Sample records for sparse bayesian estimation

  1. Hierarchical Bayesian sparse image reconstruction with application to MRFM.

    PubMed

    Dobigeon, Nicolas; Hero, Alfred O; Tourneret, Jean-Yves

    2009-09-01

    This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g., by maximizing the estimated posterior distribution. In our fully Bayesian approach, the posteriors of all the parameters are available. Thus, our algorithm provides more information than other previously proposed sparse reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument.

  2. Bayesian sparse channel estimation

    NASA Astrophysics Data System (ADS)

    Chen, Chulong; Zoltowski, Michael D.

    2012-05-01

    In Orthogonal Frequency Division Multiplexing (OFDM) systems, the technique used to estimate and track the time-varying multipath channel is critical to ensure reliable, high data rate communications. It is recognized that wireless channels often exhibit a sparse structure, especially for wideband and ultra-wideband systems. In order to exploit this sparse structure to reduce the number of pilot tones and increase the channel estimation quality, the application of compressed sensing to channel estimation is proposed. In this article, to make the compressed channel estimation more feasible for practical applications, it is investigated from a perspective of Bayesian learning. Under the Bayesian learning framework, the large-scale compressed sensing problem, as well as large time delay for the estimation of the doubly selective channel over multiple consecutive OFDM symbols, can be avoided. Simulation studies show a significant improvement in channel estimation MSE and less computing time compared to the conventional compressed channel estimation techniques.

  3. 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.

  4. A Sparse Bayesian Learning Algorithm for White Matter Parameter Estimation from Compressed Multi-shell Diffusion MRI.

    PubMed

    Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Sapiro, Guillermo; Lenglet, Christophe

    2017-09-01

    We propose a sparse Bayesian learning algorithm for improved estimation of white matter fiber parameters from compressed (under-sampled q-space) multi-shell diffusion MRI data. The multi-shell data is represented in a dictionary form using a non-monoexponential decay model of diffusion, based on continuous gamma distribution of diffusivities. The fiber volume fractions with predefined orientations, which are the unknown parameters, form the dictionary weights. These unknown parameters are estimated with a linear un-mixing framework, using a sparse Bayesian learning algorithm. A localized learning of hyperparameters at each voxel and for each possible fiber orientations improves the parameter estimation. Our experiments using synthetic data from the ISBI 2012 HARDI reconstruction challenge and in-vivo data from the Human Connectome Project demonstrate the improvements.

  5. Sensitivity analyses for sparse-data problems-using weakly informative bayesian priors.

    PubMed

    Hamra, Ghassan B; MacLehose, Richard F; Cole, Stephen R

    2013-03-01

    Sparse-data problems are common, and approaches are needed to evaluate the sensitivity of parameter estimates based on sparse data. We propose a Bayesian approach that uses weakly informative priors to quantify sensitivity of parameters to sparse data. The weakly informative prior is based on accumulated evidence regarding the expected magnitude of relationships using relative measures of disease association. We illustrate the use of weakly informative priors with an example of the association of lifetime alcohol consumption and head and neck cancer. When data are sparse and the observed information is weak, a weakly informative prior will shrink parameter estimates toward the prior mean. Additionally, the example shows that when data are not sparse and the observed information is not weak, a weakly informative prior is not influential. Advancements in implementation of Markov Chain Monte Carlo simulation make this sensitivity analysis easily accessible to the practicing epidemiologist.

  6. Sensitivity Analyses for Sparse-Data Problems—Using Weakly Informative Bayesian Priors

    PubMed Central

    Hamra, Ghassan B.; MacLehose, Richard F.; Cole, Stephen R.

    2013-01-01

    Sparse-data problems are common, and approaches are needed to evaluate the sensitivity of parameter estimates based on sparse data. We propose a Bayesian approach that uses weakly informative priors to quantify sensitivity of parameters to sparse data. The weakly informative prior is based on accumulated evidence regarding the expected magnitude of relationships using relative measures of disease association. We illustrate the use of weakly informative priors with an example of the association of lifetime alcohol consumption and head and neck cancer. When data are sparse and the observed information is weak, a weakly informative prior will shrink parameter estimates toward the prior mean. Additionally, the example shows that when data are not sparse and the observed information is not weak, a weakly informative prior is not influential. Advancements in implementation of Markov Chain Monte Carlo simulation make this sensitivity analysis easily accessible to the practicing epidemiologist. PMID:23337241

  7. A Sparse Bayesian Approach for Forward-Looking Superresolution Radar Imaging

    PubMed Central

    Zhang, Yin; Zhang, Yongchao; Huang, Yulin; Yang, Jianyu

    2017-01-01

    This paper presents a sparse superresolution approach for high cross-range resolution imaging of forward-looking scanning radar based on the Bayesian criterion. First, a novel forward-looking signal model is established as the product of the measurement matrix and the cross-range target distribution, which is more accurate than the conventional convolution model. Then, based on the Bayesian criterion, the widely-used sparse regularization is considered as the penalty term to recover the target distribution. The derivation of the cost function is described, and finally, an iterative expression for minimizing this function is presented. Alternatively, this paper discusses how to estimate the single parameter of Gaussian noise. With the advantage of a more accurate model, the proposed sparse Bayesian approach enjoys a lower model error. Meanwhile, when compared with the conventional superresolution methods, the proposed approach shows high cross-range resolution and small location error. The superresolution results for the simulated point target, scene data, and real measured data are presented to demonstrate the superior performance of the proposed approach. PMID:28604583

  8. Sparse Bayesian learning for DOA estimation with mutual coupling.

    PubMed

    Dai, Jisheng; Hu, Nan; Xu, Weichao; Chang, Chunqi

    2015-10-16

    Sparse Bayesian learning (SBL) has given renewed interest to the problem of direction-of-arrival (DOA) estimation. It is generally assumed that the measurement matrix in SBL is precisely known. Unfortunately, this assumption may be invalid in practice due to the imperfect manifold caused by unknown or misspecified mutual coupling. This paper describes a modified SBL method for joint estimation of DOAs and mutual coupling coefficients with uniform linear arrays (ULAs). Unlike the existing method that only uses stationary priors, our new approach utilizes a hierarchical form of the Student t prior to enforce the sparsity of the unknown signal more heavily. We also provide a distinct Bayesian inference for the expectation-maximization (EM) algorithm, which can update the mutual coupling coefficients more efficiently. Another difference is that our method uses an additional singular value decomposition (SVD) to reduce the computational complexity of the signal reconstruction process and the sensitivity to the measurement noise.

  9. Logarithmic Laplacian Prior Based Bayesian Inverse Synthetic Aperture Radar Imaging.

    PubMed

    Zhang, Shuanghui; Liu, Yongxiang; Li, Xiang; Bi, Guoan

    2016-04-28

    This paper presents a novel Inverse Synthetic Aperture Radar Imaging (ISAR) algorithm based on a new sparse prior, known as the logarithmic Laplacian prior. The newly proposed logarithmic Laplacian prior has a narrower main lobe with higher tail values than the Laplacian prior, which helps to achieve performance improvement on sparse representation. The logarithmic Laplacian prior is used for ISAR imaging within the Bayesian framework to achieve better focused radar image. In the proposed method of ISAR imaging, the phase errors are jointly estimated based on the minimum entropy criterion to accomplish autofocusing. The maximum a posterior (MAP) estimation and the maximum likelihood estimation (MLE) are utilized to estimate the model parameters to avoid manually tuning process. Additionally, the fast Fourier Transform (FFT) and Hadamard product are used to minimize the required computational efficiency. Experimental results based on both simulated and measured data validate that the proposed algorithm outperforms the traditional sparse ISAR imaging algorithms in terms of resolution improvement and noise suppression.

  10. Sparse Bayesian Learning for Identifying Imaging Biomarkers in AD Prediction

    PubMed Central

    Shen, Li; Qi, Yuan; Kim, Sungeun; Nho, Kwangsik; Wan, Jing; Risacher, Shannon L.; Saykin, Andrew J.

    2010-01-01

    We apply sparse Bayesian learning methods, automatic relevance determination (ARD) and predictive ARD (PARD), to Alzheimer’s disease (AD) classification to make accurate prediction and identify critical imaging markers relevant to AD at the same time. ARD is one of the most successful Bayesian feature selection methods. PARD is a powerful Bayesian feature selection method, and provides sparse models that is easy to interpret. PARD selects the model with the best estimate of the predictive performance instead of choosing the one with the largest marginal model likelihood. Comparative study with support vector machine (SVM) shows that ARD/PARD in general outperform SVM in terms of prediction accuracy. Additional comparison with surface-based general linear model (GLM) analysis shows that regions with strongest signals are identified by both GLM and ARD/PARD. While GLM P-map returns significant regions all over the cortex, ARD/PARD provide a small number of relevant and meaningful imaging markers with predictive power, including both cortical and subcortical measures. PMID:20879451

  11. Receptive Field Inference with Localized Priors

    PubMed Central

    Park, Mijung; Pillow, Jonathan W.

    2011-01-01

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

  12. Multi-subject hierarchical inverse covariance modelling improves estimation of functional brain networks.

    PubMed

    Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M

    2018-05-07

    A Bayesian model for sparse, hierarchical, inver-covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fMRI, MEG and EEG data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in MEG beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.

  13. 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

  14. A denoising algorithm for CT image using low-rank sparse coding

    NASA Astrophysics Data System (ADS)

    Lei, Yang; Xu, Dong; Zhou, Zhengyang; Wang, Tonghe; Dong, Xue; Liu, Tian; Dhabaan, Anees; Curran, Walter J.; Yang, Xiaofeng

    2018-03-01

    We propose a denoising method of CT image based on low-rank sparse coding. The proposed method constructs an adaptive dictionary of image patches and estimates the sparse coding regularization parameters using the Bayesian interpretation. A low-rank approximation approach is used to simultaneously construct the dictionary and achieve sparse representation through clustering similar image patches. A variable-splitting scheme and a quadratic optimization are used to reconstruct CT image based on achieved sparse coefficients. We tested this denoising technology using phantom, brain and abdominal CT images. The experimental results showed that the proposed method delivers state-of-art denoising performance, both in terms of objective criteria and visual quality.

  15. Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

    NASA Astrophysics Data System (ADS)

    Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

    2016-06-01

    We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

  16. Development of a population pharmacokinetic model for carbamazepine based on sparse therapeutic monitoring data from pediatric patients with epilepsy.

    PubMed

    Carlsson, Kristin Cecilie; Hoem, Nils Ove; Glauser, Tracy; Vinks, Alexander A

    2005-05-01

    Population models can be important extensions of therapeutic drug monitoring (TDM), as they allow estimation of individual pharmacokinetic parameters based on a small number of measured drug concentrations. This study used a Bayesian approach to explore the utility of routinely collected and sparse TDM data (1 sample per patient) for carbamazepine (CBZ) monotherapy in developing a population pharmacokinetic (PPK) model for CBZ in pediatric patients that would allow prediction of CBZ concentrations for both immediate- and controlled-release formulations. Patient and TDM data were obtained from a pediatric neurology outpatient database. Data were analyzed using an iterative 2-stage Bayesian algorithm and a nonparametric adaptive grid algorithm. Models were compared by final log likelihood, mean error (ME) as a measure of bias, and root mean squared error (RMSE) as a measure of precision. Fifty-seven entries with data on CBZ monotherapy were identified from the database and used in the analysis (36 from males, 21 from females; mean [SD] age, 9.1 [4.4] years [range, 2-21 years]). Preliminary models estimating clearance (Cl) or the elimination rate constant (K(el)) gave good prediction of serum concentrations compared with measured serum concentrations, but estimates of Cl and K(el) were highly correlated with estimates of volume of distribution (V(d)). Different covariate models were then tested. The selected model had zero-order input and had age and body weight as covariates. Cl (L/h) was calculated as K(el) . V(d), where K(el) = [K(i) - (K(s) . age)] and V(d) = [V(i) + (V(s) . body weight)]. Median parameter estimates were V(i) (intercept) = 11.5 L (fixed); V(s) (slope) = 0.3957 L/kg (range, 0.01200-1.5730); K(i) (intercept) = 0.173 h(-1) (fixed); and K(s) (slope) = 0.004487 h(-1) . y(-1) (range, 0.0001800-0.02969). The fit was good for estimates of steady-state serum concentrations based on prior values (population median estimates) (R = 0.468; R(2) = 0.219) but was even better for predictions based on individual Bayesian posterior values (R(2) = 0.991), with little bias (ME = -0.079) and good precision (RMSE = 0.055). Based on the findings of this study, sparse TDM data can be used for PPK modeling of CBZ clearance in children with epilepsy, and these models can be used to predict Cl at steady state in pediatric patients. However, to estimate additional pharmacokinetic model parameters (eg, the absorption rate constant and V(d)), it would be necessary to combine sparse TDM data with additional well-timed samples. This would allow development of more informative PPK models that could be used as part of Bayesian dose-individualization strategies.

  17. Robust Spectral Unmixing of Sparse Multispectral Lidar Waveforms using Gamma Markov Random Fields

    DOE PAGES

    Altmann, Yoann; Maccarone, Aurora; McCarthy, Aongus; ...

    2017-05-10

    Here, this paper presents a new Bayesian spectral un-mixing algorithm to analyse remote scenes sensed via sparse multispectral Lidar measurements. To a first approximation, in the presence of a target, each Lidar waveform consists of a main peak, whose position depends on the target distance and whose amplitude depends on the wavelength of the laser source considered (i.e, on the target reflectivity). Besides, these temporal responses are usually assumed to be corrupted by Poisson noise in the low photon count regime. When considering multiple wavelengths, it becomes possible to use spectral information in order to identify and quantify the mainmore » materials in the scene, in addition to estimation of the Lidar-based range profiles. Due to its anomaly detection capability, the proposed hierarchical Bayesian model, coupled with an efficient Markov chain Monte Carlo algorithm, allows robust estimation of depth images together with abundance and outlier maps associated with the observed 3D scene. The proposed methodology is illustrated via experiments conducted with real multispectral Lidar data acquired in a controlled environment. The results demonstrate the possibility to unmix spectral responses constructed from extremely sparse photon counts (less than 10 photons per pixel and band).« less

  18. Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

    NASA Astrophysics Data System (ADS)

    Zeng, X.

    2015-12-01

    A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

  19. Robust Learning of High-dimensional Biological Networks with Bayesian Networks

    NASA Astrophysics Data System (ADS)

    Nägele, Andreas; Dejori, Mathäus; Stetter, Martin

    Structure learning of Bayesian networks applied to gene expression data has become a potentially useful method to estimate interactions between genes. However, the NP-hardness of Bayesian network structure learning renders the reconstruction of the full genetic network with thousands of genes unfeasible. Consequently, the maximal network size is usually restricted dramatically to a small set of genes (corresponding with variables in the Bayesian network). Although this feature reduction step makes structure learning computationally tractable, on the downside, the learned structure might be adversely affected due to the introduction of missing genes. Additionally, gene expression data are usually very sparse with respect to the number of samples, i.e., the number of genes is much greater than the number of different observations. Given these problems, learning robust network features from microarray data is a challenging task. This chapter presents several approaches tackling the robustness issue in order to obtain a more reliable estimation of learned network features.

  20. 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

  1. 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.

  2. A Bayesian hierarchical model for mortality data from cluster-sampling household surveys in humanitarian crises.

    PubMed

    Heudtlass, Peter; Guha-Sapir, Debarati; Speybroeck, Niko

    2018-05-31

    The crude death rate (CDR) is one of the defining indicators of humanitarian emergencies. When data from vital registration systems are not available, it is common practice to estimate the CDR from household surveys with cluster-sampling design. However, sample sizes are often too small to compare mortality estimates to emergency thresholds, at least in a frequentist framework. Several authors have proposed Bayesian methods for health surveys in humanitarian crises. Here, we develop an approach specifically for mortality data and cluster-sampling surveys. We describe a Bayesian hierarchical Poisson-Gamma mixture model with generic (weakly informative) priors that could be used as default in absence of any specific prior knowledge, and compare Bayesian and frequentist CDR estimates using five different mortality datasets. We provide an interpretation of the Bayesian estimates in the context of an emergency threshold and demonstrate how to interpret parameters at the cluster level and ways in which informative priors can be introduced. With the same set of weakly informative priors, Bayesian CDR estimates are equivalent to frequentist estimates, for all practical purposes. The probability that the CDR surpasses the emergency threshold can be derived directly from the posterior of the mean of the mixing distribution. All observation in the datasets contribute to the estimation of cluster-level estimates, through the hierarchical structure of the model. In a context of sparse data, Bayesian mortality assessments have advantages over frequentist ones already when using only weakly informative priors. More informative priors offer a formal and transparent way of combining new data with existing data and expert knowledge and can help to improve decision-making in humanitarian crises by complementing frequentist estimates.

  3. Bayesian characterization of uncertainty in species interaction strengths.

    PubMed

    Wolf, Christopher; Novak, Mark; Gitelman, Alix I

    2017-06-01

    Considerable effort has been devoted to the estimation of species interaction strengths. This effort has focused primarily on statistical significance testing and obtaining point estimates of parameters that contribute to interaction strength magnitudes, leaving the characterization of uncertainty associated with those estimates unconsidered. We consider a means of characterizing the uncertainty of a generalist predator's interaction strengths by formulating an observational method for estimating a predator's prey-specific per capita attack rates as a Bayesian statistical model. This formulation permits the explicit incorporation of multiple sources of uncertainty. A key insight is the informative nature of several so-called non-informative priors that have been used in modeling the sparse data typical of predator feeding surveys. We introduce to ecology a new neutral prior and provide evidence for its superior performance. We use a case study to consider the attack rates in a New Zealand intertidal whelk predator, and we illustrate not only that Bayesian point estimates can be made to correspond with those obtained by frequentist approaches, but also that estimation uncertainty as described by 95% intervals is more useful and biologically realistic using the Bayesian method. In particular, unlike in bootstrap confidence intervals, the lower bounds of the Bayesian posterior intervals for attack rates do not include zero when a predator-prey interaction is in fact observed. We conclude that the Bayesian framework provides a straightforward, probabilistic characterization of interaction strength uncertainty, enabling future considerations of both the deterministic and stochastic drivers of interaction strength and their impact on food webs.

  4. Bayesian approach to estimate AUC, partition coefficient and drug targeting index for studies with serial sacrifice design.

    PubMed

    Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William

    2014-03-01

    The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.

  5. Parameter Estimation for a Turbulent Buoyant Jet Using Approximate Bayesian Computation

    NASA Astrophysics Data System (ADS)

    Christopher, Jason D.; Wimer, Nicholas T.; Hayden, Torrey R. S.; Lapointe, Caelan; Grooms, Ian; Rieker, Gregory B.; Hamlington, Peter E.

    2016-11-01

    Approximate Bayesian Computation (ABC) is a powerful tool that allows sparse experimental or other "truth" data to be used for the prediction of unknown model parameters in numerical simulations of real-world engineering systems. In this presentation, we introduce the ABC approach and then use ABC to predict unknown inflow conditions in simulations of a two-dimensional (2D) turbulent, high-temperature buoyant jet. For this test case, truth data are obtained from a simulation with known boundary conditions and problem parameters. Using spatially-sparse temperature statistics from the 2D buoyant jet truth simulation, we show that the ABC method provides accurate predictions of the true jet inflow temperature. The success of the ABC approach in the present test suggests that ABC is a useful and versatile tool for engineering fluid dynamics research.

  6. Online estimation of lithium-ion battery capacity using sparse Bayesian learning

    NASA Astrophysics Data System (ADS)

    Hu, Chao; Jain, Gaurav; Schmidt, Craig; Strief, Carrie; Sullivan, Melani

    2015-09-01

    Lithium-ion (Li-ion) rechargeable batteries are used as one of the major energy storage components for implantable medical devices. Reliability of Li-ion batteries used in these devices has been recognized as of high importance from a broad range of stakeholders, including medical device manufacturers, regulatory agencies, patients and physicians. To ensure a Li-ion battery operates reliably, it is important to develop health monitoring techniques that accurately estimate the capacity of the battery throughout its life-time. This paper presents a sparse Bayesian learning method that utilizes the charge voltage and current measurements to estimate the capacity of a Li-ion battery used in an implantable medical device. Relevance Vector Machine (RVM) is employed as a probabilistic kernel regression method to learn the complex dependency of the battery capacity on the characteristic features that are extracted from the charge voltage and current measurements. Owing to the sparsity property of RVM, the proposed method generates a reduced-scale regression model that consumes only a small fraction of the CPU time required by a full-scale model, which makes online capacity estimation computationally efficient. 10 years' continuous cycling data and post-explant cycling data obtained from Li-ion prismatic cells are used to verify the performance of the proposed method.

  7. Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

    NASA Technical Reports Server (NTRS)

    Warner, James E.; Hochhalter, Jacob D.

    2016-01-01

    This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

  8. Gene selection in cancer classification using sparse logistic regression with Bayesian regularization.

    PubMed

    Cawley, Gavin C; Talbot, Nicola L C

    2006-10-01

    Gene selection algorithms for cancer classification, based on the expression of a small number of biomarker genes, have been the subject of considerable research in recent years. Shevade and Keerthi propose a gene selection algorithm based on sparse logistic regression (SLogReg) incorporating a Laplace prior to promote sparsity in the model parameters, and provide a simple but efficient training procedure. The degree of sparsity obtained is determined by the value of a regularization parameter, which must be carefully tuned in order to optimize performance. This normally involves a model selection stage, based on a computationally intensive search for the minimizer of the cross-validation error. In this paper, we demonstrate that a simple Bayesian approach can be taken to eliminate this regularization parameter entirely, by integrating it out analytically using an uninformative Jeffrey's prior. The improved algorithm (BLogReg) is then typically two or three orders of magnitude faster than the original algorithm, as there is no longer a need for a model selection step. The BLogReg algorithm is also free from selection bias in performance estimation, a common pitfall in the application of machine learning algorithms in cancer classification. The SLogReg, BLogReg and Relevance Vector Machine (RVM) gene selection algorithms are evaluated over the well-studied colon cancer and leukaemia benchmark datasets. The leave-one-out estimates of the probability of test error and cross-entropy of the BLogReg and SLogReg algorithms are very similar, however the BlogReg algorithm is found to be considerably faster than the original SLogReg algorithm. Using nested cross-validation to avoid selection bias, performance estimation for SLogReg on the leukaemia dataset takes almost 48 h, whereas the corresponding result for BLogReg is obtained in only 1 min 24 s, making BLogReg by far the more practical algorithm. BLogReg also demonstrates better estimates of conditional probability than the RVM, which are of great importance in medical applications, with similar computational expense. A MATLAB implementation of the sparse logistic regression algorithm with Bayesian regularization (BLogReg) is available from http://theoval.cmp.uea.ac.uk/~gcc/cbl/blogreg/

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

    Altmann, Yoann; Maccarone, Aurora; McCarthy, Aongus

    Here, this paper presents a new Bayesian spectral un-mixing algorithm to analyse remote scenes sensed via sparse multispectral Lidar measurements. To a first approximation, in the presence of a target, each Lidar waveform consists of a main peak, whose position depends on the target distance and whose amplitude depends on the wavelength of the laser source considered (i.e, on the target reflectivity). Besides, these temporal responses are usually assumed to be corrupted by Poisson noise in the low photon count regime. When considering multiple wavelengths, it becomes possible to use spectral information in order to identify and quantify the mainmore » materials in the scene, in addition to estimation of the Lidar-based range profiles. Due to its anomaly detection capability, the proposed hierarchical Bayesian model, coupled with an efficient Markov chain Monte Carlo algorithm, allows robust estimation of depth images together with abundance and outlier maps associated with the observed 3D scene. The proposed methodology is illustrated via experiments conducted with real multispectral Lidar data acquired in a controlled environment. The results demonstrate the possibility to unmix spectral responses constructed from extremely sparse photon counts (less than 10 photons per pixel and band).« less

  10. A Bayesian hierarchical diffusion model decomposition of performance in Approach–Avoidance Tasks

    PubMed Central

    Krypotos, Angelos-Miltiadis; Beckers, Tom; Kindt, Merel; Wagenmakers, Eric-Jan

    2015-01-01

    Common methods for analysing response time (RT) tasks, frequently used across different disciplines of psychology, suffer from a number of limitations such as the failure to directly measure the underlying latent processes of interest and the inability to take into account the uncertainty associated with each individual's point estimate of performance. Here, we discuss a Bayesian hierarchical diffusion model and apply it to RT data. This model allows researchers to decompose performance into meaningful psychological processes and to account optimally for individual differences and commonalities, even with relatively sparse data. We highlight the advantages of the Bayesian hierarchical diffusion model decomposition by applying it to performance on Approach–Avoidance Tasks, widely used in the emotion and psychopathology literature. Model fits for two experimental data-sets demonstrate that the model performs well. The Bayesian hierarchical diffusion model overcomes important limitations of current analysis procedures and provides deeper insight in latent psychological processes of interest. PMID:25491372

  11. Efficient Bayesian experimental design for contaminant source identification

    NASA Astrophysics Data System (ADS)

    Zhang, Jiangjiang; Zeng, Lingzao; Chen, Cheng; Chen, Dingjiang; Wu, Laosheng

    2015-01-01

    In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameters identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from concentration measurements in identifying unknown parameters. In this approach, the sampling locations that give the maximum expected relative entropy are selected as the optimal design. After the sampling locations are determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport equation. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. It is shown that the methods can be used to assist in both single sampling location and monitoring network design for contaminant source identifications in groundwater.

  12. Parameter Estimation for a Pulsating Turbulent Buoyant Jet Using Approximate Bayesian Computation

    NASA Astrophysics Data System (ADS)

    Christopher, Jason; Wimer, Nicholas; Lapointe, Caelan; Hayden, Torrey; Grooms, Ian; Rieker, Greg; Hamlington, Peter

    2017-11-01

    Approximate Bayesian Computation (ABC) is a powerful tool that allows sparse experimental or other ``truth'' data to be used for the prediction of unknown parameters, such as flow properties and boundary conditions, in numerical simulations of real-world engineering systems. Here we introduce the ABC approach and then use ABC to predict unknown inflow conditions in simulations of a two-dimensional (2D) turbulent, high-temperature buoyant jet. For this test case, truth data are obtained from a direct numerical simulation (DNS) with known boundary conditions and problem parameters, while the ABC procedure utilizes lower fidelity large eddy simulations. Using spatially-sparse statistics from the 2D buoyant jet DNS, we show that the ABC method provides accurate predictions of true jet inflow parameters. The success of the ABC approach in the present test suggests that ABC is a useful and versatile tool for predicting flow information, such as boundary conditions, that can be difficult to determine experimentally.

  13. FDD Massive MIMO Channel Estimation With Arbitrary 2D-Array Geometry

    NASA Astrophysics Data System (ADS)

    Dai, Jisheng; Liu, An; Lau, Vincent K. N.

    2018-05-01

    This paper addresses the problem of downlink channel estimation in frequency-division duplexing (FDD) massive multiple-input multiple-output (MIMO) systems. The existing methods usually exploit hidden sparsity under a discrete Fourier transform (DFT) basis to estimate the cdownlink channel. However, there are at least two shortcomings of these DFT-based methods: 1) they are applicable to uniform linear arrays (ULAs) only, since the DFT basis requires a special structure of ULAs, and 2) they always suffer from a performance loss due to the leakage of energy over some DFT bins. To deal with the above shortcomings, we introduce an off-grid model for downlink channel sparse representation with arbitrary 2D-array antenna geometry, and propose an efficient sparse Bayesian learning (SBL) approach for the sparse channel recovery and off-grid refinement. The main idea of the proposed off-grid method is to consider the sampled grid points as adjustable parameters. Utilizing an in-exact block majorization-minimization (MM) algorithm, the grid points are refined iteratively to minimize the off-grid gap. Finally, we further extend the solution to uplink-aided channel estimation by exploiting the angular reciprocity between downlink and uplink channels, which brings enhanced recovery performance.

  14. 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

  15. Sparse Method for Direction of Arrival Estimation Using Denoised Fourth-Order Cumulants Vector.

    PubMed

    Fan, Yangyu; Wang, Jianshu; Du, Rui; Lv, Guoyun

    2018-06-04

    Fourth-order cumulants (FOCs) vector-based direction of arrival (DOA) estimation methods of non-Gaussian sources may suffer from poor performance for limited snapshots or difficulty in setting parameters. In this paper, a novel FOCs vector-based sparse DOA estimation method is proposed. Firstly, by utilizing the concept of a fourth-order difference co-array (FODCA), an advanced FOCs vector denoising or dimension reduction procedure is presented for arbitrary array geometries. Then, a novel single measurement vector (SMV) model is established by the denoised FOCs vector, and efficiently solved by an off-grid sparse Bayesian inference (OGSBI) method. The estimation errors of FOCs are integrated in the SMV model, and are approximately estimated in a simple way. A necessary condition regarding the number of identifiable sources of our method is presented that, in order to uniquely identify all sources, the number of sources K must fulfill K ≤ ( M 4 - 2 M 3 + 7 M 2 - 6 M ) / 8 . The proposed method suits any geometry, does not need prior knowledge of the number of sources, is insensitive to associated parameters, and has maximum identifiability O ( M 4 ) , where M is the number of sensors in the array. Numerical simulations illustrate the superior performance of the proposed method.

  16. An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

    NASA Astrophysics Data System (ADS)

    Zhang, Guannan; Lu, Dan; Ye, Ming; Gunzburger, Max; Webster, Clayton

    2013-10-01

    Bayesian analysis has become vital to uncertainty quantification in groundwater modeling, but its application has been hindered by the computational cost associated with numerous model executions required by exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, a new approach is developed to improve the computational efficiency of Bayesian inference by constructing a surrogate of the PPDF, using an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, this paper utilizes a compactly supported higher-order hierarchical basis to construct the surrogate system, resulting in a significant reduction in the number of required model executions. In addition, using the hierarchical surplus as an error indicator allows locally adaptive refinement of sparse grids in the parameter space, which further improves computational efficiency. To efficiently build the surrogate system for the PPDF with multiple significant modes, optimization techniques are used to identify the modes, for which high-probability regions are defined and components of the aSG-hSC approximation are constructed. After the surrogate is determined, the PPDF can be evaluated by sampling the surrogate system directly without model execution, resulting in improved efficiency of the surrogate-based MCMC compared with conventional MCMC. The developed method is evaluated using two synthetic groundwater reactive transport models. The first example involves coupled linear reactions and demonstrates the accuracy of our high-order hierarchical basis approach in approximating high-dimensional posteriori distribution. The second example is highly nonlinear because of the reactions of uranium surface complexation, and demonstrates how the iterative aSG-hSC method is able to capture multimodal and non-Gaussian features of PPDF caused by model nonlinearity. Both experiments show that aSG-hSC is an effective and efficient tool for Bayesian inference.

  17. 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.

  18. Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.

    PubMed

    Omori, Toshiaki; Kuwatani, Tatsu; Okamoto, Atsushi; Hukushima, Koji

    2016-09-01

    It is essential to extract nonlinear dynamics from time-series data as an inverse problem in natural sciences. We propose a Bayesian statistical framework for extracting nonlinear dynamics of surface heterogeneous reactions from sparse and noisy observable data. Surface heterogeneous reactions are chemical reactions with conjugation of multiple phases, and they have the intrinsic nonlinearity of their dynamics caused by the effect of surface-area between different phases. We adapt a belief propagation method and an expectation-maximization (EM) algorithm to partial observation problem, in order to simultaneously estimate the time course of hidden variables and the kinetic parameters underlying dynamics. The proposed belief propagation method is performed by using sequential Monte Carlo algorithm in order to estimate nonlinear dynamical system. Using our proposed method, we show that the rate constants of dissolution and precipitation reactions, which are typical examples of surface heterogeneous reactions, as well as the temporal changes of solid reactants and products, were successfully estimated only from the observable temporal changes in the concentration of the dissolved intermediate product.

  19. Superresolution radar imaging based on fast inverse-free sparse Bayesian learning for multiple measurement vectors

    NASA Astrophysics Data System (ADS)

    He, Xingyu; Tong, Ningning; Hu, Xiaowei

    2018-01-01

    Compressive sensing has been successfully applied to inverse synthetic aperture radar (ISAR) imaging of moving targets. By exploiting the block sparse structure of the target image, sparse solution for multiple measurement vectors (MMV) can be applied in ISAR imaging and a substantial performance improvement can be achieved. As an effective sparse recovery method, sparse Bayesian learning (SBL) for MMV involves a matrix inverse at each iteration. Its associated computational complexity grows significantly with the problem size. To address this problem, we develop a fast inverse-free (IF) SBL method for MMV. A relaxed evidence lower bound (ELBO), which is computationally more amiable than the traditional ELBO used by SBL, is obtained by invoking fundamental property for smooth functions. A variational expectation-maximization scheme is then employed to maximize the relaxed ELBO, and a computationally efficient IF-MSBL algorithm is proposed. Numerical results based on simulated and real data show that the proposed method can reconstruct row sparse signal accurately and obtain clear superresolution ISAR images. Moreover, the running time and computational complexity are reduced to a great extent compared with traditional SBL methods.

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

    DOE PAGES

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

    2014-04-05

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

  1. Structure and stability of genetic variance-covariance matrices: A Bayesian sparse factor analysis of transcriptional variation in the three-spined stickleback.

    PubMed

    Siren, J; Ovaskainen, O; Merilä, J

    2017-10-01

    The genetic variance-covariance matrix (G) is a quantity of central importance in evolutionary biology due to its influence on the rate and direction of multivariate evolution. However, the predictive power of empirically estimated G-matrices is limited for two reasons. First, phenotypes are high-dimensional, whereas traditional statistical methods are tuned to estimate and analyse low-dimensional matrices. Second, the stability of G to environmental effects and over time remains poorly understood. Using Bayesian sparse factor analysis (BSFG) designed to estimate high-dimensional G-matrices, we analysed levels variation and covariation in 10,527 expressed genes in a large (n = 563) half-sib breeding design of three-spined sticklebacks subject to two temperature treatments. We found significant differences in the structure of G between the treatments: heritabilities and evolvabilities were higher in the warm than in the low-temperature treatment, suggesting more and faster opportunity to evolve in warm (stressful) conditions. Furthermore, comparison of G and its phenotypic equivalent P revealed the latter is a poor substitute of the former. Most strikingly, the results suggest that the expected impact of G on evolvability-as well as the similarity among G-matrices-may depend strongly on the number of traits included into analyses. In our results, the inclusion of only few traits in the analyses leads to underestimation in the differences between the G-matrices and their predicted impacts on evolution. While the results highlight the challenges involved in estimating G, they also illustrate that by enabling the estimation of large G-matrices, the BSFG method can improve predicted evolutionary responses to selection. © 2017 John Wiley & Sons Ltd.

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

    PubMed

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

    2010-11-09

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

  3. Sparse Bayesian Inference and the Temperature Structure of the Solar Corona

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

    Warren, Harry P.; Byers, Jeff M.; Crump, Nicholas A.

    Measuring the temperature structure of the solar atmosphere is critical to understanding how it is heated to high temperatures. Unfortunately, the temperature of the upper atmosphere cannot be observed directly, but must be inferred from spectrally resolved observations of individual emission lines that span a wide range of temperatures. Such observations are “inverted” to determine the distribution of plasma temperatures along the line of sight. This inversion is ill posed and, in the absence of regularization, tends to produce wildly oscillatory solutions. We introduce the application of sparse Bayesian inference to the problem of inferring the temperature structure of themore » solar corona. Within a Bayesian framework a preference for solutions that utilize a minimum number of basis functions can be encoded into the prior and many ad hoc assumptions can be avoided. We demonstrate the efficacy of the Bayesian approach by considering a test library of 40 assumed temperature distributions.« less

  4. Sparse Logistic Regression for Diagnosis of Liver Fibrosis in Rat by Using SCAD-Penalized Likelihood

    PubMed Central

    Yan, Fang-Rong; Lin, Jin-Guan; Liu, Yu

    2011-01-01

    The objective of the present study is to find out the quantitative relationship between progression of liver fibrosis and the levels of certain serum markers using mathematic model. We provide the sparse logistic regression by using smoothly clipped absolute deviation (SCAD) penalized function to diagnose the liver fibrosis in rats. Not only does it give a sparse solution with high accuracy, it also provides the users with the precise probabilities of classification with the class information. In the simulative case and the experiment case, the proposed method is comparable to the stepwise linear discriminant analysis (SLDA) and the sparse logistic regression with least absolute shrinkage and selection operator (LASSO) penalty, by using receiver operating characteristic (ROC) with bayesian bootstrap estimating area under the curve (AUC) diagnostic sensitivity for selected variable. Results show that the new approach provides a good correlation between the serum marker levels and the liver fibrosis induced by thioacetamide (TAA) in rats. Meanwhile, this approach might also be used in predicting the development of liver cirrhosis. PMID:21716672

  5. Direction-of-arrival estimation for co-located multiple-input multiple-output radar using structural sparsity Bayesian learning

    NASA Astrophysics Data System (ADS)

    Wen, Fang-Qing; Zhang, Gong; Ben, De

    2015-11-01

    This paper addresses the direction of arrival (DOA) estimation problem for the co-located multiple-input multiple-output (MIMO) radar with random arrays. The spatially distributed sparsity of the targets in the background makes compressive sensing (CS) desirable for DOA estimation. A spatial CS framework is presented, which links the DOA estimation problem to support recovery from a known over-complete dictionary. A modified statistical model is developed to accurately represent the intra-block correlation of the received signal. A structural sparsity Bayesian learning algorithm is proposed for the sparse recovery problem. The proposed algorithm, which exploits intra-signal correlation, is capable being applied to limited data support and low signal-to-noise ratio (SNR) scene. Furthermore, the proposed algorithm has less computation load compared to the classical Bayesian algorithm. Simulation results show that the proposed algorithm has a more accurate DOA estimation than the traditional multiple signal classification (MUSIC) algorithm and other CS recovery algorithms. Project supported by the National Natural Science Foundation of China (Grant Nos. 61071163, 61271327, and 61471191), the Funding for Outstanding Doctoral Dissertation in Nanjing University of Aeronautics and Astronautics, China (Grant No. BCXJ14-08), the Funding of Innovation Program for Graduate Education of Jiangsu Province, China (Grant No. KYLX 0277), the Fundamental Research Funds for the Central Universities, China (Grant No. 3082015NP2015504), and the Priority Academic Program Development of Jiangsu Higher Education Institutions (PADA), China.

  6. HIV, HCV, HBV, and syphilis among transgender women from Brazil: Assessing different methods to adjust infection rates of a hard-to-reach, sparse population.

    PubMed

    Bastos, Francisco I; Bastos, Leonardo Soares; Coutinho, Carolina; Toledo, Lidiane; Mota, Jurema Corrêa; Velasco-de-Castro, Carlos Augusto; Sperandei, Sandro; Brignol, Sandra; Travassos, Tamiris Severino; Dos Santos, Camila Mattos; Malta, Monica Siqueira

    2018-05-01

    Different sampling strategies, analytic alternatives, and estimators have been proposed to better assess the characteristics of different hard-to-reach populations and their respective infection rates (as well as their sociodemographic characteristics, associated harms, and needs) in the context of studies based on respondent-driven sampling (RDS). Despite several methodological advances and hundreds of empirical studies implemented worldwide, some inchoate findings and methodological challenges remain. The in-depth assessment of the local structure of networks and the performance of the available estimators are particularly relevant when the target populations are sparse and highly stigmatized. In such populations, bottlenecks as well as other sources of biases (for instance, due to homophily and/or too sparse or fragmented groups of individuals) may be frequent, affecting the estimates.In the present study, data were derived from a cross-sectional, multicity RDS study, carried out in 12 Brazilian cities with transgender women (TGW). Overall, infection rates for HIV and syphilis were very high, with some variation between different cities. Notwithstanding, findings are of great concern, considering the fact that female TGW are not only very hard-to-reach but also face deeply-entrenched prejudice and have been out of the reach of most therapeutic and preventive programs and projects.We cross-compared findings adjusted using 2 estimators (the classic estimator usually known as estimator II, originally proposed by Volz and Heckathorn) and a brand new strategy to adjust data generated by RDS, partially based on Bayesian statistics, called for the sake of this paper, the RDS-B estimator. Adjusted prevalence was cross-compared with estimates generated by non-weighted analyses, using what has been called by us a naïve estimator or rough estimates.

  7. 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.

  8. A Framework for Final Drive Simultaneous Failure Diagnosis Based on Fuzzy Entropy and Sparse Bayesian Extreme Learning Machine

    PubMed Central

    Ye, Qing; Pan, Hao; Liu, Changhua

    2015-01-01

    This research proposes a novel framework of final drive simultaneous failure diagnosis containing feature extraction, training paired diagnostic models, generating decision threshold, and recognizing simultaneous failure modes. In feature extraction module, adopt wavelet package transform and fuzzy entropy to reduce noise interference and extract representative features of failure mode. Use single failure sample to construct probability classifiers based on paired sparse Bayesian extreme learning machine which is trained only by single failure modes and have high generalization and sparsity of sparse Bayesian learning approach. To generate optimal decision threshold which can convert probability output obtained from classifiers into final simultaneous failure modes, this research proposes using samples containing both single and simultaneous failure modes and Grid search method which is superior to traditional techniques in global optimization. Compared with other frequently used diagnostic approaches based on support vector machine and probability neural networks, experiment results based on F 1-measure value verify that the diagnostic accuracy and efficiency of the proposed framework which are crucial for simultaneous failure diagnosis are superior to the existing approach. PMID:25722717

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

    PubMed Central

    2010-01-01

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

  10. Reconstructing for joint angles on the shoulder and elbow from non-invasive electroencephalographic signals through electromyography

    PubMed Central

    Choi, Kyuwan

    2013-01-01

    In this study, first the cortical activities over 2240 vertexes on the brain were estimated from 64 channels electroencephalography (EEG) signals using the Hierarchical Bayesian estimation while 5 subjects did continuous arm reaching movements. From the estimated cortical activities, a sparse linear regression method selected only useful features in reconstructing the electromyography (EMG) signals and estimated the EMG signals of 9 arm muscles. Then, a modular artificial neural network was used to estimate four joint angles from the estimated EMG signals of 9 muscles: one for movement control and the other for posture control. The estimated joint angles using this method have the correlation coefficient (CC) of 0.807 (±0.10) and the normalized root-mean-square error (nRMSE) of 0.176 (±0.29) with the actual joint angles. PMID:24167469

  11. Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models

    USGS Publications Warehouse

    Plant, Nathaniel G.; Holland, K. Todd

    2011-01-01

    Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.

  12. BAYESIAN LARGE-SCALE MULTIPLE REGRESSION WITH SUMMARY STATISTICS FROM GENOME-WIDE ASSOCIATION STUDIES1

    PubMed Central

    Zhu, Xiang; Stephens, Matthew

    2017-01-01

    Bayesian methods for large-scale multiple regression provide attractive approaches to the analysis of genome-wide association studies (GWAS). For example, they can estimate heritability of complex traits, allowing for both polygenic and sparse models; and by incorporating external genomic data into the priors, they can increase power and yield new biological insights. However, these methods require access to individual genotypes and phenotypes, which are often not easily available. Here we provide a framework for performing these analyses without individual-level data. Specifically, we introduce a “Regression with Summary Statistics” (RSS) likelihood, which relates the multiple regression coefficients to univariate regression results that are often easily available. The RSS likelihood requires estimates of correlations among covariates (SNPs), which also can be obtained from public databases. We perform Bayesian multiple regression analysis by combining the RSS likelihood with previously proposed prior distributions, sampling posteriors by Markov chain Monte Carlo. In a wide range of simulations RSS performs similarly to analyses using the individual data, both for estimating heritability and detecting associations. We apply RSS to a GWAS of human height that contains 253,288 individuals typed at 1.06 million SNPs, for which analyses of individual-level data are practically impossible. Estimates of heritability (52%) are consistent with, but more precise, than previous results using subsets of these data. We also identify many previously unreported loci that show evidence for association with height in our analyses. Software is available at https://github.com/stephenslab/rss. PMID:29399241

  13. Bayesian Semiparametric Structural Equation Models with Latent Variables

    ERIC Educational Resources Information Center

    Yang, Mingan; Dunson, David B.

