (CMB) measurements. Finally, we perform the Akaike information criterion (AIC) and Bayesian information criterion (BIC) selection criteria, showing that our model is statistically favored with respect to the Chevallier-Polarsky-Linder (CPL) parametrization.

Bayesian structural equation modeling in sport and exercise psychology.

PubMed

Stenling, Andreas; Ivarsson, Andreas; Johnson, Urban; Lindwall, Magnus

2015-08-01

Bayesian statistics is on the rise in mainstream psychology, but applications in sport and exercise psychology research are scarce. In this article, the foundations of Bayesian analysis are introduced, and we will illustrate how to apply Bayesian structural equation modeling in a sport and exercise psychology setting. More specifically, we contrasted a confirmatory factor analysis on the Sport Motivation Scale II estimated with the most commonly used estimator, maximum likelihood, and a Bayesian approach with weakly informative priors for cross-loadings and correlated residuals. The results indicated that the model with Bayesian estimation and weakly informative priors provided a good fit to the data, whereas the model estimated with a maximum likelihood estimator did not produce a well-fitting model. The reasons for this discrepancy between maximum likelihood and Bayesian estimation are discussed as well as potential advantages and caveats with the Bayesian approach.

An introduction to using Bayesian linear regression with clinical data.

PubMed

Baldwin, Scott A; Larson, Michael J

2017-11-01

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

Maximal near-field radiative heat transfer between two plates

NASA Astrophysics Data System (ADS)

Nefzaoui, Elyes; Ezzahri, Younès; Drévillon, Jérémie; Joulain, Karl

2013-09-01

Near-field radiative transfer is a promising way to significantly and simultaneously enhance both thermo-photovoltaic (TPV) devices power densities and efficiencies. A parametric study of Drude and Lorentz models performances in maximizing near-field radiative heat transfer between two semi-infinite planes separated by nanometric distances at room temperature is presented in this paper. Optimal parameters of these models that provide optical properties maximizing the radiative heat flux are reported and compared to real materials usually considered in similar studies, silicon carbide and heavily doped silicon in this case. Results are obtained by exact and approximate (in the extreme near-field regime and the electrostatic limit hypothesis) calculations. The two methods are compared in terms of accuracy and CPU resources consumption. Their differences are explained according to a mesoscopic description of nearfield radiative heat transfer. Finally, the frequently assumed hypothesis which states a maximal radiative heat transfer when the two semi-infinite planes are of identical materials is numerically confirmed. Its subsequent practical constraints are then discussed. Presented results enlighten relevant paths to follow in order to choose or design materials maximizing nano-TPV devices performances.

Quantifying discrimination of Framingham risk functions with different survival C statistics.

PubMed

Pencina, Michael J; D'Agostino, Ralph B; Song, Linye

2012-07-10

Cardiovascular risk prediction functions offer an important diagnostic tool for clinicians and patients themselves. They are usually constructed with the use of parametric or semi-parametric survival regression models. It is essential to be able to evaluate the performance of these models, preferably with summaries that offer natural and intuitive interpretations. The concept of discrimination, popular in the logistic regression context, has been extended to survival analysis. However, the extension is not unique. In this paper, we define discrimination in survival analysis as the model's ability to separate those with longer event-free survival from those with shorter event-free survival within some time horizon of interest. This definition remains consistent with that used in logistic regression, in the sense that it assesses how well the model-based predictions match the observed data. Practical and conceptual examples and numerical simulations are employed to examine four C statistics proposed in the literature to evaluate the performance of survival models. We observe that they differ in the numerical values and aspects of discrimination that they capture. We conclude that the index proposed by Harrell is the most appropriate to capture discrimination described by the above definition. We suggest researchers report which C statistic they are using, provide a rationale for their selection, and be aware that comparing different indices across studies may not be meaningful. Copyright © 2012 John Wiley & Sons, Ltd.

Semi-supervised vibration-based classification and condition monitoring of compressors

NASA Astrophysics Data System (ADS)

Potočnik, Primož; Govekar, Edvard

2017-09-01

Semi-supervised vibration-based classification and condition monitoring of the reciprocating compressors installed in refrigeration appliances is proposed in this paper. The method addresses the problem of industrial condition monitoring where prior class definitions are often not available or difficult to obtain from local experts. The proposed method combines feature extraction, principal component analysis, and statistical analysis for the extraction of initial class representatives, and compares the capability of various classification methods, including discriminant analysis (DA), neural networks (NN), support vector machines (SVM), and extreme learning machines (ELM). The use of the method is demonstrated on a case study which was based on industrially acquired vibration measurements of reciprocating compressors during the production of refrigeration appliances. The paper presents a comparative qualitative analysis of the applied classifiers, confirming the good performance of several nonlinear classifiers. If the model parameters are properly selected, then very good classification performance can be obtained from NN trained by Bayesian regularization, SVM and ELM classifiers. The method can be effectively applied for the industrial condition monitoring of compressors.

Modes of transmission of Simian T-lymphotropic Virus Type 1 in semi-captive mandrills (Mandrillus sphinx).

PubMed

Roussel, Marion; Pontier, Dominique; Ngoubangoye, Barthélémy; Kazanji, Mirdad; Verrier, Delphine; Fouchet, David

2015-09-30

Non-human primates (NHPs) often live in inaccessible areas, have cryptic behaviors, and are difficult to follow in the wild. Here, we present a study on the spread of the simian T-lymphotropic Virus Type 1 (STLV-1), the simian counterpart of the human T-lymphotropic virus type 1 (HTLV-1) in a semi-captive mandrill colony. This study combines 28 years of longitudinal monitoring, including behavioral data, with a dynamic mathematical model and Bayesian inference. Three transmission modes were suspected: aggressive, sexual and familial. Our results show that among males, STLV-1 transmission occurs preferentially via aggression. Because of their impressive aggressive behavior male mandrills can easily transmit the virus during fights. On the contrary, sexual activity seems to have little effect. Thus transmission appears to occur primarily via male-male and female-female contact. In addition, for young mandrills, familial transmission appears to play an important role in virus spread. Copyright © 2015 Elsevier B.V. All rights reserved.

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

PubMed

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

2013-05-01

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

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

PubMed

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

2013-01-01

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

The Impact of Parametric Uncertainties on Biogeochemistry in the E3SM Land Model

NASA Astrophysics Data System (ADS)

Ricciuto, Daniel; Sargsyan, Khachik; Thornton, Peter

2018-02-01

We conduct a global sensitivity analysis (GSA) of the Energy Exascale Earth System Model (E3SM), land model (ELM) to calculate the sensitivity of five key carbon cycle outputs to 68 model parameters. This GSA is conducted by first constructing a Polynomial Chaos (PC) surrogate via new Weighted Iterative Bayesian Compressive Sensing (WIBCS) algorithm for adaptive basis growth leading to a sparse, high-dimensional PC surrogate with 3,000 model evaluations. The PC surrogate allows efficient extraction of GSA information leading to further dimensionality reduction. The GSA is performed at 96 FLUXNET sites covering multiple plant functional types (PFTs) and climate conditions. About 20 of the model parameters are identified as sensitive with the rest being relatively insensitive across all outputs and PFTs. These sensitivities are dependent on PFT, and are relatively consistent among sites within the same PFT. The five model outputs have a majority of their highly sensitive parameters in common. A common subset of sensitive parameters is also shared among PFTs, but some parameters are specific to certain types (e.g., deciduous phenology). The relative importance of these parameters shifts significantly among PFTs and with climatic variables such as mean annual temperature.

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

NASA Astrophysics Data System (ADS)

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

2013-04-01

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

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

PubMed

Gasbarra, Dario; Arjas, Elja; Vehtari, Aki; Slama, Rémy; Keiding, Niels

2015-10-01

This paper was inspired by the studies of Niels Keiding and co-authors on estimating the waiting time-to-pregnancy (TTP) distribution, and in particular on using the current duration design in that context. In this design, a cross-sectional sample of women is collected from those who are currently attempting to become pregnant, and then by recording from each the time she has been attempting. Our aim here is to study the identifiability and the estimation of the waiting time distribution on the basis of current duration data. The main difficulty in this stems from the fact that very short waiting times are only rarely selected into the sample of current durations, and this renders their estimation unstable. We introduce here a Bayesian method for this estimation problem, prove its asymptotic consistency, and compare the method to some variants of the non-parametric maximum likelihood estimators, which have been used previously in this context. The properties of the Bayesian estimation method are studied also empirically, using both simulated data and TTP data on current durations collected by Slama et al. (Hum Reprod 27(5):1489-1498, 2012).

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Bayesian models: A statistical primer for ecologists

USGS Publications Warehouse

Hobbs, N. Thompson; Hooten, Mevin B.

2015-01-01

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models

Bayesian inference of stress release models applied to some Italian seismogenic zones

NASA Astrophysics Data System (ADS)

Rotondi, R.; Varini, E.

2007-04-01

In this paper, we evaluate the seismic hazard of a region in southern Italy by analysing stress release models from the Bayesian viewpoint; the data are drawn from the most recent version of the parametric catalogue of Italian earthquakes. For estimation we just use the events up to 1992, then we forecast the date of the next event through a stochastic simulation method and we compare the result with the really occurred shocks in the span 1993-2002. The original version of the stress release model, proposed by Vere-Jones in 1978, transposes Reid's elastic rebound theory in the framework of stochastic point processes. Since the nineties enriched versions of this model have appeared in the literature, applied to historical catalogues from China, Iran, Japan; they envisage the identification of independent or interacting tectonic subunits constituting the region under exam. It follows that the stress release models, designed for regional analyses, are evolving towards studies on fault segments, realizing some degree of convergence to those models that start from an individual fault and, considering the interactions with nearby segments, are driven to studies on regional scale. The optimal performance of the models we consider depends on a set of choices among which: the seismogenic region and possible subzones, the threshold magnitude, the length of the time period. In this paper, we focus our attention on the influence of the subdivision of the region under exam into tectonic units; in the light of the recent studies on the fault segmentation model of Italy we propose a partition of Sannio-Matese-Ofanto-Irpinia, one of the most seismically active region in southern Italy. The results show that the performance of the stress release models improves in terms of both fitting and forecasting when the region is split up into parts including new information about potential seismogenic sources.

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

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

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

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

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.

Mediation Analysis with Survival Outcomes: Accelerated Failure Time vs. Proportional Hazards Models.

PubMed

Gelfand, Lois A; MacKinnon, David P; DeRubeis, Robert J; Baraldi, Amanda N

2016-01-01

Survival time is an important type of outcome variable in treatment research. Currently, limited guidance is available regarding performing mediation analyses with survival outcomes, which generally do not have normally distributed errors, and contain unobserved (censored) events. We present considerations for choosing an approach, using a comparison of semi-parametric proportional hazards (PH) and fully parametric accelerated failure time (AFT) approaches for illustration. We compare PH and AFT models and procedures in their integration into mediation models and review their ability to produce coefficients that estimate causal effects. Using simulation studies modeling Weibull-distributed survival times, we compare statistical properties of mediation analyses incorporating PH and AFT approaches (employing SAS procedures PHREG and LIFEREG, respectively) under varied data conditions, some including censoring. A simulated data set illustrates the findings. AFT models integrate more easily than PH models into mediation models. Furthermore, mediation analyses incorporating LIFEREG produce coefficients that can estimate causal effects, and demonstrate superior statistical properties. Censoring introduces bias in the coefficient estimate representing the treatment effect on outcome-underestimation in LIFEREG, and overestimation in PHREG. With LIFEREG, this bias can be addressed using an alternative estimate obtained from combining other coefficients, whereas this is not possible with PHREG. When Weibull assumptions are not violated, there are compelling advantages to using LIFEREG over PHREG for mediation analyses involving survival-time outcomes. Irrespective of the procedures used, the interpretation of coefficients, effects of censoring on coefficient estimates, and statistical properties should be taken into account when reporting results.

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

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-07-01

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

Bayesian inference on multiscale models for poisson intensity estimation: applications to photon-limited image denoising.

PubMed

Lefkimmiatis, Stamatios; Maragos, Petros; Papandreou, George

2009-08-01

We present an improved statistical model for analyzing Poisson processes, with applications to photon-limited imaging. We build on previous work, adopting a multiscale representation of the Poisson process in which the ratios of the underlying Poisson intensities (rates) in adjacent scales are modeled as mixtures of conjugate parametric distributions. Our main contributions include: 1) a rigorous and robust regularized expectation-maximization (EM) algorithm for maximum-likelihood estimation of the rate-ratio density parameters directly from the noisy observed Poisson data (counts); 2) extension of the method to work under a multiscale hidden Markov tree model (HMT) which couples the mixture label assignments in consecutive scales, thus modeling interscale coefficient dependencies in the vicinity of image edges; 3) exploration of a 2-D recursive quad-tree image representation, involving Dirichlet-mixture rate-ratio densities, instead of the conventional separable binary-tree image representation involving beta-mixture rate-ratio densities; and 4) a novel multiscale image representation, which we term Poisson-Haar decomposition, that better models the image edge structure, thus yielding improved performance. Experimental results on standard images with artificially simulated Poisson noise and on real photon-limited images demonstrate the effectiveness of the proposed techniques.