    2010-01-01

    Structural equation models (SEMs) with latent variables are widely useful for sparse covariance structure modeling and for inferring relationships among latent variables. Bayesian SEMs are appealing in allowing for the incorporation of prior information and in providing exact posterior distributions of unknowns, including the latent variables. In…

  14. Sparsely sampling the sky: a Bayesian experimental design approach

    NASA Astrophysics Data System (ADS)

    Paykari, P.; Jaffe, A. H.

    2013-08-01

    The next generation of galaxy surveys will observe millions of galaxies over large volumes of the Universe. These surveys are expensive both in time and cost, raising questions regarding the optimal investment of this time and money. In this work, we investigate criteria for selecting amongst observing strategies for constraining the galaxy power spectrum and a set of cosmological parameters. Depending on the parameters of interest, it may be more efficient to observe a larger, but sparsely sampled, area of sky instead of a smaller contiguous area. In this work, by making use of the principles of Bayesian experimental design, we will investigate the advantages and disadvantages of the sparse sampling of the sky and discuss the circumstances in which a sparse survey is indeed the most efficient strategy. For the Dark Energy Survey (DES), we find that by sparsely observing the same area in a smaller amount of time, we only increase the errors on the parameters by a maximum of 0.45 per cent. Conversely, investing the same amount of time as the original DES to observe a sparser but larger area of sky, we can in fact constrain the parameters with errors reduced by 28 per cent.

  15. A Bayesian Missing Data Framework for Generalized Multiple Outcome Mixed Treatment Comparisons

    ERIC Educational Resources Information Center

    Hong, Hwanhee; Chu, Haitao; Zhang, Jing; Carlin, Bradley P.

    2016-01-01

    Bayesian statistical approaches to mixed treatment comparisons (MTCs) are becoming more popular because of their flexibility and interpretability. Many randomized clinical trials report multiple outcomes with possible inherent correlations. Moreover, MTC data are typically sparse (although richer than standard meta-analysis, comparing only two…

  16. A generative model of whole-brain effective connectivity.

    PubMed

    Frässle, Stefan; Lomakina, Ekaterina I; Kasper, Lars; Manjaly, Zina M; Leff, Alex; Pruessmann, Klaas P; Buhmann, Joachim M; Stephan, Klaas E

    2018-05-25

    The development of whole-brain models that can infer effective (directed) connection strengths from fMRI data represents a central challenge for computational neuroimaging. A recently introduced generative model of fMRI data, regression dynamic causal modeling (rDCM), moves towards this goal as it scales gracefully to very large networks. However, large-scale networks with thousands of connections are difficult to interpret; additionally, one typically lacks information (data points per free parameter) for precise estimation of all model parameters. This paper introduces sparsity constraints to the variational Bayesian framework of rDCM as a solution to these problems in the domain of task-based fMRI. This sparse rDCM approach enables highly efficient effective connectivity analyses in whole-brain networks and does not require a priori assumptions about the network's connectivity structure but prunes fully (all-to-all) connected networks as part of model inversion. Following the derivation of the variational Bayesian update equations for sparse rDCM, we use both simulated and empirical data to assess the face validity of the model. In particular, we show that it is feasible to infer effective connection strengths from fMRI data using a network with more than 100 regions and 10,000 connections. This demonstrates the feasibility of whole-brain inference on effective connectivity from fMRI data - in single subjects and with a run-time below 1 min when using parallelized code. We anticipate that sparse rDCM may find useful application in connectomics and clinical neuromodeling - for example, for phenotyping individual patients in terms of whole-brain network structure. Copyright © 2018. Published by Elsevier Inc.

  17. Sparse Event Modeling with Hierarchical Bayesian Kernel Methods

    DTIC Science & Technology

    2016-01-05

    SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model , is able to model the rate of occurrence of...which adds specificity to the model and can make nonlinear data more manageable. Early results show that the 1. REPORT DATE (DD-MM-YYYY) 4. TITLE

  18. Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

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

    Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

    A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

  19. Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

    DOE PAGES

    Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

    2017-04-12

    A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

  20. An efficient method for model refinement in diffuse optical tomography

    NASA Astrophysics Data System (ADS)

    Zirak, A. R.; Khademi, M.

    2007-11-01

    Diffuse optical tomography (DOT) is a non-linear, ill-posed, boundary value and optimization problem which necessitates regularization. Also, Bayesian methods are suitable owing to measurements data are sparse and correlated. In such problems which are solved with iterative methods, for stabilization and better convergence, the solution space must be small. These constraints subject to extensive and overdetermined system of equations which model retrieving criteria specially total least squares (TLS) must to refine model error. Using TLS is limited to linear systems which is not achievable when applying traditional Bayesian methods. This paper presents an efficient method for model refinement using regularized total least squares (RTLS) for treating on linearized DOT problem, having maximum a posteriori (MAP) estimator and Tikhonov regulator. This is done with combination Bayesian and regularization tools as preconditioner matrices, applying them to equations and then using RTLS to the resulting linear equations. The preconditioning matrixes are guided by patient specific information as well as a priori knowledge gained from the training set. Simulation results illustrate that proposed method improves the image reconstruction performance and localize the abnormally well.

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

    PubMed Central

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

    2017-01-01

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

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

    PubMed

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

    2017-01-01

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

  3. A review and comparison of Bayesian and likelihood-based inferences in beta regression and zero-or-one-inflated beta regression.

    PubMed

    Liu, Fang; Eugenio, Evercita C

    2018-04-01

    Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.

  4. A Bayesian random effects discrete-choice model for resource selection: Population-level selection inference

    USGS Publications Warehouse

    Thomas, D.L.; Johnson, D.; Griffith, B.

    2006-01-01

    Modeling the probability of use of land units characterized by discrete and continuous measures, we present a Bayesian random-effects model to assess resource selection. This model provides simultaneous estimation of both individual- and population-level selection. Deviance information criterion (DIC), a Bayesian alternative to AIC that is sample-size specific, is used for model selection. Aerial radiolocation data from 76 adult female caribou (Rangifer tarandus) and calf pairs during 1 year on an Arctic coastal plain calving ground were used to illustrate models and assess population-level selection of landscape attributes, as well as individual heterogeneity of selection. Landscape attributes included elevation, NDVI (a measure of forage greenness), and land cover-type classification. Results from the first of a 2-stage model-selection procedure indicated that there is substantial heterogeneity among cow-calf pairs with respect to selection of the landscape attributes. In the second stage, selection of models with heterogeneity included indicated that at the population-level, NDVI and land cover class were significant attributes for selection of different landscapes by pairs on the calving ground. Population-level selection coefficients indicate that the pairs generally select landscapes with higher levels of NDVI, but the relationship is quadratic. The highest rate of selection occurs at values of NDVI less than the maximum observed. Results for land cover-class selections coefficients indicate that wet sedge, moist sedge, herbaceous tussock tundra, and shrub tussock tundra are selected at approximately the same rate, while alpine and sparsely vegetated landscapes are selected at a lower rate. Furthermore, the variability in selection by individual caribou for moist sedge and sparsely vegetated landscapes is large relative to the variability in selection of other land cover types. The example analysis illustrates that, while sometimes computationally intense, a Bayesian hierarchical discrete-choice model for resource selection can provide managers with 2 components of population-level inference: average population selection and variability of selection. Both components are necessary to make sound management decisions based on animal selection.

  5. Bayesian X-ray computed tomography using a three-level hierarchical prior model

    NASA Astrophysics Data System (ADS)

    Wang, Li; Mohammad-Djafari, Ali; Gac, Nicolas

    2017-06-01

    In recent decades X-ray Computed Tomography (CT) image reconstruction has been largely developed in both medical and industrial domain. In this paper, we propose using the Bayesian inference approach with a new hierarchical prior model. In the proposed model, a generalised Student-t distribution is used to enforce the Haar transformation of images to be sparse. Comparisons with some state of the art methods are presented. It is shown that by using the proposed model, the sparsity of sparse representation of images is enforced, so that edges of images are preserved. Simulation results are also provided to demonstrate the effectiveness of the new hierarchical model for reconstruction with fewer projections.

  6. Sparse Bayesian Learning for Nonstationary Data Sources

    NASA Astrophysics Data System (ADS)

    Fujimaki, Ryohei; Yairi, Takehisa; Machida, Kazuo

    This paper proposes an online Sparse Bayesian Learning (SBL) algorithm for modeling nonstationary data sources. Although most learning algorithms implicitly assume that a data source does not change over time (stationary), one in the real world usually does due to such various factors as dynamically changing environments, device degradation, sudden failures, etc (nonstationary). The proposed algorithm can be made useable for stationary online SBL by setting time decay parameters to zero, and as such it can be interpreted as a single unified framework for online SBL for use with stationary and nonstationary data sources. Tests both on four types of benchmark problems and on actual stock price data have shown it to perform well.

  7. Bayesian Scalar-on-Image Regression with Application to Association Between Intracranial DTI and Cognitive Outcomes

    PubMed Central

    Huang, Lei; Goldsmith, Jeff; Reiss, Philip T.; Reich, Daniel S.; Crainiceanu, Ciprian M.

    2013-01-01

    Diffusion tensor imaging (DTI) measures water diffusion within white matter, allowing for in vivo quantification of brain pathways. These pathways often subserve specific functions, and impairment of those functions is often associated with imaging abnormalities. As a method for predicting clinical disability from DTI images, we propose a hierarchical Bayesian “scalar-on-image” regression procedure. Our procedure introduces a latent binary map that estimates the locations of predictive voxels and penalizes the magnitude of effect sizes in these voxels, thereby resolving the ill-posed nature of the problem. By inducing a spatial prior structure, the procedure yields a sparse association map that also maintains spatial continuity of predictive regions. The method is demonstrated on a simulation study and on a study of association between fractional anisotropy and cognitive disability in a cross-sectional sample of 135 multiple sclerosis patients. PMID:23792220

  8. An integrated Bayesian model for estimating the long-term health effects of air pollution by fusing modelled and measured pollution data: A case study of nitrogen dioxide concentrations in Scotland.

    PubMed

    Huang, Guowen; Lee, Duncan; Scott, Marian

    2015-01-01

    The long-term health effects of air pollution can be estimated using a spatio-temporal ecological study, where the disease data are counts of hospital admissions from populations in small areal units at yearly intervals. Spatially representative pollution concentrations for each areal unit are typically estimated by applying Kriging to data from a sparse monitoring network, or by computing averages over grid level concentrations from an atmospheric dispersion model. We propose a novel fusion model for estimating spatially aggregated pollution concentrations using both the modelled and monitored data, and relate these concentrations to respiratory disease in a new study in Scotland between 2007 and 2011. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

  9. Approximate method of variational Bayesian matrix factorization/completion with sparse prior

    NASA Astrophysics Data System (ADS)

    Kawasumi, Ryota; Takeda, Koujin

    2018-05-01

    We derive the analytical expression of a matrix factorization/completion solution by the variational Bayes method, under the assumption that the observed matrix is originally the product of low-rank, dense and sparse matrices with additive noise. We assume the prior of a sparse matrix is a Laplace distribution by taking matrix sparsity into consideration. Then we use several approximations for the derivation of a matrix factorization/completion solution. By our solution, we also numerically evaluate the performance of a sparse matrix reconstruction in matrix factorization, and completion of a missing matrix element in matrix completion.

  10. 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

  11. Hierarchical models of animal abundance and occurrence

    USGS Publications Warehouse

    Royle, J. Andrew; Dorazio, R.M.

    2006-01-01

    Much of animal ecology is devoted to studies of abundance and occurrence of species, based on surveys of spatially referenced sample units. These surveys frequently yield sparse counts that are contaminated by imperfect detection, making direct inference about abundance or occurrence based on observational data infeasible. This article describes a flexible hierarchical modeling framework for estimation and inference about animal abundance and occurrence from survey data that are subject to imperfect detection. Within this framework, we specify models of abundance and detectability of animals at the level of the local populations defined by the sample units. Information at the level of the local population is aggregated by specifying models that describe variation in abundance and detection among sites. We describe likelihood-based and Bayesian methods for estimation and inference under the resulting hierarchical model. We provide two examples of the application of hierarchical models to animal survey data, the first based on removal counts of stream fish and the second based on avian quadrat counts. For both examples, we provide a Bayesian analysis of the models using the software WinBUGS.

  12. Spatially explicit inference for open populations: estimating demographic parameters from camera-trap studies

    USGS Publications Warehouse

    Gardner, Beth; Reppucci, Juan; Lucherini, Mauro; Royle, J. Andrew

    2010-01-01

    We develop a hierarchical capture–recapture model for demographically open populations when auxiliary spatial information about location of capture is obtained. Such spatial capture–recapture data arise from studies based on camera trapping, DNA sampling, and other situations in which a spatial array of devices records encounters of unique individuals. We integrate an individual-based formulation of a Jolly-Seber type model with recently developed spatially explicit capture–recapture models to estimate density and demographic parameters for survival and recruitment. We adopt a Bayesian framework for inference under this model using the method of data augmentation which is implemented in the software program WinBUGS. The model was motivated by a camera trapping study of Pampas cats Leopardus colocolo from Argentina, which we present as an illustration of the model in this paper. We provide estimates of density and the first quantitative assessment of vital rates for the Pampas cat in the High Andes. The precision of these estimates is poor due likely to the sparse data set. Unlike conventional inference methods which usually rely on asymptotic arguments, Bayesian inferences are valid in arbitrary sample sizes, and thus the method is ideal for the study of rare or endangered species for which small data sets are typical.

  13. Spatially explicit inference for open populations: estimating demographic parameters from camera-trap studies.

    PubMed

    Gardner, Beth; Reppucci, Juan; Lucherini, Mauro; Royle, J Andrew

    2010-11-01

    We develop a hierarchical capture-recapture model for demographically open populations when auxiliary spatial information about location of capture is obtained. Such spatial capture-recapture data arise from studies based on camera trapping, DNA sampling, and other situations in which a spatial array of devices records encounters of unique individuals. We integrate an individual-based formulation of a Jolly-Seber type model with recently developed spatially explicit capture-recapture models to estimate density and demographic parameters for survival and recruitment. We adopt a Bayesian framework for inference under this model using the method of data augmentation which is implemented in the software program WinBUGS. The model was motivated by a camera trapping study of Pampas cats Leopardus colocolo from Argentina, which we present as an illustration of the model in this paper. We provide estimates of density and the first quantitative assessment of vital rates for the Pampas cat in the High Andes. The precision of these estimates is poor due likely to the sparse data set. Unlike conventional inference methods which usually rely on asymptotic arguments, Bayesian inferences are valid in arbitrary sample sizes, and thus the method is ideal for the study of rare or endangered species for which small data sets are typical.

  14. Stoffenmanager exposure model: company-specific exposure assessments using a Bayesian methodology.

    PubMed

    van de Ven, Peter; Fransman, Wouter; Schinkel, Jody; Rubingh, Carina; Warren, Nicholas; Tielemans, Erik

    2010-04-01

    The web-based tool "Stoffenmanager" was initially developed to assist small- and medium-sized enterprises in the Netherlands to make qualitative risk assessments and to provide advice on control at the workplace. The tool uses a mechanistic model to arrive at a "Stoffenmanager score" for exposure. In a recent study it was shown that variability in exposure measurements given a certain Stoffenmanager score is still substantial. This article discusses an extension to the tool that uses a Bayesian methodology for quantitative workplace/scenario-specific exposure assessment. This methodology allows for real exposure data observed in the company of interest to be combined with the prior estimate (based on the Stoffenmanager model). The output of the tool is a company-specific assessment of exposure levels for a scenario for which data is available. The Bayesian approach provides a transparent way of synthesizing different types of information and is especially preferred in situations where available data is sparse, as is often the case in small- and medium sized-enterprises. Real-world examples as well as simulation studies were used to assess how different parameters such as sample size, difference between prior and data, uncertainty in prior, and variance in the data affect the eventual posterior distribution of a Bayesian exposure assessment.

  15. A Bayesian model for estimating multi-state disease progression.

    PubMed

    Shen, Shiwen; Han, Simon X; Petousis, Panayiotis; Weiss, Robert E; Meng, Frank; Bui, Alex A T; Hsu, William

    2017-02-01

    A growing number of individuals who are considered at high risk of cancer are now routinely undergoing population screening. However, noted harms such as radiation exposure, overdiagnosis, and overtreatment underscore the need for better temporal models that predict who should be screened and at what frequency. The mean sojourn time (MST), an average duration period when a tumor can be detected by imaging but with no observable clinical symptoms, is a critical variable for formulating screening policy. Estimation of MST has been long studied using continuous Markov model (CMM) with Maximum likelihood estimation (MLE). However, a lot of traditional methods assume no observation error of the imaging data, which is unlikely and can bias the estimation of the MST. In addition, the MLE may not be stably estimated when data is sparse. Addressing these shortcomings, we present a probabilistic modeling approach for periodic cancer screening data. We first model the cancer state transition using a three state CMM model, while simultaneously considering observation error. We then jointly estimate the MST and observation error within a Bayesian framework. We also consider the inclusion of covariates to estimate individualized rates of disease progression. Our approach is demonstrated on participants who underwent chest x-ray screening in the National Lung Screening Trial (NLST) and validated using posterior predictive p-values and Pearson's chi-square test. Our model demonstrates more accurate and sensible estimates of MST in comparison to MLE. Copyright © 2016 Elsevier Ltd. All rights reserved.

  16. A BAYESIAN SPATIAL AND TEMPORAL MODELING APPROACH TO MAPPING GEOGRAPHIC VARIATION IN MORTALITY RATES FOR SUBNATIONAL AREAS WITH R-INLA.

    PubMed

    Khana, Diba; Rossen, Lauren M; Hedegaard, Holly; Warner, Margaret

    2018-01-01

    Hierarchical Bayes models have been used in disease mapping to examine small scale geographic variation. State level geographic variation for less common causes of mortality outcomes have been reported however county level variation is rarely examined. Due to concerns about statistical reliability and confidentiality, county-level mortality rates based on fewer than 20 deaths are suppressed based on Division of Vital Statistics, National Center for Health Statistics (NCHS) statistical reliability criteria, precluding an examination of spatio-temporal variation in less common causes of mortality outcomes such as suicide rates (SRs) at the county level using direct estimates. Existing Bayesian spatio-temporal modeling strategies can be applied via Integrated Nested Laplace Approximation (INLA) in R to a large number of rare causes of mortality outcomes to enable examination of spatio-temporal variations on smaller geographic scales such as counties. This method allows examination of spatiotemporal variation across the entire U.S., even where the data are sparse. We used mortality data from 2005-2015 to explore spatiotemporal variation in SRs, as one particular application of the Bayesian spatio-temporal modeling strategy in R-INLA to predict year and county-specific SRs. Specifically, hierarchical Bayesian spatio-temporal models were implemented with spatially structured and unstructured random effects, correlated time effects, time varying confounders and space-time interaction terms in the software R-INLA, borrowing strength across both counties and years to produce smoothed county level SRs. Model-based estimates of SRs were mapped to explore geographic variation.

  17. A sparse structure learning algorithm for Gaussian Bayesian Network identification from high-dimensional data.

    PubMed

    Huang, Shuai; Li, Jing; Ye, Jieping; Fleisher, Adam; Chen, Kewei; Wu, Teresa; Reiman, Eric

    2013-06-01

    Structure learning of Bayesian Networks (BNs) is an important topic in machine learning. Driven by modern applications in genetics and brain sciences, accurate and efficient learning of large-scale BN structures from high-dimensional data becomes a challenging problem. To tackle this challenge, we propose a Sparse Bayesian Network (SBN) structure learning algorithm that employs a novel formulation involving one L1-norm penalty term to impose sparsity and another penalty term to ensure that the learned BN is a Directed Acyclic Graph--a required property of BNs. Through both theoretical analysis and extensive experiments on 11 moderate and large benchmark networks with various sample sizes, we show that SBN leads to improved learning accuracy, scalability, and efficiency as compared with 10 existing popular BN learning algorithms. We apply SBN to a real-world application of brain connectivity modeling for Alzheimer's disease (AD) and reveal findings that could lead to advancements in AD research.

  18. A Sparse Structure Learning Algorithm for Gaussian Bayesian Network Identification from High-Dimensional Data

    PubMed Central

    Huang, Shuai; Li, Jing; Ye, Jieping; Fleisher, Adam; Chen, Kewei; Wu, Teresa; Reiman, Eric

    2014-01-01

    Structure learning of Bayesian Networks (BNs) is an important topic in machine learning. Driven by modern applications in genetics and brain sciences, accurate and efficient learning of large-scale BN structures from high-dimensional data becomes a challenging problem. To tackle this challenge, we propose a Sparse Bayesian Network (SBN) structure learning algorithm that employs a novel formulation involving one L1-norm penalty term to impose sparsity and another penalty term to ensure that the learned BN is a Directed Acyclic Graph (DAG)—a required property of BNs. Through both theoretical analysis and extensive experiments on 11 moderate and large benchmark networks with various sample sizes, we show that SBN leads to improved learning accuracy, scalability, and efficiency as compared with 10 existing popular BN learning algorithms. We apply SBN to a real-world application of brain connectivity modeling for Alzheimer’s disease (AD) and reveal findings that could lead to advancements in AD research. PMID:22665720

  19. 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.

  20. Effective channel estimation and efficient symbol detection for multi-input multi-output underwater acoustic communications

    NASA Astrophysics Data System (ADS)

    Ling, Jun

    Achieving reliable underwater acoustic communications (UAC) has long been recognized as a challenging problem owing to the scarce bandwidth available and the reverberant spread in both time and frequency domains. To pursue high data rates, we consider a multi-input multi-output (MIMO) UAC system, and our focus is placed on two main issues regarding a MIMO UAC system: (1) channel estimation, which involves the design of the training sequences and the development of a reliable channel estimation algorithm, and (2) symbol detection, which requires interference cancelation schemes due to simultaneous transmission from multiple transducers. To enhance channel estimation performance, we present a cyclic approach for designing training sequences with good auto- and cross-correlation properties, and a channel estimation algorithm called the iterative adaptive approach (IAA). Sparse channel estimates can be obtained by combining IAA with the Bayesian information criterion (BIC). Moreover, we present sparse learning via iterative minimization (SLIM) and demonstrate that SLIM gives similar performance to IAA but at a much lower computational cost. Furthermore, an extension of the SLIM algorithm is introduced to estimate the sparse and frequency modulated acoustic channels. The extended algorithm is referred to as generalization of SLIM (GoSLIM). Regarding symbol detection, a linear minimum mean-squared error based detection scheme, called RELAX-BLAST, which is a combination of vertical Bell Labs layered space-time (V-BLAST) algorithm and the cyclic principle of the RELAX algorithm, is presented and it is shown that RELAX-BLAST outperforms V-BLAST. We show that RELAX-BLAST can be implemented efficiently by making use of the conjugate gradient method and diagonalization properties of circulant matrices. This fast implementation approach requires only simple fast Fourier transform operations and facilitates parallel implementations. The effectiveness of the proposed MIMO schemes is verified by both computer simulations and experimental results obtained by analyzing the measurements acquired in multiple in-water experiments.

  1. Efficient Bayesian experimental design for contaminant source identification

    NASA Astrophysics Data System (ADS)

    Zhang, J.; Zeng, L.

    2013-12-01

    In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameter identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from indirect concentration measurements in identifying unknown source parameters such as the release time, strength and location. In this approach, the sampling location that gives the maximum relative entropy is selected as the optimal one. Once the sampling location is determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown source parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. Compared with the traditional optimal design, which is based on the Gaussian linear assumption, the method developed in this study can cope with arbitrary nonlinearity. It can be used to assist in groundwater monitor network design and identification of unknown contaminant sources. Contours of the expected information gain. The optimal observing location corresponds to the maximum value. Posterior marginal probability densities of unknown parameters, the thick solid black lines are for the designed location. For comparison, other 7 lines are for randomly chosen locations. The true values are denoted by vertical lines. It is obvious that the unknown parameters are estimated better with the desinged location.

  2. Task-based data-acquisition optimization for sparse image reconstruction systems

    NASA Astrophysics Data System (ADS)

    Chen, Yujia; Lou, Yang; Kupinski, Matthew A.; Anastasio, Mark A.

    2017-03-01

    Conventional wisdom dictates that imaging hardware should be optimized by use of an ideal observer (IO) that exploits full statistical knowledge of the class of objects to be imaged, without consideration of the reconstruction method to be employed. However, accurate and tractable models of the complete object statistics are often difficult to determine in practice. Moreover, in imaging systems that employ compressive sensing concepts, imaging hardware and (sparse) image reconstruction are innately coupled technologies. We have previously proposed a sparsity-driven ideal observer (SDIO) that can be employed to optimize hardware by use of a stochastic object model that describes object sparsity. The SDIO and sparse reconstruction method can therefore be "matched" in the sense that they both utilize the same statistical information regarding the class of objects to be imaged. To efficiently compute SDIO performance, the posterior distribution is estimated by use of computational tools developed recently for variational Bayesian inference. Subsequently, the SDIO test statistic can be computed semi-analytically. The advantages of employing the SDIO instead of a Hotelling observer are systematically demonstrated in case studies in which magnetic resonance imaging (MRI) data acquisition schemes are optimized for signal detection tasks.

  3. Efficient Bayesian parameter estimation with implicit sampling and surrogate modeling for a vadose zone hydrological problem

    NASA Astrophysics Data System (ADS)

    Liu, Y.; Pau, G. S. H.; Finsterle, S.

    2015-12-01

    Parameter inversion involves inferring the model parameter values based on sparse observations of some observables. To infer the posterior probability distributions of the parameters, Markov chain Monte Carlo (MCMC) methods are typically used. However, the large number of forward simulations needed and limited computational resources limit the complexity of the hydrological model we can use in these methods. In view of this, we studied the implicit sampling (IS) method, an efficient importance sampling technique that generates samples in the high-probability region of the posterior distribution and thus reduces the number of forward simulations that we need to run. For a pilot-point inversion of a heterogeneous permeability field based on a synthetic ponded infiltration experiment simu­lated with TOUGH2 (a subsurface modeling code), we showed that IS with linear map provides an accurate Bayesian description of the parameterized permeability field at the pilot points with just approximately 500 forward simulations. We further studied the use of surrogate models to improve the computational efficiency of parameter inversion. We implemented two reduced-order models (ROMs) for the TOUGH2 forward model. One is based on polynomial chaos expansion (PCE), of which the coefficients are obtained using the sparse Bayesian learning technique to mitigate the "curse of dimensionality" of the PCE terms. The other model is Gaussian process regression (GPR) for which different covariance, likelihood and inference models are considered. Preliminary results indicate that ROMs constructed based on the prior parameter space perform poorly. It is thus impractical to replace this hydrological model by a ROM directly in a MCMC method. However, the IS method can work with a ROM constructed for parameters in the close vicinity of the maximum a posteriori probability (MAP) estimate. We will discuss the accuracy and computational efficiency of using ROMs in the implicit sampling procedure for the hydrological problem considered. This work was supported, in part, by the U.S. Dept. of Energy under Contract No. DE-AC02-05CH11231

  4. A Bayesian network analysis of posttraumatic stress disorder symptoms in adults reporting childhood sexual abuse

    PubMed Central

    McNally, Richard J.; Heeren, Alexandre; Robinaugh, Donald J.

    2017-01-01

    ABSTRACT Background: The network approach to mental disorders offers a novel framework for conceptualizing posttraumatic stress disorder (PTSD) as a causal system of interacting symptoms. Objective: In this study, we extended this work by estimating the structure of relations among PTSD symptoms in adults reporting personal histories of childhood sexual abuse (CSA; N = 179).   Method: We employed two complementary methods. First, using the graphical LASSO, we computed a sparse, regularized partial correlation network revealing associations (edges) between pairs of PTSD symptoms (nodes). Next, using a Bayesian approach, we computed a directed acyclic graph (DAG) to estimate a directed, potentially causal model of the relations among symptoms. Results: For the first network, we found that physiological reactivity to reminders of trauma, dreams about the trauma, and lost of interest in previously enjoyed activities were highly central nodes. However, stability analyses suggest that these findings were unstable across subsets of our sample. The DAG suggests that becoming physiologically reactive and upset in response to reminders of the trauma may be key drivers of other symptoms in adult survivors of CSA. Conclusions: Our study illustrates the strengths and limitations of these network analytic approaches to PTSD. PMID:29038690

  5. SELFI: an object-based, Bayesian method for faint emission line source detection in MUSE deep field data cubes

    NASA Astrophysics Data System (ADS)

    Meillier, Céline; Chatelain, Florent; Michel, Olivier; Bacon, Roland; Piqueras, Laure; Bacher, Raphael; Ayasso, Hacheme

    2016-04-01

    We present SELFI, the Source Emission Line FInder, a new Bayesian method optimized for detection of faint galaxies in Multi Unit Spectroscopic Explorer (MUSE) deep fields. MUSE is the new panoramic integral field spectrograph at the Very Large Telescope (VLT) that has unique capabilities for spectroscopic investigation of the deep sky. It has provided data cubes with 324 million voxels over a single 1 arcmin2 field of view. To address the challenge of faint-galaxy detection in these large data cubes, we developed a new method that processes 3D data either for modeling or for estimation and extraction of source configurations. This object-based approach yields a natural sparse representation of the sources in massive data fields, such as MUSE data cubes. In the Bayesian framework, the parameters that describe the observed sources are considered random variables. The Bayesian model leads to a general and robust algorithm where the parameters are estimated in a fully data-driven way. This detection algorithm was applied to the MUSE observation of Hubble Deep Field-South. With 27 h total integration time, these observations provide a catalog of 189 sources of various categories and with secured redshift. The algorithm retrieved 91% of the galaxies with only 9% false detection. This method also allowed the discovery of three new Lyα emitters and one [OII] emitter, all without any Hubble Space Telescope counterpart. We analyzed the reasons for failure for some targets, and found that the most important limitation of the method is when faint sources are located in the vicinity of bright spatially resolved galaxies that cannot be approximated by the Sérsic elliptical profile. The software and its documentation are available on the MUSE science web service (muse-vlt.eu/science).

  6. Disease Mapping for Stomach Cancer in Libya Based on Besag– York– Mollié (BYM) Model

    PubMed

    Alhdiri, Maryam Ahmed Salem; Samat, Nor Azah; Mohamed, Zulkifley

    2017-06-25

    Globally, Cancer is the ever-increasing health problem and most common cause of medical deaths. In Libya, it is an important health concern, especially in the setting of an aging population and limited healthcare facilities. Therefore, the goal of this research is to map of the county’ cancer incidence rate using the Bayesian method and identify the high-risk regions (for the first time in a decade). In the field of disease mapping, very little has been done to address the issue of analyzing sparse cancer diseases in Libya. Standardized Morbidity Ratio or SMR is known as a traditional approach to measure the relative risk of the disease, which is the ratio of observed and expected number of accounts in a region that has the greatest uncertainty if the disease is rare or small geographical region. Therefore, to solve some of SMR’s problems, we used statistical smoothing or Bayesian models to estimate the relative risk for stomach cancer incidence in Libya in 2007 based on the BYM model. This research begins with a short offer of the SMR and Bayesian model with BYM model, which we applied to stomach cancer incidence in Libya. We compared all of the results using maps and tables. We found that BYM model is potentially beneficial, because it gives better relative risk estimates compared to SMR method. As well as, it has can overcome the classical method problem when there is no observed stomach cancer in a region. Creative Commons Attribution License

  7. Novel trace chemical detection algorithms: a comparative study

    NASA Astrophysics Data System (ADS)

    Raz, Gil; Murphy, Cara; Georgan, Chelsea; Greenwood, Ross; Prasanth, R. K.; Myers, Travis; Goyal, Anish; Kelley, David; Wood, Derek; Kotidis, Petros

    2017-05-01

    Algorithms for standoff detection and estimation of trace chemicals in hyperspectral images in the IR band are a key component for a variety of applications relevant to law-enforcement and the intelligence communities. Performance of these methods is impacted by the spectral signature variability due to presence of contaminants, surface roughness, nonlinear dependence on abundances as well as operational limitations on the compute platforms. In this work we provide a comparative performance and complexity analysis of several classes of algorithms as a function of noise levels, error distribution, scene complexity, and spatial degrees of freedom. The algorithm classes we analyze and test include adaptive cosine estimator (ACE and modifications to it), compressive/sparse methods, Bayesian estimation, and machine learning. We explicitly call out the conditions under which each algorithm class is optimal or near optimal as well as their built-in limitations and failure modes.

  8. Dictionary Learning Algorithms for Sparse Representation

    PubMed Central

    Kreutz-Delgado, Kenneth; Murray, Joseph F.; Rao, Bhaskar D.; Engan, Kjersti; Lee, Te-Won; Sejnowski, Terrence J.

    2010-01-01

    Algorithms for data-driven learning of domain-specific overcomplete dictionaries are developed to obtain maximum likelihood and maximum a posteriori dictionary estimates based on the use of Bayesian models with concave/Schur-concave (CSC) negative log priors. Such priors are appropriate for obtaining sparse representations of environmental signals within an appropriately chosen (environmentally matched) dictionary. The elements of the dictionary can be interpreted as concepts, features, or words capable of succinct expression of events encountered in the environment (the source of the measured signals). This is a generalization of vector quantization in that one is interested in a description involving a few dictionary entries (the proverbial “25 words or less”), but not necessarily as succinct as one entry. To learn an environmentally adapted dictionary capable of concise expression of signals generated by the environment, we develop algorithms that iterate between a representative set of sparse representations found by variants of FOCUSS and an update of the dictionary using these sparse representations. Experiments were performed using synthetic data and natural images. For complete dictionaries, we demonstrate that our algorithms have improved performance over other independent component analysis (ICA) methods, measured in terms of signal-to-noise ratios of separated sources. In the overcomplete case, we show that the true underlying dictionary and sparse sources can be accurately recovered. In tests with natural images, learned overcomplete dictionaries are shown to have higher coding efficiency than complete dictionaries; that is, images encoded with an over-complete dictionary have both higher compression (fewer bits per pixel) and higher accuracy (lower mean square error). PMID:12590811

  9. HIV, HCV, HBV, and syphilis among transgender women from Brazil

    PubMed Central

    Bastos, Francisco I.; Bastos, Leonardo Soares; Coutinho, Carolina; Toledo, Lidiane; Mota, Jurema Corrêa; Velasco-de-Castro, Carlos Augusto; Sperandei, Sandro; Brignol, Sandra; Travassos, Tamiris Severino; dos Santos, Camila Mattos; Malta, Monica Siqueira

    2018-01-01

    Abstract Different sampling strategies, analytic alternatives, and estimators have been proposed to better assess the characteristics of different hard-to-reach populations and their respective infection rates (as well as their sociodemographic characteristics, associated harms, and needs) in the context of studies based on respondent-driven sampling (RDS). Despite several methodological advances and hundreds of empirical studies implemented worldwide, some inchoate findings and methodological challenges remain. The in-depth assessment of the local structure of networks and the performance of the available estimators are particularly relevant when the target populations are sparse and highly stigmatized. In such populations, bottlenecks as well as other sources of biases (for instance, due to homophily and/or too sparse or fragmented groups of individuals) may be frequent, affecting the estimates. In the present study, data were derived from a cross-sectional, multicity RDS study, carried out in 12 Brazilian cities with transgender women (TGW). Overall, infection rates for HIV and syphilis were very high, with some variation between different cities. Notwithstanding, findings are of great concern, considering the fact that female TGW are not only very hard-to-reach but also face deeply-entrenched prejudice and have been out of the reach of most therapeutic and preventive programs and projects. We cross-compared findings adjusted using 2 estimators (the classic estimator usually known as estimator II, originally proposed by Volz and Heckathorn) and a brand new strategy to adjust data generated by RDS, partially based on Bayesian statistics, called for the sake of this paper, the RDS-B estimator. Adjusted prevalence was cross-compared with estimates generated by non-weighted analyses, using what has been called by us a naïve estimator or rough estimates. PMID:29794601

  10. Generative models for discovering sparse distributed representations.

    PubMed Central

    Hinton, G E; Ghahramani, Z

    1997-01-01

    We describe a hierarchical, generative model that can be viewed as a nonlinear generalization of factor analysis and can be implemented in a neural network. The model uses bottom-up, top-down and lateral connections to perform Bayesian perceptual inference correctly. Once perceptual inference has been performed the connection strengths can be updated using a very simple learning rule that only requires locally available information. We demonstrate that the network learns to extract sparse, distributed, hierarchical representations. PMID:9304685

  11. A Bayesian Approach for Determining Protein Side-Chain Rotamer Conformations Using Unassigned NOE Data

    PubMed Central

    Zeng, Jianyang; Roberts, Kyle E.; Zhou, Pei

    2011-01-01

    Abstract A major bottleneck in protein structure determination via nuclear magnetic resonance (NMR) is the lengthy and laborious process of assigning resonances and nuclear Overhauser effect (NOE) cross peaks. Recent studies have shown that accurate backbone folds can be determined using sparse NMR data, such as residual dipolar couplings (RDCs) or backbone chemical shifts. This opens a question of whether we can also determine the accurate protein side-chain conformations using sparse or unassigned NMR data. We attack this question by using unassigned nuclear Overhauser effect spectroscopy (NOESY) data, which records the through-space dipolar interactions between protons nearby in three-dimensional (3D) space. We propose a Bayesian approach with a Markov random field (MRF) model to integrate the likelihood function derived from observed experimental data, with prior information (i.e., empirical molecular mechanics energies) about the protein structures. We unify the side-chain structure prediction problem with the side-chain structure determination problem using unassigned NMR data, and apply the deterministic dead-end elimination (DEE) and A* search algorithms to provably find the global optimum solution that maximizes the posterior probability. We employ a Hausdorff-based measure to derive the likelihood of a rotamer or a pairwise rotamer interaction from unassigned NOESY data. In addition, we apply a systematic and rigorous approach to estimate the experimental noise in NMR data, which also determines the weighting factor of the data term in the scoring function derived from the Bayesian framework. We tested our approach on real NMR data of three proteins: the FF Domain 2 of human transcription elongation factor CA150 (FF2), the B1 domain of Protein G (GB1), and human ubiquitin. The promising results indicate that our algorithm can be applied in high-resolution protein structure determination. Since our approach does not require any NOE assignment, it can accelerate the NMR structure determination process. PMID:21970619

  12. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference

    PubMed Central

    Cuevas Rivera, Dario; Bitzer, Sebastian; Kiebel, Stefan J.

    2015-01-01

    The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an ‘intelligent coincidence detector’, which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena. PMID:26451888

  13. A Bayesian method for detecting pairwise associations in compositional data

    PubMed Central

    Ventz, Steffen; Huttenhower, Curtis

    2017-01-01

    Compositional data consist of vectors of proportions normalized to a constant sum from a basis of unobserved counts. The sum constraint makes inference on correlations between unconstrained features challenging due to the information loss from normalization. However, such correlations are of long-standing interest in fields including ecology. We propose a novel Bayesian framework (BAnOCC: Bayesian Analysis of Compositional Covariance) to estimate a sparse precision matrix through a LASSO prior. The resulting posterior, generated by MCMC sampling, allows uncertainty quantification of any function of the precision matrix, including the correlation matrix. We also use a first-order Taylor expansion to approximate the transformation from the unobserved counts to the composition in order to investigate what characteristics of the unobserved counts can make the correlations more or less difficult to infer. On simulated datasets, we show that BAnOCC infers the true network as well as previous methods while offering the advantage of posterior inference. Larger and more realistic simulated datasets further showed that BAnOCC performs well as measured by type I and type II error rates. Finally, we apply BAnOCC to a microbial ecology dataset from the Human Microbiome Project, which in addition to reproducing established ecological results revealed unique, competition-based roles for Proteobacteria in multiple distinct habitats. PMID:29140991

  14. Single and Multiple Object Tracking Using a Multi-Feature Joint Sparse Representation.

    PubMed

    Hu, Weiming; Li, Wei; Zhang, Xiaoqin; Maybank, Stephen

    2015-04-01

    In this paper, we propose a tracking algorithm based on a multi-feature joint sparse representation. The templates for the sparse representation can include pixel values, textures, and edges. In the multi-feature joint optimization, noise or occlusion is dealt with using a set of trivial templates. A sparse weight constraint is introduced to dynamically select the relevant templates from the full set of templates. A variance ratio measure is adopted to adaptively adjust the weights of different features. The multi-feature template set is updated adaptively. We further propose an algorithm for tracking multi-objects with occlusion handling based on the multi-feature joint sparse reconstruction. The observation model based on sparse reconstruction automatically focuses on the visible parts of an occluded object by using the information in the trivial templates. The multi-object tracking is simplified into a joint Bayesian inference. The experimental results show the superiority of our algorithm over several state-of-the-art tracking algorithms.

  15. Compressed sensing for energy-efficient wireless telemonitoring of noninvasive fetal ECG via block sparse Bayesian learning.

    PubMed

    Zhang, Zhilin; Jung, Tzyy-Ping; Makeig, Scott; Rao, Bhaskar D

    2013-02-01

    Fetal ECG (FECG) telemonitoring is an important branch in telemedicine. The design of a telemonitoring system via a wireless body area network with low energy consumption for ambulatory use is highly desirable. As an emerging technique, compressed sensing (CS) shows great promise in compressing/reconstructing data with low energy consumption. However, due to some specific characteristics of raw FECG recordings such as nonsparsity and strong noise contamination, current CS algorithms generally fail in this application. This paper proposes to use the block sparse Bayesian learning framework to compress/reconstruct nonsparse raw FECG recordings. Experimental results show that the framework can reconstruct the raw recordings with high quality. Especially, the reconstruction does not destroy the interdependence relation among the multichannel recordings. This ensures that the independent component analysis decomposition of the reconstructed recordings has high fidelity. Furthermore, the framework allows the use of a sparse binary sensing matrix with much fewer nonzero entries to compress recordings. Particularly, each column of the matrix can contain only two nonzero entries. This shows that the framework, compared to other algorithms such as current CS algorithms and wavelet algorithms, can greatly reduce code execution in CPU in the data compression stage.

  16. Non-stationary noise estimation using dictionary learning and Gaussian mixture models

    NASA Astrophysics Data System (ADS)

    Hughes, James M.; Rockmore, Daniel N.; Wang, Yang

    2014-02-01

    Stationarity of the noise distribution is a common assumption in image processing. This assumption greatly simplifies denoising estimators and other model parameters and consequently assuming stationarity is often a matter of convenience rather than an accurate model of noise characteristics. The problematic nature of this assumption is exacerbated in real-world contexts, where noise is often highly non-stationary and can possess time- and space-varying characteristics. Regardless of model complexity, estimating the parameters of noise dis- tributions in digital images is a difficult task, and estimates are often based on heuristic assumptions. Recently, sparse Bayesian dictionary learning methods were shown to produce accurate estimates of the level of additive white Gaussian noise in images with minimal assumptions. We show that a similar model is capable of accu- rately modeling certain kinds of non-stationary noise processes, allowing for space-varying noise in images to be estimated, detected, and removed. We apply this modeling concept to several types of non-stationary noise and demonstrate the model's effectiveness on real-world problems, including denoising and segmentation of images according to noise characteristics, which has applications in image forensics.

  17. Comparison of Co-Temporal Modeling Algorithms on Sparse Experimental Time Series Data Sets.

    PubMed

    Allen, Edward E; Norris, James L; John, David J; Thomas, Stan J; Turkett, William H; Fetrow, Jacquelyn S

    2010-01-01

    Multiple approaches for reverse-engineering biological networks from time-series data have been proposed in the computational biology literature. These approaches can be classified by their underlying mathematical algorithms, such as Bayesian or algebraic techniques, as well as by their time paradigm, which includes next-state and co-temporal modeling. The types of biological relationships, such as parent-child or siblings, discovered by these algorithms are quite varied. It is important to understand the strengths and weaknesses of the various algorithms and time paradigms on actual experimental data. We assess how well the co-temporal implementations of three algorithms, continuous Bayesian, discrete Bayesian, and computational algebraic, can 1) identify two types of entity relationships, parent and sibling, between biological entities, 2) deal with experimental sparse time course data, and 3) handle experimental noise seen in replicate data sets. These algorithms are evaluated, using the shuffle index metric, for how well the resulting models match literature models in terms of siblings and parent relationships. Results indicate that all three co-temporal algorithms perform well, at a statistically significant level, at finding sibling relationships, but perform relatively poorly in finding parent relationships.

  18. A Bayesian kriging approach for blending satellite and ground precipitation observations

    USGS Publications Warehouse

    Verdin, Andrew P.; Rajagopalan, Balaji; Kleiber, William; Funk, Christopher C.

    2015-01-01

    Drought and flood management practices require accurate estimates of precipitation. Gauge observations, however, are often sparse in regions with complicated terrain, clustered in valleys, and of poor quality. Consequently, the spatial extent of wet events is poorly represented. Satellite-derived precipitation data are an attractive alternative, though they tend to underestimate the magnitude of wet events due to their dependency on retrieval algorithms and the indirect relationship between satellite infrared observations and precipitation intensities. Here we offer a Bayesian kriging approach for blending precipitation gauge data and the Climate Hazards Group Infrared Precipitation satellite-derived precipitation estimates for Central America, Colombia, and Venezuela. First, the gauge observations are modeled as a linear function of satellite-derived estimates and any number of other variables—for this research we include elevation. Prior distributions are defined for all model parameters and the posterior distributions are obtained simultaneously via Markov chain Monte Carlo sampling. The posterior distributions of these parameters are required for spatial estimation, and thus are obtained prior to implementing the spatial kriging model. This functional framework is applied to model parameters obtained by sampling from the posterior distributions, and the residuals of the linear model are subject to a spatial kriging model. Consequently, the posterior distributions and uncertainties of the blended precipitation estimates are obtained. We demonstrate this method by applying it to pentadal and monthly total precipitation fields during 2009. The model's performance and its inherent ability to capture wet events are investigated. We show that this blending method significantly improves upon the satellite-derived estimates and is also competitive in its ability to represent wet events. This procedure also provides a means to estimate a full conditional distribution of the “true” observed precipitation value at each grid cell.

  19. Mapping local and global variability in plant trait distributions

    DOE PAGES

    Butler, Ethan E.; Datta, Abhirup; Flores-Moreno, Habacuc; ...

    2017-12-01

    Accurate trait-environment relationships and global maps of plant trait distributions represent a needed stepping stone in global biogeography and are critical constraints of key parameters for land models. Here, we use a global data set of plant traits to map trait distributions closely coupled to photosynthesis and foliar respiration: specific leaf area (SLA), and dry mass-based concentrations of leaf nitrogen (Nm) and phosphorus (Pm); We propose two models to extrapolate geographically sparse point data to continuous spatial surfaces. The first is a categorical model using species mean trait values, categorized into plant functional types (PFTs) and extrapolating to PFT occurrencemore » ranges identified by remote sensing. The second is a Bayesian spatial model that incorporates information about PFT, location and environmental covariates to estimate trait distributions. Both models are further stratified by varying the number of PFTs; The performance of the models was evaluated based on their explanatory and predictive ability. The Bayesian spatial model leveraging the largest number of PFTs produced the best maps; The interpolation of full trait distributions enables a wider diversity of vegetation to be represented across the land surface. These maps may be used as input to Earth System Models and to evaluate other estimates of functional diversity.« less

  20. Mapping local and global variability in plant trait distributions

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

    Butler, Ethan E.; Datta, Abhirup; Flores-Moreno, Habacuc

    Accurate trait-environment relationships and global maps of plant trait distributions represent a needed stepping stone in global biogeography and are critical constraints of key parameters for land models. Here, we use a global data set of plant traits to map trait distributions closely coupled to photosynthesis and foliar respiration: specific leaf area (SLA), and dry mass-based concentrations of leaf nitrogen (Nm) and phosphorus (Pm); We propose two models to extrapolate geographically sparse point data to continuous spatial surfaces. The first is a categorical model using species mean trait values, categorized into plant functional types (PFTs) and extrapolating to PFT occurrencemore » ranges identified by remote sensing. The second is a Bayesian spatial model that incorporates information about PFT, location and environmental covariates to estimate trait distributions. Both models are further stratified by varying the number of PFTs; The performance of the models was evaluated based on their explanatory and predictive ability. The Bayesian spatial model leveraging the largest number of PFTs produced the best maps; The interpolation of full trait distributions enables a wider diversity of vegetation to be represented across the land surface. These maps may be used as input to Earth System Models and to evaluate other estimates of functional diversity.« less

  1. Regional-scale integration of hydrological and geophysical data using Bayesian sequential simulation: application to field data

    NASA Astrophysics Data System (ADS)

    Ruggeri, Paolo; Irving, James; Gloaguen, Erwan; Holliger, Klaus

    2013-04-01

    Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending corresponding approaches to the regional scale still represents a major challenge, yet is critically important for the development of groundwater flow and contaminant transport models. To address this issue, we have developed a regional-scale hydrogeophysical data integration technique based on a two-step Bayesian sequential simulation procedure. The objective is to simulate the regional-scale distribution of a hydraulic parameter based on spatially exhaustive, but poorly resolved, measurements of a pertinent geophysical parameter and locally highly resolved, but spatially sparse, measurements of the considered geophysical and hydraulic parameters. To this end, our approach first involves linking the low- and high-resolution geophysical data via a downscaling procedure before relating the downscaled regional-scale geophysical data to the high-resolution hydraulic parameter field. We present the application of this methodology to a pertinent field scenario, where we consider collocated high-resolution measurements of the electrical conductivity, measured using a cone penetrometer testing (CPT) system, and the hydraulic conductivity, estimated from EM flowmeter and slug test measurements, in combination with low-resolution exhaustive electrical conductivity estimates obtained from dipole-dipole ERT meausurements.

  2. Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

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

    Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

    2014-02-15

    Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

  3. Development of a Web-Accessible Population Pharmacokinetic Service—Hemophilia (WAPPS-Hemo): Study Protocol

    PubMed Central

    Foster, Gary; Navarro-Ruan, Tamara; McEneny-King, Alanna; Edginton, Andrea N; Thabane, Lehana

    2016-01-01

    Background Individual pharmacokinetic assessment is a critical component of tailored prophylaxis for hemophilia patients. Population pharmacokinetics allows using individual sparse data, thus simplifying individual pharmacokinetic studies. Implementing population pharmacokinetics capacity for the hemophilia community is beyond individual reach and requires a system effort. Objective The Web-Accessible Population Pharmacokinetic Service—Hemophilia (WAPPS-Hemo) project aims to assemble a database of patient pharmacokinetic data for all existing factor concentrates, develop and validate population pharmacokinetics models, and integrate these models within a Web-based calculator for individualized pharmacokinetic estimation in patients at participating treatment centers. Methods Individual pharmacokinetic studies on factor VIII and IX concentrates will be sourced from pharmaceutical companies and independent investigators. All factor concentrate manufacturers, hemophilia treatment centers (HTCs), and independent investigators (identified via a systematic review of the literature) having on file pharmacokinetic data and willing to contribute full or sparse pharmacokinetic data will be eligible for participation. Multicompartmental modeling will be performed using a mixed-model approach for derivation and Bayesian forecasting for estimation of individual sparse data. NONMEM (ICON Development Solutions) will be used as modeling software. Results The WAPPS-Hemo research network has been launched and is currently joined by 30 HTCs from across the world. We have gathered dense individual pharmacokinetic data on 878 subjects, including several replicates, on 21 different molecules from 17 different sources. We have collected sparse individual pharmacokinetic data on 289 subjects from the participating centers through the testing phase of the WAPPS-Hemo Web interface. We have developed prototypal population pharmacokinetics models for 11 molecules. The WAPPS-Hemo website (available at www.wapps-hemo.org, version 2.4), with core functionalities allowing hemophilia treaters to obtain individual pharmacokinetic estimates on sparse data points after 1 or more infusions of a factor concentrate, was launched for use within the research network in July 2015. Conclusions The WAPPS-Hemo project and research network aims to make it easier to perform individual pharmacokinetic assessments on a reduced number of plasma samples by adoption of a population pharmacokinetics approach. The project will also gather data to substantially enhance the current knowledge about factor concentrate pharmacokinetics and sources of its variability in target populations. Trial Registration ClinicalTrials.gov NCT02061072; https://clinicaltrials.gov/ct2/show/NCT02061072 (Archived by WebCite at http://www.webcitation.org/6mRK9bKP6) PMID:27977390

  4. National-scale aboveground biomass geostatistical mapping with FIA inventory and GLAS data: Preparation for sparsely sampled lidar assisted forest inventory

    NASA Astrophysics Data System (ADS)

    Babcock, C. R.; Finley, A. O.; Andersen, H. E.; Moskal, L. M.; Morton, D. C.; Cook, B.; Nelson, R.

    2017-12-01

    Upcoming satellite lidar missions, such as GEDI and IceSat-2, are designed to collect laser altimetry data from space for narrow bands along orbital tracts. As a result lidar metric sets derived from these sources will not be of complete spatial coverage. This lack of complete coverage, or sparsity, means traditional regression approaches that consider lidar metrics as explanatory variables (without error) cannot be used to generate wall-to-wall maps of forest inventory variables. We implement a coregionalization framework to jointly model sparsely sampled lidar information and point-referenced forest variable measurements to create wall-to-wall maps with full probabilistic uncertainty quantification of all inputs. We inform the model with USFS Forest Inventory and Analysis (FIA) in-situ forest measurements and GLAS lidar data to spatially predict aboveground forest biomass (AGB) across the contiguous US. We cast our model within a Bayesian hierarchical framework to better model complex space-varying correlation structures among the lidar metrics and FIA data, which yields improved prediction and uncertainty assessment. To circumvent computational difficulties that arise when fitting complex geostatistical models to massive datasets, we use a Nearest Neighbor Gaussian process (NNGP) prior. Results indicate that a coregionalization modeling approach to leveraging sampled lidar data to improve AGB estimation is effective. Further, fitting the coregionalization model within a Bayesian mode of inference allows for AGB quantification across scales ranging from individual pixel estimates of AGB density to total AGB for the continental US with uncertainty. The coregionalization framework examined here is directly applicable to future spaceborne lidar acquisitions from GEDI and IceSat-2. Pairing these lidar sources with the extensive FIA forest monitoring plot network using a joint prediction framework, such as the coregionalization model explored here, offers the potential to improve forest AGB accounting certainty and provide maps for post-model fitting analysis of the spatial distribution of AGB.

  5. Separation in Logistic Regression: Causes, Consequences, and Control.

    PubMed

    Mansournia, Mohammad Ali; Geroldinger, Angelika; Greenland, Sander; Heinze, Georg

    2018-04-01

    Separation is encountered in regression models with a discrete outcome (such as logistic regression) where the covariates perfectly predict the outcome. It is most frequent under the same conditions that lead to small-sample and sparse-data bias, such as presence of a rare outcome, rare exposures, highly correlated covariates, or covariates with strong effects. In theory, separation will produce infinite estimates for some coefficients. In practice, however, separation may be unnoticed or mishandled because of software limits in recognizing and handling the problem and in notifying the user. We discuss causes of separation in logistic regression and describe how common software packages deal with it. We then describe methods that remove separation, focusing on the same penalized-likelihood techniques used to address more general sparse-data problems. These methods improve accuracy, avoid software problems, and allow interpretation as Bayesian analyses with weakly informative priors. We discuss likelihood penalties, including some that can be implemented easily with any software package, and their relative advantages and disadvantages. We provide an illustration of ideas and methods using data from a case-control study of contraceptive practices and urinary tract infection.

  6. Insights into the latent multinomial model through mark-resight data on female grizzly bears with cubs-of-the-year

    USGS Publications Warehouse

    Higgs, Megan D.; Link, William; White, Gary C.; Haroldson, Mark A.; Bjornlie, Daniel D.

    2013-01-01

    Mark-resight designs for estimation of population abundance are common and attractive to researchers. However, inference from such designs is very limited when faced with sparse data, either from a low number of marked animals, a low probability of detection, or both. In the Greater Yellowstone Ecosystem, yearly mark-resight data are collected for female grizzly bears with cubs-of-the-year (FCOY), and inference suffers from both limitations. To overcome difficulties due to sparseness, we assume homogeneity in sighting probabilities over 16 years of bi-annual aerial surveys. We model counts of marked and unmarked animals as multinomial random variables, using the capture frequencies of marked animals for inference about the latent multinomial frequencies for unmarked animals. We discuss undesirable behavior of the commonly used discrete uniform prior distribution on the population size parameter and provide OpenBUGS code for fitting such models. The application provides valuable insights into subtleties of implementing Bayesian inference for latent multinomial models. We tie the discussion to our application, though the insights are broadly useful for applications of the latent multinomial model.

  7. Description of cervical cancer mortality in Belgium using Bayesian age-period-cohort models

    PubMed Central

    2009-01-01

    Objective To correct cervical cancer mortality rates for death cause certification problems in Belgium and to describe the corrected trends (1954-1997) using Bayesian models. Method Cervical cancer (cervix uteri (CVX), corpus uteri (CRP), not otherwise specified (NOS) uterus cancer and other very rare uterus cancer (OTH) mortality data were extracted from the WHO mortality database together with population data for Belgium and the Netherlands. Different ICD (International Classification of Diseases) were used over time for death cause certification. In the Netherlands, the proportion of not-otherwise specified uterine cancer deaths was small over large periods and therefore internal reallocation could be used to estimate the corrected rates cervical cancer mortality. In Belgium, the proportion of improperly defined uterus deaths was high. Therefore, the age-specific proportions of uterus cancer deaths that are probably of cervical origin for the Netherlands was applied to Belgian uterus cancer deaths to estimate the corrected number of cervix cancer deaths (corCVX). A Bayesian loglinear Poisson-regression model was performed to disentangle the separate effects of age, period and cohort. Results The corrected age standardized mortality rate (ASMR) decreased regularly from 9.2/100 000 in the mid 1950s to 2.5/100,000 in the late 1990s. Inclusion of age, period and cohort into the models were required to obtain an adequate fit. Cervical cancer mortality increases with age, declines over calendar period and varied irregularly by cohort. Conclusion Mortality increased with ageing and declined over time in most age-groups, but varied irregularly by birth cohort. In global, with some discrete exceptions, mortality decreased for successive generations up to the cohorts born in the 1930s. This decline stopped for cohorts born in the 1940s and thereafter. For the youngest cohorts, even a tendency of increasing risk of dying from cervical cancer could be observed, reflecting increased exposure to risk factors. The fact that this increase was limited for the youngest cohorts could be explained as an effect of screening. Bayesian modeling provided similar results compared to previously used classical Poisson models. However, Bayesian models are more robust for estimating rates when data are sparse (youngest age groups, most recent cohorts) and can be used to for predicting future trends.

  8. Discriminative spatial-frequency-temporal feature extraction and classification of motor imagery EEG: An sparse regression and Weighted Naïve Bayesian Classifier-based approach.

    PubMed

    Miao, Minmin; Zeng, Hong; Wang, Aimin; Zhao, Changsen; Liu, Feixiang

    2017-02-15

    Common spatial pattern (CSP) is most widely used in motor imagery based brain-computer interface (BCI) systems. In conventional CSP algorithm, pairs of the eigenvectors corresponding to both extreme eigenvalues are selected to construct the optimal spatial filter. In addition, an appropriate selection of subject-specific time segments and frequency bands plays an important role in its successful application. This study proposes to optimize spatial-frequency-temporal patterns for discriminative feature extraction. Spatial optimization is implemented by channel selection and finding discriminative spatial filters adaptively on each time-frequency segment. A novel Discernibility of Feature Sets (DFS) criteria is designed for spatial filter optimization. Besides, discriminative features located in multiple time-frequency segments are selected automatically by the proposed sparse time-frequency segment common spatial pattern (STFSCSP) method which exploits sparse regression for significant features selection. Finally, a weight determined by the sparse coefficient is assigned for each selected CSP feature and we propose a Weighted Naïve Bayesian Classifier (WNBC) for classification. Experimental results on two public EEG datasets demonstrate that optimizing spatial-frequency-temporal patterns in a data-driven manner for discriminative feature extraction greatly improves the classification performance. The proposed method gives significantly better classification accuracies in comparison with several competing methods in the literature. The proposed approach is a promising candidate for future BCI systems. Copyright © 2016 Elsevier B.V. All rights reserved.

  9. Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

    PubMed

    Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

    2007-10-01

    In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

  10. Tidal Streams Near and Far

    NASA Astrophysics Data System (ADS)

    Fardal, Mark A.

    2014-06-01

    The Pandas survey of stars in M31's disk and halo is crisscrossed by numerous tidal features from both M31 and the Milky Way. Here I focus on two narrow stellar streams visible in the survey. They have comparable angular extent in the survey (10-13 degrees long versus only 0.3 degree wide), but one is a local Milky Way stream at about 30 kpc and one is in M31, roughly 25 times more distant. I estimate the stellar mass and metallicity in the streams and the distance gradient along them. The kinematics of the M31 stream is sparsely sampled by red giant stars and globular clusters. Bayesian modeling of the stream data yields accurate constraints on the orbital parameters of the streams.

  11. Variable is better than invariable: sparse VSS-NLMS algorithms with application to adaptive MIMO channel estimation.

    PubMed

    Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki

    2014-01-01

    Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics.

  12. Variable Is Better Than Invariable: Sparse VSS-NLMS Algorithms with Application to Adaptive MIMO Channel Estimation

    PubMed Central

    Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki

    2014-01-01

    Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics. PMID:25089286

  13. Selection of Polynomial Chaos Bases via Bayesian Model Uncertainty Methods with Applications to Sparse Approximation of PDEs with Stochastic Inputs

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

    Karagiannis, Georgios; Lin, Guang

    2014-02-15

    Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

  14. Adjusting for sampling variability in sparse data: geostatistical approaches to disease mapping

    PubMed Central

    2011-01-01

    Background Disease maps of crude rates from routinely collected health data indexed at a small geographical resolution pose specific statistical problems due to the sparse nature of the data. Spatial smoothers allow areas to borrow strength from neighboring regions to produce a more stable estimate of the areal value. Geostatistical smoothers are able to quantify the uncertainty in smoothed rate estimates without a high computational burden. In this paper, we introduce a uniform model extension of Bayesian Maximum Entropy (UMBME) and compare its performance to that of Poisson kriging in measures of smoothing strength and estimation accuracy as applied to simulated data and the real data example of HIV infection in North Carolina. The aim is to produce more reliable maps of disease rates in small areas to improve identification of spatial trends at the local level. Results In all data environments, Poisson kriging exhibited greater smoothing strength than UMBME. With the simulated data where the true latent rate of infection was known, Poisson kriging resulted in greater estimation accuracy with data that displayed low spatial autocorrelation, while UMBME provided more accurate estimators with data that displayed higher spatial autocorrelation. With the HIV data, UMBME performed slightly better than Poisson kriging in cross-validatory predictive checks, with both models performing better than the observed data model with no smoothing. Conclusions Smoothing methods have different advantages depending upon both internal model assumptions that affect smoothing strength and external data environments, such as spatial correlation of the observed data. Further model comparisons in different data environments are required to provide public health practitioners with guidelines needed in choosing the most appropriate smoothing method for their particular health dataset. PMID:21978359

  15. Adjusting for sampling variability in sparse data: geostatistical approaches to disease mapping.

    PubMed

    Hampton, Kristen H; Serre, Marc L; Gesink, Dionne C; Pilcher, Christopher D; Miller, William C

    2011-10-06

    Disease maps of crude rates from routinely collected health data indexed at a small geographical resolution pose specific statistical problems due to the sparse nature of the data. Spatial smoothers allow areas to borrow strength from neighboring regions to produce a more stable estimate of the areal value. Geostatistical smoothers are able to quantify the uncertainty in smoothed rate estimates without a high computational burden. In this paper, we introduce a uniform model extension of Bayesian Maximum Entropy (UMBME) and compare its performance to that of Poisson kriging in measures of smoothing strength and estimation accuracy as applied to simulated data and the real data example of HIV infection in North Carolina. The aim is to produce more reliable maps of disease rates in small areas to improve identification of spatial trends at the local level. In all data environments, Poisson kriging exhibited greater smoothing strength than UMBME. With the simulated data where the true latent rate of infection was known, Poisson kriging resulted in greater estimation accuracy with data that displayed low spatial autocorrelation, while UMBME provided more accurate estimators with data that displayed higher spatial autocorrelation. With the HIV data, UMBME performed slightly better than Poisson kriging in cross-validatory predictive checks, with both models performing better than the observed data model with no smoothing. Smoothing methods have different advantages depending upon both internal model assumptions that affect smoothing strength and external data environments, such as spatial correlation of the observed data. Further model comparisons in different data environments are required to provide public health practitioners with guidelines needed in choosing the most appropriate smoothing method for their particular health dataset.

  16. Genomics meets applied ecology: Characterizing habitat quality for sloths in a tropical agroecosystem.

    PubMed

    Fountain, Emily D; Kang, Jung Koo; Tempel, Douglas J; Palsbøll, Per J; Pauli, Jonathan N; Zachariah Peery, M

    2018-01-01

    Understanding how habitat quality in heterogeneous landscapes governs the distribution and fitness of individuals is a fundamental aspect of ecology. While mean individual fitness is generally considered a key to assessing habitat quality, a comprehensive understanding of habitat quality in heterogeneous landscapes requires estimates of dispersal rates among habitat types. The increasing accessibility of genomic approaches, combined with field-based demographic methods, provides novel opportunities for incorporating dispersal estimation into assessments of habitat quality. In this study, we integrated genomic kinship approaches with field-based estimates of fitness components and approximate Bayesian computation (ABC) procedures to estimate habitat-specific dispersal rates and characterize habitat quality in two-toed sloths (Choloepus hoffmanni) occurring in a Costa Rican agricultural ecosystem. Field-based observations indicated that birth and survival rates were similar in a sparsely shaded cacao farm and adjacent cattle pasture-forest mosaic. Sloth density was threefold higher in pasture compared with cacao, whereas home range size and overlap were greater in cacao compared with pasture. Dispersal rates were similar between the two habitats, as estimated using ABC procedures applied to the spatial distribution of pairs of related individuals identified using 3,431 single nucleotide polymorphism and 11 microsatellite locus genotypes. Our results indicate that crops produced under a sparse overstorey can, in some cases, constitute lower-quality habitat than pasture-forest mosaics for sloths, perhaps because of differences in food resources or predator communities. Finally, our study demonstrates that integrating field-based demographic approaches with genomic methods can provide a powerful means for characterizing habitat quality for animal populations occurring in heterogeneous landscapes. © 2017 John Wiley & Sons Ltd.

  17. Fractal dimension based damage identification incorporating multi-task sparse Bayesian learning

    NASA Astrophysics Data System (ADS)

    Huang, Yong; Li, Hui; Wu, Stephen; Yang, Yongchao

    2018-07-01

    Sensitivity to damage and robustness to noise are critical requirements for the effectiveness of structural damage detection. In this study, a two-stage damage identification method based on the fractal dimension analysis and multi-task Bayesian learning is presented. The Higuchi’s fractal dimension (HFD) based damage index is first proposed, directly examining the time-frequency characteristic of local free vibration data of structures based on the irregularity sensitivity and noise robustness analysis of HFD. Katz’s fractal dimension is then presented to analyze the abrupt irregularity change of the spatial curve of the displacement mode shape along the structure. At the second stage, the multi-task sparse Bayesian learning technique is employed to infer the final damage localization vector, which borrow the dependent strength of the two fractal dimension based damage indication information and also incorporate the prior knowledge that structural damage occurs at a limited number of locations in a structure in the absence of its collapse. To validate the capability of the proposed method, a steel beam and a bridge, named Yonghe Bridge, are analyzed as illustrative examples. The damage identification results demonstrate that the proposed method is capable of localizing single and multiple damages regardless of its severity, and show superior robustness under heavy noise as well.

  18. Use of limited data to construct Bayesian networks for probabilistic risk assessment.

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

    Groth, Katrina M.; Swiler, Laura Painton

    2013-03-01

    Probabilistic Risk Assessment (PRA) is a fundamental part of safety/quality assurance for nuclear power and nuclear weapons. Traditional PRA very effectively models complex hardware system risks using binary probabilistic models. However, traditional PRA models are not flexible enough to accommodate non-binary soft-causal factors, such as digital instrumentation&control, passive components, aging, common cause failure, and human errors. Bayesian Networks offer the opportunity to incorporate these risks into the PRA framework. This report describes the results of an early career LDRD project titled %E2%80%9CUse of Limited Data to Construct Bayesian Networks for Probabilistic Risk Assessment%E2%80%9D. The goal of the work was tomore » establish the capability to develop Bayesian Networks from sparse data, and to demonstrate this capability by producing a data-informed Bayesian Network for use in Human Reliability Analysis (HRA) as part of nuclear power plant Probabilistic Risk Assessment (PRA). This report summarizes the research goal and major products of the research.« less

  19. Theory-based Bayesian models of inductive learning and reasoning.

    PubMed

    Tenenbaum, Joshua B; Griffiths, Thomas L; Kemp, Charles

    2006-07-01

    Inductive inference allows humans to make powerful generalizations from sparse data when learning about word meanings, unobserved properties, causal relationships, and many other aspects of the world. Traditional accounts of induction emphasize either the power of statistical learning, or the importance of strong constraints from structured domain knowledge, intuitive theories or schemas. We argue that both components are necessary to explain the nature, use and acquisition of human knowledge, and we introduce a theory-based Bayesian framework for modeling inductive learning and reasoning as statistical inferences over structured knowledge representations.

  20. Enhancements of Bayesian Blocks; Application to Large Light Curve Databases

    NASA Technical Reports Server (NTRS)

    Scargle, Jeff

    2015-01-01

    Bayesian Blocks are optimal piecewise linear representations (step function fits) of light-curves. The simple algorithm implementing this idea, using dynamic programming, has been extended to include more data modes and fitness metrics, multivariate analysis, and data on the circle (Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations, Scargle, Norris, Jackson and Chiang 2013, ApJ, 764, 167), as well as new results on background subtraction and refinement of the procedure for precise timing of transient events in sparse data. Example demonstrations will include exploratory analysis of the Kepler light curve archive in a search for "star-tickling" signals from extraterrestrial civilizations. (The Cepheid Galactic Internet, Learned, Kudritzki, Pakvasa1, and Zee, 2008, arXiv: 0809.0339; Walkowicz et al., in progress).

  1. 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.

  2. An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

    NASA Astrophysics Data System (ADS)

    Raihan A. V, Dilshad; Chakravorty, Suman

    2018-03-01

    Optimal and consistent estimation of the state of space objects is pivotal to surveillance and tracking applications. However, probabilistic estimation of space objects is made difficult by the non-Gaussianity and nonlinearity associated with orbital mechanics. In this paper, we present an unscented Kalman-particle hybrid filtering framework for recursive Bayesian estimation of space objects. The hybrid filtering scheme is designed to provide accurate and consistent estimates when measurements are sparse without incurring a large computational cost. It employs an unscented Kalman filter (UKF) for estimation when measurements are available. When the target is outside the field of view (FOV) of the sensor, it updates the state probability density function (PDF) via a sequential Monte Carlo method. The hybrid filter addresses the problem of particle depletion through a suitably designed filter transition scheme. To assess the performance of the hybrid filtering approach, we consider two test cases of space objects that are assumed to undergo full three dimensional orbital motion under the effects of J 2 and atmospheric drag perturbations. It is demonstrated that the hybrid filters can furnish fast, accurate and consistent estimates outperforming standard UKF and particle filter (PF) implementations.

  3. Sparse Polynomial Chaos Surrogate for ACME Land Model via Iterative Bayesian Compressive Sensing

    NASA Astrophysics Data System (ADS)

    Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Debusschere, B.; Najm, H. N.; Thornton, P. E.

    2015-12-01

    For computationally expensive climate models, Monte-Carlo approaches of exploring the input parameter space are often prohibitive due to slow convergence with respect to ensemble size. To alleviate this, we build inexpensive surrogates using uncertainty quantification (UQ) methods employing Polynomial Chaos (PC) expansions that approximate the input-output relationships using as few model evaluations as possible. However, when many uncertain input parameters are present, such UQ studies suffer from the curse of dimensionality. In particular, for 50-100 input parameters non-adaptive PC representations have infeasible numbers of basis terms. To this end, we develop and employ Weighted Iterative Bayesian Compressive Sensing to learn the most important input parameter relationships for efficient, sparse PC surrogate construction with posterior uncertainty quantified due to insufficient data. Besides drastic dimensionality reduction, the uncertain surrogate can efficiently replace the model in computationally intensive studies such as forward uncertainty propagation and variance-based sensitivity analysis, as well as design optimization and parameter estimation using observational data. We applied the surrogate construction and variance-based uncertainty decomposition to Accelerated Climate Model for Energy (ACME) Land Model for several output QoIs at nearly 100 FLUXNET sites covering multiple plant functional types and climates, varying 65 input parameters over broad ranges of possible values. This work is supported by the U.S. Department of Energy, Office of Science, Biological and Environmental Research, Accelerated Climate Modeling for Energy (ACME) project. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  4. 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.

  5. Development of a Web-Accessible Population Pharmacokinetic Service-Hemophilia (WAPPS-Hemo): Study Protocol.

    PubMed

    Iorio, Alfonso; Keepanasseril, Arun; Foster, Gary; Navarro-Ruan, Tamara; McEneny-King, Alanna; Edginton, Andrea N; Thabane, Lehana

    2016-12-15

    Individual pharmacokinetic assessment is a critical component of tailored prophylaxis for hemophilia patients. Population pharmacokinetics allows using individual sparse data, thus simplifying individual pharmacokinetic studies. Implementing population pharmacokinetics capacity for the hemophilia community is beyond individual reach and requires a system effort. The Web-Accessible Population Pharmacokinetic Service-Hemophilia (WAPPS-Hemo) project aims to assemble a database of patient pharmacokinetic data for all existing factor concentrates, develop and validate population pharmacokinetics models, and integrate these models within a Web-based calculator for individualized pharmacokinetic estimation in patients at participating treatment centers. Individual pharmacokinetic studies on factor VIII and IX concentrates will be sourced from pharmaceutical companies and independent investigators. All factor concentrate manufacturers, hemophilia treatment centers (HTCs), and independent investigators (identified via a systematic review of the literature) having on file pharmacokinetic data and willing to contribute full or sparse pharmacokinetic data will be eligible for participation. Multicompartmental modeling will be performed using a mixed-model approach for derivation and Bayesian forecasting for estimation of individual sparse data. NONMEM (ICON Development Solutions) will be used as modeling software. The WAPPS-Hemo research network has been launched and is currently joined by 30 HTCs from across the world. We have gathered dense individual pharmacokinetic data on 878 subjects, including several replicates, on 21 different molecules from 17 different sources. We have collected sparse individual pharmacokinetic data on 289 subjects from the participating centers through the testing phase of the WAPPS-Hemo Web interface. We have developed prototypal population pharmacokinetics models for 11 molecules. The WAPPS-Hemo website (available at www.wapps-hemo.org, version 2.4), with core functionalities allowing hemophilia treaters to obtain individual pharmacokinetic estimates on sparse data points after 1 or more infusions of a factor concentrate, was launched for use within the research network in July 2015. The WAPPS-Hemo project and research network aims to make it easier to perform individual pharmacokinetic assessments on a reduced number of plasma samples by adoption of a population pharmacokinetics approach. The project will also gather data to substantially enhance the current knowledge about factor concentrate pharmacokinetics and sources of its variability in target populations. ClinicalTrials.gov NCT02061072; https://clinicaltrials.gov/ct2/show/NCT02061072 (Archived by WebCite at http://www.webcitation.org/6mRK9bKP6). ©Alfonso Iorio, Arun Keepanasseril, Gary Foster, Tamara Navarro-Ruan, Alanna McEneny-King, Andrea N Edginton, Lehana Thabane. Originally published in JMIR Research Protocols (http://www.researchprotocols.org), 15.12.2016.

  6. Cure fraction model with random effects for regional variation in cancer survival.

    PubMed

    Seppä, Karri; Hakulinen, Timo; Kim, Hyon-Jung; Läärä, Esa

    2010-11-30

    Assessing regional differences in the survival of cancer patients is important but difficult when separate regions are small or sparsely populated. In this paper, we apply a mixture cure fraction model with random effects to cause-specific survival data of female breast cancer patients collected by the population-based Finnish Cancer Registry. Two sets of random effects were used to capture the regional variation in the cure fraction and in the survival of the non-cured patients, respectively. This hierarchical model was implemented in a Bayesian framework using a Metropolis-within-Gibbs algorithm. To avoid poor mixing of the Markov chain, when the variance of either set of random effects was close to zero, posterior simulations were based on a parameter-expanded model with tailor-made proposal distributions in Metropolis steps. The random effects allowed the fitting of the cure fraction model to the sparse regional data and the estimation of the regional variation in 10-year cause-specific breast cancer survival with a parsimonious number of parameters. Before 1986, the capital of Finland clearly stood out from the rest, but since then all the 21 hospital districts have achieved approximately the same level of survival. Copyright © 2010 John Wiley & Sons, Ltd.

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

    Dayman, Ken J; Ade, Brian J; Weber, Charles F

    High-dimensional, nonlinear function estimation using large datasets is a current area of interest in the machine learning community, and applications may be found throughout the analytical sciences, where ever-growing datasets are making more information available to the analyst. In this paper, we leverage the existing relevance vector machine, a sparse Bayesian version of the well-studied support vector machine, and expand the method to include integrated feature selection and automatic function shaping. These innovations produce an algorithm that is able to distinguish variables that are useful for making predictions of a response from variables that are unrelated or confusing. We testmore » the technology using synthetic data, conduct initial performance studies, and develop a model capable of making position-independent predictions of the coreaveraged burnup using a single specimen drawn randomly from a nuclear reactor core.« less

  8. Comparing interval estimates for small sample ordinal CFA models

    PubMed Central

    Natesan, Prathiba

    2015-01-01

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

  9. Comparing interval estimates for small sample ordinal CFA models.

    PubMed

    Natesan, Prathiba

    2015-01-01

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

  10. Incorporation of GRACE Data into a Bayesian Model for Groundwater Drought Monitoring

    NASA Astrophysics Data System (ADS)

    Slinski, K.; Hogue, T. S.; McCray, J. E.; Porter, A.

    2015-12-01

    Groundwater drought, defined as the sustained occurrence of below average availability of groundwater, is marked by below average water levels in aquifers and reduced flows to groundwater-fed rivers and wetlands. The impact of groundwater drought on ecosystems, agriculture, municipal water supply, and the energy sector is an increasingly important global issue. However, current drought monitors heavily rely on precipitation and vegetative stress indices to characterize the timing, duration, and severity of drought events. The paucity of in situ observations of aquifer levels is a substantial obstacle to the development of systems to monitor groundwater drought in drought-prone areas, particularly in developing countries. Observations from the NASA/German Space Agency's Gravity Recovery and Climate Experiment (GRACE) have been used to estimate changes in groundwater storage over areas with sparse point measurements. This study incorporates GRACE total water storage observations into a Bayesian framework to assess the performance of a probabilistic model for monitoring groundwater drought based on remote sensing data. Overall, it is hoped that these methods will improve global drought preparedness and risk reduction by providing information on groundwater drought necessary to manage its impacts on ecosystems, as well as on the agricultural, municipal, and energy sectors.

  11. Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

    NASA Astrophysics Data System (ADS)

    Beaujean, Frederik; Eggers, Hans C.; Kerzendorf, Wolfgang E.

    2018-04-01

    One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a radiative-transfer treatment. For this step, the community relies increasingly on Monte Carlo radiative transfer due to the ease of implementation and scalability with computing power. We show how to estimate the statistical uncertainty given the output of just a single radiative-transfer simulation in which the number of photon packets follows a Poisson distribution and the weight (e.g. energy or luminosity) of a single packet may follow an arbitrary distribution. Our Bayesian approach produces a posterior distribution that is valid for any number of packets in a bin, even zero packets, and is easy to implement in practice. Our analytic results for large number of packets show that we generalise existing methods that are valid only in limiting cases. The statistical problem considered here appears in identical form in a wide range of Monte Carlo simulations including particle physics and importance sampling. It is particularly powerful in extracting information when the available data are sparse or quantities are small.

  12. Bayesian modelling of uncertainties of Monte Carlo radiative-transfer simulations

    NASA Astrophysics Data System (ADS)

    Beaujean, Frederik; Eggers, Hans C.; Kerzendorf, Wolfgang E.

    2018-07-01

    One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a radiative-transfer treatment. For this step, the community relies increasingly on Monte Carlo radiative transfer due to the ease of implementation and scalability with computing power. We consider simulations in which the number of photon packets is Poisson distributed, while the weight assigned to a single photon packet follows any distribution of choice. We show how to estimate the statistical uncertainty of the sum of weights in each bin from the output of a single radiative-transfer simulation. Our Bayesian approach produces a posterior distribution that is valid for any number of packets in a bin, even zero packets, and is easy to implement in practice. Our analytic results for large number of packets show that we generalize existing methods that are valid only in limiting cases. The statistical problem considered here appears in identical form in a wide range of Monte Carlo simulations including particle physics and importance sampling. It is particularly powerful in extracting information when the available data are sparse or quantities are small.

  13. Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

    NASA Astrophysics Data System (ADS)

    Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

    2011-12-01

    Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently than traditional MCMC.

  14. Parallelized Bayesian inversion for three-dimensional dental X-ray imaging.

    PubMed

    Kolehmainen, Ville; Vanne, Antti; Siltanen, Samuli; Järvenpää, Seppo; Kaipio, Jari P; Lassas, Matti; Kalke, Martti

    2006-02-01

    Diagnostic and operational tasks based on dental radiology often require three-dimensional (3-D) information that is not available in a single X-ray projection image. Comprehensive 3-D information about tissues can be obtained by computerized tomography (CT) imaging. However, in dental imaging a conventional CT scan may not be available or practical because of high radiation dose, low-resolution or the cost of the CT scanner equipment. In this paper, we consider a novel type of 3-D imaging modality for dental radiology. We consider situations in which projection images of the teeth are taken from a few sparsely distributed projection directions using the dentist's regular (digital) X-ray equipment and the 3-D X-ray attenuation function is reconstructed. A complication in these experiments is that the reconstruction of the 3-D structure based on a few projection images becomes an ill-posed inverse problem. Bayesian inversion is a well suited framework for reconstruction from such incomplete data. In Bayesian inversion, the ill-posed reconstruction problem is formulated in a well-posed probabilistic form in which a priori information is used to compensate for the incomplete information of the projection data. In this paper we propose a Bayesian method for 3-D reconstruction in dental radiology. The method is partially based on Kolehmainen et al. 2003. The prior model for dental structures consist of a weighted l1 and total variation (TV)-prior together with the positivity prior. The inverse problem is stated as finding the maximum a posteriori (MAP) estimate. To make the 3-D reconstruction computationally feasible, a parallelized version of an optimization algorithm is implemented for a Beowulf cluster computer. The method is tested with projection data from dental specimens and patient data. Tomosynthetic reconstructions are given as reference for the proposed method.

  15. Uncertainty Quantification Techniques for Population Density Estimates Derived from Sparse Open Source Data

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

    Stewart, Robert N; White, Devin A; Urban, Marie L

    2013-01-01

    The Population Density Tables (PDT) project at the Oak Ridge National Laboratory (www.ornl.gov) is developing population density estimates for specific human activities under normal patterns of life based largely on information available in open source. Currently, activity based density estimates are based on simple summary data statistics such as range and mean. Researchers are interested in improving activity estimation and uncertainty quantification by adopting a Bayesian framework that considers both data and sociocultural knowledge. Under a Bayesian approach knowledge about population density may be encoded through the process of expert elicitation. Due to the scale of the PDT effort whichmore » considers over 250 countries, spans 40 human activity categories, and includes numerous contributors, an elicitation tool is required that can be operationalized within an enterprise data collection and reporting system. Such a method would ideally require that the contributor have minimal statistical knowledge, require minimal input by a statistician or facilitator, consider human difficulties in expressing qualitative knowledge in a quantitative setting, and provide methods by which the contributor can appraise whether their understanding and associated uncertainty was well captured. This paper introduces an algorithm that transforms answers to simple, non-statistical questions into a bivariate Gaussian distribution as the prior for the Beta distribution. Based on geometric properties of the Beta distribution parameter feasibility space and the bivariate Gaussian distribution, an automated method for encoding is developed that responds to these challenging enterprise requirements. Though created within the context of population density, this approach may be applicable to a wide array of problem domains requiring informative priors for the Beta distribution.« less

  16. A trait-based approach for predicting species responses to environmental change from sparse data: how well might terrestrial mammals track climate change?

    PubMed

    Santini, Luca; Cornulier, Thomas; Bullock, James M; Palmer, Stephen C F; White, Steven M; Hodgson, Jenny A; Bocedi, Greta; Travis, Justin M J

    2016-07-01

    Estimating population spread rates across multiple species is vital for projecting biodiversity responses to climate change. A major challenge is to parameterise spread models for many species. We introduce an approach that addresses this challenge, coupling a trait-based analysis with spatial population modelling to project spread rates for 15 000 virtual mammals with life histories that reflect those seen in the real world. Covariances among life-history traits are estimated from an extensive terrestrial mammal data set using Bayesian inference. We elucidate the relative roles of different life-history traits in driving modelled spread rates, demonstrating that any one alone will be a poor predictor. We also estimate that around 30% of mammal species have potential spread rates slower than the global mean velocity of climate change. This novel trait-space-demographic modelling approach has broad applicability for tackling many key ecological questions for which we have the models but are hindered by data availability. © 2016 The Authors. Global Change Biology Published by John Wiley & Sons Ltd.

  17. STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION.

    PubMed

    Fan, Jianqing; Xue, Lingzhou; Zou, Hui

    2014-06-01

    Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression.

  18. STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION

    PubMed Central

    Fan, Jianqing; Xue, Lingzhou; Zou, Hui

    2014-01-01

    Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression. PMID:25598560

  19. Logistic random effects regression models: a comparison of statistical packages for binary and ordinal outcomes.

    PubMed

    Li, Baoyue; Lingsma, Hester F; Steyerberg, Ewout W; Lesaffre, Emmanuel

    2011-05-23

    Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC.Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain.

  20. Variational Bayesian Learning for Wavelet Independent Component Analysis

    NASA Astrophysics Data System (ADS)

    Roussos, E.; Roberts, S.; Daubechies, I.

    2005-11-01

    In an exploratory approach to data analysis, it is often useful to consider the observations as generated from a set of latent generators or "sources" via a generally unknown mapping. For the noisy overcomplete case, where we have more sources than observations, the problem becomes extremely ill-posed. Solutions to such inverse problems can, in many cases, be achieved by incorporating prior knowledge about the problem, captured in the form of constraints. This setting is a natural candidate for the application of the Bayesian methodology, allowing us to incorporate "soft" constraints in a natural manner. The work described in this paper is mainly driven by problems in functional magnetic resonance imaging of the brain, for the neuro-scientific goal of extracting relevant "maps" from the data. This can be stated as a `blind' source separation problem. Recent experiments in the field of neuroscience show that these maps are sparse, in some appropriate sense. The separation problem can be solved by independent component analysis (ICA), viewed as a technique for seeking sparse components, assuming appropriate distributions for the sources. We derive a hybrid wavelet-ICA model, transforming the signals into a domain where the modeling assumption of sparsity of the coefficients with respect to a dictionary is natural. We follow a graphical modeling formalism, viewing ICA as a probabilistic generative model. We use hierarchical source and mixing models and apply Bayesian inference to the problem. This allows us to perform model selection in order to infer the complexity of the representation, as well as automatic denoising. Since exact inference and learning in such a model is intractable, we follow a variational Bayesian mean-field approach in the conjugate-exponential family of distributions, for efficient unsupervised learning in multi-dimensional settings. The performance of the proposed algorithm is demonstrated on some representative experiments.