Large ensemble modeling of the last deglacial retreat of the West Antarctic Ice Sheet: comparison of simple and advanced statistical techniques

NASA Astrophysics Data System (ADS)

Pollard, David; Chang, Won; Haran, Murali; Applegate, Patrick; DeConto, Robert

2016-05-01

A 3-D hybrid ice-sheet model is applied to the last deglacial retreat of the West Antarctic Ice Sheet over the last ˜ 20 000 yr. A large ensemble of 625 model runs is used to calibrate the model to modern and geologic data, including reconstructed grounding lines, relative sea-level records, elevation-age data and uplift rates, with an aggregate score computed for each run that measures overall model-data misfit. Two types of statistical methods are used to analyze the large-ensemble results: simple averaging weighted by the aggregate score, and more advanced Bayesian techniques involving Gaussian process-based emulation and calibration, and Markov chain Monte Carlo. The analyses provide sea-level-rise envelopes with well-defined parametric uncertainty bounds, but the simple averaging method only provides robust results with full-factorial parameter sampling in the large ensemble. Results for best-fit parameter ranges and envelopes of equivalent sea-level rise with the simple averaging method agree well with the more advanced techniques. Best-fit parameter ranges confirm earlier values expected from prior model tuning, including large basal sliding coefficients on modern ocean beds.

Spatial cluster detection using dynamic programming.

PubMed

Sverchkov, Yuriy; Jiang, Xia; Cooper, Gregory F

2012-03-25

The task of spatial cluster detection involves finding spatial regions where some property deviates from the norm or the expected value. In a probabilistic setting this task can be expressed as finding a region where some event is significantly more likely than usual. Spatial cluster detection is of interest in fields such as biosurveillance, mining of astronomical data, military surveillance, and analysis of fMRI images. In almost all such applications we are interested both in the question of whether a cluster exists in the data, and if it exists, we are interested in finding the most accurate characterization of the cluster. We present a general dynamic programming algorithm for grid-based spatial cluster detection. The algorithm can be used for both Bayesian maximum a-posteriori (MAP) estimation of the most likely spatial distribution of clusters and Bayesian model averaging over a large space of spatial cluster distributions to compute the posterior probability of an unusual spatial clustering. The algorithm is explained and evaluated in the context of a biosurveillance application, specifically the detection and identification of Influenza outbreaks based on emergency department visits. A relatively simple underlying model is constructed for the purpose of evaluating the algorithm, and the algorithm is evaluated using the model and semi-synthetic test data. When compared to baseline methods, tests indicate that the new algorithm can improve MAP estimates under certain conditions: the greedy algorithm we compared our method to was found to be more sensitive to smaller outbreaks, while as the size of the outbreaks increases, in terms of area affected and proportion of individuals affected, our method overtakes the greedy algorithm in spatial precision and recall. The new algorithm performs on-par with baseline methods in the task of Bayesian model averaging. We conclude that the dynamic programming algorithm performs on-par with other available methods for spatial cluster detection and point to its low computational cost and extendability as advantages in favor of further research and use of the algorithm.

Spatial cluster detection using dynamic programming

PubMed Central

2012-01-01

Background The task of spatial cluster detection involves finding spatial regions where some property deviates from the norm or the expected value. In a probabilistic setting this task can be expressed as finding a region where some event is significantly more likely than usual. Spatial cluster detection is of interest in fields such as biosurveillance, mining of astronomical data, military surveillance, and analysis of fMRI images. In almost all such applications we are interested both in the question of whether a cluster exists in the data, and if it exists, we are interested in finding the most accurate characterization of the cluster. Methods We present a general dynamic programming algorithm for grid-based spatial cluster detection. The algorithm can be used for both Bayesian maximum a-posteriori (MAP) estimation of the most likely spatial distribution of clusters and Bayesian model averaging over a large space of spatial cluster distributions to compute the posterior probability of an unusual spatial clustering. The algorithm is explained and evaluated in the context of a biosurveillance application, specifically the detection and identification of Influenza outbreaks based on emergency department visits. A relatively simple underlying model is constructed for the purpose of evaluating the algorithm, and the algorithm is evaluated using the model and semi-synthetic test data. Results When compared to baseline methods, tests indicate that the new algorithm can improve MAP estimates under certain conditions: the greedy algorithm we compared our method to was found to be more sensitive to smaller outbreaks, while as the size of the outbreaks increases, in terms of area affected and proportion of individuals affected, our method overtakes the greedy algorithm in spatial precision and recall. The new algorithm performs on-par with baseline methods in the task of Bayesian model averaging. Conclusions We conclude that the dynamic programming algorithm performs on-par with other available methods for spatial cluster detection and point to its low computational cost and extendability as advantages in favor of further research and use of the algorithm. PMID:22443103

Study of microwave drying of wet materials based on one-dimensional two-phase model

NASA Astrophysics Data System (ADS)

Salomatov, Vl V.; Karelin, V. A.

2017-11-01

Currently, microwave is one of the most interesting ways to conduct drying of dielectric materials, in particular coal. In this paper, two processes were considered - heating and drying. The temperature field of the coal semi-mass in the heating mode is found analytically strictly with the use of integral transformations. The drying process is formulated as a nonlinear Stephen problem with a moving boundary of the liquid-vapor phase transformation. The temperature distribution, speed and drying time in this mode are determined approximately analytically. Parametric analysis of the influence of the material and boundary conditions on the dynamics of warming up and drying is revealed.

Bayesian Data-Model Fit Assessment for Structural Equation Modeling

ERIC Educational Resources Information Center

Levy, Roy

2011-01-01

Bayesian approaches to modeling are receiving an increasing amount of attention in the areas of model construction and estimation in factor analysis, structural equation modeling (SEM), and related latent variable models. However, model diagnostics and model criticism remain relatively understudied aspects of Bayesian SEM. This article describes…

Effect of quantum nuclear motion on hydrogen bonding

NASA Astrophysics Data System (ADS)

McKenzie, Ross H.; Bekker, Christiaan; Athokpam, Bijyalaxmi; Ramesh, Sai G.

2014-05-01

This work considers how the properties of hydrogen bonded complexes, X-H⋯Y, are modified by the quantum motion of the shared proton. Using a simple two-diabatic state model Hamiltonian, the analysis of the symmetric case, where the donor (X) and acceptor (Y) have the same proton affinity, is carried out. For quantitative comparisons, a parametrization specific to the O-H⋯O complexes is used. The vibrational energy levels of the one-dimensional ground state adiabatic potential of the model are used to make quantitative comparisons with a vast body of condensed phase data, spanning a donor-acceptor separation (R) range of about 2.4 - 3.0 Å, i.e., from strong to weak hydrogen bonds. The position of the proton (which determines the X-H bond length) and its longitudinal vibrational frequency, along with the isotope effects in both are described quantitatively. An analysis of the secondary geometric isotope effect, using a simple extension of the two-state model, yields an improved agreement of the predicted variation with R of frequency isotope effects. The role of bending modes is also considered: their quantum effects compete with those of the stretching mode for weak to moderate H-bond strengths. In spite of the economy in the parametrization of the model used, it offers key insights into the defining features of H-bonds, and semi-quantitatively captures several trends.

Parametric modeling of wideband piezoelectric polymer sensors: Design for optoacoustic applications

NASA Astrophysics Data System (ADS)

Fernández Vidal, A.; Ciocci Brazzano, L.; Matteo, C. L.; Sorichetti, P. A.; González, M. G.

2017-09-01

In this work, we present a three-dimensional model for the design of wideband piezoelectric polymer sensors which includes the geometry and the properties of the transducer materials. The model uses FFT and numerical integration techniques in an explicit, semi-analytical approach. To validate the model, we made electrical and mechanical measurements on homemade sensors for optoacoustic applications. Each device was implemented using a polyvinylidene fluoride thin film piezoelectric polymer with a thickness of 25 μm. The sensors had detection areas in the range between 0.5 mm2 and 35 mm2 and were excited by acoustic pressure pulses of 5 ns (FWHM) from a source with a diameter around 10 μm. The experimental data obtained from the measurements agree well with the model results. We discuss the relative importance of the sensor design parameters for optoacoustic applications and we provide guidelines for the optimization of devices.

Parametric modeling of wideband piezoelectric polymer sensors: Design for optoacoustic applications.

PubMed

Fernández Vidal, A; Ciocci Brazzano, L; Matteo, C L; Sorichetti, P A; González, M G

2017-09-01

In this work, we present a three-dimensional model for the design of wideband piezoelectric polymer sensors which includes the geometry and the properties of the transducer materials. The model uses FFT and numerical integration techniques in an explicit, semi-analytical approach. To validate the model, we made electrical and mechanical measurements on homemade sensors for optoacoustic applications. Each device was implemented using a polyvinylidene fluoride thin film piezoelectric polymer with a thickness of 25 μm. The sensors had detection areas in the range between 0.5 mm 2 and 35 mm 2 and were excited by acoustic pressure pulses of 5 ns (FWHM) from a source with a diameter around 10 μm. The experimental data obtained from the measurements agree well with the model results. We discuss the relative importance of the sensor design parameters for optoacoustic applications and we provide guidelines for the optimization of devices.

Functional Mixed Effects Model for Small Area Estimation.

PubMed

Maiti, Tapabrata; Sinha, Samiran; Zhong, Ping-Shou

2016-09-01

Functional data analysis has become an important area of research due to its ability of handling high dimensional and complex data structures. However, the development is limited in the context of linear mixed effect models, and in particular, for small area estimation. The linear mixed effect models are the backbone of small area estimation. In this article, we consider area level data, and fit a varying coefficient linear mixed effect model where the varying coefficients are semi-parametrically modeled via B-splines. We propose a method of estimating the fixed effect parameters and consider prediction of random effects that can be implemented using a standard software. For measuring prediction uncertainties, we derive an analytical expression for the mean squared errors, and propose a method of estimating the mean squared errors. The procedure is illustrated via a real data example, and operating characteristics of the method are judged using finite sample simulation studies.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Earth's Outer Core Properties Estimated Using Bayesian Inversion of Normal Mode Eigenfrequencies

NASA Astrophysics Data System (ADS)

Irving, J. C. E.; Cottaar, S.; Lekic, V.

2016-12-01

The outer core is arguably Earth's most dynamic region, and consists of an iron-nickel liquid with an unknown combination of lighter alloying elements. Frequencies of Earth's normal modes provide the strongest constraints on the radial profiles of compressional wavespeed, VΦ, and density, ρ, in the outer core. Recent great earthquakes have yielded new normal mode measurements; however, mineral physics experiments and calculations are often compared to the Preliminary reference Earth model (PREM), which is 35 years old and does not provide uncertainties. Here we investigate the thermo-elastic properties of the outer core using Earth's free oscillations and a Bayesian framework. To estimate radial structure of the outer core and its uncertainties, we choose to exploit recent datasets of normal mode centre frequencies. Under the self-coupling approximation, centre frequencies are unaffected by lateral heterogeneities in the Earth, for example in the mantle. Normal modes are sensitive to both VΦ and ρ in the outer core, with each mode's specific sensitivity depending on its eigenfunctions. We include a priori bounds on outer core models that ensure compatibility with measurements of mass and moment of inertia. We use Bayesian Monte Carlo Markov Chain techniques to explore different choices in parameterizing the outer core, each of which represents different a priori constraints. We test how results vary (1) assuming a smooth polynomial parametrization, (2) allowing for structure close to the outer core's boundaries, (3) assuming an Equation-of-State and adiabaticity and inverting directly for thermo-elastic parameters. In the second approach we recognize that the outer core may have distinct regions close to the core-mantle and inner core boundaries and investigate models which parameterize the well mixed outer core separately from these two layers. In the last approach we seek to map the uncertainties directly into thermo-elastic parameters including the bulk modulus, its pressure derivative, and molar mass and volume, with particular attention paid to the (inherent) trade-offs between the different coefficients. We discuss our results in terms of added uncertainty to the light element composition of the outer core and the potential existence of anomalous structure near the outer core's boundaries.

Stick balancing with reflex delay in case of parametric forcing

NASA Astrophysics Data System (ADS)

Insperger, Tamas

2011-04-01

The effect of parametric forcing on a PD control of an inverted pendulum is analyzed in the presence of feedback delay. The stability of the time-periodic and time-delayed system is determined numerically using the first-order semi-discretization method in the 5-dimensional parameter space of the pendulum's length, the forcing frequency, the forcing amplitude, the proportional and the differential gains. It is shown that the critical length of the pendulum (that can just be balanced against the time-delay) can significantly be decreased by parametric forcing even if the maximum forcing acceleration is limited. The numerical analysis showed that the critical stick length about 30 cm corresponding to the unforced system with reflex delay 0.1 s can be decreased to 18 cm with keeping maximum acceleration below the gravitational acceleration.