  1. Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.

    PubMed

    Moeyaert, Mariola; Rindskopf, David; Onghena, Patrick; Van den Noortgate, Wim

    2017-12-01

    The focus of this article is to describe Bayesian estimation, including construction of prior distributions, and to compare parameter recovery under the Bayesian framework (using weakly informative priors) and the maximum likelihood (ML) framework in the context of multilevel modeling of single-case experimental data. Bayesian estimation results were found similar to ML estimation results in terms of the treatment effect estimates, regardless of the functional form and degree of information included in the prior specification in the Bayesian framework. In terms of the variance component estimates, both the ML and Bayesian estimation procedures result in biased and less precise variance estimates when the number of participants is small (i.e., 3). By increasing the number of participants to 5 or 7, the relative bias is close to 5% and more precise estimates are obtained for all approaches, except for the inverse-Wishart prior using the identity matrix. When a more informative prior was added, more precise estimates for the fixed effects and random effects were obtained, even when only 3 participants were included. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

  2. Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

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

    Jakeman, J.D., E-mail: jdjakem@sandia.gov; Wildey, T.

    2015-01-01

    In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchicalmore » surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less

  3. Detection limit for rate fluctuations in inhomogeneous Poisson processes

    NASA Astrophysics Data System (ADS)

    Shintani, Toshiaki; Shinomoto, Shigeru

    2012-04-01

    Estimations of an underlying rate from data points are inevitably disturbed by the irregular occurrence of events. Proper estimation methods are designed to avoid overfitting by discounting the irregular occurrence of data, and to determine a constant rate from irregular data derived from a constant probability distribution. However, it can occur that rapid or small fluctuations in the underlying density are undetectable when the data are sparse. For an estimation method, the maximum degree of undetectable rate fluctuations is uniquely determined as a phase transition, when considering an infinitely long series of events drawn from a fluctuating density. In this study, we analytically examine an optimized histogram and a Bayesian rate estimator with respect to their detectability of rate fluctuation, and determine whether their detectable-undetectable phase transition points are given by an identical formula defining a degree of fluctuation in an underlying rate. In addition, we numerically examine the variational Bayes hidden Markov model in its detectability of rate fluctuation, and determine whether the numerically obtained transition point is comparable to those of the other two methods. Such consistency among these three principled methods suggests the presence of a theoretical limit for detecting rate fluctuations.

  4. Detection limit for rate fluctuations in inhomogeneous Poisson processes.

    PubMed

    Shintani, Toshiaki; Shinomoto, Shigeru

    2012-04-01

    Estimations of an underlying rate from data points are inevitably disturbed by the irregular occurrence of events. Proper estimation methods are designed to avoid overfitting by discounting the irregular occurrence of data, and to determine a constant rate from irregular data derived from a constant probability distribution. However, it can occur that rapid or small fluctuations in the underlying density are undetectable when the data are sparse. For an estimation method, the maximum degree of undetectable rate fluctuations is uniquely determined as a phase transition, when considering an infinitely long series of events drawn from a fluctuating density. In this study, we analytically examine an optimized histogram and a Bayesian rate estimator with respect to their detectability of rate fluctuation, and determine whether their detectable-undetectable phase transition points are given by an identical formula defining a degree of fluctuation in an underlying rate. In addition, we numerically examine the variational Bayes hidden Markov model in its detectability of rate fluctuation, and determine whether the numerically obtained transition point is comparable to those of the other two methods. Such consistency among these three principled methods suggests the presence of a theoretical limit for detecting rate fluctuations.

  5. Identification of Watershed-scale Critical Source Areas Using Bayesian Maximum Entropy Spatiotemporal Analysis

    NASA Astrophysics Data System (ADS)

    Roostaee, M.; Deng, Z.

    2017-12-01

    The states' environmental agencies are required by The Clean Water Act to assess all waterbodies and evaluate potential sources of impairments. Spatial and temporal distributions of water quality parameters are critical in identifying Critical Source Areas (CSAs). However, due to limitations in monetary resources and a large number of waterbodies, available monitoring stations are typically sparse with intermittent periods of data collection. Hence, scarcity of water quality data is a major obstacle in addressing sources of pollution through management strategies. In this study spatiotemporal Bayesian Maximum Entropy method (BME) is employed to model the inherent temporal and spatial variability of measured water quality indicators such as Dissolved Oxygen (DO) concentration for Turkey Creek Watershed. Turkey Creek is located in northern Louisiana and has been listed in 303(d) list for DO impairment since 2014 in Louisiana Water Quality Inventory Reports due to agricultural practices. BME method is proved to provide more accurate estimates than the methods of purely spatial analysis by incorporating space/time distribution and uncertainty in available measured soft and hard data. This model would be used to estimate DO concentration at unmonitored locations and times and subsequently identifying CSAs. The USDA's crop-specific land cover data layers of the watershed were then used to determine those practices/changes that led to low DO concentration in identified CSAs. Primary results revealed that cultivation of corn and soybean as well as urban runoff are main contributing sources in low dissolved oxygen in Turkey Creek Watershed.

  6. Is Bayesian Estimation Proper for Estimating the Individual's Ability? Research Report 80-3.

    ERIC Educational Resources Information Center

    Samejima, Fumiko

    The effect of prior information in Bayesian estimation is considered, mainly from the standpoint of objective testing. In the estimation of a parameter belonging to an individual, the prior information is, in most cases, the density function of the population to which the individual belongs. Bayesian estimation was compared with maximum likelihood…

  7. Sparsely sampling the sky: Regular vs. random sampling

    NASA Astrophysics Data System (ADS)

    Paykari, P.; Pires, S.; Starck, J.-L.; Jaffe, A. H.

    2015-09-01

    Aims: The next generation of galaxy surveys, aiming to observe millions of galaxies, are expensive both in time and money. This raises questions regarding the optimal investment of this time and money for future surveys. In a previous work, we have shown that a sparse sampling strategy could be a powerful substitute for the - usually favoured - contiguous observation of the sky. In our previous paper, regular sparse sampling was investigated, where the sparse observed patches were regularly distributed on the sky. The regularity of the mask introduces a periodic pattern in the window function, which induces periodic correlations at specific scales. Methods: In this paper, we use a Bayesian experimental design to investigate a "random" sparse sampling approach, where the observed patches are randomly distributed over the total sparsely sampled area. Results: We find that in this setting, the induced correlation is evenly distributed amongst all scales as there is no preferred scale in the window function. Conclusions: This is desirable when we are interested in any specific scale in the galaxy power spectrum, such as the matter-radiation equality scale. As the figure of merit shows, however, there is no preference between regular and random sampling to constrain the overall galaxy power spectrum and the cosmological parameters.

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

    PubMed

    Kruschke, John K; Liddell, Torrin M

    2018-02-01

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

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

    PubMed

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

    2016-01-01

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

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

    PubMed Central

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

    2016-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Khawaja, Taimoor Saleem

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

  12. Discriminative object tracking via sparse representation and online dictionary learning.

    PubMed

    Xie, Yuan; Zhang, Wensheng; Li, Cuihua; Lin, Shuyang; Qu, Yanyun; Zhang, Yinghua

    2014-04-01

    We propose a robust tracking algorithm based on local sparse coding with discriminative dictionary learning and new keypoint matching schema. This algorithm consists of two parts: the local sparse coding with online updated discriminative dictionary for tracking (SOD part), and the keypoint matching refinement for enhancing the tracking performance (KP part). In the SOD part, the local image patches of the target object and background are represented by their sparse codes using an over-complete discriminative dictionary. Such discriminative dictionary, which encodes the information of both the foreground and the background, may provide more discriminative power. Furthermore, in order to adapt the dictionary to the variation of the foreground and background during the tracking, an online learning method is employed to update the dictionary. The KP part utilizes refined keypoint matching schema to improve the performance of the SOD. With the help of sparse representation and online updated discriminative dictionary, the KP part are more robust than the traditional method to reject the incorrect matches and eliminate the outliers. The proposed method is embedded into a Bayesian inference framework for visual tracking. Experimental results on several challenging video sequences demonstrate the effectiveness and robustness of our approach.

  13. Estimating the size of an open population using sparse capture-recapture data.

    PubMed

    Huggins, Richard; Stoklosa, Jakub; Roach, Cameron; Yip, Paul

    2018-03-01

    Sparse capture-recapture data from open populations are difficult to analyze using currently available frequentist statistical methods. However, in closed capture-recapture experiments, the Chao sparse estimator (Chao, 1989, Biometrics 45, 427-438) may be used to estimate population sizes when there are few recaptures. Here, we extend the Chao (1989) closed population size estimator to the open population setting by using linear regression and extrapolation techniques. We conduct a small simulation study and apply the models to several sparse capture-recapture data sets. © 2017, The International Biometric Society.

  14. Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

    DOE PAGES

    Jakeman, J. D.; Wildey, T.

    2015-01-01

    In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity. We show that utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this papermore » we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less

  15. Forecasting Global Horizontal Irradiance Using the LETKF and a Combination of Advected Satellite Images and Sparse Ground Sensors

    NASA Astrophysics Data System (ADS)

    Harty, T. M.; Lorenzo, A.; Holmgren, W.; Morzfeld, M.

    2017-12-01

    The irradiance incident on a solar panel is the main factor in determining the power output of that panel. For this reason, accurate global horizontal irradiance (GHI) estimates and forecasts are critical when determining the optimal location for a solar power plant, forecasting utility scale solar power production, or forecasting distributed, behind the meter rooftop solar power production. Satellite images provide a basis for producing the GHI estimates needed to undertake these objectives. The focus of this work is to combine satellite derived GHI estimates with ground sensor measurements and an advection model. The idea is to use accurate but sparsely distributed ground sensors to improve satellite derived GHI estimates which can cover large areas (the size of a city or a region of the United States). We use a Bayesian framework to perform the data assimilation, which enables us to produce irradiance forecasts and associated uncertainties which incorporate both satellite and ground sensor data. Within this framework, we utilize satellite images taken from the GOES-15 geostationary satellite (available every 15-30 minutes) as well as ground data taken from irradiance sensors and rooftop solar arrays (available every 5 minutes). The advection model, driven by wind forecasts from a numerical weather model, simulates cloud motion between measurements. We use the Local Ensemble Transform Kalman Filter (LETKF) to perform the data assimilation. We present preliminary results towards making such a system useful in an operational context. We explain how localization and inflation in the LETKF, perturbations of wind-fields, and random perturbations of the advection model, affect the accuracy of our estimates and forecasts. We present experiments showing the accuracy of our forecasted GHI over forecast-horizons of 15 mins to 1 hr. The limitations of our approach and future improvements are also discussed.

  16. 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.

  17. Decoding of Ankle Flexion and Extension from Cortical Current Sources Estimated from Non-invasive Brain Activity Recording Methods.

    PubMed

    Mejia Tobar, Alejandra; Hyoudou, Rikiya; Kita, Kahori; Nakamura, Tatsuhiro; Kambara, Hiroyuki; Ogata, Yousuke; Hanakawa, Takashi; Koike, Yasuharu; Yoshimura, Natsue

    2017-01-01

    The classification of ankle movements from non-invasive brain recordings can be applied to a brain-computer interface (BCI) to control exoskeletons, prosthesis, and functional electrical stimulators for the benefit of patients with walking impairments. In this research, ankle flexion and extension tasks at two force levels in both legs, were classified from cortical current sources estimated by a hierarchical variational Bayesian method, using electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) recordings. The hierarchical prior for the current source estimation from EEG was obtained from activated brain areas and their intensities from an fMRI group (second-level) analysis. The fMRI group analysis was performed on regions of interest defined over the primary motor cortex, the supplementary motor area, and the somatosensory area, which are well-known to contribute to movement control. A sparse logistic regression method was applied for a nine-class classification (eight active tasks and a resting control task) obtaining a mean accuracy of 65.64% for time series of current sources, estimated from the EEG and the fMRI signals using a variational Bayesian method, and a mean accuracy of 22.19% for the classification of the pre-processed of EEG sensor signals, with a chance level of 11.11%. The higher classification accuracy of current sources, when compared to EEG classification accuracy, was attributed to the high number of sources and the different signal patterns obtained in the same vertex for different motor tasks. Since the inverse filter estimation for current sources can be done offline with the present method, the present method is applicable to real-time BCIs. Finally, due to the highly enhanced spatial distribution of current sources over the brain cortex, this method has the potential to identify activation patterns to design BCIs for the control of an affected limb in patients with stroke, or BCIs from motor imagery in patients with spinal cord injury.

  18. Bayesian estimation of seasonal course of canopy leaf area index from hyperspectral satellite data

    NASA Astrophysics Data System (ADS)

    Varvia, Petri; Rautiainen, Miina; Seppänen, Aku

    2018-03-01

    In this paper, Bayesian inversion of a physically-based forest reflectance model is investigated to estimate of boreal forest canopy leaf area index (LAI) from EO-1 Hyperion hyperspectral data. The data consist of multiple forest stands with different species compositions and structures, imaged in three phases of the growing season. The Bayesian estimates of canopy LAI are compared to reference estimates based on a spectral vegetation index. The forest reflectance model contains also other unknown variables in addition to LAI, for example leaf single scattering albedo and understory reflectance. In the Bayesian approach, these variables are estimated simultaneously with LAI. The feasibility and seasonal variation of these estimates is also examined. Credible intervals for the estimates are also calculated and evaluated. The results show that the Bayesian inversion approach is significantly better than using a comparable spectral vegetation index regression.

  19. Bayesian integration of position and orientation cues in perception of biological and non-biological forms.

    PubMed

    Thurman, Steven M; Lu, Hongjing

    2014-01-01

    Visual form analysis is fundamental to shape perception and likely plays a central role in perception of more complex dynamic shapes, such as moving objects or biological motion. Two primary form-based cues serve to represent the overall shape of an object: the spatial position and the orientation of locations along the boundary of the object. However, it is unclear how the visual system integrates these two sources of information in dynamic form analysis, and in particular how the brain resolves ambiguities due to sensory uncertainty and/or cue conflict. In the current study, we created animations of sparsely-sampled dynamic objects (human walkers or rotating squares) comprised of oriented Gabor patches in which orientation could either coincide or conflict with information provided by position cues. When the cues were incongruent, we found a characteristic trade-off between position and orientation information whereby position cues increasingly dominated perception as the relative uncertainty of orientation increased and vice versa. Furthermore, we found no evidence for differences in the visual processing of biological and non-biological objects, casting doubt on the claim that biological motion may be specialized in the human brain, at least in specific terms of form analysis. To explain these behavioral results quantitatively, we adopt a probabilistic template-matching model that uses Bayesian inference within local modules to estimate object shape separately from either spatial position or orientation signals. The outputs of the two modules are integrated with weights that reflect individual estimates of subjective cue reliability, and integrated over time to produce a decision about the perceived dynamics of the input data. Results of this model provided a close fit to the behavioral data, suggesting a mechanism in the human visual system that approximates rational Bayesian inference to integrate position and orientation signals in dynamic form analysis.

  20. Modelling past land use using archaeological and pollen data

    NASA Astrophysics Data System (ADS)

    Pirzamanbein, Behnaz; Lindström, johan; Poska, Anneli; Gaillard-Lemdahl, Marie-José

    2016-04-01

    Accurate maps of past land use are necessary for studying the impact of anthropogenic land-cover changes on climate and biodiversity. We develop a Bayesian hierarchical model to reconstruct the land use using Gaussian Markov random fields. The model uses two observations sets: 1) archaeological data, representing human settlements, urbanization and agricultural findings; and 2) pollen-based land estimates of the three land-cover types Coniferous forest, Broadleaved forest and Unforested/Open land. The pollen based estimates are obtained from the REVEALS model, based on pollen counts from lakes and bogs. Our developed model uses the sparse pollen-based estimations to reconstruct the spatial continuous cover of three land cover types. Using the open-land component and the archaeological data, the extent of land-use is reconstructed. The model is applied on three time periods - centred around 1900 CE, 1000 and, 4000 BCE over Sweden for which both pollen-based estimates and archaeological data are available. To estimate the model parameters and land use, a block updated Markov chain Monte Carlo (MCMC) algorithm is applied. Using the MCMC posterior samples uncertainties in land-use predictions are computed. Due to lack of good historic land use data, model results are evaluated by cross-validation. Keywords. Spatial reconstruction, Gaussian Markov random field, Fossil pollen records, Archaeological data, Human land-use, Prediction uncertainty

  1. EXOFIT: orbital parameters of extrasolar planets from radial velocities

    NASA Astrophysics Data System (ADS)

    Balan, Sreekumar T.; Lahav, Ofer

    2009-04-01

    Retrieval of orbital parameters of extrasolar planets poses considerable statistical challenges. Due to sparse sampling, measurement errors, parameters degeneracy and modelling limitations, there are no unique values of basic parameters, such as period and eccentricity. Here, we estimate the orbital parameters from radial velocity data in a Bayesian framework by utilizing Markov Chain Monte Carlo (MCMC) simulations with the Metropolis-Hastings algorithm. We follow a methodology recently proposed by Gregory and Ford. Our implementation of MCMC is based on the object-oriented approach outlined by Graves. We make our resulting code, EXOFIT, publicly available with this paper. It can search for either one or two planets as illustrated on mock data. As an example we re-analysed the orbital solution of companions to HD 187085 and HD 159868 from the published radial velocity data. We confirm the degeneracy reported for orbital parameters of the companion to HD 187085, and show that a low-eccentricity orbit is more probable for this planet. For HD 159868, we obtained slightly different orbital solution and a relatively high `noise' factor indicating the presence of an unaccounted signal in the radial velocity data. EXOFIT is designed in such a way that it can be extended for a variety of probability models, including different Bayesian priors.

  2. Bayesian Probability Theory

    NASA Astrophysics Data System (ADS)

    von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

    2014-06-01

    Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

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

    ERIC Educational Resources Information Center

    Wang, Lijuan; McArdle, John J.

    2008-01-01

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

  4. Minimally Informative Prior Distributions for PSA

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

    Dana L. Kelly; Robert W. Youngblood; Kurt G. Vedros

    2010-06-01

    A salient feature of Bayesian inference is its ability to incorporate information from a variety of sources into the inference model, via the prior distribution (hereafter simply “the prior”). However, over-reliance on old information can lead to priors that dominate new data. Some analysts seek to avoid this by trying to work with a minimally informative prior distribution. Another reason for choosing a minimally informative prior is to avoid the often-voiced criticism of subjectivity in the choice of prior. Minimally informative priors fall into two broad classes: 1) so-called noninformative priors, which attempt to be completely objective, in that themore » posterior distribution is determined as completely as possible by the observed data, the most well known example in this class being the Jeffreys prior, and 2) priors that are diffuse over the region where the likelihood function is nonnegligible, but that incorporate some information about the parameters being estimated, such as a mean value. In this paper, we compare four approaches in the second class, with respect to their practical implications for Bayesian inference in Probabilistic Safety Assessment (PSA). The most commonly used such prior, the so-called constrained noninformative prior, is a special case of the maximum entropy prior. This is formulated as a conjugate distribution for the most commonly encountered aleatory models in PSA, and is correspondingly mathematically convenient; however, it has a relatively light tail and this can cause the posterior mean to be overly influenced by the prior in updates with sparse data. A more informative prior that is capable, in principle, of dealing more effectively with sparse data is a mixture of conjugate priors. A particular diffuse nonconjugate prior, the logistic-normal, is shown to behave similarly for some purposes. Finally, we review the so-called robust prior. Rather than relying on the mathematical abstraction of entropy, as does the constrained noninformative prior, the robust prior places a heavy-tailed Cauchy prior on the canonical parameter of the aleatory model.« less

  5. Predicting Microstegium vimineum invasion in natural plant communities of the southern Blue Ridge Mountains, USA

    Treesearch

    Dean P. Anderson; Monica G. Turner; Scott M. Pearson; Thomas P. Albright; Robert K. Peet; Ann Wieben

    2012-01-01

    Shade-tolerant non-native invasive plant species may make deep incursions into natural plant communities, but detecting such species is challenging because occurrences are often sparse. We developed Bayesian models of the distribution of Microstegium vimineum in natural plant communities of the southern Blue Ridge Mountains, USA to address three objectives: (1) to...

  6. Anisotropic interaction rules in circular motions of pigeon flocks: An empirical study based on sparse Bayesian learning

    NASA Astrophysics Data System (ADS)

    Chen, Duxin; Xu, Bowen; Zhu, Tao; Zhou, Tao; Zhang, Hai-Tao

    2017-08-01

    Coordination shall be deemed to the result of interindividual interaction among natural gregarious animal groups. However, revealing the underlying interaction rules and decision-making strategies governing highly coordinated motion in bird flocks is still a long-standing challenge. Based on analysis of high spatial-temporal resolution GPS data of three pigeon flocks, we extract the hidden interaction principle by using a newly emerging machine learning method, namely the sparse Bayesian learning. It is observed that the interaction probability has an inflection point at pairwise distance of 3-4 m closer than the average maximum interindividual distance, after which it decays strictly with rising pairwise metric distances. Significantly, the density of spatial neighbor distribution is strongly anisotropic, with an evident lack of interactions along individual velocity. Thus, it is found that in small-sized bird flocks, individuals reciprocally cooperate with a variational number of neighbors in metric space and tend to interact with closer time-varying neighbors, rather than interacting with a fixed number of topological ones. Finally, extensive numerical investigation is conducted to verify both the revealed interaction and decision-making principle during circular flights of pigeon flocks.

  7. Bayesian estimates of the incidence of rare cancers in Europe.

    PubMed

    Botta, Laura; Capocaccia, Riccardo; Trama, Annalisa; Herrmann, Christian; Salmerón, Diego; De Angelis, Roberta; Mallone, Sandra; Bidoli, Ettore; Marcos-Gragera, Rafael; Dudek-Godeau, Dorota; Gatta, Gemma; Cleries, Ramon

    2018-04-21

    The RARECAREnet project has updated the estimates of the burden of the 198 rare cancers in each European country. Suspecting that scant data could affect the reliability of statistical analysis, we employed a Bayesian approach to estimate the incidence of these cancers. We analyzed about 2,000,000 rare cancers diagnosed in 2000-2007 provided by 83 population-based cancer registries from 27 European countries. We considered European incidence rates (IRs), calculated over all the data available in RARECAREnet, as a valid a priori to merge with country-specific observed data. Therefore we provided (1) Bayesian estimates of IRs and the yearly numbers of cases of rare cancers in each country; (2) the expected time (T) in years needed to observe one new case; and (3) practical criteria to decide when to use the Bayesian approach. Bayesian and classical estimates did not differ much; substantial differences (>10%) ranged from 77 rare cancers in Iceland to 14 in England. The smaller the population the larger the number of rare cancers needing a Bayesian approach. Bayesian estimates were useful for cancers with fewer than 150 observed cases in a country during the study period; this occurred mostly when the population of the country is small. For the first time the Bayesian estimates of IRs and the yearly expected numbers of cases for each rare cancer in each individual European country were calculated. Moreover, the indicator T is useful to convey incidence estimates for exceptionally rare cancers and in small countries; it far exceeds the professional lifespan of a medical doctor. Copyright © 2018 Elsevier Ltd. All rights reserved.

  8. Logistic random effects regression models: a comparison of statistical packages for binary and ordinal outcomes

    PubMed Central

    2011-01-01

    Background Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. Methods We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC. Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. Results The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. Conclusions On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain. PMID:21605357

  9. A Comparison of a Bayesian and a Maximum Likelihood Tailored Testing Procedure.

    ERIC Educational Resources Information Center

    McKinley, Robert L.; Reckase, Mark D.

    A study was conducted to compare tailored testing procedures based on a Bayesian ability estimation technique and on a maximum likelihood ability estimation technique. The Bayesian tailored testing procedure selected items so as to minimize the posterior variance of the ability estimate distribution, while the maximum likelihood tailored testing…

  10. Multiuser TOA Estimation Algorithm in DS-CDMA Sparse Channel for Radiolocation

    NASA Astrophysics Data System (ADS)

    Kim, Sunwoo

    This letter considers multiuser time delay estimation in a sparse channel environment for radiolocation. The generalized successive interference cancellation (GSIC) algorithm is used to eliminate the multiple access interference (MAI). To adapt GSIC to sparse channels the alternating maximization (AM) algorithm is considered, and the continuous time delay of each path is estimated without requiring a priori known data sequences.

  11. 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.

  12. 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.

  13. Improving M-SBL for Joint Sparse Recovery Using a Subspace Penalty

    NASA Astrophysics Data System (ADS)

    Ye, Jong Chul; Kim, Jong Min; Bresler, Yoram

    2015-12-01

    The multiple measurement vector problem (MMV) is a generalization of the compressed sensing problem that addresses the recovery of a set of jointly sparse signal vectors. One of the important contributions of this paper is to reveal that the seemingly least related state-of-art MMV joint sparse recovery algorithms - M-SBL (multiple sparse Bayesian learning) and subspace-based hybrid greedy algorithms - have a very important link. More specifically, we show that replacing the $\\log\\det(\\cdot)$ term in M-SBL by a rank proxy that exploits the spark reduction property discovered in subspace-based joint sparse recovery algorithms, provides significant improvements. In particular, if we use the Schatten-$p$ quasi-norm as the corresponding rank proxy, the global minimiser of the proposed algorithm becomes identical to the true solution as $p \\rightarrow 0$. Furthermore, under the same regularity conditions, we show that the convergence to a local minimiser is guaranteed using an alternating minimization algorithm that has closed form expressions for each of the minimization steps, which are convex. Numerical simulations under a variety of scenarios in terms of SNR, and condition number of the signal amplitude matrix demonstrate that the proposed algorithm consistently outperforms M-SBL and other state-of-the art algorithms.

  14. Population Pharmacokinetics and Optimal Sampling Strategy for Model-Based Precision Dosing of Melphalan in Patients Undergoing Hematopoietic Stem Cell Transplantation.

    PubMed

    Mizuno, Kana; Dong, Min; Fukuda, Tsuyoshi; Chandra, Sharat; Mehta, Parinda A; McConnell, Scott; Anaissie, Elias J; Vinks, Alexander A

    2018-05-01

    High-dose melphalan is an important component of conditioning regimens for patients undergoing hematopoietic stem cell transplantation. The current dosing strategy based on body surface area results in a high incidence of oral mucositis and gastrointestinal and liver toxicity. Pharmacokinetically guided dosing will individualize exposure and help minimize overexposure-related toxicity. The purpose of this study was to develop a population pharmacokinetic model and optimal sampling strategy. A population pharmacokinetic model was developed with NONMEM using 98 observations collected from 15 adult patients given the standard dose of 140 or 200 mg/m 2 by intravenous infusion. The determinant-optimal sampling strategy was explored with PopED software. Individual area under the curve estimates were generated by Bayesian estimation using full and the proposed sparse sampling data. The predictive performance of the optimal sampling strategy was evaluated based on bias and precision estimates. The feasibility of the optimal sampling strategy was tested using pharmacokinetic data from five pediatric patients. A two-compartment model best described the data. The final model included body weight and creatinine clearance as predictors of clearance. The determinant-optimal sampling strategies (and windows) were identified at 0.08 (0.08-0.19), 0.61 (0.33-0.90), 2.0 (1.3-2.7), and 4.0 (3.6-4.0) h post-infusion. An excellent correlation was observed between area under the curve estimates obtained with the full and the proposed four-sample strategy (R 2  = 0.98; p < 0.01) with a mean bias of -2.2% and precision of 9.4%. A similar relationship was observed in children (R 2  = 0.99; p < 0.01). The developed pharmacokinetic model-based sparse sampling strategy promises to achieve the target area under the curve as part of precision dosing.

  15. Arbitrary norm support vector machines.

    PubMed

    Huang, Kaizhu; Zheng, Danian; King, Irwin; Lyu, Michael R

    2009-02-01

    Support vector machines (SVM) are state-of-the-art classifiers. Typically L2-norm or L1-norm is adopted as a regularization term in SVMs, while other norm-based SVMs, for example, the L0-norm SVM or even the L(infinity)-norm SVM, are rarely seen in the literature. The major reason is that L0-norm describes a discontinuous and nonconvex term, leading to a combinatorially NP-hard optimization problem. In this letter, motivated by Bayesian learning, we propose a novel framework that can implement arbitrary norm-based SVMs in polynomial time. One significant feature of this framework is that only a sequence of sequential minimal optimization problems needs to be solved, thus making it practical in many real applications. The proposed framework is important in the sense that Bayesian priors can be efficiently plugged into most learning methods without knowing the explicit form. Hence, this builds a connection between Bayesian learning and the kernel machines. We derive the theoretical framework, demonstrate how our approach works on the L0-norm SVM as a typical example, and perform a series of experiments to validate its advantages. Experimental results on nine benchmark data sets are very encouraging. The implemented L0-norm is competitive with or even better than the standard L2-norm SVM in terms of accuracy but with a reduced number of support vectors, -9.46% of the number on average. When compared with another sparse model, the relevance vector machine, our proposed algorithm also demonstrates better sparse properties with a training speed over seven times faster.

  16. An LUR/BME framework to estimate PM2.5 explained by on road mobile and stationary sources.

    PubMed

    Reyes, Jeanette M; Serre, Marc L

    2014-01-01

    Knowledge of particulate matter concentrations <2.5 μm in diameter (PM2.5) across the United States is limited due to sparse monitoring across space and time. Epidemiological studies need accurate exposure estimates in order to properly investigate potential morbidity and mortality. Previous works have used geostatistics and land use regression (LUR) separately to quantify exposure. This work combines both methods by incorporating a large area variability LUR model that accounts for on road mobile emissions and stationary source emissions along with data that take into account incompleteness of PM2.5 monitors into the modern geostatistical Bayesian Maximum Entropy (BME) framework to estimate PM2.5 across the United States from 1999 to 2009. A cross-validation was done to determine the improvement of the estimate due to the LUR incorporation into BME. These results were applied to known diseases to determine predicted mortality coming from total PM2.5 as well as PM2.5 explained by major contributing sources. This method showed a mean squared error reduction of over 21.89% oversimple kriging. PM2.5 explained by on road mobile emissions and stationary emissions contributed to nearly 568,090 and 306,316 deaths, respectively, across the United States from 1999 to 2007.

  17. 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.

  18. 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.

  19. 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...

  20. APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

    EPA Science Inventory

    Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

  1. Estimating Tree Height-Diameter Models with the Bayesian Method

    PubMed Central

    Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

    2014-01-01

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

  2. Estimating tree height-diameter models with the Bayesian method.

    PubMed

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

    2014-01-01

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

  3. Accurate Biomass Estimation via Bayesian Adaptive Sampling

    NASA Technical Reports Server (NTRS)

    Wheeler, Kevin R.; Knuth, Kevin H.; Castle, Joseph P.; Lvov, Nikolay

    2005-01-01

    The following concepts were introduced: a) Bayesian adaptive sampling for solving biomass estimation; b) Characterization of MISR Rahman model parameters conditioned upon MODIS landcover. c) Rigorous non-parametric Bayesian approach to analytic mixture model determination. d) Unique U.S. asset for science product validation and verification.

  4. Survey of the Heritability and Sparse Architecture of Gene Expression Traits across Human Tissues.

    PubMed

    Wheeler, Heather E; Shah, Kaanan P; Brenner, Jonathon; Garcia, Tzintzuni; Aquino-Michaels, Keston; Cox, Nancy J; Nicolae, Dan L; Im, Hae Kyung

    2016-11-01

    Understanding the genetic architecture of gene expression traits is key to elucidating the underlying mechanisms of complex traits. Here, for the first time, we perform a systematic survey of the heritability and the distribution of effect sizes across all representative tissues in the human body. We find that local h2 can be relatively well characterized with 59% of expressed genes showing significant h2 (FDR < 0.1) in the DGN whole blood cohort. However, current sample sizes (n ≤ 922) do not allow us to compute distal h2. Bayesian Sparse Linear Mixed Model (BSLMM) analysis provides strong evidence that the genetic contribution to local expression traits is dominated by a handful of genetic variants rather than by the collective contribution of a large number of variants each of modest size. In other words, the local architecture of gene expression traits is sparse rather than polygenic across all 40 tissues (from DGN and GTEx) examined. This result is confirmed by the sparsity of optimal performing gene expression predictors via elastic net modeling. To further explore the tissue context specificity, we decompose the expression traits into cross-tissue and tissue-specific components using a novel Orthogonal Tissue Decomposition (OTD) approach. Through a series of simulations we show that the cross-tissue and tissue-specific components are identifiable via OTD. Heritability and sparsity estimates of these derived expression phenotypes show similar characteristics to the original traits. Consistent properties relative to prior GTEx multi-tissue analysis results suggest that these traits reflect the expected biology. Finally, we apply this knowledge to develop prediction models of gene expression traits for all tissues. The prediction models, heritability, and prediction performance R2 for original and decomposed expression phenotypes are made publicly available (https://github.com/hakyimlab/PrediXcan).

  5. A physiologically motivated sparse, compact, and smooth (SCS) approach to EEG source localization.

    PubMed

    Cao, Cheng; Akalin Acar, Zeynep; Kreutz-Delgado, Kenneth; Makeig, Scott

    2012-01-01

    Here, we introduce a novel approach to the EEG inverse problem based on the assumption that principal cortical sources of multi-channel EEG recordings may be assumed to be spatially sparse, compact, and smooth (SCS). To enforce these characteristics of solutions to the EEG inverse problem, we propose a correlation-variance model which factors a cortical source space covariance matrix into the multiplication of a pre-given correlation coefficient matrix and the square root of the diagonal variance matrix learned from the data under a Bayesian learning framework. We tested the SCS method using simulated EEG data with various SNR and applied it to a real ECOG data set. We compare the results of SCS to those of an established SBL algorithm.

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

    PubMed

    Staatz, Christine E; Tett, Susan E

    2011-12-01

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

  7. Deep Learning with Hierarchical Convolutional Factor Analysis

    PubMed Central

    Chen, Bo; Polatkan, Gungor; Sapiro, Guillermo; Blei, David; Dunson, David; Carin, Lawrence

    2013-01-01

    Unsupervised multi-layered (“deep”) models are considered for general data, with a particular focus on imagery. The model is represented using a hierarchical convolutional factor-analysis construction, with sparse factor loadings and scores. The computation of layer-dependent model parameters is implemented within a Bayesian setting, employing a Gibbs sampler and variational Bayesian (VB) analysis, that explicitly exploit the convolutional nature of the expansion. In order to address large-scale and streaming data, an online version of VB is also developed. The number of basis functions or dictionary elements at each layer is inferred from the data, based on a beta-Bernoulli implementation of the Indian buffet process. Example results are presented for several image-processing applications, with comparisons to related models in the literature. PMID:23787342

  8. Learning Collaborative Sparse Representation for Grayscale-Thermal Tracking.

    PubMed

    Li, Chenglong; Cheng, Hui; Hu, Shiyi; Liu, Xiaobai; Tang, Jin; Lin, Liang

    2016-09-27

    Integrating multiple different yet complementary feature representations has been proved to be an effective way for boosting tracking performance. This paper investigates how to perform robust object tracking in challenging scenarios by adaptively incorporating information from grayscale and thermal videos, and proposes a novel collaborative algorithm for online tracking. In particular, an adaptive fusion scheme is proposed based on collaborative sparse representation in Bayesian filtering framework. We jointly optimize sparse codes and the reliable weights of different modalities in an online way. In addition, this work contributes a comprehensive video benchmark, which includes 50 grayscale-thermal sequences and their ground truth annotations for tracking purpose. The videos are with high diversity and the annotations were finished by one single person to guarantee consistency. Extensive experiments against other stateof- the-art trackers with both grayscale and grayscale-thermal inputs demonstrate the effectiveness of the proposed tracking approach. Through analyzing quantitative results, we also provide basic insights and potential future research directions in grayscale-thermal tracking.

  9. 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.

  10. 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.

  11. Spatio-temporal interpolation of precipitation during monsoon periods in Pakistan

    NASA Astrophysics Data System (ADS)

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

    2010-08-01

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

  12. Sensitivity of a Bayesian atmospheric-transport inversion model to spatio-temporal sensor resolution applied to the 2006 North Korean nuclear test

    NASA Astrophysics Data System (ADS)

    Lundquist, K. A.; Jensen, D. D.; Lucas, D. D.

    2017-12-01

    Atmospheric source reconstruction allows for the probabilistic estimate of source characteristics of an atmospheric release using observations of the release. Performance of the inversion depends partially on the temporal frequency and spatial scale of the observations. The objective of this study is to quantify the sensitivity of the source reconstruction method to sparse spatial and temporal observations. To this end, simulations of atmospheric transport of noble gasses are created for the 2006 nuclear test at the Punggye-ri nuclear test site. Synthetic observations are collected from the simulation, and are taken as "ground truth". Data denial techniques are used to progressively coarsen the temporal and spatial resolution of the synthetic observations, while the source reconstruction model seeks to recover the true input parameters from the synthetic observations. Reconstructed parameters considered here are source location, source timing and source quantity. Reconstruction is achieved by running an ensemble of thousands of dispersion model runs that sample from a uniform distribution of the input parameters. Machine learning is used to train a computationally-efficient surrogate model from the ensemble simulations. Monte Carlo sampling and Bayesian inversion are then used in conjunction with the surrogate model to quantify the posterior probability density functions of source input parameters. This research seeks to inform decision makers of the tradeoffs between more expensive, high frequency observations and less expensive, low frequency observations.

  13. Duke Workshop on High-Dimensional Data Sensing and Analysis

    DTIC Science & Technology

    2015-05-06

    Bayesian sparse factor analysis formulation of Chen et al . ( 2011 ) this work develops multi-label PCA (MLPCA), a generative dimension reduction...version of this problem was recently treated by Banerjee et al . [1], Ravikumar et al . [2], Kolar and Xing [3], and Ho ̈fling and Tibshirani [4]. As...Not applicable. Final Report Duke Workshop on High-Dimensional Data Sensing and Analysis Workshop Dates: July 26-28, 2011

  14. Sparse Bayesian learning machine for real-time management of reservoir releases

    NASA Astrophysics Data System (ADS)

    Khalil, Abedalrazq; McKee, Mac; Kemblowski, Mariush; Asefa, Tirusew

    2005-11-01

    Water scarcity and uncertainties in forecasting future water availabilities present serious problems for basin-scale water management. These problems create a need for intelligent prediction models that learn and adapt to their environment in order to provide water managers with decision-relevant information related to the operation of river systems. This manuscript presents examples of state-of-the-art techniques for forecasting that combine excellent generalization properties and sparse representation within a Bayesian paradigm. The techniques are demonstrated as decision tools to enhance real-time water management. A relevance vector machine, which is a probabilistic model, has been used in an online fashion to provide confident forecasts given knowledge of some state and exogenous conditions. In practical applications, online algorithms should recognize changes in the input space and account for drift in system behavior. Support vectors machines lend themselves particularly well to the detection of drift and hence to the initiation of adaptation in response to a recognized shift in system structure. The resulting model will normally have a structure and parameterization that suits the information content of the available data. The utility and practicality of this proposed approach have been demonstrated with an application in a real case study involving real-time operation of a reservoir in a river basin in southern Utah.

  15. Compressed-Sensing Reconstruction Based on Block Sparse Bayesian Learning in Bearing-Condition Monitoring

    PubMed Central

    Sun, Jiedi; Yu, Yang; Wen, Jiangtao

    2017-01-01

    Remote monitoring of bearing conditions, using wireless sensor network (WSN), is a developing trend in the industrial field. In complicated industrial environments, WSN face three main constraints: low energy, less memory, and low operational capability. Conventional data-compression methods, which concentrate on data compression only, cannot overcome these limitations. Aiming at these problems, this paper proposed a compressed data acquisition and reconstruction scheme based on Compressed Sensing (CS) which is a novel signal-processing technique and applied it for bearing conditions monitoring via WSN. The compressed data acquisition is realized by projection transformation and can greatly reduce the data volume, which needs the nodes to process and transmit. The reconstruction of original signals is achieved in the host computer by complicated algorithms. The bearing vibration signals not only exhibit the sparsity property, but also have specific structures. This paper introduced the block sparse Bayesian learning (BSBL) algorithm which works by utilizing the block property and inherent structures of signals to reconstruct CS sparsity coefficients of transform domains and further recover the original signals. By using the BSBL, CS reconstruction can be improved remarkably. Experiments and analyses showed that BSBL method has good performance and is suitable for practical bearing-condition monitoring. PMID:28635623

  16. [Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].

    PubMed

    Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L

    2017-03-10

    To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  18. Sparse PCA with Oracle Property.

    PubMed

    Gu, Quanquan; Wang, Zhaoran; Liu, Han

    In this paper, we study the estimation of the k -dimensional sparse principal subspace of covariance matrix Σ in the high-dimensional setting. We aim to recover the oracle principal subspace solution, i.e., the principal subspace estimator obtained assuming the true support is known a priori. To this end, we propose a family of estimators based on the semidefinite relaxation of sparse PCA with novel regularizations. In particular, under a weak assumption on the magnitude of the population projection matrix, one estimator within this family exactly recovers the true support with high probability, has exact rank- k , and attains a [Formula: see text] statistical rate of convergence with s being the subspace sparsity level and n the sample size. Compared to existing support recovery results for sparse PCA, our approach does not hinge on the spiked covariance model or the limited correlation condition. As a complement to the first estimator that enjoys the oracle property, we prove that, another estimator within the family achieves a sharper statistical rate of convergence than the standard semidefinite relaxation of sparse PCA, even when the previous assumption on the magnitude of the projection matrix is violated. We validate the theoretical results by numerical experiments on synthetic datasets.

  19. Sparse PCA with Oracle Property

    PubMed Central

    Gu, Quanquan; Wang, Zhaoran; Liu, Han

    2014-01-01

    In this paper, we study the estimation of the k-dimensional sparse principal subspace of covariance matrix Σ in the high-dimensional setting. We aim to recover the oracle principal subspace solution, i.e., the principal subspace estimator obtained assuming the true support is known a priori. To this end, we propose a family of estimators based on the semidefinite relaxation of sparse PCA with novel regularizations. In particular, under a weak assumption on the magnitude of the population projection matrix, one estimator within this family exactly recovers the true support with high probability, has exact rank-k, and attains a s/n statistical rate of convergence with s being the subspace sparsity level and n the sample size. Compared to existing support recovery results for sparse PCA, our approach does not hinge on the spiked covariance model or the limited correlation condition. As a complement to the first estimator that enjoys the oracle property, we prove that, another estimator within the family achieves a sharper statistical rate of convergence than the standard semidefinite relaxation of sparse PCA, even when the previous assumption on the magnitude of the projection matrix is violated. We validate the theoretical results by numerical experiments on synthetic datasets. PMID:25684971

  20. Estimation of post-test probabilities by residents: Bayesian reasoning versus heuristics?

    PubMed

    Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P; Ghali, William; Wright, Bruce; McLaughlin, Kevin

    2014-08-01

    Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of disease probability estimates. In this study our objective was to explore whether Internal Medicine residents use a Bayesian process to estimate disease probabilities by comparing their disease probability estimates to literature-derived Bayesian post-test probabilities. We gave 35 Internal Medicine residents four clinical vignettes in the form of a referral letter and asked them to estimate the post-test probability of the target condition in each case. We then compared these to literature-derived probabilities. For each vignette the estimated probability was significantly different from the literature-derived probability. For the two cases with low literature-derived probability our participants significantly overestimated the probability of these target conditions being the correct diagnosis, whereas for the two cases with high literature-derived probability the estimated probability was significantly lower than the calculated value. Our results suggest that residents generate inaccurate post-test probability estimates. Possible explanations for this include ineffective application of Bayesian reasoning, attribute substitution whereby a complex cognitive task is replaced by an easier one (e.g., a heuristic), or systematic rater bias, such as central tendency bias. Further studies are needed to identify the reasons for inaccuracy of disease probability estimates and to explore ways of improving accuracy.

  1. Improving EEG-Based Driver Fatigue Classification Using Sparse-Deep Belief Networks.

    PubMed

    Chai, Rifai; Ling, Sai Ho; San, Phyo Phyo; Naik, Ganesh R; Nguyen, Tuan N; Tran, Yvonne; Craig, Ashley; Nguyen, Hung T

    2017-01-01

    This paper presents an improvement of classification performance for electroencephalography (EEG)-based driver fatigue classification between fatigue and alert states with the data collected from 43 participants. The system employs autoregressive (AR) modeling as the features extraction algorithm, and sparse-deep belief networks (sparse-DBN) as the classification algorithm. Compared to other classifiers, sparse-DBN is a semi supervised learning method which combines unsupervised learning for modeling features in the pre-training layer and supervised learning for classification in the following layer. The sparsity in sparse-DBN is achieved with a regularization term that penalizes a deviation of the expected activation of hidden units from a fixed low-level prevents the network from overfitting and is able to learn low-level structures as well as high-level structures. For comparison, the artificial neural networks (ANN), Bayesian neural networks (BNN), and original deep belief networks (DBN) classifiers are used. The classification results show that using AR feature extractor and DBN classifiers, the classification performance achieves an improved classification performance with a of sensitivity of 90.8%, a specificity of 90.4%, an accuracy of 90.6%, and an area under the receiver operating curve (AUROC) of 0.94 compared to ANN (sensitivity at 80.8%, specificity at 77.8%, accuracy at 79.3% with AUC-ROC of 0.83) and BNN classifiers (sensitivity at 84.3%, specificity at 83%, accuracy at 83.6% with AUROC of 0.87). Using the sparse-DBN classifier, the classification performance improved further with sensitivity of 93.9%, a specificity of 92.3%, and an accuracy of 93.1% with AUROC of 0.96. Overall, the sparse-DBN classifier improved accuracy by 13.8, 9.5, and 2.5% over ANN, BNN, and DBN classifiers, respectively.

  2. Improving EEG-Based Driver Fatigue Classification Using Sparse-Deep Belief Networks

    PubMed Central

    Chai, Rifai; Ling, Sai Ho; San, Phyo Phyo; Naik, Ganesh R.; Nguyen, Tuan N.; Tran, Yvonne; Craig, Ashley; Nguyen, Hung T.

    2017-01-01

    This paper presents an improvement of classification performance for electroencephalography (EEG)-based driver fatigue classification between fatigue and alert states with the data collected from 43 participants. The system employs autoregressive (AR) modeling as the features extraction algorithm, and sparse-deep belief networks (sparse-DBN) as the classification algorithm. Compared to other classifiers, sparse-DBN is a semi supervised learning method which combines unsupervised learning for modeling features in the pre-training layer and supervised learning for classification in the following layer. The sparsity in sparse-DBN is achieved with a regularization term that penalizes a deviation of the expected activation of hidden units from a fixed low-level prevents the network from overfitting and is able to learn low-level structures as well as high-level structures. For comparison, the artificial neural networks (ANN), Bayesian neural networks (BNN), and original deep belief networks (DBN) classifiers are used. The classification results show that using AR feature extractor and DBN classifiers, the classification performance achieves an improved classification performance with a of sensitivity of 90.8%, a specificity of 90.4%, an accuracy of 90.6%, and an area under the receiver operating curve (AUROC) of 0.94 compared to ANN (sensitivity at 80.8%, specificity at 77.8%, accuracy at 79.3% with AUC-ROC of 0.83) and BNN classifiers (sensitivity at 84.3%, specificity at 83%, accuracy at 83.6% with AUROC of 0.87). Using the sparse-DBN classifier, the classification performance improved further with sensitivity of 93.9%, a specificity of 92.3%, and an accuracy of 93.1% with AUROC of 0.96. Overall, the sparse-DBN classifier improved accuracy by 13.8, 9.5, and 2.5% over ANN, BNN, and DBN classifiers, respectively. PMID:28326009

  3. Optical coherence tomography retinal image reconstruction via nonlocal weighted sparse representation

    NASA Astrophysics Data System (ADS)

    Abbasi, Ashkan; Monadjemi, Amirhassan; Fang, Leyuan; Rabbani, Hossein

    2018-03-01

    We present a nonlocal weighted sparse representation (NWSR) method for reconstruction of retinal optical coherence tomography (OCT) images. To reconstruct a high signal-to-noise ratio and high-resolution OCT images, utilization of efficient denoising and interpolation algorithms are necessary, especially when the original data were subsampled during acquisition. However, the OCT images suffer from the presence of a high level of noise, which makes the estimation of sparse representations a difficult task. Thus, the proposed NWSR method merges sparse representations of multiple similar noisy and denoised patches to better estimate a sparse representation for each patch. First, the sparse representation of each patch is independently computed over an overcomplete dictionary, and then a nonlocal weighted sparse coefficient is computed by averaging representations of similar patches. Since the sparsity can reveal relevant information from noisy patches, combining noisy and denoised patches' representations is beneficial to obtain a more robust estimate of the unknown sparse representation. The denoised patches are obtained by applying an off-the-shelf image denoising method and our method provides an efficient way to exploit information from noisy and denoised patches' representations. The experimental results on denoising and interpolation of spectral domain OCT images demonstrated the effectiveness of the proposed NWSR method over existing state-of-the-art methods.

  4. Precession missile feature extraction using sparse component analysis of radar measurements

    NASA Astrophysics Data System (ADS)

    Liu, Lihua; Du, Xiaoyong; Ghogho, Mounir; Hu, Weidong; McLernon, Des

    2012-12-01

    According to the working mode of the ballistic missile warning radar (BMWR), the radar return from the BMWR is usually sparse. To recognize and identify the warhead, it is necessary to extract the precession frequency and the locations of the scattering centers of the missile. This article first analyzes the radar signal model of the precessing conical missile during flight and develops the sparse dictionary which is parameterized by the unknown precession frequency. Based on the sparse dictionary, the sparse signal model is then established. A nonlinear least square estimation is first applied to roughly extract the precession frequency in the sparse dictionary. Based on the time segmented radar signal, a sparse component analysis method using the orthogonal matching pursuit algorithm is then proposed to jointly estimate the precession frequency and the scattering centers of the missile. Simulation results illustrate the validity of the proposed method.

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

    NASA Astrophysics Data System (ADS)

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

    2016-04-01

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

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

    PubMed Central

    Zhang, Jianguo

    2013-01-01

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

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

    PubMed

    Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo

    2013-01-01

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

  8. 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.

  9. A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research

    ERIC Educational Resources Information Center

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

    2014-01-01

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

  10. Bayesian estimation inherent in a Mexican-hat-type neural network

    NASA Astrophysics Data System (ADS)

    Takiyama, Ken

    2016-05-01

    Brain functions, such as perception, motor control and learning, and decision making, have been explained based on a Bayesian framework, i.e., to decrease the effects of noise inherent in the human nervous system or external environment, our brain integrates sensory and a priori information in a Bayesian optimal manner. However, it remains unclear how Bayesian computations are implemented in the brain. Herein, I address this issue by analyzing a Mexican-hat-type neural network, which was used as a model of the visual cortex, motor cortex, and prefrontal cortex. I analytically demonstrate that the dynamics of an order parameter in the model corresponds exactly to a variational inference of a linear Gaussian state-space model, a Bayesian estimation, when the strength of recurrent synaptic connectivity is appropriately stronger than that of an external stimulus, a plausible condition in the brain. This exact correspondence can reveal the relationship between the parameters in the Bayesian estimation and those in the neural network, providing insight for understanding brain functions.

  11. An Improved Nested Sampling Algorithm for Model Selection and Assessment

    NASA Astrophysics Data System (ADS)

    Zeng, X.; Ye, M.; Wu, J.; WANG, D.

    2017-12-01

    Multimodel strategy is a general approach for treating model structure uncertainty in recent researches. The unknown groundwater system is represented by several plausible conceptual models. Each alternative conceptual model is attached with a weight which represents the possibility of this model. In Bayesian framework, the posterior model weight is computed as the product of model prior weight and marginal likelihood (or termed as model evidence). As a result, estimating marginal likelihoods is crucial for reliable model selection and assessment in multimodel analysis. Nested sampling estimator (NSE) is a new proposed algorithm for marginal likelihood estimation. The implementation of NSE comprises searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm and its variants are often used for local sampling in NSE. However, M-H is not an efficient sampling algorithm for high-dimensional or complex likelihood function. For improving the performance of NSE, it could be feasible to integrate more efficient and elaborated sampling algorithm - DREAMzs into the local sampling. In addition, in order to overcome the computation burden problem of large quantity of repeating model executions in marginal likelihood estimation, an adaptive sparse grid stochastic collocation method is used to build the surrogates for original groundwater model.

  12. Fast genomic predictions via Bayesian G-BLUP and multilocus models of threshold traits including censored Gaussian data.

    PubMed

    Kärkkäinen, Hanni P; Sillanpää, Mikko J

    2013-09-04

    Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed.

  13. Fast Genomic Predictions via Bayesian G-BLUP and Multilocus Models of Threshold Traits Including Censored Gaussian Data

    PubMed Central

    Kärkkäinen, Hanni P.; Sillanpää, Mikko J.

    2013-01-01

    Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed. PMID:23821618

  14. Asteroid orbital error analysis: Theory and application

    NASA Technical Reports Server (NTRS)

    Muinonen, K.; Bowell, Edward

    1992-01-01

    We present a rigorous Bayesian theory for asteroid orbital error estimation in which the probability density of the orbital elements is derived from the noise statistics of the observations. For Gaussian noise in a linearized approximation the probability density is also Gaussian, and the errors of the orbital elements at a given epoch are fully described by the covariance matrix. The law of error propagation can then be applied to calculate past and future positional uncertainty ellipsoids (Cappellari et al. 1976, Yeomans et al. 1987, Whipple et al. 1991). To our knowledge, this is the first time a Bayesian approach has been formulated for orbital element estimation. In contrast to the classical Fisherian school of statistics, the Bayesian school allows a priori information to be formally present in the final estimation. However, Bayesian estimation does give the same results as Fisherian estimation when no priori information is assumed (Lehtinen 1988, and reference therein).

  15. Joint Smoothed l₀-Norm DOA Estimation Algorithm for Multiple Measurement Vectors in MIMO Radar.

    PubMed

    Liu, Jing; Zhou, Weidong; Juwono, Filbert H

    2017-05-08

    Direction-of-arrival (DOA) estimation is usually confronted with a multiple measurement vector (MMV) case. In this paper, a novel fast sparse DOA estimation algorithm, named the joint smoothed l 0 -norm algorithm, is proposed for multiple measurement vectors in multiple-input multiple-output (MIMO) radar. To eliminate the white or colored Gaussian noises, the new method first obtains a low-complexity high-order cumulants based data matrix. Then, the proposed algorithm designs a joint smoothed function tailored for the MMV case, based on which joint smoothed l 0 -norm sparse representation framework is constructed. Finally, for the MMV-based joint smoothed function, the corresponding gradient-based sparse signal reconstruction is designed, thus the DOA estimation can be achieved. The proposed method is a fast sparse representation algorithm, which can solve the MMV problem and perform well for both white and colored Gaussian noises. The proposed joint algorithm is about two orders of magnitude faster than the l 1 -norm minimization based methods, such as l 1 -SVD (singular value decomposition), RV (real-valued) l 1 -SVD and RV l 1 -SRACV (sparse representation array covariance vectors), and achieves better DOA estimation performance.

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

    ERIC Educational Resources Information Center

    Marcoulides, Katerina M.

    2018-01-01

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

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

    PubMed

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

    2014-08-01

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

  18. Hierarchical spatial models of abundance and occurrence from imperfect survey data

    USGS Publications Warehouse

    Royle, J. Andrew; Kery, M.; Gautier, R.; Schmid, Hans

    2007-01-01

    Many estimation and inference problems arising from large-scale animal surveys are focused on developing an understanding of patterns in abundance or occurrence of a species based on spatially referenced count data. One fundamental challenge, then, is that it is generally not feasible to completely enumerate ('census') all individuals present in each sample unit. This observation bias may consist of several components, including spatial coverage bias (not all individuals in the Population are exposed to sampling) and detection bias (exposed individuals may go undetected). Thus, observations are biased for the state variable (abundance, occupancy) that is the object of inference. Moreover, data are often sparse for most observation locations, requiring consideration of methods for spatially aggregating or otherwise combining sparse data among sample units. The development of methods that unify spatial statistical models with models accommodating non-detection is necessary to resolve important spatial inference problems based on animal survey data. In this paper, we develop a novel hierarchical spatial model for estimation of abundance and occurrence from survey data wherein detection is imperfect. Our application is focused on spatial inference problems in the Swiss Survey of Common Breeding Birds. The observation model for the survey data is specified conditional on the unknown quadrat population size, N(s). We augment the observation model with a spatial process model for N(s), describing the spatial variation in abundance of the species. The model includes explicit sources of variation in habitat structure (forest, elevation) and latent variation in the form of a correlated spatial process. This provides a model-based framework for combining the spatially referenced samples while at the same time yielding a unified treatment of estimation problems involving both abundance and occurrence. We provide a Bayesian framework for analysis and prediction based on the integrated likelihood, and we use the model to obtain estimates of abundance and occurrence maps for the European Jay (Garrulus glandarius), a widespread, elusive, forest bird. The naive national abundance estimate ignoring imperfect detection and incomplete quadrat coverage was 77 766 territories. Accounting for imperfect detection added approximately 18 000 territories, and adjusting for coverage bias added another 131 000 territories to yield a fully corrected estimate of the national total of about 227 000 territories. This is approximately three times as high as previous estimates that assume every territory is detected in each quadrat.

  19. 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.

  20. Performance evaluation of the Champagne source reconstruction algorithm on simulated and real M/EEG data.

    PubMed

    Owen, Julia P; Wipf, David P; Attias, Hagai T; Sekihara, Kensuke; Nagarajan, Srikantan S

    2012-03-01

    In this paper, we present an extensive performance evaluation of a novel source localization algorithm, Champagne. It is derived in an empirical Bayesian framework that yields sparse solutions to the inverse problem. It is robust to correlated sources and learns the statistics of non-stimulus-evoked activity to suppress the effect of noise and interfering brain activity. We tested Champagne on both simulated and real M/EEG data. The source locations used for the simulated data were chosen to test the performance on challenging source configurations. In simulations, we found that Champagne outperforms the benchmark algorithms in terms of both the accuracy of the source localizations and the correct estimation of source time courses. We also demonstrate that Champagne is more robust to correlated brain activity present in real MEG data and is able to resolve many distinct and functionally relevant brain areas with real MEG and EEG data. Copyright © 2011 Elsevier Inc. All rights reserved.

  1. A latent class distance association model for cross-classified data with a categorical response variable.

    PubMed

    Vera, José Fernando; de Rooij, Mark; Heiser, Willem J

    2014-11-01

    In this paper we propose a latent class distance association model for clustering in the predictor space of large contingency tables with a categorical response variable. The rows of such a table are characterized as profiles of a set of explanatory variables, while the columns represent a single outcome variable. In many cases such tables are sparse, with many zero entries, which makes traditional models problematic. By clustering the row profiles into a few specific classes and representing these together with the categories of the response variable in a low-dimensional Euclidean space using a distance association model, a parsimonious prediction model can be obtained. A generalized EM algorithm is proposed to estimate the model parameters and the adjusted Bayesian information criterion statistic is employed to test the number of mixture components and the dimensionality of the representation. An empirical example highlighting the advantages of the new approach and comparing it with traditional approaches is presented. © 2014 The British Psychological Society.

  2. An Envelope Based Feedback Control System for Earthquake Early Warning: Reality Check Algorithm

    NASA Astrophysics Data System (ADS)

    Heaton, T. H.; Karakus, G.; Beck, J. L.

    2016-12-01

    Earthquake early warning systems are, in general, designed to be open loop control systems in such a way that the output, i.e., the warning messages, only depend on the input, i.e., recorded ground motions, up to the moment when the message is issued in real-time. We propose an algorithm, which is called Reality Check Algorithm (RCA), which would assess the accuracy of issued warning messages, and then feed the outcome of the assessment back into the system. Then, the system would modify its messages if necessary. That is, we are proposing to convert earthquake early warning systems into feedback control systems by integrating them with RCA. RCA works by continuously monitoring and comparing the observed ground motions' envelopes to the predicted envelopes of Virtual Seismologist (Cua 2005). Accuracy of magnitude and location (both spatial and temporal) estimations of the system are assessed separately by probabilistic classification models, which are trained by a Sparse Bayesian Learning technique called Automatic Relevance Determination prior.

  3. Bayesian Estimation of the True Prevalence and of the Diagnostic Test Sensitivity and Specificity of Enteropathogenic Yersinia in Finnish Pig Serum Samples.

    PubMed

    Vilar, M J; Ranta, J; Virtanen, S; Korkeala, H

    2015-01-01

    Bayesian analysis was used to estimate the pig's and herd's true prevalence of enteropathogenic Yersinia in serum samples collected from Finnish pig farms. The sensitivity and specificity of the diagnostic test were also estimated for the commercially available ELISA which is used for antibody detection against enteropathogenic Yersinia. The Bayesian analysis was performed in two steps; the first step estimated the prior true prevalence of enteropathogenic Yersinia with data obtained from a systematic review of the literature. In the second step, data of the apparent prevalence (cross-sectional study data), prior true prevalence (first step), and estimated sensitivity and specificity of the diagnostic methods were used for building the Bayesian model. The true prevalence of Yersinia in slaughter-age pigs was 67.5% (95% PI 63.2-70.9). The true prevalence of Yersinia in sows was 74.0% (95% PI 57.3-82.4). The estimates of sensitivity and specificity values of the ELISA were 79.5% and 96.9%.

  4. Competing risk models in reliability systems, a weibull distribution model with bayesian analysis approach

    NASA Astrophysics Data System (ADS)

    Iskandar, Ismed; Satria Gondokaryono, Yudi

    2016-02-01

    In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range between the true value and the maximum likelihood estimated value lines.

  5. Towards sparse characterisation of on-body ultra-wideband wireless channels.

    PubMed

    Yang, Xiaodong; Ren, Aifeng; Zhang, Zhiya; Ur Rehman, Masood; Abbasi, Qammer Hussain; Alomainy, Akram

    2015-06-01

    With the aim of reducing cost and power consumption of the receiving terminal, compressive sensing (CS) framework is applied to on-body ultra-wideband (UWB) channel estimation. It is demonstrated in this Letter that the sparse on-body UWB channel impulse response recovered by the CS framework fits the original sparse channel well; thus, on-body channel estimation can be achieved using low-speed sampling devices.

  6. Towards sparse characterisation of on-body ultra-wideband wireless channels

    PubMed Central

    Ren, Aifeng; Zhang, Zhiya; Ur Rehman, Masood; Abbasi, Qammer Hussain; Alomainy, Akram

    2015-01-01

    With the aim of reducing cost and power consumption of the receiving terminal, compressive sensing (CS) framework is applied to on-body ultra-wideband (UWB) channel estimation. It is demonstrated in this Letter that the sparse on-body UWB channel impulse response recovered by the CS framework fits the original sparse channel well; thus, on-body channel estimation can be achieved using low-speed sampling devices. PMID:26609409

  7. Non-convex Statistical Optimization for Sparse Tensor Graphical Model

    PubMed Central

    Sun, Wei; Wang, Zhaoran; Liu, Han; Cheng, Guang

    2016-01-01

    We consider the estimation of sparse graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. The penalized maximum likelihood estimation of this model involves minimizing a non-convex objective function. In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with the optimal statistical rate of convergence as well as consistent graph recovery. Notably, such an estimator achieves estimation consistency with only one tensor sample, which is unobserved in previous work. Our theoretical results are backed by thorough numerical studies. PMID:28316459

  8. Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling

    NASA Astrophysics Data System (ADS)

    Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.

    2017-04-01

    Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.

  9. Effect of missing data on multitask prediction methods.

    PubMed

    de la Vega de León, Antonio; Chen, Beining; Gillet, Valerie J

    2018-05-22

    There has been a growing interest in multitask prediction in chemoinformatics, helped by the increasing use of deep neural networks in this field. This technique is applied to multitarget data sets, where compounds have been tested against different targets, with the aim of developing models to predict a profile of biological activities for a given compound. However, multitarget data sets tend to be sparse; i.e., not all compound-target combinations have experimental values. There has been little research on the effect of missing data on the performance of multitask methods. We have used two complete data sets to simulate sparseness by removing data from the training set. Different models to remove the data were compared. These sparse sets were used to train two different multitask methods, deep neural networks and Macau, which is a Bayesian probabilistic matrix factorization technique. Results from both methods were remarkably similar and showed that the performance decrease because of missing data is at first small before accelerating after large amounts of data are removed. This work provides a first approximation to assess how much data is required to produce good performance in multitask prediction exercises.

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

    NASA Astrophysics Data System (ADS)

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

    2017-06-01

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

  11. 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

  12. Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation

    NASA Astrophysics Data System (ADS)

    Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.

    2016-12-01

    With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.

  13. Bayesian nonparametric dictionary learning for compressed sensing MRI.

    PubMed

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

    2014-12-01

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

  14. Classification of mislabelled microarrays using robust sparse logistic regression.

    PubMed

    Bootkrajang, Jakramate; Kabán, Ata

    2013-04-01

    Previous studies reported that labelling errors are not uncommon in microarray datasets. In such cases, the training set may become misleading, and the ability of classifiers to make reliable inferences from the data is compromised. Yet, few methods are currently available in the bioinformatics literature to deal with this problem. The few existing methods focus on data cleansing alone, without reference to classification, and their performance crucially depends on some tuning parameters. In this article, we develop a new method to detect mislabelled arrays simultaneously with learning a sparse logistic regression classifier. Our method may be seen as a label-noise robust extension of the well-known and successful Bayesian logistic regression classifier. To account for possible mislabelling, we formulate a label-flipping process as part of the classifier. The regularization parameter is automatically set using Bayesian regularization, which not only saves the computation time that cross-validation would take, but also eliminates any unwanted effects of label noise when setting the regularization parameter. Extensive experiments with both synthetic data and real microarray datasets demonstrate that our approach is able to counter the bad effects of labelling errors in terms of predictive performance, it is effective at identifying marker genes and simultaneously it detects mislabelled arrays to high accuracy. The code is available from http://cs.bham.ac.uk/∼jxb008. Supplementary data are available at Bioinformatics online.

  15. Sparse representation and Bayesian detection of genome copy number alterations from microarray data.

    PubMed

    Pique-Regi, Roger; Monso-Varona, Jordi; Ortega, Antonio; Seeger, Robert C; Triche, Timothy J; Asgharzadeh, Shahab

    2008-02-01

    Genomic instability in cancer leads to abnormal genome copy number alterations (CNA) that are associated with the development and behavior of tumors. Advances in microarray technology have allowed for greater resolution in detection of DNA copy number changes (amplifications or deletions) across the genome. However, the increase in number of measured signals and accompanying noise from the array probes present a challenge in accurate and fast identification of breakpoints that define CNA. This article proposes a novel detection technique that exploits the use of piece wise constant (PWC) vectors to represent genome copy number and sparse Bayesian learning (SBL) to detect CNA breakpoints. First, a compact linear algebra representation for the genome copy number is developed from normalized probe intensities. Second, SBL is applied and optimized to infer locations where copy number changes occur. Third, a backward elimination (BE) procedure is used to rank the inferred breakpoints; and a cut-off point can be efficiently adjusted in this procedure to control for the false discovery rate (FDR). The performance of our algorithm is evaluated using simulated and real genome datasets and compared to other existing techniques. Our approach achieves the highest accuracy and lowest FDR while improving computational speed by several orders of magnitude. The proposed algorithm has been developed into a free standing software application (GADA, Genome Alteration Detection Algorithm). http://biron.usc.edu/~piquereg/GADA

  16. Probabilistic models in human sensorimotor control

    PubMed Central

    Wolpert, Daniel M.

    2009-01-01

    Sensory and motor uncertainty form a fundamental constraint on human sensorimotor control. Bayesian decision theory (BDT) has emerged as a unifying framework to understand how the central nervous system performs optimal estimation and control in the face of such uncertainty. BDT has two components: Bayesian statistics and decision theory. Here we review Bayesian statistics and show how it applies to estimating the state of the world and our own body. Recent results suggest that when learning novel tasks we are able to learn the statistical properties of both the world and our own sensory apparatus so as to perform estimation using Bayesian statistics. We review studies which suggest that humans can combine multiple sources of information to form maximum likelihood estimates, can incorporate prior beliefs about possible states of the world so as to generate maximum a posteriori estimates and can use Kalman filter-based processes to estimate time-varying states. Finally, we review Bayesian decision theory in motor control and how the central nervous system processes errors to determine loss functions and optimal actions. We review results that suggest we plan movements based on statistics of our actions that result from signal-dependent noise on our motor outputs. Taken together these studies provide a statistical framework for how the motor system performs in the presence of uncertainty. PMID:17628731

  17. Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2004 - Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2004 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...

  18. Bayesian Estimation Supersedes the "t" Test

    ERIC Educational Resources Information Center

    Kruschke, John K.

    2013-01-01

    Bayesian estimation for 2 groups provides complete distributions of credible values for the effect size, group means and their difference, standard deviations and their difference, and the normality of the data. The method handles outliers. The decision rule can accept the null value (unlike traditional "t" tests) when certainty in the estimate is…

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

    EPA Science Inventory

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

  20. 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…

  1. 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.

  2. 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

  3. Flood quantile estimation at ungauged sites by Bayesian networks

    NASA Astrophysics Data System (ADS)

    Mediero, L.; Santillán, D.; Garrote, L.

    2012-04-01

    Estimating flood quantiles at a site for which no observed measurements are available is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. The most common technique used is the multiple regression analysis, which relates physical and climatic basin characteristic to flood quantiles. Regression equations are fitted from flood frequency data and basin characteristics at gauged sites. Regression equations are a rigid technique that assumes linear relationships between variables and cannot take the measurement errors into account. In addition, the prediction intervals are estimated in a very simplistic way from the variance of the residuals in the estimated model. Bayesian networks are a probabilistic computational structure taken from the field of Artificial Intelligence, which have been widely and successfully applied to many scientific fields like medicine and informatics, but application to the field of hydrology is recent. Bayesian networks infer the joint probability distribution of several related variables from observations through nodes, which represent random variables, and links, which represent causal dependencies between them. A Bayesian network is more flexible than regression equations, as they capture non-linear relationships between variables. In addition, the probabilistic nature of Bayesian networks allows taking the different sources of estimation uncertainty into account, as they give a probability distribution as result. A homogeneous region in the Tagus Basin was selected as case study. A regression equation was fitted taking the basin area, the annual maximum 24-hour rainfall for a given recurrence interval and the mean height as explanatory variables. Flood quantiles at ungauged sites were estimated by Bayesian networks. Bayesian networks need to be learnt from a huge enough data set. As observational data are reduced, a stochastic generator of synthetic data was developed. Synthetic basin characteristics were randomised, keeping the statistical properties of observed physical and climatic variables in the homogeneous region. The synthetic flood quantiles were stochastically generated taking the regression equation as basis. The learnt Bayesian network was validated by the reliability diagram, the Brier Score and the ROC diagram, which are common measures used in the validation of probabilistic forecasts. Summarising, the flood quantile estimations through Bayesian networks supply information about the prediction uncertainty as a probability distribution function of discharges is given as result. Therefore, the Bayesian network model has application as a decision support for water resources and planning management.

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

    NASA Astrophysics Data System (ADS)

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

    2017-04-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  6. 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.

  7. Bayesian inference for disease prevalence using negative binomial group testing

    PubMed Central

    Pritchard, Nicholas A.; Tebbs, Joshua M.

    2011-01-01

    Group testing, also known as pooled testing, and inverse sampling are both widely used methods of data collection when the goal is to estimate a small proportion. Taking a Bayesian approach, we consider the new problem of estimating disease prevalence from group testing when inverse (negative binomial) sampling is used. Using different distributions to incorporate prior knowledge of disease incidence and different loss functions, we derive closed form expressions for posterior distributions and resulting point and credible interval estimators. We then evaluate our new estimators, on Bayesian and classical grounds, and apply our methods to a West Nile Virus data set. PMID:21259308

  8. Quantifying the decadal changes of PM2.5 over New York through a combination of satellite, model and in-situ measurements

    NASA Astrophysics Data System (ADS)

    Jin, X.; Fiore, A. M.; Curci, G.; Lyapustin, A.; Wang, Y.; Civerolo, K.; Ku, M.; van Donkelaar, A.; Martin, R.

    2017-12-01

    Ambient exposure to fine particulate matter (PM2.5) is one of the top global health concerns. Efforts have been made to regulate PM2.5 precursor emissions across the U.S.A, which are expected to mitigate the air pollution related health impacts. However, quantifying the health outcomes from emission controls requires robust estimates of PM2.5 exposures that accurately describe the spatial and temporal variability of PM2.5. Satellite remote sensing offers the potential to fill the gaps of the sparse, limited sampling of in situ measurement networks and is increasingly being used in health assessments. We provide new estimates of PM2.5 over New York State with 1 km spatial resolution that use Multi-Angle Implementation of Atmospheric Correction (MAIAC) AOD and a regional air quality model (CMAQ) to estimate the AOD-PM2.5 scaling factors. Next, we evaluate three major sources of uncertainties of satellite-derived PM2.5 data and their impacts on the derived decadal changes: 1) satellite retrieval of AOD, 2) optical properties of the particles, 3) relationships between the aerosol burden in the planetary boundary layer and full atmospheric column. Finally, we analyze the decadal changes of PM2.5 over New York State using the newly developed PM2.5 data, alongside four other PM2.5 estimates including satellite-derived PM2.5 developed by van Donkelaar et al. (2015), statistical land use regression developed by Beckerman et al. (2013), CMAQ simulations, and a Bayesian fusion of CMAQ and ground-based measurements. By evaluating the decadal changes of PM2.5 from multiple datasets over areas with dense (e.g. New York City area) and sparse ground-based measurements (e.g. upstate New York), we evaluate the extent to which satellite remote sensing could help better quantify the health outcomes of emission controls. References: Beckerman et al., (2013), A Hybrid Approach to Estimating National Scale Spatiotemporal Variability of PM2.5 in the Contiguous United States, Environ. Sci. Technol., 47(13), 7233-7241. van Donkelaar et al. (2015), High-Resolution Satellite-Derived PM2.5 from Optimal Estimation and Geographically Weighted Regression over North America, Environ. Sci. Technol., 49(17), 10482-10491.

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

    DOE PAGES

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

    2017-04-05

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

  10. Survival Bayesian Estimation of Exponential-Gamma Under Linex Loss Function

    NASA Astrophysics Data System (ADS)

    Rizki, S. W.; Mara, M. N.; Sulistianingsih, E.

    2017-06-01

    This paper elaborates a research of the cancer patients after receiving a treatment in cencored data using Bayesian estimation under Linex Loss function for Survival Model which is assumed as an exponential distribution. By giving Gamma distribution as prior and likelihood function produces a gamma distribution as posterior distribution. The posterior distribution is used to find estimatior {\\hat{λ }}BL by using Linex approximation. After getting {\\hat{λ }}BL, the estimators of hazard function {\\hat{h}}BL and survival function {\\hat{S}}BL can be found. Finally, we compare the result of Maximum Likelihood Estimation (MLE) and Linex approximation to find the best method for this observation by finding smaller MSE. The result shows that MSE of hazard and survival under MLE are 2.91728E-07 and 0.000309004 and by using Bayesian Linex worths 2.8727E-07 and 0.000304131, respectively. It concludes that the Bayesian Linex is better than MLE.

  11. A Bayesian approach to tracking patients having changing pharmacokinetic parameters

    NASA Technical Reports Server (NTRS)

    Bayard, David S.; Jelliffe, Roger W.

    2004-01-01

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

  12. A Bayesian Approach to More Stable Estimates of Group-Level Effects in Contextual Studies.

    PubMed

    Zitzmann, Steffen; Lüdtke, Oliver; Robitzsch, Alexander

    2015-01-01

    Multilevel analyses are often used to estimate the effects of group-level constructs. However, when using aggregated individual data (e.g., student ratings) to assess a group-level construct (e.g., classroom climate), the observed group mean might not provide a reliable measure of the unobserved latent group mean. In the present article, we propose a Bayesian approach that can be used to estimate a multilevel latent covariate model, which corrects for the unreliable assessment of the latent group mean when estimating the group-level effect. A simulation study was conducted to evaluate the choice of different priors for the group-level variance of the predictor variable and to compare the Bayesian approach with the maximum likelihood approach implemented in the software Mplus. Results showed that, under problematic conditions (i.e., small number of groups, predictor variable with a small ICC), the Bayesian approach produced more accurate estimates of the group-level effect than the maximum likelihood approach did.

  13. Sparse image reconstruction for molecular imaging.

    PubMed

    Ting, Michael; Raich, Raviv; Hero, Alfred O

    2009-06-01

    The application that motivates this paper is molecular imaging at the atomic level. When discretized at subatomic distances, the volume is inherently sparse. Noiseless measurements from an imaging technology can be modeled by convolution of the image with the system point spread function (psf). Such is the case with magnetic resonance force microscopy (MRFM), an emerging technology where imaging of an individual tobacco mosaic virus was recently demonstrated with nanometer resolution. We also consider additive white Gaussian noise (AWGN) in the measurements. Many prior works of sparse estimators have focused on the case when H has low coherence; however, the system matrix H in our application is the convolution matrix for the system psf. A typical convolution matrix has high coherence. This paper, therefore, does not assume a low coherence H. A discrete-continuous form of the Laplacian and atom at zero (LAZE) p.d.f. used by Johnstone and Silverman is formulated, and two sparse estimators derived by maximizing the joint p.d.f. of the observation and image conditioned on the hyperparameters. A thresholding rule that generalizes the hard and soft thresholding rule appears in the course of the derivation. This so-called hybrid thresholding rule, when used in the iterative thresholding framework, gives rise to the hybrid estimator, a generalization of the lasso. Estimates of the hyperparameters for the lasso and hybrid estimator are obtained via Stein's unbiased risk estimate (SURE). A numerical study with a Gaussian psf and two sparse images shows that the hybrid estimator outperforms the lasso.

  14. Bayesian Estimation of Panel Data Fractional Response Models with Endogeneity: An Application to Standardized Test Rates

    ERIC Educational Resources Information Center

    Kessler, Lawrence M.

    2013-01-01

    In this paper I propose Bayesian estimation of a nonlinear panel data model with a fractional dependent variable (bounded between 0 and 1). Specifically, I estimate a panel data fractional probit model which takes into account the bounded nature of the fractional response variable. I outline estimation under the assumption of strict exogeneity as…

  15. Reconstructing cortical current density by exploring sparseness in the transform domain

    NASA Astrophysics Data System (ADS)

    Ding, Lei

    2009-05-01

    In the present study, we have developed a novel electromagnetic source imaging approach to reconstruct extended cortical sources by means of cortical current density (CCD) modeling and a novel EEG imaging algorithm which explores sparseness in cortical source representations through the use of L1-norm in objective functions. The new sparse cortical current density (SCCD) imaging algorithm is unique since it reconstructs cortical sources by attaining sparseness in a transform domain (the variation map of cortical source distributions). While large variations are expected to occur along boundaries (sparseness) between active and inactive cortical regions, cortical sources can be reconstructed and their spatial extents can be estimated by locating these boundaries. We studied the SCCD algorithm using numerous simulations to investigate its capability in reconstructing cortical sources with different extents and in reconstructing multiple cortical sources with different extent contrasts. The SCCD algorithm was compared with two L2-norm solutions, i.e. weighted minimum norm estimate (wMNE) and cortical LORETA. Our simulation data from the comparison study show that the proposed sparse source imaging algorithm is able to accurately and efficiently recover extended cortical sources and is promising to provide high-accuracy estimation of cortical source extents.

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

    PubMed

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

    2016-02-10

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

  17. Correlation Between Hierarchical Bayesian and Aerosol Optical Depth PM2.5 Data and Respiratory-Cardiovascular Chronic Diseases

    EPA Science Inventory

    Tools to estimate PM2.5 mass have expanded in recent years, and now include: 1) stationary monitor readings, 2) Community Multi-Scale Air Quality (CMAQ) model estimates, 3) Hierarchical Bayesian (HB) estimates from combined stationary monitor readings and CMAQ model output; and, ...

  18. Unification of field theory and maximum entropy methods for learning probability densities

    NASA Astrophysics Data System (ADS)

    Kinney, Justin B.

    2015-09-01

    The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive solution. Maximum entropy estimation and Bayesian field theory are two such approaches. Both have origins in statistical physics, but the relationship between them has remained unclear. Here I unify these two methods by showing that every maximum entropy density estimate can be recovered in the infinite smoothness limit of an appropriate Bayesian field theory. I also show that Bayesian field theory estimation can be performed without imposing any boundary conditions on candidate densities, and that the infinite smoothness limit of these theories recovers the most common types of maximum entropy estimates. Bayesian field theory thus provides a natural test of the maximum entropy null hypothesis and, furthermore, returns an alternative (lower entropy) density estimate when the maximum entropy hypothesis is falsified. The computations necessary for this approach can be performed rapidly for one-dimensional data, and software for doing this is provided.

  19. Unification of field theory and maximum entropy methods for learning probability densities.

    PubMed

    Kinney, Justin B

    2015-09-01

    The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive solution. Maximum entropy estimation and Bayesian field theory are two such approaches. Both have origins in statistical physics, but the relationship between them has remained unclear. Here I unify these two methods by showing that every maximum entropy density estimate can be recovered in the infinite smoothness limit of an appropriate Bayesian field theory. I also show that Bayesian field theory estimation can be performed without imposing any boundary conditions on candidate densities, and that the infinite smoothness limit of these theories recovers the most common types of maximum entropy estimates. Bayesian field theory thus provides a natural test of the maximum entropy null hypothesis and, furthermore, returns an alternative (lower entropy) density estimate when the maximum entropy hypothesis is falsified. The computations necessary for this approach can be performed rapidly for one-dimensional data, and software for doing this is provided.

  20. BMDS: A Collection of R Functions for Bayesian Multidimensional Scaling

    ERIC Educational Resources Information Center

    Okada, Kensuke; Shigemasu, Kazuo

    2009-01-01

    Bayesian multidimensional scaling (MDS) has attracted a great deal of attention because: (1) it provides a better fit than do classical MDS and ALSCAL; (2) it provides estimation errors of the distances; and (3) the Bayesian dimension selection criterion, MDSIC, provides a direct indication of optimal dimensionality. However, Bayesian MDS is not…

  1. A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study

    ERIC Educational Resources Information Center

    Kaplan, David; Chen, Jianshen

    2012-01-01

    A two-step Bayesian propensity score approach is introduced that incorporates prior information in the propensity score equation and outcome equation without the problems associated with simultaneous Bayesian propensity score approaches. The corresponding variance estimators are also provided. The two-step Bayesian propensity score is provided for…

  2. Using SAS PROC MCMC for Item Response Theory Models

    PubMed Central

    Samonte, Kelli

    2014-01-01

    Interest in using Bayesian methods for estimating item response theory models has grown at a remarkable rate in recent years. This attentiveness to Bayesian estimation has also inspired a growth in available software such as WinBUGS, R packages, BMIRT, MPLUS, and SAS PROC MCMC. This article intends to provide an accessible overview of Bayesian methods in the context of item response theory to serve as a useful guide for practitioners in estimating and interpreting item response theory (IRT) models. Included is a description of the estimation procedure used by SAS PROC MCMC. Syntax is provided for estimation of both dichotomous and polytomous IRT models, as well as a discussion on how to extend the syntax to accommodate more complex IRT models. PMID:29795834

  3. A Bayesian perspective on magnitude estimation.

    PubMed

    Petzschner, Frederike H; Glasauer, Stefan; Stephan, Klaas E

    2015-05-01

    Our representation of the physical world requires judgments of magnitudes, such as loudness, distance, or time. Interestingly, magnitude estimates are often not veridical but subject to characteristic biases. These biases are strikingly similar across different sensory modalities, suggesting common processing mechanisms that are shared by different sensory systems. However, the search for universal neurobiological principles of magnitude judgments requires guidance by formal theories. Here, we discuss a unifying Bayesian framework for understanding biases in magnitude estimation. This Bayesian perspective enables a re-interpretation of a range of established psychophysical findings, reconciles seemingly incompatible classical views on magnitude estimation, and can guide future investigations of magnitude estimation and its neurobiological mechanisms in health and in psychiatric diseases, such as schizophrenia. Copyright © 2015 Elsevier Ltd. All rights reserved.

  4. Sparse 4D TomoSAR imaging in the presence of non-linear deformation

    NASA Astrophysics Data System (ADS)

    Khwaja, Ahmed Shaharyar; ćetin, Müjdat

    2018-04-01

    In this paper, we present a sparse four-dimensional tomographic synthetic aperture radar (4D TomoSAR) imaging scheme that can estimate elevation and linear as well as non-linear seasonal deformation rates of scatterers using the interferometric phase. Unlike existing sparse processing techniques that use fixed dictionaries based on a linear deformation model, we use a variable dictionary for the non-linear deformation in the form of seasonal sinusoidal deformation, in addition to the fixed dictionary for the linear deformation. We estimate the amplitude of the sinusoidal deformation using an optimization method and create the variable dictionary using the estimated amplitude. We show preliminary results using simulated data that demonstrate the soundness of our proposed technique for sparse 4D TomoSAR imaging in the presence of non-linear deformation.

  5. Identification of transmissivity fields using a Bayesian strategy and perturbative approach

    NASA Astrophysics Data System (ADS)

    Zanini, Andrea; Tanda, Maria Giovanna; Woodbury, Allan D.

    2017-10-01

    The paper deals with the crucial problem of the groundwater parameter estimation that is the basis for efficient modeling and reclamation activities. A hierarchical Bayesian approach is developed: it uses the Akaike's Bayesian Information Criteria in order to estimate the hyperparameters (related to the covariance model chosen) and to quantify the unknown noise variance. The transmissivity identification proceeds in two steps: the first, called empirical Bayesian interpolation, uses Y* (Y = lnT) observations to interpolate Y values on a specified grid; the second, called empirical Bayesian update, improve the previous Y estimate through the addition of hydraulic head observations. The relationship between the head and the lnT has been linearized through a perturbative solution of the flow equation. In order to test the proposed approach, synthetic aquifers from literature have been considered. The aquifers in question contain a variety of boundary conditions (both Dirichelet and Neuman type) and scales of heterogeneities (σY2 = 1.0 and σY2 = 5.3). The estimated transmissivity fields were compared to the true one. The joint use of Y* and head measurements improves the estimation of Y considering both degrees of heterogeneity. Even if the variance of the strong transmissivity field can be considered high for the application of the perturbative approach, the results show the same order of approximation of the non-linear methods proposed in literature. The procedure allows to compute the posterior probability distribution of the target quantities and to quantify the uncertainty in the model prediction. Bayesian updating has advantages related both to the Monte-Carlo (MC) and non-MC approaches. In fact, as the MC methods, Bayesian updating allows computing the direct posterior probability distribution of the target quantities and as non-MC methods it has computational times in the order of seconds.

  6. 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.

  7. A default Bayesian hypothesis test for mediation.

    PubMed

    Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan

    2015-03-01

    In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).