Stability analysis of magnetized neutron stars - a semi-analytic approach

NASA Astrophysics Data System (ADS)

Herbrik, Marlene; Kokkotas, Kostas D.

2017-04-01

We implement a semi-analytic approach for stability analysis, addressing the ongoing uncertainty about stability and structure of neutron star magnetic fields. Applying the energy variational principle, a model system is displaced from its equilibrium state. The related energy density variation is set up analytically, whereas its volume integration is carried out numerically. This facilitates the consideration of more realistic neutron star characteristics within the model compared to analytical treatments. At the same time, our method retains the possibility to yield general information about neutron star magnetic field and composition structures that are likely to be stable. In contrast to numerical studies, classes of parametrized systems can be studied at once, finally constraining realistic configurations for interior neutron star magnetic fields. We apply the stability analysis scheme on polytropic and non-barotropic neutron stars with toroidal, poloidal and mixed fields testing their stability in a Newtonian framework. Furthermore, we provide the analytical scheme for dropping the Cowling approximation in an axisymmetric system and investigate its impact. Our results confirm the instability of simple magnetized neutron star models as well as a stabilization tendency in the case of mixed fields and stratification. These findings agree with analytical studies whose spectrum of model systems we extend by lifting former simplifications.

Stress-intensity factor equations for cracks in three-dimensional finite bodies

NASA Technical Reports Server (NTRS)

Newman, J. C., Jr.; Raju, I. S.

1981-01-01

Empirical stress intensity factor equations are presented for embedded elliptical cracks, semi-elliptical surface cracks, quarter-elliptical corner cracks, semi-elliptical surface cracks at a hole, and quarter-elliptical corner cracks at a hole in finite plates. The plates were subjected to remote tensile loading. Equations give stress intensity factors as a function of parametric angle, crack depth, crack length, plate thickness, and where applicable, hole radius. The stress intensity factors used to develop the equations were obtained from three dimensional finite element analyses of these crack configurations.

A Semi-parametric Multivariate Gap-filling Model for Eddy Covariance Latent Heat Flux

NASA Astrophysics Data System (ADS)

Li, M.; Chen, Y.

2010-12-01

Quantitative descriptions of latent heat fluxes are important to study the water and energy exchanges between terrestrial ecosystems and the atmosphere. The eddy covariance approaches have been recognized as the most reliable technique for measuring surface fluxes over time scales ranging from hours to years. However, unfavorable micrometeorological conditions, instrument failures, and applicable measurement limitations may cause inevitable flux gaps in time series data. Development and application of suitable gap-filling techniques are crucial to estimate long term fluxes. In this study, a semi-parametric multivariate gap-filling model was developed to fill latent heat flux gaps for eddy covariance measurements. Our approach combines the advantages of a multivariate statistical analysis (principal component analysis, PCA) and a nonlinear interpolation technique (K-nearest-neighbors, KNN). The PCA method was first used to resolve the multicollinearity relationships among various hydrometeorological factors, such as radiation, soil moisture deficit, LAI, and wind speed. The KNN method was then applied as a nonlinear interpolation tool to estimate the flux gaps as the weighted sum latent heat fluxes with the K-nearest distances in the PCs’ domain. Two years, 2008 and 2009, of eddy covariance and hydrometeorological data from a subtropical mixed evergreen forest (the Lien-Hua-Chih Site) were collected to calibrate and validate the proposed approach with artificial gaps after standard QC/QA procedures. The optimal K values and weighting factors were determined by the maximum likelihood test. The results of gap-filled latent heat fluxes conclude that developed model successful preserving energy balances of daily, monthly, and yearly time scales. Annual amounts of evapotranspiration from this study forest were 747 mm and 708 mm for 2008 and 2009, respectively. Nocturnal evapotranspiration was estimated with filled gaps and results are comparable with other studies. Seasonal and daily variability of latent heat fluxes were also discussed.

Bayesian multimodel inference for dose-response studies

USGS Publications Warehouse

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

2007-01-01

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

Constraints on rapidity-dependent initial conditions from charged-particle pseudorapidity densities and two-particle correlations

NASA Astrophysics Data System (ADS)

Ke, Weiyao; Moreland, J. Scott; Bernhard, Jonah E.; Bass, Steffen A.

2017-10-01

We study the initial three-dimensional spatial configuration of the quark-gluon plasma (QGP) produced in relativistic heavy-ion collisions using centrality and pseudorapidity-dependent measurements of the medium's charged particle density and two-particle correlations. A cumulant-generating function is first used to parametrize the rapidity dependence of local entropy deposition and extend arbitrary boost-invariant initial conditions to nonzero beam rapidities. The model is then compared to p +Pb and Pb + Pb charged-particle pseudorapidity densities and two-particle pseudorapidity correlations and systematically optimized using Bayesian parameter estimation to extract high-probability initial condition parameters. The optimized initial conditions are then compared to a number of experimental observables including the pseudorapidity-dependent anisotropic flows, event-plane decorrelations, and flow correlations. We find that the form of the initial local longitudinal entropy profile is well constrained by these experimental measurements.

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

PubMed

Bzdok, Danilo; Yeo, B T Thomas

2017-07-15

Neuroscience is undergoing faster changes than ever before. Over 100 years our field qualitatively described and invasively manipulated single or few organisms to gain anatomical, physiological, and pharmacological insights. In the last 10 years neuroscience spawned quantitative datasets of unprecedented breadth (e.g., microanatomy, synaptic connections, and optogenetic brain-behavior assays) and size (e.g., cognition, brain imaging, and genetics). While growing data availability and information granularity have been amply discussed, we direct attention to a less explored question: How will the unprecedented data richness shape data analysis practices? Statistical reasoning is becoming more important to distill neurobiological knowledge from healthy and pathological brain measurements. We argue that large-scale data analysis will use more statistical models that are non-parametric, generative, and mixing frequentist and Bayesian aspects, while supplementing classical hypothesis testing with out-of-sample predictions. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

ARS leptogenesis

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Implementation of Instrumental Variable Bounds for Data Missing Not at Random.

PubMed

Marden, Jessica R; Wang, Linbo; Tchetgen, Eric J Tchetgen; Walter, Stefan; Glymour, M Maria; Wirth, Kathleen E

2018-05-01

Instrumental variables are routinely used to recover a consistent estimator of an exposure causal effect in the presence of unmeasured confounding. Instrumental variable approaches to account for nonignorable missing data also exist but are less familiar to epidemiologists. Like instrumental variables for exposure causal effects, instrumental variables for missing data rely on exclusion restriction and instrumental variable relevance assumptions. Yet these two conditions alone are insufficient for point identification. For estimation, researchers have invoked a third assumption, typically involving fairly restrictive parametric constraints. Inferences can be sensitive to these parametric assumptions, which are typically not empirically testable. The purpose of our article is to discuss another approach for leveraging a valid instrumental variable. Although the approach is insufficient for nonparametric identification, it can nonetheless provide informative inferences about the presence, direction, and magnitude of selection bias, without invoking a third untestable parametric assumption. An important contribution of this article is an Excel spreadsheet tool that can be used to obtain empirical evidence of selection bias and calculate bounds and corresponding Bayesian 95% credible intervals for a nonidentifiable population proportion. For illustrative purposes, we used the spreadsheet tool to analyze HIV prevalence data collected by the 2007 Zambia Demographic and Health Survey (DHS).

Generalizability of Evidence-Based Assessment Recommendations for Pediatric Bipolar Disorder

PubMed Central

Jenkins, Melissa M.; Youngstrom, Eric A.; Youngstrom, Jennifer Kogos; Feeny, Norah C.; Findling, Robert L.

2013-01-01

Bipolar disorder is frequently clinically diagnosed in youths who do not actually satisfy DSM-IV criteria, yet cases that would satisfy full DSM-IV criteria are often undetected clinically. Evidence-based assessment methods that incorporate Bayesian reasoning have demonstrated improved diagnostic accuracy, and consistency; however, their clinical utility is largely unexplored. The present study examines the effectiveness of promising evidence-based decision-making compared to the clinical gold standard. Participants were 562 youth, ages 5-17 and predominantly African American, drawn from a community mental health clinic. Research diagnoses combined semi-structured interview with youths’ psychiatric, developmental, and family mental health histories. Independent Bayesian estimates relied on published risk estimates from other samples discriminated bipolar diagnoses, Area Under Curve=.75, p<.00005. The Bayes and confidence ratings correlated rs =.30. Agreement about an evidence-based assessment intervention “threshold model” (wait/assess/treat) had K=.24, p<.05. No potential moderators of agreement between the Bayesian estimates and confidence ratings, including type of bipolar illness, were significant. Bayesian risk estimates were highly correlated with logistic regression estimates using optimal sample weights, r=.81, p<.0005. Clinical and Bayesian approaches agree in terms of overall concordance and deciding next clinical action, even when Bayesian predictions are based on published estimates from clinically and demographically different samples. Evidence-based assessment methods may be useful in settings that cannot routinely employ gold standard assessments, and they may help decrease rates of overdiagnosis while promoting earlier identification of true cases. PMID:22004538

A guide to Bayesian model selection for ecologists

USGS Publications Warehouse

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

2015-01-01

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

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

ERIC Educational Resources Information Center

Wills, Andy J.; Pothos, Emmanuel M.

2012-01-01

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

Uncertainty aggregation and reduction in structure-material performance prediction

NASA Astrophysics Data System (ADS)

Hu, Zhen; Mahadevan, Sankaran; Ao, Dan

2018-02-01

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

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

PubMed

Yang, Ziheng; Zhu, Tianqi

2018-02-20

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

Effects of waveform model systematics on the interpretation of GW150914

NASA Astrophysics Data System (ADS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Ananyeva, A.; Anderson, S. B.; Anderson, W. G.; Appert, S.; Arai, K.; Araya, M. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Avila-Alvarez, A.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; E Barclay, S.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Beer, C.; Bejger, M.; Belahcene, I.; Belgin, M.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. 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D.; Capocasa, E.; Carbognani, F.; Caride, S.; Casanueva Diaz, J.; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y.; Cheng, H.-P.; Chincarini, A.; Chiummo, A.; Chmiel, T.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, A. J. K.; Chua, S.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Cocchieri, C.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M., Jr.; Conti, L.; Cooper, S. J.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Covas, P. B.; E Cowan, E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; E Creighton, J. D.; Creighton, T. D.; Cripe, J.; Crowder, S. G.; Cullen, T. J.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Davis, D.; Daw, E. J.; Day, B.; Day, R.; De, S.; DeBra, D.; Debreczeni, G.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devenson, J.; Devine, R. C.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Doctor, Z.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dorrington, I.; Douglas, R.; Dovale Álvarez, M.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; E Dwyer, S.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Eisenstein, R. A.; Essick, R. C.; Etienne, Z.; Etzel, T.; Evans, M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E. J.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Fernández Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fong, H.; Forsyth, S. S.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fries, E. M.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H.; Gadre, B. U.; Gaebel, S. M.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gaur, G.; Gayathri, V.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghonge, S.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gorodetsky, M. L.; E Gossan, S.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; E Gushwa, K.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; E Holz, D.; Hopkins, P.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J.-M.; Isi, M.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kelley, D. B.; Kennedy, R.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, Whansun; Kim, W.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kirchhoff, R.; Kissel, J. S.; Klein, B.; Kleybolte, L.; Klimenko, S.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Krämer, C.; Kringel, V.; Krishnan, B.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Liu, J.; Lockerbie, N. A.; Lombardi, A. L.; London, L. T.; E Lord, J.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lovelace, G.; Lück, H.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña-Sandoval, F.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; E McClelland, D.; McCormick, S.; McGrath, C.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mendoza-Gandara, D.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; E Mikhailov, E.; Milano, L.; Miller, A. L.; Miller, A.; Miller, B. B.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muniz, E. A. M.; Murray, P. G.; Mytidis, A.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nelemans, G.; Nelson, T. J. N.; Neri, M.; Nery, M.; Neunzert, A.; Newport, J. M.; Newton, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; E Pace, A.; Page, J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Rhoades, E.; Ricci, F.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sandberg, V.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheuer, J.; Schmidt, E.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Setyawati, Y.; Shaddock, D. A.; Shaffer, T. J.; Shahriar, M. S.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; E Smith, R. J.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stevenson, S. P.; Stone, R.; Strain, K. A.; Straniero, N.; Stratta, G.; E Strigin, S.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tápai, M.; Taracchini, A.; Taylor, R.; Theeg, T.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thrane, E.; Tippens, T.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tomlinson, C.; Tonelli, M.; Tornasi, Z.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tse, M.; Tso, R.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasúth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Viceré, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; E Wade, L.; Wade, M.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Worden, J.; Wright, J. L.; Wu, D. S.; Wu, G.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, Hang; Yu, Haocun; Yvert, M.; Zadrożny, A.; Zangrando, L.; Zanolin, M.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, S. J.; Zhu, X. J.; E Zucker, M.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration; Boyle, M.; Chu, T.; Hemberger, D.; Hinder, I.; E Kidder, L.; Ossokine, S.; Scheel, M.; Szilagyi, B.; Teukolsky, S.; Vano Vinuales, A.