  8. A structured sparse regression method for estimating isoform expression level from multi-sample RNA-seq data.

    PubMed

    Zhang, L; Liu, X J

    2016-06-03

    With the rapid development of next-generation high-throughput sequencing technology, RNA-seq has become a standard and important technique for transcriptome analysis. For multi-sample RNA-seq data, the existing expression estimation methods usually deal with each single-RNA-seq sample, and ignore that the read distributions are consistent across multiple samples. In the current study, we propose a structured sparse regression method, SSRSeq, to estimate isoform expression using multi-sample RNA-seq data. SSRSeq uses a non-parameter model to capture the general tendency of non-uniformity read distribution for all genes across multiple samples. Additionally, our method adds a structured sparse regularization, which not only incorporates the sparse specificity between a gene and its corresponding isoform expression levels, but also reduces the effects of noisy reads, especially for lowly expressed genes and isoforms. Four real datasets were used to evaluate our method on isoform expression estimation. Compared with other popular methods, SSRSeq reduced the variance between multiple samples, and produced more accurate isoform expression estimations, and thus more meaningful biological interpretations.

  9. Reconstructing gravitational wave source parameters via direct comparisons to numerical relativity II: Applications

    NASA Astrophysics Data System (ADS)

    O'Shaughnessy, Richard; Lange, Jacob; Healy, James; Carlos, Lousto; Shoemaker, Deirdre; Lovelace, Geoffrey; Scheel, Mark

    2016-03-01

    In this talk, we apply a procedure to reconstruct the parameters of sufficiently massive coalescing compact binaries via direct comparison with numerical relativity simulations. We illustrate how to use only comparisons between synthetic data and these simulations to reconstruct properties of a synthetic candidate source. We demonstrate using selected examples that we can reconstruct posterior distributions obtained by other Bayesian methods with our sparse grid. We describe how followup simulations can corroborate and improve our understanding of a candidate signal.

  10. Sparse Bayesian Information Filters for Localization and Mapping

    DTIC Science & Technology

    2008-02-01

    a set of smaller, more manageable maps [76, 51, 139, 77, 12]. These appropriately-named submap algorithms greatly reduce the effects of map size on...An intuitive way of dealing with this limitation is to divide the world into numerous sub-environments, each comprised of a more manageable number of...p (xt, M I z t , u t) = p (M I xt, zt) • p (xt zt, ut) (2.16) 6 This assumes knowledge of the mean, which is necessary for observations that are

  11. UQTk Version 3.0.3 User Manual

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

    Sargsyan, Khachik; Safta, Cosmin; Chowdhary, Kamaljit Singh

    2017-05-01

    The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.0.3 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sen- sitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

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

    PubMed

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

    2017-11-14

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

  13. A joint sparse representation-based method for double-trial evoked potentials estimation.

    PubMed

    Yu, Nannan; Liu, Haikuan; Wang, Xiaoyan; Lu, Hanbing

    2013-12-01

    In this paper, we present a novel approach to solving an evoked potentials estimating problem. Generally, the evoked potentials in two consecutive trials obtained by repeated identical stimuli of the nerves are extremely similar. In order to trace evoked potentials, we propose a joint sparse representation-based double-trial evoked potentials estimation method, taking full advantage of this similarity. The estimation process is performed in three stages: first, according to the similarity of evoked potentials and the randomness of a spontaneous electroencephalogram, the two consecutive observations of evoked potentials are considered as superpositions of the common component and the unique components; second, making use of their characteristics, the two sparse dictionaries are constructed; and finally, we apply the joint sparse representation method in order to extract the common component of double-trial observations, instead of the evoked potential in each trial. A series of experiments carried out on simulated and human test responses confirmed the superior performance of our method. © 2013 Elsevier Ltd. Published by Elsevier Ltd. All rights reserved.

  14. 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.

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

    PubMed Central

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

    2016-01-01

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

  16. Internal Medicine residents use heuristics to estimate disease probability.

    PubMed

    Phang, Sen Han; Ravani, Pietro; Schaefer, Jeffrey; Wright, Bruce; McLaughlin, Kevin

    2015-01-01

    Training in Bayesian reasoning may have limited impact on accuracy of probability estimates. In this study, our goal was to explore whether residents previously exposed to Bayesian reasoning use heuristics rather than Bayesian reasoning to estimate disease probabilities. We predicted that if residents use heuristics then post-test probability estimates would be increased by non-discriminating clinical features or a high anchor for a target condition. We randomized 55 Internal Medicine residents to different versions of four clinical vignettes and asked them to estimate probabilities of target conditions. We manipulated the clinical data for each vignette to be consistent with either 1) using a representative heuristic, by adding non-discriminating prototypical clinical features of the target condition, or 2) using anchoring with adjustment heuristic, by providing a high or low anchor for the target condition. When presented with additional non-discriminating data the odds of diagnosing the target condition were increased (odds ratio (OR) 2.83, 95% confidence interval [1.30, 6.15], p = 0.009). Similarly, the odds of diagnosing the target condition were increased when a high anchor preceded the vignette (OR 2.04, [1.09, 3.81], p = 0.025). Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing.

  17. Robust Tracking of Small Displacements with a Bayesian Estimator

    PubMed Central

    Dumont, Douglas M.; Byram, Brett C.

    2016-01-01

    Radiation-force-based elasticity imaging describes a group of techniques that use acoustic radiation force (ARF) to displace tissue in order to obtain qualitative or quantitative measurements of tissue properties. Because ARF-induced displacements are on the order of micrometers, tracking these displacements in vivo can be challenging. Previously, it has been shown that Bayesian-based estimation can overcome some of the limitations of a traditional displacement estimator like normalized cross-correlation (NCC). In this work, we describe a Bayesian framework that combines a generalized Gaussian-Markov random field (GGMRF) prior with an automated method for selecting the prior’s width. We then evaluate its performance in the context of tracking the micrometer-order displacements encountered in an ARF-based method like acoustic radiation force impulse (ARFI) imaging. The results show that bias, variance, and mean-square error performance vary with prior shape and width, and that an almost one order-of-magnitude reduction in mean-square error can be achieved by the estimator at the automatically-selected prior width. Lesion simulations show that the proposed estimator has a higher contrast-to-noise ratio but lower contrast than NCC, median-filtered NCC, and the previous Bayesian estimator, with a non-Gaussian prior shape having better lesion-edge resolution than a Gaussian prior. In vivo results from a cardiac, radiofrequency ablation ARFI imaging dataset show quantitative improvements in lesion contrast-to-noise ratio over NCC as well as the previous Bayesian estimator. PMID:26529761

  18. Planning spatial sampling of the soil from an uncertain reconnaissance variogram

    NASA Astrophysics Data System (ADS)

    Lark, R. Murray; Hamilton, Elliott M.; Kaninga, Belinda; Maseka, Kakoma K.; Mutondo, Moola; Sakala, Godfrey M.; Watts, Michael J.

    2017-12-01

    An estimated variogram of a soil property can be used to support a rational choice of sampling intensity for geostatistical mapping. However, it is known that estimated variograms are subject to uncertainty. In this paper we address two practical questions. First, how can we make a robust decision on sampling intensity, given the uncertainty in the variogram? Second, what are the costs incurred in terms of oversampling because of uncertainty in the variogram model used to plan sampling? To achieve this we show how samples of the posterior distribution of variogram parameters, from a computational Bayesian analysis, can be used to characterize the effects of variogram parameter uncertainty on sampling decisions. We show how one can select a sample intensity so that a target value of the kriging variance is not exceeded with some specified probability. This will lead to oversampling, relative to the sampling intensity that would be specified if there were no uncertainty in the variogram parameters. One can estimate the magnitude of this oversampling by treating the tolerable grid spacing for the final sample as a random variable, given the target kriging variance and the posterior sample values. We illustrate these concepts with some data on total uranium content in a relatively sparse sample of soil from agricultural land near mine tailings in the Copperbelt Province of Zambia.

  19. Bayesian estimation and use of high-throughput remote sensing indices for quantitative genetic analyses of leaf growth.

    PubMed

    Baker, Robert L; Leong, Wen Fung; An, Nan; Brock, Marcus T; Rubin, Matthew J; Welch, Stephen; Weinig, Cynthia

    2018-02-01

    We develop Bayesian function-valued trait models that mathematically isolate genetic mechanisms underlying leaf growth trajectories by factoring out genotype-specific differences in photosynthesis. Remote sensing data can be used instead of leaf-level physiological measurements. Characterizing the genetic basis of traits that vary during ontogeny and affect plant performance is a major goal in evolutionary biology and agronomy. Describing genetic programs that specifically regulate morphological traits can be complicated by genotypic differences in physiological traits. We describe the growth trajectories of leaves using novel Bayesian function-valued trait (FVT) modeling approaches in Brassica rapa recombinant inbred lines raised in heterogeneous field settings. While frequentist approaches estimate parameter values by treating each experimental replicate discretely, Bayesian models can utilize information in the global dataset, potentially leading to more robust trait estimation. We illustrate this principle by estimating growth asymptotes in the face of missing data and comparing heritabilities of growth trajectory parameters estimated by Bayesian and frequentist approaches. Using pseudo-Bayes factors, we compare the performance of an initial Bayesian logistic growth model and a model that incorporates carbon assimilation (A max ) as a cofactor, thus statistically accounting for genotypic differences in carbon resources. We further evaluate two remotely sensed spectroradiometric indices, photochemical reflectance (pri2) and MERIS Terrestrial Chlorophyll Index (mtci) as covariates in lieu of A max , because these two indices were genetically correlated with A max across years and treatments yet allow much higher throughput compared to direct leaf-level gas-exchange measurements. For leaf lengths in uncrowded settings, including A max improves model fit over the initial model. The mtci and pri2 indices also outperform direct A max measurements. Of particular importance for evolutionary biologists and plant breeders, hierarchical Bayesian models estimating FVT parameters improve heritabilities compared to frequentist approaches.

  20. The Neural Correlates of Hierarchical Predictions for Perceptual Decisions.

    PubMed

    Weilnhammer, Veith A; Stuke, Heiner; Sterzer, Philipp; Schmack, Katharina

    2018-05-23

    Sensory information is inherently noisy, sparse, and ambiguous. In contrast, visual experience is usually clear, detailed, and stable. Bayesian theories of perception resolve this discrepancy by assuming that prior knowledge about the causes underlying sensory stimulation actively shapes perceptual decisions. The CNS is believed to entertain a generative model aligned to dynamic changes in the hierarchical states of our volatile sensory environment. Here, we used model-based fMRI to study the neural correlates of the dynamic updating of hierarchically structured predictions in male and female human observers. We devised a crossmodal associative learning task with covertly interspersed ambiguous trials in which participants engaged in hierarchical learning based on changing contingencies between auditory cues and visual targets. By inverting a Bayesian model of perceptual inference, we estimated individual hierarchical predictions, which significantly biased perceptual decisions under ambiguity. Although "high-level" predictions about the cue-target contingency correlated with activity in supramodal regions such as orbitofrontal cortex and hippocampus, dynamic "low-level" predictions about the conditional target probabilities were associated with activity in retinotopic visual cortex. Our results suggest that our CNS updates distinct representations of hierarchical predictions that continuously affect perceptual decisions in a dynamically changing environment. SIGNIFICANCE STATEMENT Bayesian theories posit that our brain entertains a generative model to provide hierarchical predictions regarding the causes of sensory information. Here, we use behavioral modeling and fMRI to study the neural underpinnings of such hierarchical predictions. We show that "high-level" predictions about the strength of dynamic cue-target contingencies during crossmodal associative learning correlate with activity in orbitofrontal cortex and the hippocampus, whereas "low-level" conditional target probabilities were reflected in retinotopic visual cortex. Our findings empirically corroborate theorizations on the role of hierarchical predictions in visual perception and contribute substantially to a longstanding debate on the link between sensory predictions and orbitofrontal or hippocampal activity. Our work fundamentally advances the mechanistic understanding of perceptual inference in the human brain. Copyright © 2018 the authors 0270-6474/18/385008-14$15.00/0.

  1. Bayesian nonlinear structural FE model and seismic input identification for damage assessment of civil structures

    NASA Astrophysics Data System (ADS)

    Astroza, Rodrigo; Ebrahimian, Hamed; Li, Yong; Conte, Joel P.

    2017-09-01

    A methodology is proposed to update mechanics-based nonlinear finite element (FE) models of civil structures subjected to unknown input excitation. The approach allows to jointly estimate unknown time-invariant model parameters of a nonlinear FE model of the structure and the unknown time histories of input excitations using spatially-sparse output response measurements recorded during an earthquake event. The unscented Kalman filter, which circumvents the computation of FE response sensitivities with respect to the unknown model parameters and unknown input excitations by using a deterministic sampling approach, is employed as the estimation tool. The use of measurement data obtained from arrays of heterogeneous sensors, including accelerometers, displacement sensors, and strain gauges is investigated. Based on the estimated FE model parameters and input excitations, the updated nonlinear FE model can be interrogated to detect, localize, classify, and assess damage in the structure. Numerically simulated response data of a three-dimensional 4-story 2-by-1 bay steel frame structure with six unknown model parameters subjected to unknown bi-directional horizontal seismic excitation, and a three-dimensional 5-story 2-by-1 bay reinforced concrete frame structure with nine unknown model parameters subjected to unknown bi-directional horizontal seismic excitation are used to illustrate and validate the proposed methodology. The results of the validation studies show the excellent performance and robustness of the proposed algorithm to jointly estimate unknown FE model parameters and unknown input excitations.

  2. Application of data fusion modeling (DFM) to site characterization

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

    Porter, D.W.; Gibbs, B.P.; Jones, W.F.

    1996-01-01

    Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less

  3. Application of data fusion modeling (DFM) to site characterization

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

    Porter, D.W.; Gibbs, B.P.; Jones, W.F.

    1996-12-31

    Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less

  4. Comorbidities in the diseasome are more apparent than real: What Bayesian filtering reveals about the comorbidities of depression

    PubMed Central

    Bolgar, Bence; Deakin, Bill

    2017-01-01

    Comorbidity patterns have become a major source of information to explore shared mechanisms of pathogenesis between disorders. In hypothesis-free exploration of comorbid conditions, disease-disease networks are usually identified by pairwise methods. However, interpretation of the results is hindered by several confounders. In particular a very large number of pairwise associations can arise indirectly through other comorbidity associations and they increase exponentially with the increasing breadth of the investigated diseases. To investigate and filter this effect, we computed and compared pairwise approaches with a systems-based method, which constructs a sparse Bayesian direct multimorbidity map (BDMM) by systematically eliminating disease-mediated comorbidity relations. Additionally, focusing on depression-related parts of the BDMM, we evaluated correspondence with results from logistic regression, text-mining and molecular-level measures for comorbidities such as genetic overlap and the interactome-based association score. We used a subset of the UK Biobank Resource, a cross-sectional dataset including 247 diseases and 117,392 participants who filled out a detailed questionnaire about mental health. The sparse comorbidity map confirmed that depressed patients frequently suffer from both psychiatric and somatic comorbid disorders. Notably, anxiety and obesity show strong and direct relationships with depression. The BDMM identified further directly co-morbid somatic disorders, e.g. irritable bowel syndrome, fibromyalgia, or migraine. Using the subnetwork of depression and metabolic disorders for functional analysis, the interactome-based system-level score showed the best agreement with the sparse disease network. This indicates that these epidemiologically strong disease-disease relations have improved correspondence with expected molecular-level mechanisms. The substantially fewer number of comorbidity relations in the BDMM compared to pairwise methods implies that biologically meaningful comorbid relations may be less frequent than earlier pairwise methods suggested. The computed interactive comprehensive multimorbidity views over the diseasome are available on the web at Co=MorNet: bioinformatics.mit.bme.hu/UKBNetworks. PMID:28644851

  5. Sparse Coding and Counting for Robust Visual Tracking

    PubMed Central

    Liu, Risheng; Wang, Jing; Shang, Xiaoke; Wang, Yiyang; Su, Zhixun; Cai, Yu

    2016-01-01

    In this paper, we propose a novel sparse coding and counting method under Bayesian framework for visual tracking. In contrast to existing methods, the proposed method employs the combination of L0 and L1 norm to regularize the linear coefficients of incrementally updated linear basis. The sparsity constraint enables the tracker to effectively handle difficult challenges, such as occlusion or image corruption. To achieve real-time processing, we propose a fast and efficient numerical algorithm for solving the proposed model. Although it is an NP-hard problem, the proposed accelerated proximal gradient (APG) approach is guaranteed to converge to a solution quickly. Besides, we provide a closed solution of combining L0 and L1 regularized representation to obtain better sparsity. Experimental results on challenging video sequences demonstrate that the proposed method achieves state-of-the-art results both in accuracy and speed. PMID:27992474

  6. 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.

  7. Smooth Approximation l 0-Norm Constrained Affine Projection Algorithm and Its Applications in Sparse Channel Estimation

    PubMed Central

    2014-01-01

    We propose a smooth approximation l 0-norm constrained affine projection algorithm (SL0-APA) to improve the convergence speed and the steady-state error of affine projection algorithm (APA) for sparse channel estimation. The proposed algorithm ensures improved performance in terms of the convergence speed and the steady-state error via the combination of a smooth approximation l 0-norm (SL0) penalty on the coefficients into the standard APA cost function, which gives rise to a zero attractor that promotes the sparsity of the channel taps in the channel estimation and hence accelerates the convergence speed and reduces the steady-state error when the channel is sparse. The simulation results demonstrate that our proposed SL0-APA is superior to the standard APA and its sparsity-aware algorithms in terms of both the convergence speed and the steady-state behavior in a designated sparse channel. Furthermore, SL0-APA is shown to have smaller steady-state error than the previously proposed sparsity-aware algorithms when the number of nonzero taps in the sparse channel increases. PMID:24790588

  8. Source term identification in atmospheric modelling via sparse optimization

    NASA Astrophysics Data System (ADS)

    Adam, Lukas; Branda, Martin; Hamburger, Thomas

    2015-04-01

    Inverse modelling plays an important role in identifying the amount of harmful substances released into atmosphere during major incidents such as power plant accidents or volcano eruptions. Another possible application of inverse modelling lies in the monitoring the CO2 emission limits where only observations at certain places are available and the task is to estimate the total releases at given locations. This gives rise to minimizing the discrepancy between the observations and the model predictions. There are two standard ways of solving such problems. In the first one, this discrepancy is regularized by adding additional terms. Such terms may include Tikhonov regularization, distance from a priori information or a smoothing term. The resulting, usually quadratic, problem is then solved via standard optimization solvers. The second approach assumes that the error term has a (normal) distribution and makes use of Bayesian modelling to identify the source term. Instead of following the above-mentioned approaches, we utilize techniques from the field of compressive sensing. Such techniques look for a sparsest solution (solution with the smallest number of nonzeros) of a linear system, where a maximal allowed error term may be added to this system. Even though this field is a developed one with many possible solution techniques, most of them do not consider even the simplest constraints which are naturally present in atmospheric modelling. One of such examples is the nonnegativity of release amounts. We believe that the concept of a sparse solution is natural in both problems of identification of the source location and of the time process of the source release. In the first case, it is usually assumed that there are only few release points and the task is to find them. In the second case, the time window is usually much longer than the duration of the actual release. In both cases, the optimal solution should contain a large amount of zeros, giving rise to the concept of sparsity. In the paper, we summarize several optimization techniques which are used for finding sparse solutions and propose their modifications to handle selected constraints such as nonnegativity constraints and simple linear constraints, for example the minimal or maximal amount of total release. These techniques range from successive convex approximations to solution of one nonconvex problem. On simple examples, we explain these techniques and compare them from the point of implementation simplicity, approximation capability and convergence properties. Finally, these methods will be applied on the European Tracer Experiment (ETEX) data and the results will be compared with the current state of arts techniques such as regularized least squares or Bayesian approach. The obtained results show the surprisingly good results of these techniques. This research is supported by EEA/Norwegian Financial Mechanism under project 7F14287 STRADI.

  9. Bayesian Mediation Analysis

    ERIC Educational Resources Information Center

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

    In this article, we propose Bayesian analysis of mediation effects. Compared with conventional frequentist mediation analysis, the Bayesian approach has several advantages. First, it allows researchers to incorporate prior information into the mediation analysis, thus potentially improving the efficiency of estimates. Second, under the Bayesian…

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

    PubMed

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

    2013-12-01

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

  11. 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.

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

    PubMed

    Schwartz, Rachel S; Mueller, Rachel L

    2010-01-11

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

  13. Bayesian Mass Estimates of the Milky Way: Including Measurement Uncertainties with Hierarchical Bayes

    NASA Astrophysics Data System (ADS)

    Eadie, Gwendolyn M.; Springford, Aaron; Harris, William E.

    2017-02-01

    We present a hierarchical Bayesian method for estimating the total mass and mass profile of the Milky Way Galaxy. The new hierarchical Bayesian approach further improves the framework presented by Eadie et al. and Eadie and Harris and builds upon the preliminary reports by Eadie et al. The method uses a distribution function f({ E },L) to model the Galaxy and kinematic data from satellite objects, such as globular clusters (GCs), to trace the Galaxy’s gravitational potential. A major advantage of the method is that it not only includes complete and incomplete data simultaneously in the analysis, but also incorporates measurement uncertainties in a coherent and meaningful way. We first test the hierarchical Bayesian framework, which includes measurement uncertainties, using the same data and power-law model assumed in Eadie and Harris and find the results are similar but more strongly constrained. Next, we take advantage of the new statistical framework and incorporate all possible GC data, finding a cumulative mass profile with Bayesian credible regions. This profile implies a mass within 125 kpc of 4.8× {10}11{M}⊙ with a 95% Bayesian credible region of (4.0{--}5.8)× {10}11{M}⊙ . Our results also provide estimates of the true specific energies of all the GCs. By comparing these estimated energies to the measured energies of GCs with complete velocity measurements, we observe that (the few) remote tracers with complete measurements may play a large role in determining a total mass estimate of the Galaxy. Thus, our study stresses the need for more remote tracers with complete velocity measurements.

  14. Basics of Bayesian methods.

    PubMed

    Ghosh, Sujit K

    2010-01-01

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

  15. Technical note: an R package for fitting sparse neural networks with application in animal breeding.

    PubMed

    Wang, Yangfan; Mi, Xue; Rosa, Guilherme J M; Chen, Zhihui; Lin, Ping; Wang, Shi; Bao, Zhenmin

    2018-05-04

    Neural networks (NNs) have emerged as a new tool for genomic selection (GS) in animal breeding. However, the properties of NN used in GS for the prediction of phenotypic outcomes are not well characterized due to the problem of over-parameterization of NN and difficulties in using whole-genome marker sets as high-dimensional NN input. In this note, we have developed an R package called snnR that finds an optimal sparse structure of a NN by minimizing the square error subject to a penalty on the L1-norm of the parameters (weights and biases), therefore solving the problem of over-parameterization in NN. We have also tested some models fitted in the snnR package to demonstrate their feasibility and effectiveness to be used in several cases as examples. In comparison of snnR to the R package brnn (the Bayesian regularized single layer NNs), with both using the entries of a genotype matrix or a genomic relationship matrix as inputs, snnR has greatly improved the computational efficiency and the prediction ability for the GS in animal breeding because snnR implements a sparse NN with many hidden layers.

  16. Spatial distribution of precipitation extremes in Norway

    NASA Astrophysics Data System (ADS)

    Verpe Dyrrdal, Anita; Skaugen, Thomas; Lenkoski, Alex; Thorarinsdottir, Thordis; Stordal, Frode; Førland, Eirik J.

    2015-04-01

    Estimates of extreme precipitation, in terms of return levels, are crucial in planning and design of important infrastructure. Through two separate studies, we have examined the levels and spatial distribution of daily extreme precipitation over catchments in Norway, and hourly extreme precipitation in a point. The analyses were carried out through the development of two new methods for estimating extreme precipitation in Norway. For daily precipitation we fit the Generalized Extreme Value (GEV) distribution to areal time series from a gridded dataset, consisting of daily precipitation during the period 1957-today with a resolution of 1x1 km². This grid-based method is more objective and less manual and time-consuming compared to the existing method at MET Norway. In addition, estimates in ungauged catchments are easier to obtain, and the GEV approach includes a measure of uncertainty, which is a requirement in climate studies today. Further, we go into depth on the debated GEV shape parameter, which plays an important role for longer return periods. We show that it varies according to dominating precipitation types, having positive values in the southeast and negative values in the southwest. We also find indications that the degree of orographic enhancement might affect the shape parameter. For hourly precipitation, we estimate return levels on a 1x1 km² grid, by linking GEV distributions with latent Gaussian fields in a Bayesian hierarchical model (BHM). Generalized linear models on the GEV parameters, estimated from observations, are able to incorporate location-specific geographic and meteorological information and thereby accommodate these effects on extreme precipitation. Gaussian fields capture additional unexplained spatial heterogeneity and overcome the sparse grid on which observations are collected, while a Bayesian model averaging component directly assesses model uncertainty. We find that mean summer precipitation, mean summer temperature, latitude, longitude, mean annual precipitation and elevation are good covariate candidates for hourly precipitation in our model. Summer indices succeed because hourly precipitation extremes often occur during the convective season. The spatial distribution of hourly and daily precipitation differs in Norway. Daily precipitation extremes are larger along the southwestern coast, where large-scale frontal systems dominate during fall season and the mountain ridge generates strong orographic enhancement. The largest hourly precipitation extremes are mostly produced by intense convective showers during summer, and are thus found along the entire southern coast, including the Oslo-region.

  17. 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.

  18. Poly-Omic Prediction of Complex Traits: OmicKriging

    PubMed Central

    Wheeler, Heather E.; Aquino-Michaels, Keston; Gamazon, Eric R.; Trubetskoy, Vassily V.; Dolan, M. Eileen; Huang, R. Stephanie; Cox, Nancy J.; Im, Hae Kyung

    2014-01-01

    High-confidence prediction of complex traits such as disease risk or drug response is an ultimate goal of personalized medicine. Although genome-wide association studies have discovered thousands of well-replicated polymorphisms associated with a broad spectrum of complex traits, the combined predictive power of these associations for any given trait is generally too low to be of clinical relevance. We propose a novel systems approach to complex trait prediction, which leverages and integrates similarity in genetic, transcriptomic, or other omics-level data. We translate the omic similarity into phenotypic similarity using a method called Kriging, commonly used in geostatistics and machine learning. Our method called OmicKriging emphasizes the use of a wide variety of systems-level data, such as those increasingly made available by comprehensive surveys of the genome, transcriptome, and epigenome, for complex trait prediction. Furthermore, our OmicKriging framework allows easy integration of prior information on the function of subsets of omics-level data from heterogeneous sources without the sometimes heavy computational burden of Bayesian approaches. Using seven disease datasets from the Wellcome Trust Case Control Consortium (WTCCC), we show that OmicKriging allows simple integration of sparse and highly polygenic components yielding comparable performance at a fraction of the computing time of a recently published Bayesian sparse linear mixed model method. Using a cellular growth phenotype, we show that integrating mRNA and microRNA expression data substantially increases performance over either dataset alone. Using clinical statin response, we show improved prediction over existing methods. PMID:24799323

  19. Diagnostic accuracy of a bayesian latent group analysis for the detection of malingering-related poor effort.

    PubMed

    Ortega, Alonso; Labrenz, Stephan; Markowitsch, Hans J; Piefke, Martina

    2013-01-01

    In the last decade, different statistical techniques have been introduced to improve assessment of malingering-related poor effort. In this context, we have recently shown preliminary evidence that a Bayesian latent group model may help to optimize classification accuracy using a simulation research design. In the present study, we conducted two analyses. Firstly, we evaluated how accurately this Bayesian approach can distinguish between participants answering in an honest way (honest response group) and participants feigning cognitive impairment (experimental malingering group). Secondly, we tested the accuracy of our model in the differentiation between patients who had real cognitive deficits (cognitively impaired group) and participants who belonged to the experimental malingering group. All Bayesian analyses were conducted using the raw scores of a visual recognition forced-choice task (2AFC), the Test of Memory Malingering (TOMM, Trial 2), and the Word Memory Test (WMT, primary effort subtests). The first analysis showed 100% accuracy for the Bayesian model in distinguishing participants of both groups with all effort measures. The second analysis showed outstanding overall accuracy of the Bayesian model when estimates were obtained from the 2AFC and the TOMM raw scores. Diagnostic accuracy of the Bayesian model diminished when using the WMT total raw scores. Despite, overall diagnostic accuracy can still be considered excellent. The most plausible explanation for this decrement is the low performance in verbal recognition and fluency tasks of some patients of the cognitively impaired group. Additionally, the Bayesian model provides individual estimates, p(zi |D), of examinees' effort levels. In conclusion, both high classification accuracy levels and Bayesian individual estimates of effort may be very useful for clinicians when assessing for effort in medico-legal settings.

  20. 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

  1. Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2007: Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5 particles with aerodynamic diameter < 2.5 microns)concentrations throughout the continental United States during the 2007 calen...

  2. Bayesian energy landscape tilting: towards concordant models of molecular ensembles.

    PubMed

    Beauchamp, Kyle A; Pande, Vijay S; Das, Rhiju

    2014-03-18

    Predicting biological structure has remained challenging for systems such as disordered proteins that take on myriad conformations. Hybrid simulation/experiment strategies have been undermined by difficulties in evaluating errors from computational model inaccuracies and data uncertainties. Building on recent proposals from maximum entropy theory and nonequilibrium thermodynamics, we address these issues through a Bayesian energy landscape tilting (BELT) scheme for computing Bayesian hyperensembles over conformational ensembles. BELT uses Markov chain Monte Carlo to directly sample maximum-entropy conformational ensembles consistent with a set of input experimental observables. To test this framework, we apply BELT to model trialanine, starting from disagreeing simulations with the force fields ff96, ff99, ff99sbnmr-ildn, CHARMM27, and OPLS-AA. BELT incorporation of limited chemical shift and (3)J measurements gives convergent values of the peptide's α, β, and PPII conformational populations in all cases. As a test of predictive power, all five BELT hyperensembles recover set-aside measurements not used in the fitting and report accurate errors, even when starting from highly inaccurate simulations. BELT's principled framework thus enables practical predictions for complex biomolecular systems from discordant simulations and sparse data. Copyright © 2014 Biophysical Society. Published by Elsevier Inc. All rights reserved.

  3. Internal Medicine residents use heuristics to estimate disease probability

    PubMed Central

    Phang, Sen Han; Ravani, Pietro; Schaefer, Jeffrey; Wright, Bruce; McLaughlin, Kevin

    2015-01-01

    Background Training in Bayesian reasoning may have limited impact on accuracy of probability estimates. In this study, our goal was to explore whether residents previously exposed to Bayesian reasoning use heuristics rather than Bayesian reasoning to estimate disease probabilities. We predicted that if residents use heuristics then post-test probability estimates would be increased by non-discriminating clinical features or a high anchor for a target condition. Method We randomized 55 Internal Medicine residents to different versions of four clinical vignettes and asked them to estimate probabilities of target conditions. We manipulated the clinical data for each vignette to be consistent with either 1) using a representative heuristic, by adding non-discriminating prototypical clinical features of the target condition, or 2) using anchoring with adjustment heuristic, by providing a high or low anchor for the target condition. Results When presented with additional non-discriminating data the odds of diagnosing the target condition were increased (odds ratio (OR) 2.83, 95% confidence interval [1.30, 6.15], p = 0.009). Similarly, the odds of diagnosing the target condition were increased when a high anchor preceded the vignette (OR 2.04, [1.09, 3.81], p = 0.025). Conclusions Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing. PMID:27004080

  4. BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES

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

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

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

  5. A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

    NASA Astrophysics Data System (ADS)

    Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

    2017-02-01

    A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod-Patterson-Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.

  6. Bayesian parameter estimation for chiral effective field theory

    NASA Astrophysics Data System (ADS)

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

    2016-09-01

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

  7. Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques

    NASA Technical Reports Server (NTRS)

    Saha, Bhaskar; Goebel, kai

    2007-01-01

    Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.

  8. Clinical judgment to estimate pretest probability in the diagnosis of Cushing's syndrome under a Bayesian perspective.

    PubMed

    Cipoli, Daniel E; Martinez, Edson Z; Castro, Margaret de; Moreira, Ayrton C

    2012-12-01

    To estimate the pretest probability of Cushing's syndrome (CS) diagnosis by a Bayesian approach using intuitive clinical judgment. Physicians were requested, in seven endocrinology meetings, to answer three questions: "Based on your personal expertise, after obtaining clinical history and physical examination, without using laboratorial tests, what is your probability of diagnosing Cushing's Syndrome?"; "For how long have you been practicing Endocrinology?"; and "Where do you work?". A Bayesian beta regression, using the WinBugs software was employed. We obtained 294 questionnaires. The mean pretest probability of CS diagnosis was 51.6% (95%CI: 48.7-54.3). The probability was directly related to experience in endocrinology, but not with the place of work. Pretest probability of CS diagnosis was estimated using a Bayesian methodology. Although pretest likelihood can be context-dependent, experience based on years of practice may help the practitioner to diagnosis CS.

  9. Sample-Starved Large Scale Network Analysis

    DTIC Science & Technology

    2016-05-05

    As reported in our journal publication (G. Marjanovic and A. O. Hero, ”l0 Sparse Inverse Covariance Estimation,” IEEE Trans on Signal Processing, vol... Marjanovic and A. O. Hero, ”l0 Sparse Inverse Covariance Estimation,” in IEEE Trans on Signal Processing, vol. 63, no. 12, pp. 3218-3231, May 2015. 6. G

  10. Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

    USGS Publications Warehouse

    Plant, Nathaniel G.; Holland, K. Todd

    2011-01-01

    A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

  11. Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

    EPA Science Inventory

    Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

  12. Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2008: Annual Report

    EPA Science Inventory

    This report describes EPA’s Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5, particles with aerodynamic diameter < 2.5 microns) concentrations throughout the continental United States during the 2007 ca...

  13. A comparison of adaptive sampling designs and binary spatial models: A simulation study using a census of Bromus inermis

    USGS Publications Warehouse

    Irvine, Kathryn M.; Thornton, Jamie; Backus, Vickie M.; Hohmann, Matthew G.; Lehnhoff, Erik A.; Maxwell, Bruce D.; Michels, Kurt; Rew, Lisa

    2013-01-01

    Commonly in environmental and ecological studies, species distribution data are recorded as presence or absence throughout a spatial domain of interest. Field based studies typically collect observations by sampling a subset of the spatial domain. We consider the effects of six different adaptive and two non-adaptive sampling designs and choice of three binary models on both predictions to unsampled locations and parameter estimation of the regression coefficients (species–environment relationships). Our simulation study is unique compared to others to date in that we virtually sample a true known spatial distribution of a nonindigenous plant species, Bromus inermis. The census of B. inermis provides a good example of a species distribution that is both sparsely (1.9 % prevalence) and patchily distributed. We find that modeling the spatial correlation using a random effect with an intrinsic Gaussian conditionally autoregressive prior distribution was equivalent or superior to Bayesian autologistic regression in terms of predicting to un-sampled areas when strip adaptive cluster sampling was used to survey B. inermis. However, inferences about the relationships between B. inermis presence and environmental predictors differed between the two spatial binary models. The strip adaptive cluster designs we investigate provided a significant advantage in terms of Markov chain Monte Carlo chain convergence when trying to model a sparsely distributed species across a large area. In general, there was little difference in the choice of neighborhood, although the adaptive king was preferred when transects were randomly placed throughout the spatial domain.

  14. Nowcasting Cloud Fields for U.S. Air Force Special Operations

    DTIC Science & Technology

    2017-03-01

    application of Bayes’ Rule offers many advantages over Kernel Density Estimation (KDE) and other commonly used statistical post-processing methods...reflectance and probability of cloud. A statistical post-processing technique is applied using Bayesian estimation to train the system from a set of past...nowcasting, low cloud forecasting, cloud reflectance, ISR, Bayesian estimation, statistical post-processing, machine learning 15. NUMBER OF PAGES

  15. Bayesian hierarchical model for large-scale covariance matrix estimation.

    PubMed

    Zhu, Dongxiao; Hero, Alfred O

    2007-12-01

    Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.

  16. Large Scale Density Estimation of Blue and Fin Whales: Utilizing Sparse Array Data to Develop and Implement a New Method for Estimating Blue and Fin Whale Density

    DTIC Science & Technology

    2015-09-30

    1 DISTRIBUTION STATEMENT A. Approved for public release; distribution is unlimited. Large Scale Density Estimation of Blue and Fin Whales ...Utilizing Sparse Array Data to Develop and Implement a New Method for Estimating Blue and Fin Whale Density Len Thomas & Danielle Harris Centre...to develop and implement a new method for estimating blue and fin whale density that is effective over large spatial scales and is designed to cope

  17. Bayesian calibration for forensic age estimation.

    PubMed

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

    2015-05-10

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

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

    PubMed

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

    2016-01-01

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

  19. A fresh look at the Last Glacial Maximum using Paleoclimate Data Assimilation

    NASA Astrophysics Data System (ADS)

    Malevich, S. B.; Tierney, J. E.; Hakim, G. J.; Tardif, R.

    2017-12-01

    Quantifying climate conditions during the Last Glacial Maximum ( 21ka) can help us to understand climate responses to forcing and climate states that are poorly represented in the instrumental record. Paleoclimate proxies may be used to estimate these climate conditions, but proxies are sparsely distributed and possess uncertainties from environmental and biogeochemical processes. Alternatively, climate model simulations provide a full-field view, but may predict unrealistic climate states or states not faithful to proxy records. Here, we use data assimilation - combining climate proxy records with a theoretical understanding from climate models - to produce field reconstructions of the LGM that leverage the information from both data and models. To date, data assimilation has mainly been used to produce reconstructions of climate fields through the last millennium. We expand this approach in order to produce a climate fields for the Last Glacial Maximum using an ensemble Kalman filter assimilation. Ensemble samples were formed from output from multiple models including CCSM3, CESM2.1, and HadCM3. These model simulations are combined with marine sediment proxies for upper ocean temperature (TEX86, UK'37, Mg/Ca and δ18O of foraminifera), utilizing forward models based on a newly developed suite of Bayesian proxy system models. We also incorporate age model and radiocarbon reservoir uncertainty into our reconstructions using Bayesian age modeling software. The resulting fields show familiar patterns based on comparison with previous proxy-based reconstructions, but additionally reveal novel patterns of large-scale shifts in ocean-atmosphere dynamics, as the surface temperature data inform upon atmospheric circulation and precipitation patterns.

  20. Population influences on tornado reports in the United States

    USGS Publications Warehouse

    Anderson, C.J.; Wikle, C.K.; Zhou, Q.; Royle, J. Andrew

    2007-01-01

    The number of tornadoes reported in the United States is believed to be less than the actual incidence of tornadoes, especially prior to the 1990s, because tornadoes may be undetectable by human witnesses in sparsely populated areas and areas in which obstructions limit the line of sight. A hierarchical Bayesian model is used to simultaneously correct for population-based sampling bias and estimate tornado density using historical tornado report data. The expected result is that F2-F5 compared with F0-F1 tornado reports would vary less with population density. The results agree with this hypothesis for the following population centers: Atlanta, Georgia; Champaign, Illinois; and Des Moines, Iowa. However, the results indicated just the opposite in Oklahoma. It is hypothesized that the result is explained by the misclassification of tornadoes that were worthy of F2-F5 rating but were classified as F0-F1 tornadoes, thereby artificially decreasing the number of F2-F5 and increasing the number of F0-F1 reports in rural Oklahoma.

  1. Probabilistic Common Spatial Patterns for Multichannel EEG Analysis

    PubMed Central

    Chen, Zhe; Gao, Xiaorong; Li, Yuanqing; Brown, Emery N.; Gao, Shangkai

    2015-01-01

    Common spatial patterns (CSP) is a well-known spatial filtering algorithm for multichannel electroencephalogram (EEG) analysis. In this paper, we cast the CSP algorithm in a probabilistic modeling setting. Specifically, probabilistic CSP (P-CSP) is proposed as a generic EEG spatio-temporal modeling framework that subsumes the CSP and regularized CSP algorithms. The proposed framework enables us to resolve the overfitting issue of CSP in a principled manner. We derive statistical inference algorithms that can alleviate the issue of local optima. In particular, an efficient algorithm based on eigendecomposition is developed for maximum a posteriori (MAP) estimation in the case of isotropic noise. For more general cases, a variational algorithm is developed for group-wise sparse Bayesian learning for the P-CSP model and for automatically determining the model size. The two proposed algorithms are validated on a simulated data set. Their practical efficacy is also demonstrated by successful applications to single-trial classifications of three motor imagery EEG data sets and by the spatio-temporal pattern analysis of one EEG data set recorded in a Stroop color naming task. PMID:26005228

  2. Double versus single stenting for coronary bifurcation lesions: a meta-analysis.

    PubMed

    Katritsis, Demosthenes G; Siontis, George C M; Ioannidis, John P A

    2009-10-01

    Several trials have addressed whether bifurcation lesions require stenting of both the main vessel and side branch, but uncertainty remains on the benefits of such double versus single stenting of the main vessel only. We have conducted a meta-analysis of randomized trials including patients with coronary bifurcation lesions who were randomly selected to undergo percutaneous coronary intervention by either double or single stenting. Six studies (n=1642 patients) were eligible. There was increased risk of myocardial infarction with double stenting (risk ratio, 1.78; P=0.001 by fixed effects; risk ratio, 1.49 with Bayesian meta-analysis). The summary point estimate suggested also an increased risk of stent thrombosis with double stenting, but the difference was not nominally significant given the sparse data (risk ratio, 1.85; P=0.19). No obvious difference was seen for death (risk ratio, 0.81; P=0.66) and target lesion revascularization (risk ratio, 1.09; P=0.67). Stenting of both the main vessel and side branch in bifurcation lesions may increase myocardial infarction and stent thrombosis risk compared with stenting of the main vessel only.

  3. Technical Report: Algorithm and Implementation for Quasispecies Abundance Inference with Confidence Intervals from Metagenomic Sequence Data

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

    McLoughlin, Kevin

    2016-01-11

    This report describes the design and implementation of an algorithm for estimating relative microbial abundances, together with confidence limits, using data from metagenomic DNA sequencing. For the background behind this project and a detailed discussion of our modeling approach for metagenomic data, we refer the reader to our earlier technical report, dated March 4, 2014. Briefly, we described a fully Bayesian generative model for paired-end sequence read data, incorporating the effects of the relative abundances, the distribution of sequence fragment lengths, fragment position bias, sequencing errors and variations between the sampled genomes and the nearest reference genomes. A distinctive featuremore » of our modeling approach is the use of a Chinese restaurant process (CRP) to describe the selection of genomes to be sampled, and thus the relative abundances. The CRP component is desirable for fitting abundances to reads that may map ambiguously to multiple targets, because it naturally leads to sparse solutions that select the best representative from each set of nearly equivalent genomes.« less

  4. 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.

  5. A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research

    PubMed Central

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

    2014-01-01

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

  6. Practical Bayesian tomography

    NASA Astrophysics Data System (ADS)

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

    2016-03-01

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

  7. Tmax Determined Using a Bayesian Estimation Deconvolution Algorithm Applied to Bolus Tracking Perfusion Imaging: A Digital Phantom Validation Study.

    PubMed

    Uwano, Ikuko; Sasaki, Makoto; Kudo, Kohsuke; Boutelier, Timothé; Kameda, Hiroyuki; Mori, Futoshi; Yamashita, Fumio

    2017-01-10

    The Bayesian estimation algorithm improves the precision of bolus tracking perfusion imaging. However, this algorithm cannot directly calculate Tmax, the time scale widely used to identify ischemic penumbra, because Tmax is a non-physiological, artificial index that reflects the tracer arrival delay (TD) and other parameters. We calculated Tmax from the TD and mean transit time (MTT) obtained by the Bayesian algorithm and determined its accuracy in comparison with Tmax obtained by singular value decomposition (SVD) algorithms. The TD and MTT maps were generated by the Bayesian algorithm applied to digital phantoms with time-concentration curves that reflected a range of values for various perfusion metrics using a global arterial input function. Tmax was calculated from the TD and MTT using constants obtained by a linear least-squares fit to Tmax obtained from the two SVD algorithms that showed the best benchmarks in a previous study. Correlations between the Tmax values obtained by the Bayesian and SVD methods were examined. The Bayesian algorithm yielded accurate TD and MTT values relative to the true values of the digital phantom. Tmax calculated from the TD and MTT values with the least-squares fit constants showed excellent correlation (Pearson's correlation coefficient = 0.99) and agreement (intraclass correlation coefficient = 0.99) with Tmax obtained from SVD algorithms. Quantitative analyses of Tmax values calculated from Bayesian-estimation algorithm-derived TD and MTT from a digital phantom correlated and agreed well with Tmax values determined using SVD algorithms.

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

    PubMed

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

    2017-12-01

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

  9. Physics of ultrasonic wave propagation in bone and heart characterized using Bayesian parameter estimation

    NASA Astrophysics Data System (ADS)

    Anderson, Christian Carl

    This Dissertation explores the physics underlying the propagation of ultrasonic waves in bone and in heart tissue through the use of Bayesian probability theory. Quantitative ultrasound is a noninvasive modality used for clinical detection, characterization, and evaluation of bone quality and cardiovascular disease. Approaches that extend the state of knowledge of the physics underpinning the interaction of ultrasound with inherently inhomogeneous and isotropic tissue have the potential to enhance its clinical utility. Simulations of fast and slow compressional wave propagation in cancellous bone were carried out to demonstrate the plausibility of a proposed explanation for the widely reported anomalous negative dispersion in cancellous bone. The results showed that negative dispersion could arise from analysis that proceeded under the assumption that the data consist of only a single ultrasonic wave, when in fact two overlapping and interfering waves are present. The confounding effect of overlapping fast and slow waves was addressed by applying Bayesian parameter estimation to simulated data, to experimental data acquired on bone-mimicking phantoms, and to data acquired in vitro on cancellous bone. The Bayesian approach successfully estimated the properties of the individual fast and slow waves even when they strongly overlapped in the acquired data. The Bayesian parameter estimation technique was further applied to an investigation of the anisotropy of ultrasonic properties in cancellous bone. The degree to which fast and slow waves overlap is partially determined by the angle of insonation of ultrasound relative to the predominant direction of trabecular orientation. In the past, studies of anisotropy have been limited by interference between fast and slow waves over a portion of the range of insonation angles. Bayesian analysis estimated attenuation, velocity, and amplitude parameters over the entire range of insonation angles, allowing a more complete characterization of anisotropy. A novel piecewise linear model for the cyclic variation of ultrasonic backscatter from myocardium was proposed. Models of cyclic variation for 100 type 2 diabetes patients and 43 normal control subjects were constructed using Bayesian parameter estimation. Parameters determined from the model, specifically rise time and slew rate, were found to be more reliable in differentiating between subject groups than the previously employed magnitude parameter.

  10. Inference for High-dimensional Differential Correlation Matrices.

    PubMed

    Cai, T Tony; Zhang, Anru

    2016-01-01

    Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical guarantees are given. Minimax rate of convergence is established and the proposed estimator is shown to be adaptively rate-optimal over collections of paired correlation matrices with approximately sparse differences. Simulation results show that the procedure significantly outperforms two other natural methods that are based on separate estimation of the individual correlation matrices. The procedure is also illustrated through an analysis of a breast cancer dataset, which provides evidence at the gene co-expression level that several genes, of which a subset has been previously verified, are associated with the breast cancer. Hypothesis testing on the differential correlation matrices is also considered. A test, which is particularly well suited for testing against sparse alternatives, is introduced. In addition, other related problems, including estimation of a single sparse correlation matrix, estimation of the differential covariance matrices, and estimation of the differential cross-correlation matrices, are also discussed.

  11. Sparse array angle estimation using reduced-dimension ESPRIT-MUSIC in MIMO radar.

    PubMed

    Zhang, Chaozhu; Pang, Yucai

    2013-01-01

    Sparse linear arrays provide better performance than the filled linear arrays in terms of angle estimation and resolution with reduced size and low cost. However, they are subject to manifold ambiguity. In this paper, both the transmit array and receive array are sparse linear arrays in the bistatic MIMO radar. Firstly, we present an ESPRIT-MUSIC method in which ESPRIT algorithm is used to obtain ambiguous angle estimates. The disambiguation algorithm uses MUSIC-based procedure to identify the true direction cosine estimate from a set of ambiguous candidate estimates. The paired transmit angle and receive angle can be estimated and the manifold ambiguity can be solved. However, the proposed algorithm has high computational complexity due to the requirement of two-dimension search. Further, the Reduced-Dimension ESPRIT-MUSIC (RD-ESPRIT-MUSIC) is proposed to reduce the complexity of the algorithm. And the RD-ESPRIT-MUSIC only demands one-dimension search. Simulation results demonstrate the effectiveness of the method.

  12. 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…

  13. 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…

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

    NASA Astrophysics Data System (ADS)

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

    2007-06-01

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

  15. A simulation study on Bayesian Ridge regression models for several collinearity levels

    NASA Astrophysics Data System (ADS)

    Efendi, Achmad; Effrihan

    2017-12-01

    When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.

  16. Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

    NASA Astrophysics Data System (ADS)

    Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

    2018-05-01

    Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

  17. Bayesian methods in reliability

    NASA Astrophysics Data System (ADS)

    Sander, P.; Badoux, R.

    1991-11-01

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

  18. 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…

  19. Bayesian Estimation of Fugitive Methane Point Source Emission Rates from a SingleDownwind High-Frequency Gas Sensor

    EPA Science Inventory

    Bayesian Estimation of Fugitive Methane Point Source Emission Rates from a Single Downwind High-Frequency Gas Sensor With the tremendous advances in onshore oil and gas exploration and production (E&P) capability comes the realization that new tools are needed to support env...

  20. Bayesian Threshold Estimation

    ERIC Educational Resources Information Center

    Gustafson, S. C.; Costello, C. S.; Like, E. C.; Pierce, S. J.; Shenoy, K. N.

    2009-01-01

    Bayesian estimation of a threshold time (hereafter simply threshold) for the receipt of impulse signals is accomplished given the following: 1) data, consisting of the number of impulses received in a time interval from zero to one and the time of the largest time impulse; 2) a model, consisting of a uniform probability density of impulse time…

  1. Reconstruction of spatio-temporal temperature from sparse historical records using robust probabilistic principal component regression

    USGS Publications Warehouse

    Tipton, John; Hooten, Mevin B.; Goring, Simon

    2017-01-01

    Scientific records of temperature and precipitation have been kept for several hundred years, but for many areas, only a shorter record exists. To understand climate change, there is a need for rigorous statistical reconstructions of the paleoclimate using proxy data. Paleoclimate proxy data are often sparse, noisy, indirect measurements of the climate process of interest, making each proxy uniquely challenging to model statistically. We reconstruct spatially explicit temperature surfaces from sparse and noisy measurements recorded at historical United States military forts and other observer stations from 1820 to 1894. One common method for reconstructing the paleoclimate from proxy data is principal component regression (PCR). With PCR, one learns a statistical relationship between the paleoclimate proxy data and a set of climate observations that are used as patterns for potential reconstruction scenarios. We explore PCR in a Bayesian hierarchical framework, extending classical PCR in a variety of ways. First, we model the latent principal components probabilistically, accounting for measurement error in the observational data. Next, we extend our method to better accommodate outliers that occur in the proxy data. Finally, we explore alternatives to the truncation of lower-order principal components using different regularization techniques. One fundamental challenge in paleoclimate reconstruction efforts is the lack of out-of-sample data for predictive validation. Cross-validation is of potential value, but is computationally expensive and potentially sensitive to outliers in sparse data scenarios. To overcome the limitations that a lack of out-of-sample records presents, we test our methods using a simulation study, applying proper scoring rules including a computationally efficient approximation to leave-one-out cross-validation using the log score to validate model performance. The result of our analysis is a spatially explicit reconstruction of spatio-temporal temperature from a very sparse historical record.

  2. Mixture class recovery in GMM under varying degrees of class separation: frequentist versus Bayesian estimation.

    PubMed

    Depaoli, Sarah

    2013-06-01

    Growth mixture modeling (GMM) represents a technique that is designed to capture change over time for unobserved subgroups (or latent classes) that exhibit qualitatively different patterns of growth. The aim of the current article was to explore the impact of latent class separation (i.e., how similar growth trajectories are across latent classes) on GMM performance. Several estimation conditions were compared: maximum likelihood via the expectation maximization (EM) algorithm and the Bayesian framework implementing diffuse priors, "accurate" informative priors, weakly informative priors, data-driven informative priors, priors reflecting partial-knowledge of parameters, and "inaccurate" (but informative) priors. The main goal was to provide insight about the optimal estimation condition under different degrees of latent class separation for GMM. Results indicated that optimal parameter recovery was obtained though the Bayesian approach using "accurate" informative priors, and partial-knowledge priors showed promise for the recovery of the growth trajectory parameters. Maximum likelihood and the remaining Bayesian estimation conditions yielded poor parameter recovery for the latent class proportions and the growth trajectories. (PsycINFO Database Record (c) 2013 APA, all rights reserved).

  3. Cross-Cultural Invariance of the Mental Toughness Inventory Among Australian, Chinese, and Malaysian Athletes: A Bayesian Estimation Approach.

    PubMed

    Gucciardi, Daniel F; Zhang, Chun-Qing; Ponnusamy, Vellapandian; Si, Gangyan; Stenling, Andreas

    2016-04-01

    The aims of this study were to assess the cross-cultural invariance of athletes' self-reports of mental toughness and to introduce and illustrate the application of approximate measurement invariance using Bayesian estimation for sport and exercise psychology scholars. Athletes from Australia (n = 353, Mage = 19.13, SD = 3.27, men = 161), China (n = 254, Mage = 17.82, SD = 2.28, men = 138), and Malaysia (n = 341, Mage = 19.13, SD = 3.27, men = 200) provided a cross-sectional snapshot of their mental toughness. The cross-cultural invariance of the mental toughness inventory in terms of (a) the factor structure (configural invariance), (b) factor loadings (metric invariance), and (c) item intercepts (scalar invariance) was tested using an approximate measurement framework with Bayesian estimation. Results indicated that approximate metric and scalar invariance was established. From a methodological standpoint, this study demonstrated the usefulness and flexibility of Bayesian estimation for single-sample and multigroup analyses of measurement instruments. Substantively, the current findings suggest that the measurement of mental toughness requires cultural adjustments to better capture the contextually salient (emic) aspects of this concept.

  4. A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

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

    Liao, Qinzhuo, E-mail: liaoqz@pku.edu.cn; Zhang, Dongxiao; Tchelepi, Hamdi

    A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiencymore » of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.« less

  5. K-ε Turbulence Model Parameter Estimates Using an Approximate Self-similar Jet-in-Crossflow Solution

    DOE PAGES

    DeChant, Lawrence; Ray, Jaideep; Lefantzi, Sophia; ...

    2017-06-09

    The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnelmore » data has yielded parameter estimates that are far more predictive than nominal parameter values. In this paper, we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. Finally, the close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.« less

  6. Moments and Root-Mean-Square Error of the Bayesian MMSE Estimator of Classification Error in the Gaussian Model.

    PubMed

    Zollanvari, Amin; Dougherty, Edward R

    2014-06-01

    The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because the error must be estimated using the same data from which the classifier has been designed. Use of prior knowledge, in the form of a prior distribution on an uncertainty class of feature-label distributions to which the true, but unknown, feature-distribution belongs, can facilitate accurate error estimation (in the mean-square sense) in circumstances where accurate completely model-free error estimation is impossible. This paper provides analytic asymptotically exact finite-sample approximations for various performance metrics of the resulting Bayesian Minimum Mean-Square-Error (MMSE) error estimator in the case of linear discriminant analysis (LDA) in the multivariate Gaussian model. These performance metrics include the first, second, and cross moments of the Bayesian MMSE error estimator with the true error of LDA, and therefore, the Root-Mean-Square (RMS) error of the estimator. We lay down the theoretical groundwork for Kolmogorov double-asymptotics in a Bayesian setting, which enables us to derive asymptotic expressions of the desired performance metrics. From these we produce analytic finite-sample approximations and demonstrate their accuracy via numerical examples. Various examples illustrate the behavior of these approximations and their use in determining the necessary sample size to achieve a desired RMS. The Supplementary Material contains derivations for some equations and added figures.

  7. Bayesian networks of age estimation and classification based on dental evidence: A study on the third molar mineralization.

    PubMed

    Sironi, Emanuele; Pinchi, Vilma; Pradella, Francesco; Focardi, Martina; Bozza, Silvia; Taroni, Franco

    2018-04-01

    Not only does the Bayesian approach offer a rational and logical environment for evidence evaluation in a forensic framework, but it also allows scientists to coherently deal with uncertainty related to a collection of multiple items of evidence, due to its flexible nature. Such flexibility might come at the expense of elevated computational complexity, which can be handled by using specific probabilistic graphical tools, namely Bayesian networks. In the current work, such probabilistic tools are used for evaluating dental evidence related to the development of third molars. A set of relevant properties characterizing the graphical models are discussed and Bayesian networks are implemented to deal with the inferential process laying beyond the estimation procedure, as well as to provide age estimates. Such properties include operationality, flexibility, coherence, transparence and sensitivity. A data sample composed of Italian subjects was employed for the analysis; results were in agreement with previous studies in terms of point estimate and age classification. The influence of the prior probability elicitation in terms of Bayesian estimate and classifies was also analyzed. Findings also supported the opportunity to take into consideration multiple teeth in the evaluative procedure, since it can be shown this results in an increased robustness towards the prior probability elicitation process, as well as in more favorable outcomes from a forensic perspective. Copyright © 2018 Elsevier Ltd and Faculty of Forensic and Legal Medicine. All rights reserved.

  8. As-built design specification for proportion estimate software subsystem

    NASA Technical Reports Server (NTRS)

    Obrien, S. (Principal Investigator)

    1980-01-01

    The Proportion Estimate Processor evaluates four estimation techniques in order to get an improved estimate of the proportion of a scene that is planted in a selected crop. The four techniques to be evaluated were provided by the techniques development section and are: (1) random sampling; (2) proportional allocation, relative count estimate; (3) proportional allocation, Bayesian estimate; and (4) sequential Bayesian allocation. The user is given two options for computation of the estimated mean square error. These are referred to as the cluster calculation option and the segment calculation option. The software for the Proportion Estimate Processor is operational on the IBM 3031 computer.

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

    PubMed Central

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

    2015-01-01

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

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

    PubMed

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

    2015-01-01

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

  11. Spatially Correlated Sparse MIMO Channel Path Delay Estimation in Scattering Environments Based on Signal Subspace Tracking

    PubMed Central

    Chargé, Pascal; Bazzi, Oussama; Ding, Yuehua

    2018-01-01

    A parametric scheme for spatially correlated sparse multiple-input multiple-output (MIMO) channel path delay estimation in scattering environments is presented in this paper. In MIMO outdoor communication scenarios, channel impulse responses (CIRs) of different transmit–receive antenna pairs are often supposed to be sparse due to a few significant scatterers, and share a common sparse pattern, such that path delays are assumed to be equal for every transmit–receive antenna pair. In some existing works, an exact common support condition is exploited, where the path delays are considered equal for every transmit–receive antenna pair, meanwhile ignoring the influence of scattering. A more realistic channel model is proposed in this paper, where due to scatterers in the environment, the received signals are modeled as clusters of multi-rays around a nominal or mean time delay at different antenna elements, resulting in a non-strictly exact common support phenomenon. A method for estimating the channel mean path delays is then derived based on the subspace approach, and the tracking of the effective dimension of the signal subspace that changes due to the wireless environment. The proposed method shows an improved channel mean path delays estimation performance in comparison with the conventional estimation methods. PMID:29734797

  12. Spatially Correlated Sparse MIMO Channel Path Delay Estimation in Scattering Environments Based on Signal Subspace Tracking.

    PubMed

    Mohydeen, Ali; Chargé, Pascal; Wang, Yide; Bazzi, Oussama; Ding, Yuehua

    2018-05-06

    A parametric scheme for spatially correlated sparse multiple-input multiple-output (MIMO) channel path delay estimation in scattering environments is presented in this paper. In MIMO outdoor communication scenarios, channel impulse responses (CIRs) of different transmit⁻receive antenna pairs are often supposed to be sparse due to a few significant scatterers, and share a common sparse pattern, such that path delays are assumed to be equal for every transmit⁻receive antenna pair. In some existing works, an exact common support condition is exploited, where the path delays are considered equal for every transmit⁻receive antenna pair, meanwhile ignoring the influence of scattering. A more realistic channel model is proposed in this paper, where due to scatterers in the environment, the received signals are modeled as clusters of multi-rays around a nominal or mean time delay at different antenna elements, resulting in a non-strictly exact common support phenomenon. A method for estimating the channel mean path delays is then derived based on the subspace approach, and the tracking of the effective dimension of the signal subspace that changes due to the wireless environment. The proposed method shows an improved channel mean path delays estimation performance in comparison with the conventional estimation methods.

  13. Intercomparison of two BRDF models in the estimation of the directional emissivity in MIR channel from MSG1-SEVIRI data.

    PubMed

    Jiang, Geng-Ming; Li, Zhao-Liang

    2008-11-10

    This work intercompared two Bi-directional Reflectance Distribution Function (BRDF) models, the modified Minnaert's model and the RossThick-LiSparse-R model, in the estimation of the directional emissivity in Middle Infra-Red (MIR) channel from the data acquired by the Spinning Enhanced Visible and Infra-Red Imager (SEVIRI) onboard the first Meteosat Second Generation (MSG1). The bi-directional reflectances in SEVIRI channel 4 (3.9 microm) were estimated from the combined MIR and Thermal Infra-Red (TIR) data and then were used to estimate the directional emissivity in this channel with aid of the BRDF models. The results show that: (1) Both models can relatively well describe the non-Lambertian reflective behavior of land surfaces in SEVIRI channel 4; (2) The RossThick-LiSparse-R model is better than the modified Minnaert's model in modeling the bi-directional reflectances, and the directional emissivities modeled by the modified Minnaert's model are always lower than the ones obtained by the RossThick-LiSparse-R model with averaged emissivity differences of approximately 0.01 and approximately 0.04 over the vegetated and bare areas, respectively. The use of the RossThick-LiSparse-R model in the estimation of the directional emissivity in MIR channel is recommended.

  14. Multilevel sparse functional principal component analysis.

    PubMed

    Di, Chongzhi; Crainiceanu, Ciprian M; Jank, Wolfgang S

    2014-01-29

    We consider analysis of sparsely sampled multilevel functional data, where the basic observational unit is a function and data have a natural hierarchy of basic units. An example is when functions are recorded at multiple visits for each subject. Multilevel functional principal component analysis (MFPCA; Di et al. 2009) was proposed for such data when functions are densely recorded. Here we consider the case when functions are sparsely sampled and may contain only a few observations per function. We exploit the multilevel structure of covariance operators and achieve data reduction by principal component decompositions at both between and within subject levels. We address inherent methodological differences in the sparse sampling context to: 1) estimate the covariance operators; 2) estimate the functional principal component scores; 3) predict the underlying curves. Through simulations the proposed method is able to discover dominating modes of variations and reconstruct underlying curves well even in sparse settings. Our approach is illustrated by two applications, the Sleep Heart Health Study and eBay auctions.

  15. Approaches in highly parameterized inversion: bgaPEST, a Bayesian geostatistical approach implementation with PEST: documentation and instructions

    USGS Publications Warehouse

    Fienen, Michael N.; D'Oria, Marco; Doherty, John E.; Hunt, Randall J.

    2013-01-01

    The application bgaPEST is a highly parameterized inversion software package implementing the Bayesian Geostatistical Approach in a framework compatible with the parameter estimation suite PEST. Highly parameterized inversion refers to cases in which parameters are distributed in space or time and are correlated with one another. The Bayesian aspect of bgaPEST is related to Bayesian probability theory in which prior information about parameters is formally revised on the basis of the calibration dataset used for the inversion. Conceptually, this approach formalizes the conditionality of estimated parameters on the specific data and model available. The geostatistical component of the method refers to the way in which prior information about the parameters is used. A geostatistical autocorrelation function is used to enforce structure on the parameters to avoid overfitting and unrealistic results. Bayesian Geostatistical Approach is designed to provide the smoothest solution that is consistent with the data. Optionally, users can specify a level of fit or estimate a balance between fit and model complexity informed by the data. Groundwater and surface-water applications are used as examples in this text, but the possible uses of bgaPEST extend to any distributed parameter applications.

  16. Bayesian logistic regression approaches to predict incorrect DRG assignment.

    PubMed

    Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural

    2018-05-07

    Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.

  17. Fast super-resolution estimation of DOA and DOD in bistatic MIMO Radar with off-grid targets

    NASA Astrophysics Data System (ADS)

    Zhang, Dong; Zhang, Yongshun; Zheng, Guimei; Feng, Cunqian; Tang, Jun

    2018-05-01

    In this paper, we focus on the problem of joint DOA and DOD estimation in Bistatic MIMO Radar using sparse reconstruction method. In traditional ways, we usually convert the 2D parameter estimation problem into 1D parameter estimation problem by Kronecker product which will enlarge the scale of the parameter estimation problem and bring more computational burden. Furthermore, it requires that the targets must fall on the predefined grids. In this paper, a 2D-off-grid model is built which can solve the grid mismatch problem of 2D parameters estimation. Then in order to solve the joint 2D sparse reconstruction problem directly and efficiently, three kinds of fast joint sparse matrix reconstruction methods are proposed which are Joint-2D-OMP algorithm, Joint-2D-SL0 algorithm and Joint-2D-SOONE algorithm. Simulation results demonstrate that our methods not only can improve the 2D parameter estimation accuracy but also reduce the computational complexity compared with the traditional Kronecker Compressed Sensing method.

  18. Bayesian Item Selection in Constrained Adaptive Testing Using Shadow Tests

    ERIC Educational Resources Information Center

    Veldkamp, Bernard P.

    2010-01-01

    Application of Bayesian item selection criteria in computerized adaptive testing might result in improvement of bias and MSE of the ability estimates. The question remains how to apply Bayesian item selection criteria in the context of constrained adaptive testing, where large numbers of specifications have to be taken into account in the item…

  19. 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…

  20. Bayesian Asymmetric Regression as a Means to Estimate and Evaluate Oral Reading Fluency Slopes

    ERIC Educational Resources Information Center

    Solomon, Benjamin G.; Forsberg, Ole J.

    2017-01-01

    Bayesian techniques have become increasingly present in the social sciences, fueled by advances in computer speed and the development of user-friendly software. In this paper, we forward the use of Bayesian Asymmetric Regression (BAR) to monitor intervention responsiveness when using Curriculum-Based Measurement (CBM) to assess oral reading…

  1. Bayesian Approaches to Imputation, Hypothesis Testing, and Parameter Estimation

    ERIC Educational Resources Information Center

    Ross, Steven J.; Mackey, Beth

    2015-01-01

    This chapter introduces three applications of Bayesian inference to common and novel issues in second language research. After a review of the critiques of conventional hypothesis testing, our focus centers on ways Bayesian inference can be used for dealing with missing data, for testing theory-driven substantive hypotheses without a default null…

  2. Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

    NASA Astrophysics Data System (ADS)

    Cheong, R. Y.; Gabda, D.

    2017-09-01

    Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

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

    PubMed

    Qian, Song S; Lyons, Regan E

    2006-10-01

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

  4. Bayesian estimation of dynamic matching function for U-V analysis in Japan

    NASA Astrophysics Data System (ADS)

    Kyo, Koki; Noda, Hideo; Kitagawa, Genshiro

    2012-05-01

    In this paper we propose a Bayesian method for analyzing unemployment dynamics. We derive a Beveridge curve for unemployment and vacancy (U-V) analysis from a Bayesian model based on a labor market matching function. In our framework, the efficiency of matching and the elasticities of new hiring with respect to unemployment and vacancy are regarded as time varying parameters. To construct a flexible model and obtain reasonable estimates in an underdetermined estimation problem, we treat the time varying parameters as random variables and introduce smoothness priors. The model is then described in a state space representation, enabling the parameter estimation to be carried out using Kalman filter and fixed interval smoothing. In such a representation, dynamic features of the cyclic unemployment rate and the structural-frictional unemployment rate can be accurately captured.

  5. Adaptive Sparse Representation for Source Localization with Gain/Phase Errors

    PubMed Central

    Sun, Ke; Liu, Yimin; Meng, Huadong; Wang, Xiqin

    2011-01-01

    Sparse representation (SR) algorithms can be implemented for high-resolution direction of arrival (DOA) estimation. Additionally, SR can effectively separate the coherent signal sources because the spectrum estimation is based on the optimization technique, such as the L1 norm minimization, but not on subspace orthogonality. However, in the actual source localization scenario, an unknown gain/phase error between the array sensors is inevitable. Due to this nonideal factor, the predefined overcomplete basis mismatches the actual array manifold so that the estimation performance is degraded in SR. In this paper, an adaptive SR algorithm is proposed to improve the robustness with respect to the gain/phase error, where the overcomplete basis is dynamically adjusted using multiple snapshots and the sparse solution is adaptively acquired to match with the actual scenario. The simulation results demonstrate the estimation robustness to the gain/phase error using the proposed method. PMID:22163875

  6. Evaluation of the procedure 1A component of the 1980 US/Canada wheat and barley exploratory experiment

    NASA Technical Reports Server (NTRS)

    Chapman, G. M. (Principal Investigator); Carnes, J. G.

    1981-01-01

    Several techniques which use clusters generated by a new clustering algorithm, CLASSY, are proposed as alternatives to random sampling to obtain greater precision in crop proportion estimation: (1) Proportional Allocation/relative count estimator (PA/RCE) uses proportional allocation of dots to clusters on the basis of cluster size and a relative count cluster level estimate; (2) Proportional Allocation/Bayes Estimator (PA/BE) uses proportional allocation of dots to clusters and a Bayesian cluster-level estimate; and (3) Bayes Sequential Allocation/Bayesian Estimator (BSA/BE) uses sequential allocation of dots to clusters and a Bayesian cluster level estimate. Clustering in an effective method in making proportion estimates. It is estimated that, to obtain the same precision with random sampling as obtained by the proportional sampling of 50 dots with an unbiased estimator, samples of 85 or 166 would need to be taken if dot sets with AI labels (integrated procedure) or ground truth labels, respectively were input. Dot reallocation provides dot sets that are unbiased. It is recommended that these proportion estimation techniques are maintained, particularly the PA/BE because it provides the greatest precision.

  7. Sequential Bayesian Filters for Estimating Time Series of Wrapped and Unwrapped Angles with Hyperparameter Estimation

    NASA Astrophysics Data System (ADS)

    Umehara, Hiroaki; Okada, Masato; Naruse, Yasushi

    2018-03-01

    The estimation of angular time series data is a widespread issue relating to various situations involving rotational motion and moving objects. There are two kinds of problem settings: the estimation of wrapped angles, which are principal values in a circular coordinate system (e.g., the direction of an object), and the estimation of unwrapped angles in an unbounded coordinate system such as for the positioning and tracking of moving objects measured by the signal-wave phase. Wrapped angles have been estimated in previous studies by sequential Bayesian filtering; however, the hyperparameters that are to be solved and that control the properties of the estimation model were given a priori. The present study establishes a procedure of hyperparameter estimation from the observation data of angles only, using the framework of Bayesian inference completely as the maximum likelihood estimation. Moreover, the filter model is modified to estimate the unwrapped angles. It is proved that without noise our model reduces to the existing algorithm of Itoh's unwrapping transform. It is numerically confirmed that our model is an extension of unwrapping estimation from Itoh's unwrapping transform to the case with noise.

  8. NIMROD: a program for inference via a normal approximation of the posterior in models with random effects based on ordinary differential equations.

    PubMed

    Prague, Mélanie; Commenges, Daniel; Guedj, Jérémie; Drylewicz, Julia; Thiébaut, Rodolphe

    2013-08-01

    Models based on ordinary differential equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each subject can be sparse making difficult to precisely estimate individual parameters by standard non-linear regression but information can often be gained from between-subjects variability. This makes natural the use of mixed-effects models to estimate population parameters. Although the maximum likelihood approach is a valuable option, identifiability issues favour Bayesian approaches which can incorporate prior knowledge in a flexible way. However, the combination of difficulties coming from the ODE system and from the presence of random effects raises a major numerical challenge. Computations can be simplified by making a normal approximation of the posterior to find the maximum of the posterior distribution (MAP). Here we present the NIMROD program (normal approximation inference in models with random effects based on ordinary differential equations) devoted to the MAP estimation in ODE models. We describe the specific implemented features such as convergence criteria and an approximation of the leave-one-out cross-validation to assess the model quality of fit. In pharmacokinetics models, first, we evaluate the properties of this algorithm and compare it with FOCE and MCMC algorithms in simulations. Then, we illustrate NIMROD use on Amprenavir pharmacokinetics data from the PUZZLE clinical trial in HIV infected patients. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

  9. That awkward age for butterflies: insights from the age of the butterfly subfamily Nymphalinae (Lepidoptera: Nymphalidae).

    PubMed

    Wahlberg, Niklas

    2006-10-01

    The study of the historical biogeography of butterflies has been hampered by a lack of well-resolved phylogenies and a good estimate of the temporal span over which butterflies have evolved. Recently there has been surge of phylogenetic hypotheses for various butterfly groups, but estimating ages of divergence is still in its infancy for this group of insects. The main problem has been the sparse fossil record for butterflies. In this study I have used a surprisingly good fossil record for the subfamily Nymphalinae (Lepidoptera: Nymphalidae) to estimate the ages of diversification of major lineages using Bayesian relaxed clock methods. I have investigated the effects of varying priors on posterior estimates in the analyses. For this data set, it is clear that the prior of the rate of molecular evolution at the ingroup node had the largest effect on the results. Taking this into account, I have been able to arrive at a plausible history of lineage splits, which appears to be correlated with known paleogeological events. The subfamily appears to have diversified soon after the K/T event about 65 million years ago. Several splits are coincident with major paleogeological events, such as the connection of the African and Asian continents about 21 million years ago and the presence of a peninsula of land connecting the current Greater Antilles to the South American continent 35 to 33 million years ago. My results suggest that the age of Nymphalidae is older than the 70 million years speculated to be the age of butterflies as a whole.

  10. An Improved Estimation Using Polya-Gamma Augmentation for Bayesian Structural Equation Models with Dichotomous Variables

    ERIC Educational Resources Information Center

    Kim, Seohyun; Lu, Zhenqiu; Cohen, Allan S.

    2018-01-01

    Bayesian algorithms have been used successfully in the social and behavioral sciences to analyze dichotomous data particularly with complex structural equation models. In this study, we investigate the use of the Polya-Gamma data augmentation method with Gibbs sampling to improve estimation of structural equation models with dichotomous variables.…

  11. A BAYESIAN METHOD OF ESTIMATING KINETIC PARAMETERS FOR THE INACTIVATION OF CRYPTOSPORIDIUM PARVUM OOCYSTS WITH CHLORINE DIOXIDE AND OZONE

    EPA Science Inventory

    The main objective of this paper is to use Bayesian methods to estimate the kinetic parameters for the inactivation kinetics of Cryptosporidium parvum oocysts with chlorine dioxide or ozone which are characterized by the delayed Chick-Watson model, i.e., a lag phase or shoulder f...

  12. A General and Flexible Approach to Estimating the Social Relations Model Using Bayesian Methods

    ERIC Educational Resources Information Center

    Ludtke, Oliver; Robitzsch, Alexander; Kenny, David A.; Trautwein, Ulrich

    2013-01-01

    The social relations model (SRM) is a conceptual, methodological, and analytical approach that is widely used to examine dyadic behaviors and interpersonal perception within groups. This article introduces a general and flexible approach to estimating the parameters of the SRM that is based on Bayesian methods using Markov chain Monte Carlo…

  13. Using SAS PROC MCMC for Item Response Theory Models

    ERIC Educational Resources Information Center

    Ames, Allison J.; Samonte, Kelli

    2015-01-01

    Interest in using Bayesian methods for estimating item response theory models has grown at a remarkable rate in recent years. This attentiveness to Bayesian estimation has also inspired a growth in available software such as WinBUGS, R packages, BMIRT, MPLUS, and SAS PROC MCMC. This article intends to provide an accessible overview of Bayesian…

  14. Technical note: Bayesian calibration of dynamic ruminant nutrition models.

    PubMed

    Reed, K F; Arhonditsis, G B; France, J; Kebreab, E

    2016-08-01

    Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

  15. Bayesian hierarchical model of ceftriaxone resistance proportions among Salmonella serotype Heidelberg infections.

    PubMed

    Gu, Weidong; Medalla, Felicita; Hoekstra, Robert M

    2018-02-01

    The National Antimicrobial Resistance Monitoring System (NARMS) at the Centers for Disease Control and Prevention tracks resistance among Salmonella infections. The annual number of Salmonella isolates of a particular serotype from states may be small, making direct estimation of resistance proportions unreliable. We developed a Bayesian hierarchical model to improve estimation by borrowing strength from relevant sampling units. We illustrate the models with different specifications of spatio-temporal interaction using 2004-2013 NARMS data for ceftriaxone-resistant Salmonella serotype Heidelberg. Our results show that Bayesian estimates of resistance proportions were smoother than observed values, and the difference between predicted and observed proportions was inversely related to the number of submitted isolates. The model with interaction allowed for tracking of annual changes in resistance proportions at the state level. We demonstrated that Bayesian hierarchical models provide a useful tool to examine spatio-temporal patterns of small sample size such as those found in NARMS. Published by Elsevier Ltd.

  16. Bayesian generalized least squares regression with application to log Pearson type 3 regional skew estimation

    NASA Astrophysics Data System (ADS)

    Reis, D. S.; Stedinger, J. R.; Martins, E. S.

    2005-10-01

    This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.

  17. Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

    NASA Astrophysics Data System (ADS)

    Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.

    2012-12-01

    This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.

  18. A new Bayesian recursive technique for parameter estimation

    NASA Astrophysics Data System (ADS)

    Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

    2006-08-01

    The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

  19. A novel aliasing-free subband information fusion approach for wideband sparse spectral estimation

    NASA Astrophysics Data System (ADS)

    Luo, Ji-An; Zhang, Xiao-Ping; Wang, Zhi

    2017-12-01

    Wideband sparse spectral estimation is generally formulated as a multi-dictionary/multi-measurement (MD/MM) problem which can be solved by using group sparsity techniques. In this paper, the MD/MM problem is reformulated as a single sparse indicative vector (SIV) recovery problem at the cost of introducing an additional system error. Thus, the number of unknowns is reduced greatly. We show that the system error can be neglected under certain conditions. We then present a new subband information fusion (SIF) method to estimate the SIV by jointly utilizing all the frequency bins. With orthogonal matching pursuit (OMP) leveraging the binary property of SIV's components, we develop a SIF-OMP algorithm to reconstruct the SIV. The numerical simulations demonstrate the performance of the proposed method.

  20. Revealing the Hidden Water Budget of an Alpine Volcanic Watershed Using a Bayesian Mixing Model

    NASA Astrophysics Data System (ADS)

    Markovich, K. H.; Arumi, J. L.; Dahlke, H. E.; Fogg, G. E.

    2017-12-01

    Climate change is altering alpine water budgets in observable ways, such as snow melting sooner or falling as rain, but also in hidden ways, such as shifting recharge timing and increased evapotranspiration demand leading to diminished summer low flows. The combination of complex hydrogeology and sparse availability of data make it difficult to predict the direction or magnitude of shifts in alpine water budgets, and thus difficult to inform decision-making. We present a data sparse watershed in the Andes Mountains of central Chile in which complex geology, interbasin flows, and surface water-groundwater interactions impede our ability to fully describe the water budget. We collected water samples for stable isotopes and major anions and cations, over the course of water year 2016-17 to characterize the spatial and temporal variability in endmember signatures (snow, rain, and groundwater). We use a Bayesian Hierarchical Model (BHM) to explicitly incorporate uncertainty and prior information into a mixing model, and predict the proportional contribution of snow, rain, and groundwater to streamflow throughout the year for the full catchment as well as its two sub-catchments. Preliminary results suggest that streamflow is likely more rainfall-dominated than previously thought, which not only alters our projections of climate change impacts, but make this watershed a potential example for other watersheds undergoing a snow to rain transition. Understanding how these proportions vary in space and time will help us elucidate key information on stores, fluxes, and timescales of water flow for improved current and future water resource management.

  1. A sparse reconstruction method for the estimation of multi-resolution emission fields via atmospheric inversion

    DOE PAGES

    Ray, J.; Lee, J.; Yadav, V.; ...

    2015-04-29

    Atmospheric inversions are frequently used to estimate fluxes of atmospheric greenhouse gases (e.g., biospheric CO 2 flux fields) at Earth's surface. These inversions typically assume that flux departures from a prior model are spatially smoothly varying, which are then modeled using a multi-variate Gaussian. When the field being estimated is spatially rough, multi-variate Gaussian models are difficult to construct and a wavelet-based field model may be more suitable. Unfortunately, such models are very high dimensional and are most conveniently used when the estimation method can simultaneously perform data-driven model simplification (removal of model parameters that cannot be reliably estimated) andmore » fitting. Such sparse reconstruction methods are typically not used in atmospheric inversions. In this work, we devise a sparse reconstruction method, and illustrate it in an idealized atmospheric inversion problem for the estimation of fossil fuel CO 2 (ffCO 2) emissions in the lower 48 states of the USA. Our new method is based on stagewise orthogonal matching pursuit (StOMP), a method used to reconstruct compressively sensed images. Our adaptations bestow three properties to the sparse reconstruction procedure which are useful in atmospheric inversions. We have modified StOMP to incorporate prior information on the emission field being estimated and to enforce non-negativity on the estimated field. Finally, though based on wavelets, our method allows for the estimation of fields in non-rectangular geometries, e.g., emission fields inside geographical and political boundaries. Our idealized inversions use a recently developed multi-resolution (i.e., wavelet-based) random field model developed for ffCO 2 emissions and synthetic observations of ffCO 2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of 2. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.« less

  2. A sparse reconstruction method for the estimation of multi-resolution emission fields via atmospheric inversion

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

    Ray, J.; Lee, J.; Yadav, V.

    Atmospheric inversions are frequently used to estimate fluxes of atmospheric greenhouse gases (e.g., biospheric CO 2 flux fields) at Earth's surface. These inversions typically assume that flux departures from a prior model are spatially smoothly varying, which are then modeled using a multi-variate Gaussian. When the field being estimated is spatially rough, multi-variate Gaussian models are difficult to construct and a wavelet-based field model may be more suitable. Unfortunately, such models are very high dimensional and are most conveniently used when the estimation method can simultaneously perform data-driven model simplification (removal of model parameters that cannot be reliably estimated) andmore » fitting. Such sparse reconstruction methods are typically not used in atmospheric inversions. In this work, we devise a sparse reconstruction method, and illustrate it in an idealized atmospheric inversion problem for the estimation of fossil fuel CO 2 (ffCO 2) emissions in the lower 48 states of the USA. Our new method is based on stagewise orthogonal matching pursuit (StOMP), a method used to reconstruct compressively sensed images. Our adaptations bestow three properties to the sparse reconstruction procedure which are useful in atmospheric inversions. We have modified StOMP to incorporate prior information on the emission field being estimated and to enforce non-negativity on the estimated field. Finally, though based on wavelets, our method allows for the estimation of fields in non-rectangular geometries, e.g., emission fields inside geographical and political boundaries. Our idealized inversions use a recently developed multi-resolution (i.e., wavelet-based) random field model developed for ffCO 2 emissions and synthetic observations of ffCO 2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of 2. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.« less

  3. Empirical Bayes estimation of proportions with application to cowbird parasitism rates

    USGS Publications Warehouse

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

    1996-01-01

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

  4. Estimation of Post-Test Probabilities by Residents: Bayesian Reasoning versus Heuristics?

    ERIC Educational Resources Information Center

    Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P.; Ghali, William; Wright, Bruce; McLaughlin, Kevin

    2014-01-01

    Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of…

  5. A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

    PubMed Central

    Zaikin, Alexey; Míguez, Joaquín

    2017-01-01

    We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

  6. An adaptive Gaussian process-based method for efficient Bayesian experimental design in groundwater contaminant source identification problems: ADAPTIVE GAUSSIAN PROCESS-BASED INVERSION

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

    Zhang, Jiangjiang; Li, Weixuan; Zeng, Lingzao

    Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose amore » Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.« less

  7. A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.

    PubMed

    Faya, Paul; Stamey, James D; Seaman, John W

    2017-01-01

    For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.

  8. Evapotranspiration estimation using a parameter-parsimonious energy partition model over Amazon basin

    NASA Astrophysics Data System (ADS)

    Xu, D.; Agee, E.; Wang, J.; Ivanov, V. Y.

    2017-12-01

    The increased frequency and severity of droughts in the Amazon region have emphasized the potential vulnerability of the rainforests to heat and drought-induced stresses, highlighting the need to reduce the uncertainty in estimates of regional evapotranspiration (ET) and quantify resilience of the forest. Ground-based observations for estimating ET are resource intensive, making methods based on remotely sensed observations an attractive alternative. Several methodologies have been developed to estimate ET from satellite data, but challenges remained in model parameterization and satellite limited coverage reducing their utility for monitoring biodiverse regions. In this work, we apply a novel surface energy partition method (Maximum Entropy Production; MEP) based on Bayesian probability theory and nonequilibrium thermodynamics to derive ET time series using satellite data for Amazon basin. For a large, sparsely monitored region such as the Amazon, this approach has the advantage methods of only using single level measurements of net radiation, temperature, and specific humidity data. Furthermore, it is not sensitive to the uncertainty of the input data and model parameters. In this first application of MEP theory for a tropical forest biome, we assess its performance at various spatiotemporal scales against a diverse field data sets. Specifically, the objective of this work is to test this method using eddy flux data for several locations across the Amazonia at sub-daily, monthly, and annual scales and compare the new estimates with those using traditional methods. Analyses of the derived ET time series will contribute to reducing the current knowledge gap surrounding the much debated response of the Amazon Basin region to droughts and offer a template for monitoring the long-term changes in global hydrologic cycle due to anthropogenic and natural causes.

  9. Collinear Latent Variables in Multilevel Confirmatory Factor Analysis: A Comparison of Maximum Likelihood and Bayesian Estimations.

    PubMed

    Can, Seda; van de Schoot, Rens; Hox, Joop

    2015-06-01

    Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions.

  10. Artificial Intelligence (AI) Center of Excellence at the University of Pennsylvania

    DTIC Science & Technology

    1995-07-01

    that controls impact forces. Robust Location Estimation for MLR and Non-MLR Distributions (Dissertation Proposal) Gerda L. Kamberova MS-CIS-92-28...Bayesian Approach To Computer Vision Problems Gerda L. Kamberova MS-CIS-92-29 GRASP LAB 310 The object of our study is the Bayesian approach in...Estimation for MLR and Non-MLR Distributions (Dissertation) Gerda L. Kamberova MS-CIS-92-93 GRASP LAB 340 We study the problem of estimating an unknown

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

    PubMed

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

    2013-10-01

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

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

    PubMed Central

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

    2013-01-01

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

  13. Bayesian Analysis of High Dimensional Classification

    NASA Astrophysics Data System (ADS)

    Mukhopadhyay, Subhadeep; Liang, Faming

    2009-12-01

    Modern data mining and bioinformatics have presented an important playground for statistical learning techniques, where the number of input variables is possibly much larger than the sample size of the training data. In supervised learning, logistic regression or probit regression can be used to model a binary output and form perceptron classification rules based on Bayesian inference. In these cases , there is a lot of interest in searching for sparse model in High Dimensional regression(/classification) setup. we first discuss two common challenges for analyzing high dimensional data. The first one is the curse of dimensionality. The complexity of many existing algorithms scale exponentially with the dimensionality of the space and by virtue of that algorithms soon become computationally intractable and therefore inapplicable in many real applications. secondly, multicollinearities among the predictors which severely slowdown the algorithm. In order to make Bayesian analysis operational in high dimension we propose a novel 'Hierarchical stochastic approximation monte carlo algorithm' (HSAMC), which overcomes the curse of dimensionality, multicollinearity of predictors in high dimension and also it possesses the self-adjusting mechanism to avoid the local minima separated by high energy barriers. Models and methods are illustrated by simulation inspired from from the feild of genomics. Numerical results indicate that HSAMC can work as a general model selection sampler in high dimensional complex model space.