2017-05-01

Parameter estimates of GW150914 were obtained using Bayesian inference, based on three semi-analytic waveform models for binary black hole coalescences. These waveform models differ from each other in their treatment of black hole spins, and all three models make some simplifying assumptions, notably to neglect sub-dominant waveform harmonic modes and orbital eccentricity. Furthermore, while the models are calibrated to agree with waveforms obtained by full numerical solutions of Einstein’s equations, any such calibration is accurate only to some non-zero tolerance and is limited by the accuracy of the underlying phenomenology, availability, quality, and parameter-space coverage of numerical simulations. This paper complements the original analyses of GW150914 with an investigation of the effects of possible systematic errors in the waveform models on estimates of its source parameters. To test for systematic errors we repeat the original Bayesian analysis on mock signals from numerical simulations of a series of binary configurations with parameters similar to those found for GW150914. Overall, we find no evidence for a systematic bias relative to the statistical error of the original parameter recovery of GW150914 due to modeling approximations or modeling inaccuracies. However, parameter biases are found to occur for some configurations disfavored by the data of GW150914: for binaries inclined edge-on to the detector over a small range of choices of polarization angles, and also for eccentricities greater than  ˜0.05. For signals with higher signal-to-noise ratio than GW150914, or in other regions of the binary parameter space (lower masses, larger mass ratios, or higher spins), we expect that systematic errors in current waveform models may impact gravitational-wave measurements, making more accurate models desirable for future observations.

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

PubMed

Jones, Matt; Love, Bradley C

2011-08-01

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

Climate change and vector-borne diseases: an economic impact analysis of malaria in Africa.

PubMed

Egbendewe-Mondzozo, Aklesso; Musumba, Mark; McCarl, Bruce A; Wu, Ximing

2011-03-01

A semi-parametric econometric model is used to study the relationship between malaria cases and climatic factors in 25 African countries. Results show that a marginal change in temperature and precipitation levels would lead to a significant change in the number of malaria cases for most countries by the end of the century. Consistent with the existing biophysical malaria model results, the projected effects of climate change are mixed. Our model projects that some countries will see an increase in malaria cases but others will see a decrease. We estimate projected malaria inpatient and outpatient treatment costs as a proportion of annual 2000 health expenditures per 1,000 people. We found that even under minimal climate change scenario, some countries may see their inpatient treatment cost of malaria increase more than 20%.

How the Bayesians Got Their Beliefs (and What Those Beliefs Actually Are): Comment on Bowers and Davis (2012)

ERIC Educational Resources Information Center

Griffiths, Thomas L.; Chater, Nick; Norris, Dennis; Pouget, Alexandre

2012-01-01

Bowers and Davis (2012) criticize Bayesian modelers for telling "just so" stories about cognition and neuroscience. Their criticisms are weakened by not giving an accurate characterization of the motivation behind Bayesian modeling or the ways in which Bayesian models are used and by not evaluating this theoretical framework against specific…

Bayesian Regression with Network Prior: Optimal Bayesian Filtering Perspective

PubMed Central

Qian, Xiaoning; Dougherty, Edward R.

2017-01-01

The recently introduced intrinsically Bayesian robust filter (IBRF) provides fully optimal filtering relative to a prior distribution over an uncertainty class ofjoint random process models, whereas formerly the theory was limited to model-constrained Bayesian robust filters, for which optimization was limited to the filters that are optimal for models in the uncertainty class. This paper extends the IBRF theory to the situation where there are both a prior on the uncertainty class and sample data. The result is optimal Bayesian filtering (OBF), where optimality is relative to the posterior distribution derived from the prior and the data. The IBRF theories for effective characteristics and canonical expansions extend to the OBF setting. A salient focus of the present work is to demonstrate the advantages of Bayesian regression within the OBF setting over the classical Bayesian approach in the context otlinear Gaussian models. PMID:28824268

Modeling Diagnostic Assessments with Bayesian Networks

ERIC Educational Resources Information Center

Almond, Russell G.; DiBello, Louis V.; Moulder, Brad; Zapata-Rivera, Juan-Diego

2007-01-01

This paper defines Bayesian network models and examines their applications to IRT-based cognitive diagnostic modeling. These models are especially suited to building inference engines designed to be synchronous with the finer grained student models that arise in skills diagnostic assessment. Aspects of the theory and use of Bayesian network models…

Comparing spatially varying coefficient models: a case study examining violent crime rates and their relationships to alcohol outlets and illegal drug arrests

NASA Astrophysics Data System (ADS)

Wheeler, David C.; Waller, Lance A.

2009-03-01

In this paper, we compare and contrast a Bayesian spatially varying coefficient process (SVCP) model with a geographically weighted regression (GWR) model for the estimation of the potentially spatially varying regression effects of alcohol outlets and illegal drug activity on violent crime in Houston, Texas. In addition, we focus on the inherent coefficient shrinkage properties of the Bayesian SVCP model as a way to address increased coefficient variance that follows from collinearity in GWR models. We outline the advantages of the Bayesian model in terms of reducing inflated coefficient variance, enhanced model flexibility, and more formal measuring of model uncertainty for prediction. We find spatially varying effects for alcohol outlets and drug violations, but the amount of variation depends on the type of model used. For the Bayesian model, this variation is controllable through the amount of prior influence placed on the variance of the coefficients. For example, the spatial pattern of coefficients is similar for the GWR and Bayesian models when a relatively large prior variance is used in the Bayesian model.

Philosophy and the practice of Bayesian statistics

PubMed Central

Gelman, Andrew; Shalizi, Cosma Rohilla

2015-01-01

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. PMID:22364575

Philosophy and the practice of Bayesian statistics.

PubMed

Gelman, Andrew; Shalizi, Cosma Rohilla

2013-02-01

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. © 2012 The British Psychological Society.

Multiple Imputation in Two-Stage Cluster Samples Using The Weighted Finite Population Bayesian Bootstrap.

PubMed

Zhou, Hanzhi; Elliott, Michael R; Raghunathan, Trivellore E

2016-06-01

Multistage sampling is often employed in survey samples for cost and convenience. However, accounting for clustering features when generating datasets for multiple imputation is a nontrivial task, particularly when, as is often the case, cluster sampling is accompanied by unequal probabilities of selection, necessitating case weights. Thus, multiple imputation often ignores complex sample designs and assumes simple random sampling when generating imputations, even though failing to account for complex sample design features is known to yield biased estimates and confidence intervals that have incorrect nominal coverage. In this article, we extend a recently developed, weighted, finite-population Bayesian bootstrap procedure to generate synthetic populations conditional on complex sample design data that can be treated as simple random samples at the imputation stage, obviating the need to directly model design features for imputation. We develop two forms of this method: one where the probabilities of selection are known at the first and second stages of the design, and the other, more common in public use files, where only the final weight based on the product of the two probabilities is known. We show that this method has advantages in terms of bias, mean square error, and coverage properties over methods where sample designs are ignored, with little loss in efficiency, even when compared with correct fully parametric models. An application is made using the National Automotive Sampling System Crashworthiness Data System, a multistage, unequal probability sample of U.S. passenger vehicle crashes, which suffers from a substantial amount of missing data in "Delta-V," a key crash severity measure.

Multiple Imputation in Two-Stage Cluster Samples Using The Weighted Finite Population Bayesian Bootstrap

PubMed Central

Zhou, Hanzhi; Elliott, Michael R.; Raghunathan, Trivellore E.

2017-01-01

Multistage sampling is often employed in survey samples for cost and convenience. However, accounting for clustering features when generating datasets for multiple imputation is a nontrivial task, particularly when, as is often the case, cluster sampling is accompanied by unequal probabilities of selection, necessitating case weights. Thus, multiple imputation often ignores complex sample designs and assumes simple random sampling when generating imputations, even though failing to account for complex sample design features is known to yield biased estimates and confidence intervals that have incorrect nominal coverage. In this article, we extend a recently developed, weighted, finite-population Bayesian bootstrap procedure to generate synthetic populations conditional on complex sample design data that can be treated as simple random samples at the imputation stage, obviating the need to directly model design features for imputation. We develop two forms of this method: one where the probabilities of selection are known at the first and second stages of the design, and the other, more common in public use files, where only the final weight based on the product of the two probabilities is known. We show that this method has advantages in terms of bias, mean square error, and coverage properties over methods where sample designs are ignored, with little loss in efficiency, even when compared with correct fully parametric models. An application is made using the National Automotive Sampling System Crashworthiness Data System, a multistage, unequal probability sample of U.S. passenger vehicle crashes, which suffers from a substantial amount of missing data in “Delta-V,” a key crash severity measure. PMID:29226161

Use of Bayesian event trees in semi-quantitative volcano eruption forecasting and hazard analysis

NASA Astrophysics Data System (ADS)

Wright, Heather; Pallister, John; Newhall, Chris

2015-04-01

Use of Bayesian event trees to forecast eruptive activity during volcano crises is an increasingly common practice for the USGS-USAID Volcano Disaster Assistance Program (VDAP) in collaboration with foreign counterparts. This semi-quantitative approach combines conceptual models of volcanic processes with current monitoring data and patterns of occurrence to reach consensus probabilities. This approach allows a response team to draw upon global datasets, local observations, and expert judgment, where the relative influence of these data depends upon the availability and quality of monitoring data and the degree to which the volcanic history is known. The construction of such event trees additionally relies upon existence and use of relevant global databases and documented past periods of unrest. Because relevant global databases may be underpopulated or nonexistent, uncertainty in probability estimations may be large. Our 'hybrid' approach of combining local and global monitoring data and expert judgment facilitates discussion and constructive debate between disciplines: including seismology, gas geochemistry, geodesy, petrology, physical volcanology and technology/engineering, where difference in opinion between response team members contributes to definition of the uncertainty in the probability estimations. In collaboration with foreign colleagues, we have created event trees for numerous areas experiencing volcanic unrest. Event trees are created for a specified time frame and are updated, revised, or replaced as the crisis proceeds. Creation of an initial tree is often prompted by a change in monitoring data, such that rapid assessment of probability is needed. These trees are intended as a vehicle for discussion and a way to document relevant data and models, where the target audience is the scientists themselves. However, the probabilities derived through the event-tree analysis can also be used to help inform communications with emergency managers and the public. VDAP trees evaluate probabilities of: magmatic intrusion, likelihood of eruption, magnitude of eruption, and types of associated hazardous events and their extents. In a few cases, trees have been extended to also assess and communicate vulnerability and relative risk.

Towards parameter-free classification of sound effects in movies

NASA Astrophysics Data System (ADS)

Chu, Selina; Narayanan, Shrikanth; Kuo, C.-C. J.

2005-08-01

The problem of identifying intense events via multimedia data mining in films is investigated in this work. Movies are mainly characterized by dialog, music, and sound effects. We begin our investigation with detecting interesting events through sound effects. Sound effects are neither speech nor music, but are closely associated with interesting events such as car chases and gun shots. In this work, we utilize low-level audio features including MFCC and energy to identify sound effects. It was shown in previous work that the Hidden Markov model (HMM) works well for speech/audio signals. However, this technique requires a careful choice in designing the model and choosing correct parameters. In this work, we introduce a framework that will avoid such necessity and works well with semi- and non-parametric learning algorithms.

Bayesian inference based on dual generalized order statistics from the exponentiated Weibull model

NASA Astrophysics Data System (ADS)

Al Sobhi, Mashail M.

2015-02-01

Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.

Fundamentals and Recent Developments in Approximate Bayesian Computation

PubMed Central

Lintusaari, Jarno; Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka

2017-01-01

Abstract Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in many other branches of science. It provides a principled framework for dealing with uncertainty and quantifying how it changes in the light of new evidence. For many complex models and inference problems, however, only approximate quantitative answers are obtainable. Approximate Bayesian computation (ABC) refers to a family of algorithms for approximate inference that makes a minimal set of assumptions by only requiring that sampling from a model is possible. We explain here the fundamentals of ABC, review the classical algorithms, and highlight recent developments. [ABC; approximate Bayesian computation; Bayesian inference; likelihood-free inference; phylogenetics; simulator-based models; stochastic simulation models; tree-based models.] PMID:28175922

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

PubMed

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

2017-12-28

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

Efficient fuzzy Bayesian inference algorithms for incorporating expert knowledge in parameter estimation

NASA Astrophysics Data System (ADS)

Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad

2016-05-01

Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert elicitation methodology is developed and applied to the real-world test case in order to provide a road map for the use of fuzzy Bayesian inference in groundwater modeling applications.

Apparent cosmic acceleration from Type Ia supernovae

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Bayesian cross-validation for model evaluation and selection, with application to the North American Breeding Bird Survey

USGS Publications Warehouse

Link, William; Sauer, John R.

2016-01-01

The analysis of ecological data has changed in two important ways over the last 15 years. The development and easy availability of Bayesian computational methods has allowed and encouraged the fitting of complex hierarchical models. At the same time, there has been increasing emphasis on acknowledging and accounting for model uncertainty. Unfortunately, the ability to fit complex models has outstripped the development of tools for model selection and model evaluation: familiar model selection tools such as Akaike's information criterion and the deviance information criterion are widely known to be inadequate for hierarchical models. In addition, little attention has been paid to the evaluation of model adequacy in context of hierarchical modeling, i.e., to the evaluation of fit for a single model. In this paper, we describe Bayesian cross-validation, which provides tools for model selection and evaluation. We describe the Bayesian predictive information criterion and a Bayesian approximation to the BPIC known as the Watanabe-Akaike information criterion. We illustrate the use of these tools for model selection, and the use of Bayesian cross-validation as a tool for model evaluation, using three large data sets from the North American Breeding Bird Survey.

Bayesian networks for maritime traffic accident prevention: benefits and challenges.

PubMed

Hänninen, Maria

2014-12-01

Bayesian networks are quantitative modeling tools whose applications to the maritime traffic safety context are becoming more popular. This paper discusses the utilization of Bayesian networks in maritime safety modeling. Based on literature and the author's own experiences, the paper studies what Bayesian networks can offer to maritime accident prevention and safety modeling and discusses a few challenges in their application to this context. It is argued that the capability of representing rather complex, not necessarily causal but uncertain relationships makes Bayesian networks an attractive modeling tool for the maritime safety and accidents. Furthermore, as the maritime accident and safety data is still rather scarce and has some quality problems, the possibility to combine data with expert knowledge and the easy way of updating the model after acquiring more evidence further enhance their feasibility. However, eliciting the probabilities from the maritime experts might be challenging and the model validation can be tricky. It is concluded that with the utilization of several data sources, Bayesian updating, dynamic modeling, and hidden nodes for latent variables, Bayesian networks are rather well-suited tools for the maritime safety management and decision-making. Copyright © 2014 Elsevier Ltd. All rights reserved.

Quantifying sampling noise and parametric uncertainty in atomistic-to-continuum simulations using surrogate models

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

Salloum, Maher N.; Sargsyan, Khachik; Jones, Reese E.

2015-08-11

We present a methodology to assess the predictive fidelity of multiscale simulations by incorporating uncertainty in the information exchanged between the components of an atomistic-to-continuum simulation. We account for both the uncertainty due to finite sampling in molecular dynamics (MD) simulations and the uncertainty in the physical parameters of the model. Using Bayesian inference, we represent the expensive atomistic component by a surrogate model that relates the long-term output of the atomistic simulation to its uncertain inputs. We then present algorithms to solve for the variables exchanged across the atomistic-continuum interface in terms of polynomial chaos expansions (PCEs). We alsomore » consider a simple Couette flow where velocities are exchanged between the atomistic and continuum components, while accounting for uncertainty in the atomistic model parameters and the continuum boundary conditions. Results show convergence of the coupling algorithm at a reasonable number of iterations. As a result, the uncertainty in the obtained variables significantly depends on the amount of data sampled from the MD simulations and on the width of the time averaging window used in the MD simulations.« less

A robust framework to predict mercury speciation in combustion flue gases.

PubMed

Ticknor, Jonathan L; Hsu-Kim, Heileen; Deshusses, Marc A

2014-01-15

Mercury emissions from coal combustion have become a global concern as growing energy demands have increased the consumption of coal. The effective implementation of treatment technologies requires knowledge of mercury speciation in the flue gas, namely concentrations of elemental, oxidized and particulate mercury at the exit of the boiler. A model that can accurately predict mercury species in flue gas would be very useful in that context. Here, a Bayesian regularized artificial neural network (BRANN) that uses five coal properties and combustion temperature was developed to predict mercury speciation in flue gases before treatment technology implementation. The results of the model show that up to 97 percent of the variation in mercury species concentration is captured through the use of BRANNs. The BRANN model was used to conduct a parametric sensitivity which revealed that the coal chlorine content and coal calorific value were the most sensitive parameters, followed by the combustion temperature. The coal sulfur content was the least important parameter. The results demonstrate the applicability of BRANNs for predicting mercury concentration and speciation in combustion flue gas and provide a more efficient and effective technique when compared to other advanced non-mechanistic modeling strategies. Copyright © 2013 Elsevier B.V. All rights reserved.

Texture-based characterization of subskin features by specified laser speckle effects at λ = 650 nm region for more accurate parametric 'skin age' modelling.

PubMed

Orun, A B; Seker, H; Uslan, V; Goodyer, E; Smith, G

2017-06-01

The textural structure of 'skin age'-related subskin components enables us to identify and analyse their unique characteristics, thus making substantial progress towards establishing an accurate skin age model. This is achieved by a two-stage process. First by the application of textural analysis using laser speckle imaging, which is sensitive to textural effects within the λ = 650 nm spectral band region. In the second stage, a Bayesian inference method is used to select attributes from which a predictive model is built. This technique enables us to contrast different skin age models, such as the laser speckle effect against the more widely used normal light (LED) imaging method, whereby it is shown that our laser speckle-based technique yields better results. The method introduced here is non-invasive, low cost and capable of operating in real time; having the potential to compete against high-cost instrumentation such as confocal microscopy or similar imaging devices used for skin age identification purposes. © 2016 Society of Cosmetic Scientists and the Société Française de Cosmétologie.

Heat Transfer in Adhesively Bonded Honeycomb Core Panels

NASA Technical Reports Server (NTRS)

Daryabeigi, Kamran

2001-01-01

The Swann and Pittman semi-empirical relationship has been used as a standard in aerospace industry to predict the effective thermal conductivity of honeycomb core panels. Recent measurements of the effective thermal conductivity of an adhesively bonded titanium honeycomb core panel using three different techniques, two steady-state and one transient radiant step heating method, at four laboratories varied significantly from each other and from the Swann and Pittman predictions. Average differences between the measurements and the predictions varied between 17 and 61% in the temperature range of 300 to 500 K. In order to determine the correct values of the effective thermal conductivity and determine which set of the measurements or predictions were most accurate, the combined radiation and conduction heat transfer in the honeycomb core panel was modeled using a finite volume numerical formulation. The transient radiant step heating measurements provided the best agreement with the numerical results. It was found that a modification of the Swann and Pittman semi-empirical relationship which incorporated the facesheets and adhesive layers in the thermal model provided satisfactory results. Finally, a parametric study was conducted to investigate the influence of adhesive thickness and thermal conductivity on the overall heat transfer through the panel.

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

PubMed

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

2017-12-01

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

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

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

Curtis, L.J.

1983-01-01

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

Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management

EPA Science Inventory

A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...

Localized Principal Component Analysis based Curve Evolution: A Divide and Conquer Approach

PubMed Central

Appia, Vikram; Ganapathy, Balaji; Yezzi, Anthony; Faber, Tracy

2014-01-01

We propose a novel localized principal component analysis (PCA) based curve evolution approach which evolves the segmenting curve semi-locally within various target regions (divisions) in an image and then combines these locally accurate segmentation curves to obtain a global segmentation. The training data for our approach consists of training shapes and associated auxiliary (target) masks. The masks indicate the various regions of the shape exhibiting highly correlated variations locally which may be rather independent of the variations in the distant parts of the global shape. Thus, in a sense, we are clustering the variations exhibited in the training data set. We then use a parametric model to implicitly represent each localized segmentation curve as a combination of the local shape priors obtained by representing the training shapes and the masks as a collection of signed distance functions. We also propose a parametric model to combine the locally evolved segmentation curves into a single hybrid (global) segmentation. Finally, we combine the evolution of these semilocal and global parameters to minimize an objective energy function. The resulting algorithm thus provides a globally accurate solution, which retains the local variations in shape. We present some results to illustrate how our approach performs better than the traditional approach with fully global PCA. PMID:25520901

Edge Sharpness Assessment by Parametric Modeling: Application to Magnetic Resonance Imaging.

PubMed

Ahmad, R; Ding, Y; Simonetti, O P

2015-05-01

In biomedical imaging, edge sharpness is an important yet often overlooked image quality metric. In this work, a semi-automatic method to quantify edge sharpness in the presence of significant noise is presented with application to magnetic resonance imaging (MRI). The method is based on parametric modeling of image edges. First, an edge map is automatically generated and one or more edges-of-interest (EOI) are manually selected using graphical user interface. Multiple exclusion criteria are then enforced to eliminate edge pixels that are potentially not suitable for sharpness assessment. Second, at each pixel of the EOI, an image intensity profile is read along a small line segment that runs locally normal to the EOI. Third, the profiles corresponding to all EOI pixels are individually fitted with a sigmoid function characterized by four parameters, including one that represents edge sharpness. Last, the distribution of the sharpness parameter is used to quantify edge sharpness. For validation, the method is applied to simulated data as well as MRI data from both phantom imaging and cine imaging experiments. This method allows for fast, quantitative evaluation of edge sharpness even in images with poor signal-to-noise ratio. Although the utility of this method is demonstrated for MRI, it can be adapted for other medical imaging applications.

Robust control of seismically excited cable stayed bridges with MR dampers

NASA Astrophysics Data System (ADS)

YeganehFallah, Arash; Khajeh Ahamd Attari, Nader

2017-03-01

In recent decades active and semi-active structural control are becoming attractive alternatives for enhancing performance of civil infrastructures subjected to seismic and winds loads. However, in order to have reliable active and semi-active control, there is a need to include information of uncertainties in design of the controller. In real world for civil structures, parameters such as loading places, stiffness, mass and damping are time variant and uncertain. These uncertainties in many cases model as parametric uncertainties. The motivation of this research is to design a robust controller for attenuating the vibrational responses of civil infrastructures, regarding their dynamical uncertainties. Uncertainties in structural dynamic’s parameters are modeled as affine uncertainties in state space modeling. These uncertainties are decoupled from the system through Linear Fractional Transformation (LFT) and are assumed to be unknown input to the system but norm bounded. The robust H ∞ controller is designed for the decoupled system to regulate the evaluation outputs and it is robust to effects of uncertainties, disturbance and sensors noise. The cable stayed bridge benchmark which is equipped with MR damper is considered for the numerical simulation. The simulated results show that the proposed robust controller can effectively mitigate undesired uncertainties effects on systems’ responds under seismic loading.

Mediation Analysis with Survival Outcomes: Accelerated Failure Time vs. Proportional Hazards Models

PubMed Central

Gelfand, Lois A.; MacKinnon, David P.; DeRubeis, Robert J.; Baraldi, Amanda N.

2016-01-01

Objective: Survival time is an important type of outcome variable in treatment research. Currently, limited guidance is available regarding performing mediation analyses with survival outcomes, which generally do not have normally distributed errors, and contain unobserved (censored) events. We present considerations for choosing an approach, using a comparison of semi-parametric proportional hazards (PH) and fully parametric accelerated failure time (AFT) approaches for illustration. Method: We compare PH and AFT models and procedures in their integration into mediation models and review their ability to produce coefficients that estimate causal effects. Using simulation studies modeling Weibull-distributed survival times, we compare statistical properties of mediation analyses incorporating PH and AFT approaches (employing SAS procedures PHREG and LIFEREG, respectively) under varied data conditions, some including censoring. A simulated data set illustrates the findings. Results: AFT models integrate more easily than PH models into mediation models. Furthermore, mediation analyses incorporating LIFEREG produce coefficients that can estimate causal effects, and demonstrate superior statistical properties. Censoring introduces bias in the coefficient estimate representing the treatment effect on outcome—underestimation in LIFEREG, and overestimation in PHREG. With LIFEREG, this bias can be addressed using an alternative estimate obtained from combining other coefficients, whereas this is not possible with PHREG. Conclusions: When Weibull assumptions are not violated, there are compelling advantages to using LIFEREG over PHREG for mediation analyses involving survival-time outcomes. Irrespective of the procedures used, the interpretation of coefficients, effects of censoring on coefficient estimates, and statistical properties should be taken into account when reporting results. PMID:27065906

A Comparison of General Diagnostic Models (GDM) and Bayesian Networks Using a Middle School Mathematics Test

ERIC Educational Resources Information Center

Wu, Haiyan

2013-01-01

General diagnostic models (GDMs) and Bayesian networks are mathematical frameworks that cover a wide variety of psychometric models. Both extend latent class models, and while GDMs also extend item response theory (IRT) models, Bayesian networks can be parameterized using discretized IRT. The purpose of this study is to examine similarities and…

Perceptual decision making: drift-diffusion model is equivalent to a Bayesian model

PubMed Central

Bitzer, Sebastian; Park, Hame; Blankenburg, Felix; Kiebel, Stefan J.

2014-01-01

Behavioral data obtained with perceptual decision making experiments are typically analyzed with the drift-diffusion model. This parsimonious model accumulates noisy pieces of evidence toward a decision bound to explain the accuracy and reaction times of subjects. Recently, Bayesian models have been proposed to explain how the brain extracts information from noisy input as typically presented in perceptual decision making tasks. It has long been known that the drift-diffusion model is tightly linked with such functional Bayesian models but the precise relationship of the two mechanisms was never made explicit. Using a Bayesian model, we derived the equations which relate parameter values between these models. In practice we show that this equivalence is useful when fitting multi-subject data. We further show that the Bayesian model suggests different decision variables which all predict equal responses and discuss how these may be discriminated based on neural correlates of accumulated evidence. In addition, we discuss extensions to the Bayesian model which would be difficult to derive for the drift-diffusion model. We suggest that these and other extensions may be highly useful for deriving new experiments which test novel hypotheses. PMID:24616689

A Parameter Identification Method for Helicopter Noise Source Identification and Physics-Based Semi-Empirical Modeling

NASA Technical Reports Server (NTRS)

Greenwood, Eric, II; Schmitz, Fredric H.

2010-01-01

A new physics-based parameter identification method for rotor harmonic noise sources is developed using an acoustic inverse simulation technique. This new method allows for the identification of individual rotor harmonic noise sources and allows them to be characterized in terms of their individual non-dimensional governing parameters. This new method is applied to both wind tunnel measurements and ground noise measurements of two-bladed rotors. The method is shown to match the parametric trends of main rotor Blade-Vortex Interaction (BVI) noise, allowing accurate estimates of BVI noise to be made for operating conditions based on a small number of measurements taken at different operating conditions.

Construction of monitoring model and algorithm design on passenger security during shipping based on improved Bayesian network.

PubMed

Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

2014-01-01

A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping.

Construction of Monitoring Model and Algorithm Design on Passenger Security during Shipping Based on Improved Bayesian Network

PubMed Central

Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

2014-01-01

A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping. PMID:25254227

Earthquake Forecasting Through Semi-periodicity Analysis of Labeled Point Processes

NASA Astrophysics Data System (ADS)

Quinteros Cartaya, C. B. M.; Nava Pichardo, F. A.; Glowacka, E.; Gomez-Trevino, E.

2015-12-01

Large earthquakes have semi-periodic behavior as result of critically self-organized processes of stress accumulation and release in some seismogenic region. Thus, large earthquakes in a region constitute semi-periodic sequences with recurrence times varying slightly from periodicity. Nava et al., 2013 and Quinteros et al., 2013 realized that not all earthquakes in a given region need belong to the same sequence, since there can be more than one process of stress accumulation and release in it; they also proposed a method to identify semi-periodic sequences through analytic Fourier analysis. This work presents improvements on the above-mentioned method: the influence of earthquake size on the spectral analysis, and its importance in semi-periodic events identification, which means that earthquake occurrence times are treated as a labeled point process; the estimation of appropriate upper limit uncertainties to use in forecasts; and the use of Bayesian analysis to evaluate the forecast performance. This improved method is applied to specific regions: the southwestern coast of Mexico, the northeastern Japan Arc, the San Andreas Fault zone at Parkfield, and northeastern Venezuela.

Evaluation of Semi-supervised Learning for Classification of Protein Crystallization Imagery.

PubMed

Sigdel, Madhav; Dinç, İmren; Dinç, Semih; Sigdel, Madhu S; Pusey, Marc L; Aygün, Ramazan S

2014-03-01

In this paper, we investigate the performance of two wrapper methods for semi-supervised learning algorithms for classification of protein crystallization images with limited labeled images. Firstly, we evaluate the performance of semi-supervised approach using self-training with naïve Bayesian (NB) and sequential minimum optimization (SMO) as the base classifiers. The confidence values returned by these classifiers are used to select high confident predictions to be used for self-training. Secondly, we analyze the performance of Yet Another Two Stage Idea (YATSI) semi-supervised learning using NB, SMO, multilayer perceptron (MLP), J48 and random forest (RF) classifiers. These results are compared with the basic supervised learning using the same training sets. We perform our experiments on a dataset consisting of 2250 protein crystallization images for different proportions of training and test data. Our results indicate that NB and SMO using both self-training and YATSI semi-supervised approaches improve accuracies with respect to supervised learning. On the other hand, MLP, J48 and RF perform better using basic supervised learning. Overall, random forest classifier yields the best accuracy with supervised learning for our dataset.

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

NASA Astrophysics Data System (ADS)

Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.

2017-11-01

In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.

A Three-Body Simulation of Kepler-91: A Potential Trojan System

NASA Astrophysics Data System (ADS)

D'Angelo, Bryan Daniel

This paper presents a three-body simulation of Kepler-91 (KIC 8219268) using parameters generated by the EXONEST software package. EXONEST uses Bayesian model testing and Bayesian parameter estimation to model photometric variations and three-body motion. A close examination of the Kepler-91 light curve reveals what appears to be a third dimming event that occurs 60° out of phase with the primary transit of the conrmed planet Kepler-91b, which makes a Trojan planet in the L4 or L5 Lagrange point an enticing explanation. EXONEST is also used to model the radial velocity of Kepler-91 based on the three-body motion. The three-body analysis by EXONEST predicts a Jovian planet with mass 2:54 +/- 0:27MJ and radius 2:37 +/- 0:25RJ , and Trojan planet with mass 0:44 +/- 0:26MJ and radius 0:86 +/- 0:14R J that orbits an average of 60:39 +/- 3:74° out of phase with the Jovian, with a maximum separation angle of 68:4 +/- 43:74° and minimum separation angle of 52:33 +/- 3:74°. Both planets are predicted to have an inclination angle of 67:76 +/- 2:26° and eccentricity 0:073 +/- 0:004. The three-body motion predicts Kepler-91 to have a radial velocity semi-amplitude of 66:75 +/- 38:22 m/s and reduced mass times the sine of the inclination angle (mu sin i) of 0:732 +/- 0:385MJ.

Estimating virus occurrence using Bayesian modeling in multiple drinking water systems of the United States

USGS Publications Warehouse

Varughese, Eunice A.; Brinkman, Nichole E; Anneken, Emily M; Cashdollar, Jennifer S; Fout, G. Shay; Furlong, Edward T.; Kolpin, Dana W.; Glassmeyer, Susan T.; Keely, Scott P

2017-01-01

incorporated into a Bayesian model to more accurately determine viral load in both source and treated water. Results of the Bayesian model indicated that viruses are present in source water and treated water. By using a Bayesian framework that incorporates inhibition, as well as many other parameters that affect viral detection, this study offers an approach for more accurately estimating the occurrence of viral pathogens in environmental waters.

The Impact of Parametric Uncertainties on Biogeochemistry in the E3SM Land Model

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

Ricciuto, Daniel; Sargsyan, Khachik; Thornton, Peter

We conduct a global sensitivity analysis (GSA) of the Energy Exascale Earth System Model (E3SM), land model (ELM) to calculate the sensitivity of five key carbon cycle outputs to 68 model parameters. This GSA is conducted by first constructing a Polynomial Chaos (PC) surrogate via new Weighted Iterative Bayesian Compressive Sensing (WIBCS) algorithm for adaptive basis growth leading to a sparse, high-dimensional PC surrogate with 3,000 model evaluations. The PC surrogate allows efficient extraction of GSA information leading to further dimensionality reduction. The GSA is performed at 96 FLUXNET sites covering multiple plant functional types (PFTs) and climate conditions. Aboutmore » 20 of the model parameters are identified as sensitive with the rest being relatively insensitive across all outputs and PFTs. These sensitivities are dependent on PFT, and are relatively consistent among sites within the same PFT. The five model outputs have a majority of their highly sensitive parameters in common. A common subset of sensitive parameters is also shared among PFTs, but some parameters are specific to certain types (e.g., deciduous phenology). In conclusion, the relative importance of these parameters shifts significantly among PFTs and with climatic variables such as mean annual temperature.« less

The Impact of Parametric Uncertainties on Biogeochemistry in the E3SM Land Model

DOE PAGES

Ricciuto, Daniel; Sargsyan, Khachik; Thornton, Peter

2018-02-27

We conduct a global sensitivity analysis (GSA) of the Energy Exascale Earth System Model (E3SM), land model (ELM) to calculate the sensitivity of five key carbon cycle outputs to 68 model parameters. This GSA is conducted by first constructing a Polynomial Chaos (PC) surrogate via new Weighted Iterative Bayesian Compressive Sensing (WIBCS) algorithm for adaptive basis growth leading to a sparse, high-dimensional PC surrogate with 3,000 model evaluations. The PC surrogate allows efficient extraction of GSA information leading to further dimensionality reduction. The GSA is performed at 96 FLUXNET sites covering multiple plant functional types (PFTs) and climate conditions. Aboutmore » 20 of the model parameters are identified as sensitive with the rest being relatively insensitive across all outputs and PFTs. These sensitivities are dependent on PFT, and are relatively consistent among sites within the same PFT. The five model outputs have a majority of their highly sensitive parameters in common. A common subset of sensitive parameters is also shared among PFTs, but some parameters are specific to certain types (e.g., deciduous phenology). In conclusion, the relative importance of these parameters shifts significantly among PFTs and with climatic variables such as mean annual temperature.« less

A local approach for focussed Bayesian fusion

NASA Astrophysics Data System (ADS)

Sander, Jennifer; Heizmann, Michael; Goussev, Igor; Beyerer, Jürgen

2009-04-01

Local Bayesian fusion approaches aim to reduce high storage and computational costs of Bayesian fusion which is separated from fixed modeling assumptions. Using the small world formalism, we argue why this proceeding is conform with Bayesian theory. Then, we concentrate on the realization of local Bayesian fusion by focussing the fusion process solely on local regions that are task relevant with a high probability. The resulting local models correspond then to restricted versions of the original one. In a previous publication, we used bounds for the probability of misleading evidence to show the validity of the pre-evaluation of task specific knowledge and prior information which we perform to build local models. In this paper, we prove the validity of this proceeding using information theoretic arguments. For additional efficiency, local Bayesian fusion can be realized in a distributed manner. Here, several local Bayesian fusion tasks are evaluated and unified after the actual fusion process. For the practical realization of distributed local Bayesian fusion, software agents are predestinated. There is a natural analogy between the resulting agent based architecture and criminal investigations in real life. We show how this analogy can be used to improve the efficiency of distributed local Bayesian fusion additionally. Using a landscape model, we present an experimental study of distributed local Bayesian fusion in the field of reconnaissance, which highlights its high potential.

Estimation of k-ε parameters using surrogate models and jet-in-crossflow data

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

Lefantzi, Sophia; Ray, Jaideep; Arunajatesan, Srinivasan

2014-11-01

We demonstrate a Bayesian method that can be used to calibrate computationally expensive 3D RANS (Reynolds Av- eraged Navier Stokes) models with complex response surfaces. Such calibrations, conditioned on experimental data, can yield turbulence model parameters as probability density functions (PDF), concisely capturing the uncertainty in the parameter estimates. Methods such as Markov chain Monte Carlo (MCMC) estimate the PDF by sampling, with each sample requiring a run of the RANS model. Consequently a quick-running surrogate is used instead to the RANS simulator. The surrogate can be very difficult to design if the model's response i.e., the dependence of themore » calibration variable (the observable) on the parameter being estimated is complex. We show how the training data used to construct the surrogate can be employed to isolate a promising and physically realistic part of the parameter space, within which the response is well-behaved and easily modeled. We design a classifier, based on treed linear models, to model the "well-behaved region". This classifier serves as a prior in a Bayesian calibration study aimed at estimating 3 k - ε parameters ( C μ, C ε2 , C ε1 ) from experimental data of a transonic jet-in-crossflow interaction. The robustness of the calibration is investigated by checking its predictions of variables not included in the cal- ibration data. We also check the limit of applicability of the calibration by testing at off-calibration flow regimes. We find that calibration yield turbulence model parameters which predict the flowfield far better than when the nomi- nal values of the parameters are used. Substantial improvements are still obtained when we use the calibrated RANS model to predict jet-in-crossflow at Mach numbers and jet strengths quite different from those used to generate the ex- perimental (calibration) data. Thus the primary reason for poor predictive skill of RANS, when using nominal values of the turbulence model parameters, was parametric uncertainty, which was rectified by calibration. Post-calibration, the dominant contribution to model inaccuraries are due to the structural errors in RANS.« less

A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction

PubMed Central

Montesinos-López, Osval A.; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R.; Buenrostro-Mariscal, Raymundo

2017-01-01

There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. PMID:28391241

A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction.

PubMed

Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R; Buenrostro-Mariscal, Raymundo

2017-06-07

There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. Copyright © 2017 Montesinos-López et al.

Bayesian Models for Astrophysical Data Using R, JAGS, Python, and Stan

NASA Astrophysics Data System (ADS)

Hilbe, Joseph M.; de Souza, Rafael S.; Ishida, Emille E. O.

2017-05-01

This comprehensive guide to Bayesian methods in astronomy enables hands-on work by supplying complete R, JAGS, Python, and Stan code, to use directly or to adapt. It begins by examining the normal model from both frequentist and Bayesian perspectives and then progresses to a full range of Bayesian generalized linear and mixed or hierarchical models, as well as additional types of models such as ABC and INLA. The book provides code that is largely unavailable elsewhere and includes details on interpreting and evaluating Bayesian models. Initial discussions offer models in synthetic form so that readers can easily adapt them to their own data; later the models are applied to real astronomical data. The consistent focus is on hands-on modeling, analysis of data, and interpretations that address scientific questions. A must-have for astronomers, its concrete approach will also be attractive to researchers in the sciences more generally.

Geo-additive modelling of malaria in Burundi

PubMed Central

2011-01-01

Background Malaria is a major public health issue in Burundi in terms of both morbidity and mortality, with around 2.5 million clinical cases and more than 15,000 deaths each year. It is still the single main cause of mortality in pregnant women and children below five years of age. Because of the severe health and economic burden of malaria, there is still a growing need for methods that will help to understand the influencing factors. Several studies/researches have been done on the subject yielding different results as which factors are most responsible for the increase in malaria transmission. This paper considers the modelling of the dependence of malaria cases on spatial determinants and climatic covariates including rainfall, temperature and humidity in Burundi. Methods The analysis carried out in this work exploits real monthly data collected in the area of Burundi over 12 years (1996-2007). Semi-parametric regression models are used. The spatial analysis is based on a geo-additive model using provinces as the geographic units of study. The spatial effect is split into structured (correlated) and unstructured (uncorrelated) components. Inference is fully Bayesian and uses Markov chain Monte Carlo techniques. The effects of the continuous covariates are modelled by cubic p-splines with 20 equidistant knots and second order random walk penalty. For the spatially correlated effect, Markov random field prior is chosen. The spatially uncorrelated effects are assumed to be i.i.d. Gaussian. The effects of climatic covariates and the effects of other spatial determinants are estimated simultaneously in a unified regression framework. Results The results obtained from the proposed model suggest that although malaria incidence in a given month is strongly positively associated with the minimum temperature of the previous months, regional patterns of malaria that are related to factors other than climatic variables have been identified, without being able to explain them. Conclusions In this paper, semiparametric models are used to model the effects of both climatic covariates and spatial effects on malaria distribution in Burundi. The results obtained from the proposed models suggest a strong positive association between malaria incidence in a given month and the minimum temperature of the previous month. From the spatial effects, important spatial patterns of malaria that are related to factors other than climatic variables are identified. Potential explanations (factors) could be related to socio-economic conditions, food shortage, limited access to health care service, precarious housing, promiscuity, poor hygienic conditions, limited access to drinking water, land use (rice paddies for example), displacement of the population (due to armed conflicts). PMID:21835010

Controlling for seasonal patterns and time varying confounders in time-series epidemiological models: a simulation study.

PubMed

Perrakis, Konstantinos; Gryparis, Alexandros; Schwartz, Joel; Le Tertre, Alain; Katsouyanni, Klea; Forastiere, Francesco; Stafoggia, Massimo; Samoli, Evangelia

2014-12-10

An important topic when estimating the effect of air pollutants on human health is choosing the best method to control for seasonal patterns and time varying confounders, such as temperature and humidity. Semi-parametric Poisson time-series models include smooth functions of calendar time and weather effects to control for potential confounders. Case-crossover (CC) approaches are considered efficient alternatives that control seasonal confounding by design and allow inclusion of smooth functions of weather confounders through their equivalent Poisson representations. We evaluate both methodological designs with respect to seasonal control and compare spline-based approaches, using natural splines and penalized splines, and two time-stratified CC approaches. For the spline-based methods, we consider fixed degrees of freedom, minimization of the partial autocorrelation function, and general cross-validation as smoothing criteria. Issues of model misspecification with respect to weather confounding are investigated under simulation scenarios, which allow quantifying omitted, misspecified, and irrelevant-variable bias. The simulations are based on fully parametric mechanisms designed to replicate two datasets with different mortality and atmospheric patterns. Overall, minimum partial autocorrelation function approaches provide more stable results for high mortality counts and strong seasonal trends, whereas natural splines with fixed degrees of freedom perform better for low mortality counts and weak seasonal trends followed by the time-season-stratified CC model, which performs equally well in terms of bias but yields higher standard errors. Copyright © 2014 John Wiley & Sons, Ltd.

Bayesian Analysis of Nonlinear Structural Equation Models with Nonignorable Missing Data

ERIC Educational Resources Information Center

Lee, Sik-Yum

2006-01-01

A Bayesian approach is developed for analyzing nonlinear structural equation models with nonignorable missing data. The nonignorable missingness mechanism is specified by a logistic regression model. A hybrid algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm is used to produce the joint Bayesian estimates of…

Dynamic Bayesian Network Modeling of Game Based Diagnostic Assessments. CRESST Report 837

ERIC Educational Resources Information Center

Levy, Roy

2014-01-01

Digital games offer an appealing environment for assessing student proficiencies, including skills and misconceptions in a diagnostic setting. This paper proposes a dynamic Bayesian network modeling approach for observations of student performance from an educational video game. A Bayesian approach to model construction, calibration, and use in…

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

PubMed

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

2018-06-01

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

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

PubMed

Molitor, John

2012-03-01

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

The Bayesian reader: explaining word recognition as an optimal Bayesian decision process.

PubMed

Norris, Dennis

2006-04-01

This article presents a theory of visual word recognition that assumes that, in the tasks of word identification, lexical decision, and semantic categorization, human readers behave as optimal Bayesian decision makers. This leads to the development of a computational model of word recognition, the Bayesian reader. The Bayesian reader successfully simulates some of the most significant data on human reading. The model accounts for the nature of the function relating word frequency to reaction time and identification threshold, the effects of neighborhood density and its interaction with frequency, and the variation in the pattern of neighborhood density effects seen in different experimental tasks. Both the general behavior of the model and the way the model predicts different patterns of results in different tasks follow entirely from the assumption that human readers approximate optimal Bayesian decision makers. ((c) 2006 APA, all rights reserved).

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.

Methods for Probabilistic Fault Diagnosis: An Electrical Power System Case Study

NASA Technical Reports Server (NTRS)

Ricks, Brian W.; Mengshoel, Ole J.

2009-01-01

Health management systems that more accurately and quickly diagnose faults that may occur in different technical systems on-board a vehicle will play a key role in the success of future NASA missions. We discuss in this paper the diagnosis of abrupt continuous (or parametric) faults within the context of probabilistic graphical models, more specifically Bayesian networks that are compiled to arithmetic circuits. This paper extends our previous research, within the same probabilistic setting, on diagnosis of abrupt discrete faults. Our approach and diagnostic algorithm ProDiagnose are domain-independent; however we use an electrical power system testbed called ADAPT as a case study. In one set of ADAPT experiments, performed as part of the 2009 Diagnostic Challenge, our system turned out to have the best performance among all competitors. In a second set of experiments, we show how we have recently further significantly improved the performance of the probabilistic model of ADAPT. While these experiments are obtained for an electrical power system testbed, we believe they can easily be transitioned to real-world systems, thus promising to increase the success of future NASA missions.

An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions

DOE PAGES

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

Bayesian inference of galaxy formation from the K-band luminosity function of galaxies: tensions between theory and observation

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.

Conflict anticipation in alcohol dependence - A model-based fMRI study of stop signal task.

PubMed

Hu, Sien; Ide, Jaime S; Zhang, Sheng; Sinha, Rajita; Li, Chiang-Shan R

2015-01-01

Our previous work characterized altered cerebral activations during cognitive control in individuals with alcohol dependence (AD). A hallmark of cognitive control is the ability to anticipate changes and adjust behavior accordingly. Here, we employed a Bayesian model to describe trial-by-trial anticipation of the stop signal and modeled fMRI signals of conflict anticipation in a stop signal task. Our goal is to characterize the neural correlates of conflict anticipation and its relationship to response inhibition and alcohol consumption in AD. Twenty-four AD and 70 age and gender matched healthy control individuals (HC) participated in the study. fMRI data were pre-processed and modeled with SPM8. We modeled fMRI signals at trial onset with individual events parametrically modulated by estimated probability of the stop signal, p(Stop), and compared regional responses to conflict anticipation between AD and HC. To address the link to response inhibition, we regressed whole-brain responses to conflict anticipation against the stop signal reaction time (SSRT). Compared to HC (54/70), fewer AD (11/24) showed a significant sequential effect - a correlation between p(Stop) and RT during go trials - and the magnitude of sequential effect is diminished, suggesting a deficit in proactive control. Parametric analyses showed decreased learning rate and over-estimated prior mean of the stop signal in AD. In fMRI, both HC and AD responded to p(Stop) in bilateral inferior parietal cortex and anterior pre-supplementary motor area, although the magnitude of response increased in AD. In contrast, HC but not AD showed deactivation of the perigenual anterior cingulate cortex (pgACC). Furthermore, deactivation of the pgACC to increasing p(Stop) is positively correlated with the SSRT in HC but not AD. Recent alcohol consumption is correlated with increased activation of the thalamus and cerebellum in AD during conflict anticipation. The current results highlight altered proactive control that may serve as an additional behavioral and neural marker of alcohol dependence.

Clinical and multiple gene expression variables in survival analysis of breast cancer: Analysis with the hypertabastic survival model

PubMed Central

2012-01-01

Background We explore the benefits of applying a new proportional hazard model to analyze survival of breast cancer patients. As a parametric model, the hypertabastic survival model offers a closer fit to experimental data than Cox regression, and furthermore provides explicit survival and hazard functions which can be used as additional tools in the survival analysis. In addition, one of our main concerns is utilization of multiple gene expression variables. Our analysis treats the important issue of interaction of different gene signatures in the survival analysis. Methods The hypertabastic proportional hazards model was applied in survival analysis of breast cancer patients. This model was compared, using statistical measures of goodness of fit, with models based on the semi-parametric Cox proportional hazards model and the parametric log-logistic and Weibull models. The explicit functions for hazard and survival were then used to analyze the dynamic behavior of hazard and survival functions. Results The hypertabastic model provided the best fit among all the models considered. Use of multiple gene expression variables also provided a considerable improvement in the goodness of fit of the model, as compared to use of only one. By utilizing the explicit survival and hazard functions provided by the model, we were able to determine the magnitude of the maximum rate of increase in hazard, and the maximum rate of decrease in survival, as well as the times when these occurred. We explore the influence of each gene expression variable on these extrema. Furthermore, in the cases of continuous gene expression variables, represented by a measure of correlation, we were able to investigate the dynamics with respect to changes in gene expression. Conclusions We observed that use of three different gene signatures in the model provided a greater combined effect and allowed us to assess the relative importance of each in determination of outcome in this data set. These results point to the potential to combine gene signatures to a greater effect in cases where each gene signature represents some distinct aspect of the cancer biology. Furthermore we conclude that the hypertabastic survival models can be an effective survival analysis tool for breast cancer patients. PMID:23241496

Bayesian flood forecasting methods: A review

NASA Astrophysics Data System (ADS)

Han, Shasha; Coulibaly, Paulin

2017-08-01

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

Bayesian modeling of flexible cognitive control

PubMed Central

Jiang, Jiefeng; Heller, Katherine; Egner, Tobias

2014-01-01

“Cognitive control” describes endogenous guidance of behavior in situations where routine stimulus-response associations are suboptimal for achieving a desired goal. The computational and neural mechanisms underlying this capacity remain poorly understood. We examine recent advances stemming from the application of a Bayesian learner perspective that provides optimal prediction for control processes. In reviewing the application of Bayesian models to cognitive control, we note that an important limitation in current models is a lack of a plausible mechanism for the flexible adjustment of control over conflict levels changing at varying temporal scales. We then show that flexible cognitive control can be achieved by a Bayesian model with a volatility-driven learning mechanism that modulates dynamically the relative dependence on recent and remote experiences in its prediction of future control demand. We conclude that the emergent Bayesian perspective on computational mechanisms of cognitive control holds considerable promise, especially if future studies can identify neural substrates of the variables encoded by these models, and determine the nature (Bayesian or otherwise) of their neural implementation. PMID:24929218

Bayesian generalized linear mixed modeling of Tuberculosis using informative priors.

PubMed

Ojo, Oluwatobi Blessing; Lougue, Siaka; Woldegerima, Woldegebriel Assefa

2017-01-01

TB is rated as one of the world's deadliest diseases and South Africa ranks 9th out of the 22 countries with hardest hit of TB. Although many pieces of research have been carried out on this subject, this paper steps further by inculcating past knowledge into the model, using Bayesian approach with informative prior. Bayesian statistics approach is getting popular in data analyses. But, most applications of Bayesian inference technique are limited to situations of non-informative prior, where there is no solid external information about the distribution of the parameter of interest. The main aim of this study is to profile people living with TB in South Africa. In this paper, identical regression models are fitted for classical and Bayesian approach both with non-informative and informative prior, using South Africa General Household Survey (GHS) data for the year 2014. For the Bayesian model with informative prior, South Africa General Household Survey dataset for the year 2011 to 2013 are used to set up priors for the model 2014.

Bayesian statistics in medicine: a 25 year review.

PubMed

Ashby, Deborah

2006-11-15

This review examines the state of Bayesian thinking as Statistics in Medicine was launched in 1982, reflecting particularly on its applicability and uses in medical research. It then looks at each subsequent five-year epoch, with a focus on papers appearing in Statistics in Medicine, putting these in the context of major developments in Bayesian thinking and computation with reference to important books, landmark meetings and seminal papers. It charts the growth of Bayesian statistics as it is applied to medicine and makes predictions for the future. From sparse beginnings, where Bayesian statistics was barely mentioned, Bayesian statistics has now permeated all the major areas of medical statistics, including clinical trials, epidemiology, meta-analyses and evidence synthesis, spatial modelling, longitudinal modelling, survival modelling, molecular genetics and decision-making in respect of new technologies.

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.

Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology

PubMed Central

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

An introduction to Bayesian statistics in health psychology.

PubMed

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

2017-09-01

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

Does integration of HIV and sexual and reproductive health services improve technical efficiency in Kenya and Swaziland? An application of a two-stage semi parametric approach incorporating quality measures

PubMed Central

Obure, Carol Dayo; Jacobs, Rowena; Guinness, Lorna; Mayhew, Susannah; Vassall, Anna

2016-01-01

Theoretically, integration of vertically organized services is seen as an important approach to improving the efficiency of health service delivery. However, there is a dearth of evidence on the effect of integration on the technical efficiency of health service delivery. Furthermore, where technical efficiency has been assessed, there have been few attempts to incorporate quality measures within efficiency measurement models particularly in sub-Saharan African settings. This paper investigates the technical efficiency and the determinants of technical efficiency of integrated HIV and sexual and reproductive health (SRH) services using data collected from 40 health facilities in Kenya and Swaziland for 2008/2009 and 2010/2011. Incorporating a measure of quality, we estimate the technical efficiency of health facilities and explore the effect of integration and other environmental factors on technical efficiency using a two-stage semi-parametric double bootstrap approach. The empirical results reveal a high degree of inefficiency in the health facilities studied. The mean bias corrected technical efficiency scores taking quality into consideration varied between 22% and 65% depending on the data envelopment analysis (DEA) model specification. The number of additional HIV services in the maternal and child health unit, public ownership and facility type, have a positive and significant effect on technical efficiency. However, number of additional HIV and STI services provided in the same clinical room, proportion of clinical staff to overall staff, proportion of HIV services provided, and rural location had a negative and significant effect on technical efficiency. The low estimates of technical efficiency and mixed effects of the measures of integration on efficiency challenge the notion that integration of HIV and SRH services may substantially improve the technical efficiency of health facilities. The analysis of quality and efficiency as separate dimensions of performance suggest that efficiency may be achieved without sacrificing quality. PMID:26803655

Does integration of HIV and sexual and reproductive health services improve technical efficiency in Kenya and Swaziland? An application of a two-stage semi parametric approach incorporating quality measures.

PubMed

Obure, Carol Dayo; Jacobs, Rowena; Guinness, Lorna; Mayhew, Susannah; Vassall, Anna

2016-02-01

Theoretically, integration of vertically organized services is seen as an important approach to improving the efficiency of health service delivery. However, there is a dearth of evidence on the effect of integration on the technical efficiency of health service delivery. Furthermore, where technical efficiency has been assessed, there have been few attempts to incorporate quality measures within efficiency measurement models particularly in sub-Saharan African settings. This paper investigates the technical efficiency and the determinants of technical efficiency of integrated HIV and sexual and reproductive health (SRH) services using data collected from 40 health facilities in Kenya and Swaziland for 2008/2009 and 2010/2011. Incorporating a measure of quality, we estimate the technical efficiency of health facilities and explore the effect of integration and other environmental factors on technical efficiency using a two-stage semi-parametric double bootstrap approach. The empirical results reveal a high degree of inefficiency in the health facilities studied. The mean bias corrected technical efficiency scores taking quality into consideration varied between 22% and 65% depending on the data envelopment analysis (DEA) model specification. The number of additional HIV services in the maternal and child health unit, public ownership and facility type, have a positive and significant effect on technical efficiency. However, number of additional HIV and STI services provided in the same clinical room, proportion of clinical staff to overall staff, proportion of HIV services provided, and rural location had a negative and significant effect on technical efficiency. The low estimates of technical efficiency and mixed effects of the measures of integration on efficiency challenge the notion that integration of HIV and SRH services may substantially improve the technical efficiency of health facilities. The analysis of quality and efficiency as separate dimensions of performance suggest that efficiency may be achieved without sacrificing quality. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

Comparison of three different detectors applied to synthetic aperture radar data

NASA Astrophysics Data System (ADS)

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

2002-08-01

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

Regression-assisted deconvolution.

PubMed

McIntyre, Julie; Stefanski, Leonard A

2011-06-30

We present a semi-parametric deconvolution estimator for the density function of a random variable biX that is measured with error, a common challenge in many epidemiological studies. Traditional deconvolution estimators rely only on assumptions about the distribution of X and the error in its measurement, and ignore information available in auxiliary variables. Our method assumes the availability of a covariate vector statistically related to X by a mean-variance function regression model, where regression errors are normally distributed and independent of the measurement errors. Simulations suggest that the estimator achieves a much lower integrated squared error than the observed-data kernel density estimator when models are correctly specified and the assumption of normal regression errors is met. We illustrate the method using anthropometric measurements of newborns to estimate the density function of newborn length. Copyright © 2011 John Wiley & Sons, Ltd.

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

PubMed

Houseman, E Andres; Virji, M Abbas

2017-08-01

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

Incremental Transductive Learning Approaches to Schistosomiasis Vector Classification

NASA Astrophysics Data System (ADS)

Fusco, Terence; Bi, Yaxin; Wang, Haiying; Browne, Fiona

2016-08-01

The key issues pertaining to collection of epidemic disease data for our analysis purposes are that it is a labour intensive, time consuming and expensive process resulting in availability of sparse sample data which we use to develop prediction models. To address this sparse data issue, we present the novel Incremental Transductive methods to circumvent the data collection process by applying previously acquired data to provide consistent, confidence-based labelling alternatives to field survey research. We investigated various reasoning approaches for semi-supervised machine learning including Bayesian models for labelling data. The results show that using the proposed methods, we can label instances of data with a class of vector density at a high level of confidence. By applying the Liberal and Strict Training Approaches, we provide a labelling and classification alternative to standalone algorithms. The methods in this paper are components in the process of reducing the proliferation of the Schistosomiasis disease and its effects.

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

DTIC Science & Technology

2017-09-01

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

Bayesian Learning and the Psychology of Rule Induction

ERIC Educational Resources Information Center

Endress, Ansgar D.

2013-01-01

In recent years, Bayesian learning models have been applied to an increasing variety of domains. While such models have been criticized on theoretical grounds, the underlying assumptions and predictions are rarely made concrete and tested experimentally. Here, I use Frank and Tenenbaum's (2011) Bayesian model of rule-learning as a case study to…

Properties of the Bayesian Knowledge Tracing Model

ERIC Educational Resources Information Center

van de Sande, Brett

2013-01-01

Bayesian Knowledge Tracing is used very widely to model student learning. It comes in two different forms: The first form is the Bayesian Knowledge Tracing "hidden Markov model" which predicts the probability of correct application of a skill as a function of the number of previous opportunities to apply that skill and the model…

Bayesian Analysis of Longitudinal Data Using Growth Curve Models

ERIC Educational Resources Information Center

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

2007-01-01

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

Testing students' e-learning via Facebook through Bayesian structural equation modeling.

PubMed

Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad

2017-01-01

Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.

Testing students’ e-learning via Facebook through Bayesian structural equation modeling

PubMed Central

Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad

2017-01-01

Learning is an intentional activity, with several factors affecting students’ intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods’ results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated. PMID:28886019

When mechanism matters: Bayesian forecasting using models of ecological diffusion

USGS Publications Warehouse

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

2017-01-01

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

LHC searches for dark sector showers

NASA Astrophysics Data System (ADS)

Cohen, Timothy; Lisanti, Mariangela; Lou, Hou Keong; Mishra-Sharma, Siddharth

2017-11-01

This paper proposes a new search program for dark sector parton showers at the Large Hadron Collider (LHC). These signatures arise in theories characterized by strong dynamics in a hidden sector, such as Hidden Valley models. A dark parton shower can be composed of both invisible dark matter particles as well as dark sector states that decay to Standard Model particles via a portal. The focus here is on the specific case of `semi-visible jets,' jet-like collider objects where the visible states in the shower are Standard Model hadrons. We present a Simplified Model-like parametrization for the LHC observables and propose targeted search strategies for regions of parameter space that are not covered by existing analyses. Following the `mono- X' literature, the portal is modeled using either an effective field theoretic contact operator approach or with one of two ultraviolet completions; sensitivity projections are provided for all three cases. We additionally highlight that the LHC has a unique advantage over direct detection experiments in the search for this class of dark matter theories.

Gaussian process regression for forecasting battery state of health

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Parametric Modelling of As-Built Beam Framed Structure in Bim Environment

NASA Astrophysics Data System (ADS)

Yang, X.; Koehl, M.; Grussenmeyer, P.

2017-02-01

A complete documentation and conservation of a historic timber roof requires the integration of geometry modelling, attributional and dynamic information management and results of structural analysis. Recently developed as-built Building Information Modelling (BIM) technique has the potential to provide a uniform platform, which provides possibility to integrate the traditional geometry modelling, parametric elements management and structural analysis together. The main objective of the project presented in this paper is to develop a parametric modelling tool for a timber roof structure whose elements are leaning and crossing beam frame. Since Autodesk Revit, as the typical BIM software, provides the platform for parametric modelling and information management, an API plugin, able to automatically create the parametric beam elements and link them together with strict relationship, was developed. The plugin under development is introduced in the paper, which can obtain the parametric beam model via Autodesk Revit API from total station points and terrestrial laser scanning data. The results show the potential of automatizing the parametric modelling by interactive API development in BIM environment. It also integrates the separate data processing and different platforms into the uniform Revit software.

Bayesian naturalness, simplicity, and testability applied to the B ‑ L MSSM GUT

NASA Astrophysics Data System (ADS)

Fundira, Panashe; Purves, Austin

2018-04-01

Recent years have seen increased use of Bayesian model comparison to quantify notions such as naturalness, simplicity, and testability, especially in the area of supersymmetric model building. After demonstrating that Bayesian model comparison can resolve a paradox that has been raised in the literature concerning the naturalness of the proton mass, we apply Bayesian model comparison to GUTs, an area to which it has not been applied before. We find that the GUTs are substantially favored over the nonunifying puzzle model. Of the GUTs we consider, the B ‑ L MSSM GUT is the most favored, but the MSSM GUT is almost equally favored.

Cross-validation and Peeling Strategies for Survival Bump Hunting using Recursive Peeling Methods

PubMed Central

Dazard, Jean-Eudes; Choe, Michael; LeBlanc, Michael; Rao, J. Sunil

2015-01-01

We introduce a framework to build a survival/risk bump hunting model with a censored time-to-event response. Our Survival Bump Hunting (SBH) method is based on a recursive peeling procedure that uses a specific survival peeling criterion derived from non/semi-parametric statistics such as the hazards-ratio, the log-rank test or the Nelson--Aalen estimator. To optimize the tuning parameter of the model and validate it, we introduce an objective function based on survival or prediction-error statistics, such as the log-rank test and the concordance error rate. We also describe two alternative cross-validation techniques adapted to the joint task of decision-rule making by recursive peeling and survival estimation. Numerical analyses show the importance of replicated cross-validation and the differences between criteria and techniques in both low and high-dimensional settings. Although several non-parametric survival models exist, none addresses the problem of directly identifying local extrema. We show how SBH efficiently estimates extreme survival/risk subgroups unlike other models. This provides an insight into the behavior of commonly used models and suggests alternatives to be adopted in practice. Finally, our SBH framework was applied to a clinical dataset. In it, we identified subsets of patients characterized by clinical and demographic covariates with a distinct extreme survival outcome, for which tailored medical interventions could be made. An R package PRIMsrc (Patient Rule Induction Method in Survival, Regression and Classification settings) is available on CRAN (Comprehensive R Archive Network) and GitHub. PMID:27034730