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

    NASA Astrophysics Data System (ADS)

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

    2018-01-01

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

  15. Quantifying Uncertainty in Near Surface Electromagnetic Imaging Using Bayesian Methods

    NASA Astrophysics Data System (ADS)

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

    2017-12-01

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

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

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

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

    2014-10-20

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

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

    NASA Technical Reports Server (NTRS)

    Canavos, G. C.

    1972-01-01

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

  18. Estimation of signal-dependent noise level function in transform domain via a sparse recovery model.

    PubMed

    Yang, Jingyu; Gan, Ziqiao; Wu, Zhaoyang; Hou, Chunping

    2015-05-01

    This paper proposes a novel algorithm to estimate the noise level function (NLF) of signal-dependent noise (SDN) from a single image based on the sparse representation of NLFs. Noise level samples are estimated from the high-frequency discrete cosine transform (DCT) coefficients of nonlocal-grouped low-variation image patches. Then, an NLF recovery model based on the sparse representation of NLFs under a trained basis is constructed to recover NLF from the incomplete noise level samples. Confidence levels of the NLF samples are incorporated into the proposed model to promote reliable samples and weaken unreliable ones. We investigate the behavior of the estimation performance with respect to the block size, sampling rate, and confidence weighting. Simulation results on synthetic noisy images show that our method outperforms existing state-of-the-art schemes. The proposed method is evaluated on real noisy images captured by three types of commodity imaging devices, and shows consistently excellent SDN estimation performance. The estimated NLFs are incorporated into two well-known denoising schemes, nonlocal means and BM3D, and show significant improvements in denoising SDN-polluted images.

  19. Inference for High-dimensional Differential Correlation Matrices *

    PubMed Central

    Cai, T. Tony; Zhang, Anru

    2015-01-01

    Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical guarantees are given. Minimax rate of convergence is established and the proposed estimator is shown to be adaptively rate-optimal over collections of paired correlation matrices with approximately sparse differences. Simulation results show that the procedure significantly outperforms two other natural methods that are based on separate estimation of the individual correlation matrices. The procedure is also illustrated through an analysis of a breast cancer dataset, which provides evidence at the gene co-expression level that several genes, of which a subset has been previously verified, are associated with the breast cancer. Hypothesis testing on the differential correlation matrices is also considered. A test, which is particularly well suited for testing against sparse alternatives, is introduced. In addition, other related problems, including estimation of a single sparse correlation matrix, estimation of the differential covariance matrices, and estimation of the differential cross-correlation matrices, are also discussed. PMID:26500380

  20. Comparison of 3 estimation methods of mycophenolic acid AUC based on a limited sampling strategy in renal transplant patients.

    PubMed

    Hulin, Anne; Blanchet, Benoît; Audard, Vincent; Barau, Caroline; Furlan, Valérie; Durrbach, Antoine; Taïeb, Fabrice; Lang, Philippe; Grimbert, Philippe; Tod, Michel

    2009-04-01

    A significant relationship between mycophenolic acid (MPA) area under the plasma concentration-time curve (AUC) and the risk for rejection has been reported. Based on 3 concentration measurements, 3 approaches have been proposed for the estimation of MPA AUC, involving either a multilinear regression approach model (MLRA) or a Bayesian estimation using either gamma absorption or zero-order absorption population models. The aim of the study was to compare the 3 approaches for the estimation of MPA AUC in 150 renal transplant patients treated with mycophenolate mofetil and tacrolimus. The population parameters were determined in 77 patients (learning study). The AUC estimation methods were compared in the learning population and in 73 patients from another center (validation study). In the latter study, the reference AUCs were estimated by the trapezoidal rule on 8 measurements. MPA concentrations were measured by liquid chromatography. The gamma absorption model gave the best fit. In the learning study, the AUCs estimated by both Bayesian methods were very similar, whereas the multilinear approach was highly correlated but yielded estimates about 20% lower than Bayesian methods. This resulted in dosing recommendations differing by 250 mg/12 h or more in 27% of cases. In the validation study, AUC estimates based on the Bayesian method with gamma absorption model and multilinear regression approach model were, respectively, 12% higher and 7% lower than the reference values. To conclude, the bicompartmental model with gamma absorption rate gave the best fit. The 3 AUC estimation methods are highly correlated but not concordant. For a given patient, the same estimation method should always be used.

  1. A Bayesian Model for the Estimation of Latent Interaction and Quadratic Effects When Latent Variables Are Non-Normally Distributed

    ERIC Educational Resources Information Center

    Kelava, Augustin; Nagengast, Benjamin

    2012-01-01

    Structural equation models with interaction and quadratic effects have become a standard tool for testing nonlinear hypotheses in the social sciences. Most of the current approaches assume normally distributed latent predictor variables. In this article, we present a Bayesian model for the estimation of latent nonlinear effects when the latent…

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

    PubMed

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

    2016-12-20

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

  3. SPReM: Sparse Projection Regression Model For High-dimensional Linear Regression *

    PubMed Central

    Sun, Qiang; Zhu, Hongtu; Liu, Yufeng; Ibrahim, Joseph G.

    2014-01-01

    The aim of this paper is to develop a sparse projection regression modeling (SPReM) framework to perform multivariate regression modeling with a large number of responses and a multivariate covariate of interest. We propose two novel heritability ratios to simultaneously perform dimension reduction, response selection, estimation, and testing, while explicitly accounting for correlations among multivariate responses. Our SPReM is devised to specifically address the low statistical power issue of many standard statistical approaches, such as the Hotelling’s T2 test statistic or a mass univariate analysis, for high-dimensional data. We formulate the estimation problem of SPREM as a novel sparse unit rank projection (SURP) problem and propose a fast optimization algorithm for SURP. Furthermore, we extend SURP to the sparse multi-rank projection (SMURP) by adopting a sequential SURP approximation. Theoretically, we have systematically investigated the convergence properties of SURP and the convergence rate of SURP estimates. Our simulation results and real data analysis have shown that SPReM out-performs other state-of-the-art methods. PMID:26527844

  4. Estimation of Lithological Classification in Taipei Basin: A Bayesian Maximum Entropy Method

    NASA Astrophysics Data System (ADS)

    Wu, Meng-Ting; Lin, Yuan-Chien; Yu, Hwa-Lung

    2015-04-01

    In environmental or other scientific applications, we must have a certain understanding of geological lithological composition. Because of restrictions of real conditions, only limited amount of data can be acquired. To find out the lithological distribution in the study area, many spatial statistical methods used to estimate the lithological composition on unsampled points or grids. This study applied the Bayesian Maximum Entropy (BME method), which is an emerging method of the geological spatiotemporal statistics field. The BME method can identify the spatiotemporal correlation of the data, and combine not only the hard data but the soft data to improve estimation. The data of lithological classification is discrete categorical data. Therefore, this research applied Categorical BME to establish a complete three-dimensional Lithological estimation model. Apply the limited hard data from the cores and the soft data generated from the geological dating data and the virtual wells to estimate the three-dimensional lithological classification in Taipei Basin. Keywords: Categorical Bayesian Maximum Entropy method, Lithological Classification, Hydrogeological Setting

  5. Results of Bayesian methods depend on details of implementation: An example of estimating salmon escapement goals

    USGS Publications Warehouse

    Adkison, Milo D.; Peterman, R.M.

    1996-01-01

    Bayesian methods have been proposed to estimate optimal escapement goals, using both knowledge about physical determinants of salmon productivity and stock-recruitment data. The Bayesian approach has several advantages over many traditional methods for estimating stock productivity: it allows integration of information from diverse sources and provides a framework for decision-making that takes into account uncertainty reflected in the data. However, results can be critically dependent on details of implementation of this approach. For instance, unintended and unwarranted confidence about stock-recruitment relationships can arise if the range of relationships examined is too narrow, if too few discrete alternatives are considered, or if data are contradictory. This unfounded confidence can result in a suboptimal choice of a spawning escapement goal.

  6. 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.

  7. 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.

  8. Tracking composite material damage evolution using Bayesian filtering and flash thermography data

    NASA Astrophysics Data System (ADS)

    Gregory, Elizabeth D.; Holland, Steve D.

    2016-05-01

    We propose a method for tracking the condition of a composite part using Bayesian filtering of ash thermography data over the lifetime of the part. In this demonstration, composite panels were fabricated; impacted to induce subsurface delaminations; and loaded in compression over multiple time steps, causing the delaminations to grow in size. Flash thermography data was collected between each damage event to serve as a time history of the part. The ash thermography indicated some areas of damage but provided little additional information as to the exact nature or depth of the damage. Computed tomography (CT) data was also collected after each damage event and provided a high resolution volume model of damage that acted as truth. After each cycle, the condition estimate, from the ash thermography data and the Bayesian filter, was compared to 'ground truth'. The Bayesian process builds on the lifetime history of ash thermography scans and can give better estimates of material condition as compared to the most recent scan alone, which is common practice in the aerospace industry. Bayesian inference provides probabilistic estimates of damage condition that are updated as each new set of data becomes available. The method was tested on simulated data and then on an experimental data set.

  9. Approximate Bayesian evaluations of measurement uncertainty

    NASA Astrophysics Data System (ADS)

    Possolo, Antonio; Bodnar, Olha

    2018-04-01

    The Guide to the Expression of Uncertainty in Measurement (GUM) includes formulas that produce an estimate of a scalar output quantity that is a function of several input quantities, and an approximate evaluation of the associated standard uncertainty. This contribution presents approximate, Bayesian counterparts of those formulas for the case where the output quantity is a parameter of the joint probability distribution of the input quantities, also taking into account any information about the value of the output quantity available prior to measurement expressed in the form of a probability distribution on the set of possible values for the measurand. The approximate Bayesian estimates and uncertainty evaluations that we present have a long history and illustrious pedigree, and provide sufficiently accurate approximations in many applications, yet are very easy to implement in practice. Differently from exact Bayesian estimates, which involve either (analytical or numerical) integrations, or Markov Chain Monte Carlo sampling, the approximations that we describe involve only numerical optimization and simple algebra. Therefore, they make Bayesian methods widely accessible to metrologists. We illustrate the application of the proposed techniques in several instances of measurement: isotopic ratio of silver in a commercial silver nitrate; odds of cryptosporidiosis in AIDS patients; height of a manometer column; mass fraction of chromium in a reference material; and potential-difference in a Zener voltage standard.

  10. 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

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

    NASA Astrophysics Data System (ADS)

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

    2016-10-01

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

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

    ERIC Educational Resources Information Center

    Sebro, Negusse Yohannes; Goshu, Ayele Taye

    2017-01-01

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

  13. Multilocus approaches for the measurement of selection on correlated genetic loci.

    PubMed

    Gompert, Zachariah; Egan, Scott P; Barrett, Rowan D H; Feder, Jeffrey L; Nosil, Patrik

    2017-01-01

    The study of ecological speciation is inherently linked to the study of selection. Methods for estimating phenotypic selection within a generation based on associations between trait values and fitness (e.g. survival) of individuals are established. These methods attempt to disentangle selection acting directly on a trait from indirect selection caused by correlations with other traits via multivariate statistical approaches (i.e. inference of selection gradients). The estimation of selection on genotypic or genomic variation could also benefit from disentangling direct and indirect selection on genetic loci. However, achieving this goal is difficult with genomic data because the number of potentially correlated genetic loci (p) is very large relative to the number of individuals sampled (n). In other words, the number of model parameters exceeds the number of observations (p ≫ n). We present simulations examining the utility of whole-genome regression approaches (i.e. Bayesian sparse linear mixed models) for quantifying direct selection in cases where p ≫ n. Such models have been used for genome-wide association mapping and are common in artificial breeding. Our results show they hold promise for studies of natural selection in the wild and thus of ecological speciation. But we also demonstrate important limitations to the approach and discuss study designs required for more robust inferences. © 2016 John Wiley & Sons Ltd.

  14. The multicategory case of the sequential Bayesian pixel selection and estimation procedure

    NASA Technical Reports Server (NTRS)

    Pore, M. D.; Dennis, T. B. (Principal Investigator)

    1980-01-01

    A Bayesian technique for stratified proportion estimation and a sampling based on minimizing the mean squared error of this estimator were developed and tested on LANDSAT multispectral scanner data using the beta density function to model the prior distribution in the two-class case. An extention of this procedure to the k-class case is considered. A generalization of the beta function is shown to be a density function for the general case which allows the procedure to be extended.

  15. Incorporating approximation error in surrogate based Bayesian inversion

    NASA Astrophysics Data System (ADS)

    Zhang, J.; Zeng, L.; Li, W.; Wu, L.

    2015-12-01

    There are increasing interests in applying surrogates for inverse Bayesian modeling to reduce repetitive evaluations of original model. In this way, the computational cost is expected to be saved. However, the approximation error of surrogate model is usually overlooked. This is partly because that it is difficult to evaluate the approximation error for many surrogates. Previous studies have shown that, the direct combination of surrogates and Bayesian methods (e.g., Markov Chain Monte Carlo, MCMC) may lead to biased estimations when the surrogate cannot emulate the highly nonlinear original system. This problem can be alleviated by implementing MCMC in a two-stage manner. However, the computational cost is still high since a relatively large number of original model simulations are required. In this study, we illustrate the importance of incorporating approximation error in inverse Bayesian modeling. Gaussian process (GP) is chosen to construct the surrogate for its convenience in approximation error evaluation. Numerical cases of Bayesian experimental design and parameter estimation for contaminant source identification are used to illustrate this idea. It is shown that, once the surrogate approximation error is well incorporated into Bayesian framework, promising results can be obtained even when the surrogate is directly used, and no further original model simulations are required.

  16. HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.

    PubMed

    Wiecki, Thomas V; Sofer, Imri; Frank, Michael J

    2013-01-01

    The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/

  17. A sparse reconstruction method for the estimation of multiresolution emission fields via atmospheric inversion

    DOE PAGES

    Ray, J.; Lee, J.; Yadav, V.; ...

    2014-08-20

    We present a sparse reconstruction scheme that can also be used to ensure non-negativity when fitting wavelet-based random field models to limited observations in non-rectangular geometries. The method is relevant when multiresolution fields are estimated using linear inverse problems. Examples include the estimation of emission fields for many anthropogenic pollutants using atmospheric inversion or hydraulic conductivity in aquifers from flow measurements. The scheme is based on three new developments. Firstly, we extend an existing sparse reconstruction method, Stagewise Orthogonal Matching Pursuit (StOMP), to incorporate prior information on the target field. Secondly, we develop an iterative method that uses StOMP tomore » impose non-negativity on the estimated field. Finally, we devise a method, based on compressive sensing, to limit the estimated field within an irregularly shaped domain. We demonstrate the method on the estimation of fossil-fuel CO 2 (ffCO 2) emissions in the lower 48 states of the US. The application uses a recently developed multiresolution random field model and synthetic observations of ffCO 2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of two. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.« less

  18. Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations

    NASA Astrophysics Data System (ADS)

    Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.

    2017-09-01

    This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

  19. Blind image deconvolution using the Fields of Experts prior

    NASA Astrophysics Data System (ADS)

    Dong, Wende; Feng, Huajun; Xu, Zhihai; Li, Qi

    2012-11-01

    In this paper, we present a method for single image blind deconvolution. To improve its ill-posedness, we formulate the problem under Bayesian probabilistic framework and use a prior named Fields of Experts (FoE) which is learnt from natural images to regularize the latent image. Furthermore, due to the sparse distribution of the point spread function (PSF), we adopt a Student-t prior to regularize it. An improved alternating minimization (AM) approach is proposed to solve the resulted optimization problem. Experiments on both synthetic and real world blurred images show that the proposed method can achieve results of high quality.

  20. Neural network analysis of Charpy transition temperature of irradiated low-activation martensitic steels

    NASA Astrophysics Data System (ADS)

    Cottrell, G. A.; Kemp, R.; Bhadeshia, H. K. D. H.; Odette, G. R.; Yamamoto, T.

    2007-08-01

    We have constructed a Bayesian neural network model that predicts the change, due to neutron irradiation, of the Charpy ductile-brittle transition temperature (ΔDBTT) of low-activation martensitic steels given a set of multi-dimensional published data with doses <100 displacements per atom (dpa). Results show the high significance of irradiation temperature and (dpa) 1/2 in determining ΔDBTT. Sparse data regions were identified by the size of the modelling uncertainties, indicating areas where further experimental data are needed. The method has promise for selecting and ranking experiments on future irradiation materials test facilities.

  1. OGLE-2013-BLG-1761Lb: A Massive Planet around an M/K Dwarf

    NASA Astrophysics Data System (ADS)

    Hirao, Y.; Udalski, A.; Sumi, T.; Bennett, D. P.; Koshimoto, N.; Bond, I. A.; Rattenbury, N. J.; Suzuki, D.; and; Abe, F.; Asakura, Y.; Barry, R. K.; Bhattacharya, A.; Donachie, M.; Evans, P.; Fukui, A.; Itow, Y.; Li, M. C. A.; Ling, C. H.; Masuda, K.; Matsubara, Y.; Matsuo, T.; Muraki, Y.; Nagakane, M.; Ohnishi, K.; Ranc, C.; Saito, To.; Sharan, A.; Shibai, H.; Sullivan, D. J.; Tristram, P. J.; Yamada, T.; Yamada, T.; Yonehara, A.; MOA Collaboration; Poleski, R.; Skowron, J.; Mróz, P.; Szymański, M. K.; Kozłowski, S.; Pietrukowicz, P.; Soszyński, I.; Wyrzykowski, Ł.; Ulaczyk, K.; OGLE Collaboration

    2017-07-01

    We report the discovery and the analysis of the planetary microlensing event, OGLE-2013-BLG-1761. There are some degenerate solutions in this event because the planetary anomaly is only sparsely sampled. However, the detailed light-curve analysis ruled out all stellar binary models and shows the lens to be a planetary system. There is the so-called close/wide degeneracy in the solutions with the planet/host mass ratio of q ˜ (7.0 ± 2.0) × 10-3 and q ˜ (8.1 ± 2.6) × 10-3 with the projected separation in Einstein radius units of s = 0.95 (close) and s = 1.18 (wide), respectively. The microlens parallax effect is not detected, but the finite source effect is detected. Our Bayesian analysis indicates that the lens system is located DL=6.9-1.2+1.0 kpc away from us and the host star is an M/K dwarf with a mass of ML=0.33-0.19+0.32 M⊙ orbited by a super-Jupiter mass planet with a mass of mP=2.7-1.5+2.5 MJup at the projected separation of a\\perp=1.8-0.5+0.5 au. The preference of the large lens distance in the Bayesian analysis is due to the relatively large observed source star radius. The distance and other physical parameters may be constrained by the future high-resolution imaging by large ground telescopes or HST. If the estimated lens distance is correct, then this planet provides another sample for testing the claimed deficit of planets in the Galactic bulge.

  2. Weighted Iterative Bayesian Compressive Sensing (WIBCS) for High Dimensional Polynomial Surrogate Construction

    NASA Astrophysics Data System (ADS)

    Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Debusschere, B.; Najm, H. N.; Thornton, P. E.

    2016-12-01

    Surrogate construction has become a routine procedure when facing computationally intensive studies requiring multiple evaluations of complex models. In particular, surrogate models, otherwise called emulators or response surfaces, replace complex models in uncertainty quantification (UQ) studies, including uncertainty propagation (forward UQ) and parameter estimation (inverse UQ). Further, surrogates based on Polynomial Chaos (PC) expansions are especially convenient for forward UQ and global sensitivity analysis, also known as variance-based decomposition. However, the PC surrogate construction strongly suffers from the curse of dimensionality. With a large number of input parameters, the number of model simulations required for accurate surrogate construction is prohibitively large. Relatedly, non-adaptive PC expansions typically include infeasibly large number of basis terms far exceeding the number of available model evaluations. We develop Weighted Iterative Bayesian Compressive Sensing (WIBCS) algorithm for adaptive basis growth and PC surrogate construction leading to a sparse, high-dimensional PC surrogate with a very few model evaluations. The surrogate is then readily employed for global sensitivity analysis leading to further dimensionality reduction. Besides numerical tests, we demonstrate the construction on the example of Accelerated Climate Model for Energy (ACME) Land Model for several output QoIs at nearly 100 FLUXNET sites covering multiple plant functional types and climates, varying 65 input parameters over broad ranges of possible values. This work is supported by the U.S. Department of Energy, Office of Science, Biological and Environmental Research, Accelerated Climate Modeling for Energy (ACME) project. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  3. OGLE-2013-BLG-1761Lb: A Massive Planet around an MK Dwarf

    NASA Technical Reports Server (NTRS)

    Hirao, Y.; Udalski, A.; Sumi, T.; Bennett, D. P.; Koshimoto, N.; Bond, I. A.; Rattenbury, N. J.; Suzuki, D.; Abe, F.; Asakura, Y.; hide

    2017-01-01

    We report the discovery and the analysis of the planetary microlensing event, OGLE-2013-BLG-1761. There are some degenerate solutions in this event because the planetary anomaly is only sparsely sampled. However, the detailed light curve analysis ruled out all stellar binary models and shows the lens to be a planetary system. There is the so-called close wide degeneracy in the solutions with the planet host mass ratio of q approx.(7.0+/-2.0) x 10(exp -3) and q approx.(8.1+/-2.6) x 10(exp -3) with the projected separation in Einstein radius units of s = 0.95 (close) and s = 1.18(wide), respectively. The microlens parallax effect is not detected, but the finite source effect is detected. Our Bayesian analysis indicates that the lens system is located -D(sub L) = 6.9(+ 1.0 -1.2)kpc away from us and the host star is an M/K dwarf with amass of M(sub L) = 0.33(+ 0.32- 1.9)Stellar Mass orbited by a super-Jupiter mass planet with a mass of m(sub p) = 2.7(+ 2.5 - 1.5) M(sub Jup) at the projected separation of a(sub l) = 1.8(+ 0.5 -0.5)au. The preference of the large lens distance in the Bayesian analysis is due to the relatively large observed source star radius. The distance and other physical parameters may be constrained by the future high-resolution imaging by large ground telescopes or HST. If the estimated lens distance is correct, then this planet provides another sample for testing the claimed deficit of planets in the Galactic bulge.

  4. Bayesian Estimation of Combined Accuracy for Tests with Verification Bias

    PubMed Central

    Broemeling, Lyle D.

    2011-01-01

    This presentation will emphasize the estimation of the combined accuracy of two or more tests when verification bias is present. Verification bias occurs when some of the subjects are not subject to the gold standard. The approach is Bayesian where the estimation of test accuracy is based on the posterior distribution of the relevant parameter. Accuracy of two combined binary tests is estimated employing either “believe the positive” or “believe the negative” rule, then the true and false positive fractions for each rule are computed for two tests. In order to perform the analysis, the missing at random assumption is imposed, and an interesting example is provided by estimating the combined accuracy of CT and MRI to diagnose lung cancer. The Bayesian approach is extended to two ordinal tests when verification bias is present, and the accuracy of the combined tests is based on the ROC area of the risk function. An example involving mammography with two readers with extreme verification bias illustrates the estimation of the combined test accuracy for ordinal tests. PMID:26859487

  5. Application of Bayesian Approach in Cancer Clinical Trial

    PubMed Central

    Bhattacharjee, Atanu

    2014-01-01

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

  6. 1-norm support vector novelty detection and its sparseness.

    PubMed

    Zhang, Li; Zhou, WeiDa

    2013-12-01

    This paper proposes a 1-norm support vector novelty detection (SVND) method and discusses its sparseness. 1-norm SVND is formulated as a linear programming problem and uses two techniques for inducing sparseness, or the 1-norm regularization and the hinge loss function. We also find two upper bounds on the sparseness of 1-norm SVND, or exact support vector (ESV) and kernel Gram matrix rank bounds. The ESV bound indicates that 1-norm SVND has a sparser representation model than SVND. The kernel Gram matrix rank bound can loosely estimate the sparseness of 1-norm SVND. Experimental results show that 1-norm SVND is feasible and effective. Copyright © 2013 Elsevier Ltd. All rights reserved.

  7. Bayesian Multi-Trait Analysis Reveals a Useful Tool to Increase Oil Concentration and to Decrease Toxicity in Jatropha curcas L.

    PubMed Central

    Silva Junqueira, Vinícius; de Azevedo Peixoto, Leonardo; Galvêas Laviola, Bruno; Lopes Bhering, Leonardo; Mendonça, Simone; Agostini Costa, Tania da Silveira; Antoniassi, Rosemar

    2016-01-01

    The biggest challenge for jatropha breeding is to identify superior genotypes that present high seed yield and seed oil content with reduced toxicity levels. Therefore, the objective of this study was to estimate genetic parameters for three important traits (weight of 100 seed, oil seed content, and phorbol ester concentration), and to select superior genotypes to be used as progenitors in jatropha breeding. Additionally, the genotypic values and the genetic parameters estimated under the Bayesian multi-trait approach were used to evaluate different selection indices scenarios of 179 half-sib families. Three different scenarios and economic weights were considered. It was possible to simultaneously reduce toxicity and increase seed oil content and weight of 100 seed by using index selection based on genotypic value estimated by the Bayesian multi-trait approach. Indeed, we identified two families that present these characteristics by evaluating genetic diversity using the Ward clustering method, which suggested nine homogenous clusters. Future researches must integrate the Bayesian multi-trait methods with realized relationship matrix, aiming to build accurate selection indices models. PMID:27281340

  8. Uncovering robust patterns of microRNA co-expression across cancers using Bayesian Relevance Networks

    PubMed Central

    2017-01-01

    Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing—with its unique statistical properties—became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca. PMID:28817636

  9. Application of Multiple Imputation for Missing Values in Three-Way Three-Mode Multi-Environment Trial Data

    PubMed Central

    Tian, Ting; McLachlan, Geoffrey J.; Dieters, Mark J.; Basford, Kaye E.

    2015-01-01

    It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances. PMID:26689369

  10. Uncovering robust patterns of microRNA co-expression across cancers using Bayesian Relevance Networks.

    PubMed

    Ramachandran, Parameswaran; Sánchez-Taltavull, Daniel; Perkins, Theodore J

    2017-01-01

    Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing-with its unique statistical properties-became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca.

  11. Application of Multiple Imputation for Missing Values in Three-Way Three-Mode Multi-Environment Trial Data.

    PubMed

    Tian, Ting; McLachlan, Geoffrey J; Dieters, Mark J; Basford, Kaye E

    2015-01-01

    It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances.

  12. Association between Stereotactic Radiotherapy and Death from Brain Metastases of Epithelial Ovarian Cancer: a Gliwice Data Re-Analysis with Penalization

    PubMed

    Tukiendorf, Andrzej; Mansournia, Mohammad Ali; Wydmański, Jerzy; Wolny-Rokicka, Edyta

    2017-04-01

    Background: Clinical datasets for epithelial ovarian cancer brain metastatic patients are usually small in size. When adequate case numbers are lacking, resulting estimates of regression coefficients may demonstrate bias. One of the direct approaches to reduce such sparse-data bias is based on penalized estimation. Methods: A re- analysis of formerly reported hazard ratios in diagnosed patients was performed using penalized Cox regression with a popular SAS package providing additional software codes for a statistical computational procedure. Results: It was found that the penalized approach can readily diminish sparse data artefacts and radically reduce the magnitude of estimated regression coefficients. Conclusions: It was confirmed that classical statistical approaches may exaggerate regression estimates or distort study interpretations and conclusions. The results support the thesis that penalization via weak informative priors and data augmentation are the safest approaches to shrink sparse data artefacts frequently occurring in epidemiological research. Creative Commons Attribution License

  13. Predicting the Future as Bayesian Inference: People Combine Prior Knowledge with Observations when Estimating Duration and Extent

    ERIC Educational Resources Information Center

    Griffiths, Thomas L.; Tenenbaum, Joshua B.

    2011-01-01

    Predicting the future is a basic problem that people have to solve every day and a component of planning, decision making, memory, and causal reasoning. In this article, we present 5 experiments testing a Bayesian model of predicting the duration or extent of phenomena from their current state. This Bayesian model indicates how people should…

  14. A Preliminary Bayesian Analysis of Incomplete Longitudinal Data from a Small Sample: Methodological Advances in an International Comparative Study of Educational Inequality

    ERIC Educational Resources Information Center

    Hsieh, Chueh-An; Maier, Kimberly S.

    2009-01-01

    The capacity of Bayesian methods in estimating complex statistical models is undeniable. Bayesian data analysis is seen as having a range of advantages, such as an intuitive probabilistic interpretation of the parameters of interest, the efficient incorporation of prior information to empirical data analysis, model averaging and model selection.…

  15. Bayesian Nonlinear Assimilation of Eulerian and Lagrangian Coastal Flow Data

    DTIC Science & Technology

    2015-09-30

    Lagrangian Coastal Flow Data Dr. Pierre F.J. Lermusiaux Department of Mechanical Engineering Center for Ocean Science and Engineering Massachusetts...Develop and apply theory, schemes and computational systems for rigorous Bayesian nonlinear assimilation of Eulerian and Lagrangian coastal flow data...coastal ocean fields, both in Eulerian and Lagrangian forms. - Further develop and implement our GMM-DO schemes for robust Bayesian nonlinear estimation

  16. Bayesian B-spline mapping for dynamic quantitative traits.

    PubMed

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

    2012-04-01

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

  17. Bayesian Estimation of Fish Disease Prevalence from Pooled Samples Incorporating Sensitivity and Specificity

    NASA Astrophysics Data System (ADS)

    Williams, Christopher J.; Moffitt, Christine M.

    2003-03-01

    An important emerging issue in fisheries biology is the health of free-ranging populations of fish, particularly with respect to the prevalence of certain pathogens. For many years, pathologists focused on captive populations and interest was in the presence or absence of certain pathogens, so it was economically attractive to test pooled samples of fish. Recently, investigators have begun to study individual fish prevalence from pooled samples. Estimation of disease prevalence from pooled samples is straightforward when assay sensitivity and specificity are perfect, but this assumption is unrealistic. Here we illustrate the use of a Bayesian approach for estimating disease prevalence from pooled samples when sensitivity and specificity are not perfect. We also focus on diagnostic plots to monitor the convergence of the Gibbs-sampling-based Bayesian analysis. The methods are illustrated with a sample data set.

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

    PubMed

    Bockman, Alexander; Fackler, Cameron; Xiang, Ning

    2015-04-01

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

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

    PubMed

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

    2006-07-01

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

  20. 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).

  1. Estimation model of life insurance claims risk for cancer patients by using Bayesian method

    NASA Astrophysics Data System (ADS)

    Sukono; Suyudi, M.; Islamiyati, F.; Supian, S.

    2017-01-01

    This paper discussed the estimation model of the risk of life insurance claims for cancer patients using Bayesian method. To estimate the risk of the claim, the insurance participant data is grouped into two: the number of policies issued and the number of claims incurred. Model estimation is done using a Bayesian approach method. Further, the estimator model was used to estimate the risk value of life insurance claims each age group for each sex. The estimation results indicate that a large risk premium for insured males aged less than 30 years is 0.85; for ages 30 to 40 years is 3:58; for ages 41 to 50 years is 1.71; for ages 51 to 60 years is 2.96; and for those aged over 60 years is 7.82. Meanwhile, for insured women aged less than 30 years was 0:56; for ages 30 to 40 years is 3:21; for ages 41 to 50 years is 0.65; for ages 51 to 60 years is 3:12; and for those aged over 60 years is 9.99. This study is useful in determining the risk premium in homogeneous groups based on gender and age.

  2. Uncertainty in action-value estimation affects both action choice and learning rate of the choice behaviors of rats

    PubMed Central

    Funamizu, Akihiro; Ito, Makoto; Doya, Kenji; Kanzaki, Ryohei; Takahashi, Hirokazu

    2012-01-01

    The estimation of reward outcomes for action candidates is essential for decision making. In this study, we examined whether and how the uncertainty in reward outcome estimation affects the action choice and learning rate. We designed a choice task in which rats selected either the left-poking or right-poking hole and received a reward of a food pellet stochastically. The reward probabilities of the left and right holes were chosen from six settings (high, 100% vs. 66%; mid, 66% vs. 33%; low, 33% vs. 0% for the left vs. right holes, and the opposites) in every 20–549 trials. We used Bayesian Q-learning models to estimate the time course of the probability distribution of action values and tested if they better explain the behaviors of rats than standard Q-learning models that estimate only the mean of action values. Model comparison by cross-validation revealed that a Bayesian Q-learning model with an asymmetric update for reward and non-reward outcomes fit the choice time course of the rats best. In the action-choice equation of the Bayesian Q-learning model, the estimated coefficient for the variance of action value was positive, meaning that rats were uncertainty seeking. Further analysis of the Bayesian Q-learning model suggested that the uncertainty facilitated the effective learning rate. These results suggest that the rats consider uncertainty in action-value estimation and that they have an uncertainty-seeking action policy and uncertainty-dependent modulation of the effective learning rate. PMID:22487046

  3. A Sparse Reconstruction Approach for Identifying Gene Regulatory Networks Using Steady-State Experiment Data

    PubMed Central

    Zhang, Wanhong; Zhou, Tong

    2015-01-01

    Motivation Identifying gene regulatory networks (GRNs) which consist of a large number of interacting units has become a problem of paramount importance in systems biology. Situations exist extensively in which causal interacting relationships among these units are required to be reconstructed from measured expression data and other a priori information. Though numerous classical methods have been developed to unravel the interactions of GRNs, these methods either have higher computing complexities or have lower estimation accuracies. Note that great similarities exist between identification of genes that directly regulate a specific gene and a sparse vector reconstruction, which often relates to the determination of the number, location and magnitude of nonzero entries of an unknown vector by solving an underdetermined system of linear equations y = Φx. Based on these similarities, we propose a novel framework of sparse reconstruction to identify the structure of a GRN, so as to increase accuracy of causal regulation estimations, as well as to reduce their computational complexity. Results In this paper, a sparse reconstruction framework is proposed on basis of steady-state experiment data to identify GRN structure. Different from traditional methods, this approach is adopted which is well suitable for a large-scale underdetermined problem in inferring a sparse vector. We investigate how to combine the noisy steady-state experiment data and a sparse reconstruction algorithm to identify causal relationships. Efficiency of this method is tested by an artificial linear network, a mitogen-activated protein kinase (MAPK) pathway network and the in silico networks of the DREAM challenges. The performance of the suggested approach is compared with two state-of-the-art algorithms, the widely adopted total least-squares (TLS) method and those available results on the DREAM project. Actual results show that, with a lower computational cost, the proposed method can significantly enhance estimation accuracy and greatly reduce false positive and negative errors. Furthermore, numerical calculations demonstrate that the proposed algorithm may have faster convergence speed and smaller fluctuation than other methods when either estimate error or estimate bias is considered. PMID:26207991

  4. Large Covariance Estimation by Thresholding Principal Orthogonal Complements

    PubMed Central

    Fan, Jianqing; Liao, Yuan; Mincheva, Martina

    2012-01-01

    This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented. PMID:24348088

  5. Large Covariance Estimation by Thresholding Principal Orthogonal Complements.

    PubMed

    Fan, Jianqing; Liao, Yuan; Mincheva, Martina

    2013-09-01

    This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented.

  6. The severity of pandemic H1N1 influenza in the United States, from April to July 2009: a Bayesian analysis.

    PubMed

    Presanis, Anne M; De Angelis, Daniela; Hagy, Angela; Reed, Carrie; Riley, Steven; Cooper, Ben S; Finelli, Lyn; Biedrzycki, Paul; Lipsitch, Marc

    2009-12-01

    Accurate measures of the severity of pandemic (H1N1) 2009 influenza (pH1N1) are needed to assess the likely impact of an anticipated resurgence in the autumn in the Northern Hemisphere. Severity has been difficult to measure because jurisdictions with large numbers of deaths and other severe outcomes have had too many cases to assess the total number with confidence. Also, detection of severe cases may be more likely, resulting in overestimation of the severity of an average case. We sought to estimate the probabilities that symptomatic infection would lead to hospitalization, ICU admission, and death by combining data from multiple sources. We used complementary data from two US cities: Milwaukee attempted to identify cases of medically attended infection whether or not they required hospitalization, while New York City focused on the identification of hospitalizations, intensive care admission or mechanical ventilation (hereafter, ICU), and deaths. New York data were used to estimate numerators for ICU and death, and two sources of data--medically attended cases in Milwaukee or self-reported influenza-like illness (ILI) in New York--were used to estimate ratios of symptomatic cases to hospitalizations. Combining these data with estimates of the fraction detected for each level of severity, we estimated the proportion of symptomatic patients who died (symptomatic case-fatality ratio, sCFR), required ICU (sCIR), and required hospitalization (sCHR), overall and by age category. Evidence, prior information, and associated uncertainty were analyzed in a Bayesian evidence synthesis framework. Using medically attended cases and estimates of the proportion of symptomatic cases medically attended, we estimated an sCFR of 0.048% (95% credible interval [CI] 0.026%-0.096%), sCIR of 0.239% (0.134%-0.458%), and sCHR of 1.44% (0.83%-2.64%). Using self-reported ILI, we obtained estimates approximately 7-9 x lower. sCFR and sCIR appear to be highest in persons aged 18 y and older, and lowest in children aged 5-17 y. sCHR appears to be lowest in persons aged 5-17; our data were too sparse to allow us to determine the group in which it was the highest. These estimates suggest that an autumn-winter pandemic wave of pH1N1 with comparable severity per case could lead to a number of deaths in the range from considerably below that associated with seasonal influenza to slightly higher, but with the greatest impact in children aged 0-4 and adults 18-64. These estimates of impact depend on assumptions about total incidence of infection and would be larger if incidence of symptomatic infection were higher or shifted toward adults, if viral virulence increased, or if suboptimal treatment resulted from stress on the health care system; numbers would decrease if the total proportion of the population symptomatically infected were lower than assumed.

  7. A Bayesian Approach for Population Pharmacokinetic Modeling of Alcohol in Japanese Individuals.

    PubMed

    Nemoto, Asuka; Masaaki, Matsuura; Yamaoka, Kazue

    2017-01-01

    Blood alcohol concentration data that were previously obtained from 34 healthy Japanese subjects with limited sampling times were reanalyzed. Characteristics of the data were that the concentrations were obtained from only the early part of the time-concentration curve. To explore significant covariates for the population pharmacokinetic analysis of alcohol by incorporating external data using a Bayesian method, and to estimate effects of the covariates. The data were analyzed using a Markov chain Monte Carlo Bayesian estimation with NONMEM 7.3 (ICON Clinical Research LLC, North Wales, Pennsylvania). Informative priors were obtained from the external study. A 1-compartment model with Michaelis-Menten elimination was used. The typical value for the apparent volume of distribution was 49.3 L at the age of 29.4 years. Volume of distribution was estimated to be 20.4 L smaller in subjects with the ALDH2*1/*2 genotype than in subjects with the ALDH2*1/*1 genotype. A population pharmacokinetic model for alcohol was updated. A Bayesian approach allowed interpretation of significant covariate relationships, even if the current dataset is not informative about all parameters. This is the first study reporting an estimate of the effect of the ALDH2 genotype in a PPK model.

  8. Bayesian molecular dating: opening up the black box.

    PubMed

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

    2018-05-01

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

  9. Bayesian Correlation Analysis for Sequence Count Data

    PubMed Central

    Lau, Nelson; Perkins, Theodore J.

    2016-01-01

    Evaluating the similarity of different measured variables is a fundamental task of statistics, and a key part of many bioinformatics algorithms. Here we propose a Bayesian scheme for estimating the correlation between different entities’ measurements based on high-throughput sequencing data. These entities could be different genes or miRNAs whose expression is measured by RNA-seq, different transcription factors or histone marks whose expression is measured by ChIP-seq, or even combinations of different types of entities. Our Bayesian formulation accounts for both measured signal levels and uncertainty in those levels, due to varying sequencing depth in different experiments and to varying absolute levels of individual entities, both of which affect the precision of the measurements. In comparison with a traditional Pearson correlation analysis, we show that our Bayesian correlation analysis retains high correlations when measurement confidence is high, but suppresses correlations when measurement confidence is low—especially for entities with low signal levels. In addition, we consider the influence of priors on the Bayesian correlation estimate. Perhaps surprisingly, we show that naive, uniform priors on entities’ signal levels can lead to highly biased correlation estimates, particularly when different experiments have widely varying sequencing depths. However, we propose two alternative priors that provably mitigate this problem. We also prove that, like traditional Pearson correlation, our Bayesian correlation calculation constitutes a kernel in the machine learning sense, and thus can be used as a similarity measure in any kernel-based machine learning algorithm. We demonstrate our approach on two RNA-seq datasets and one miRNA-seq dataset. PMID:27701449

  10. Paternal occupation and birth defects: findings from the National Birth Defects Prevention Study.

    PubMed

    Desrosiers, Tania A; Herring, Amy H; Shapira, Stuart K; Hooiveld, Mariëtte; Luben, Tom J; Herdt-Losavio, Michele L; Lin, Shao; Olshan, Andrew F

    2012-08-01

    Several epidemiological studies have suggested that certain paternal occupations may be associated with an increased prevalence of birth defects in offspring. Using data from the National Birth Defects Prevention Study, the authors investigated the association between paternal occupation and birth defects in a case-control study of cases comprising over 60 different types of birth defects (n=9998) and non-malformed controls (n=4066) with dates of delivery between 1997 and 2004. Using paternal occupational histories reported by mothers via telephone interview, jobs were systematically classified into 63 groups based on shared exposure profiles within occupation and industry. Data were analysed using bayesian logistic regression with a hierarchical prior for dependent shrinkage to stabilise estimation with sparse data. Several occupations were associated with an increased prevalence of various birth defect categories, including mathematical, physical and computer scientists; artists; photographers and photo processors; food service workers; landscapers and groundskeepers; hairdressers and cosmetologists; office and administrative support workers; sawmill workers; petroleum and gas workers; chemical workers; printers; material moving equipment operators; and motor vehicle operators. Findings from this study might be used to identify specific occupations worthy of further investigation and to generate hypotheses about chemical or physical exposures common to such occupations.

  11. Inverse Ising problem in continuous time: A latent variable approach

    NASA Astrophysics Data System (ADS)

    Donner, Christian; Opper, Manfred

    2017-12-01

    We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.

  12. An Overview and Evaluation of Recent Machine Learning Imputation Methods Using Cardiac Imaging Data.

    PubMed

    Liu, Yuzhe; Gopalakrishnan, Vanathi

    2017-03-01

    Many clinical research datasets have a large percentage of missing values that directly impacts their usefulness in yielding high accuracy classifiers when used for training in supervised machine learning. While missing value imputation methods have been shown to work well with smaller percentages of missing values, their ability to impute sparse clinical research data can be problem specific. We previously attempted to learn quantitative guidelines for ordering cardiac magnetic resonance imaging during the evaluation for pediatric cardiomyopathy, but missing data significantly reduced our usable sample size. In this work, we sought to determine if increasing the usable sample size through imputation would allow us to learn better guidelines. We first review several machine learning methods for estimating missing data. Then, we apply four popular methods (mean imputation, decision tree, k-nearest neighbors, and self-organizing maps) to a clinical research dataset of pediatric patients undergoing evaluation for cardiomyopathy. Using Bayesian Rule Learning (BRL) to learn ruleset models, we compared the performance of imputation-augmented models versus unaugmented models. We found that all four imputation-augmented models performed similarly to unaugmented models. While imputation did not improve performance, it did provide evidence for the robustness of our learned models.

  13. Energy budgets and resistances to energy transport in sparsely vegetated rangeland

    USGS Publications Warehouse

    Nichols, W.D.

    1992-01-01

    Partitioning available energy between plants and bare soil in sparsely vegetated rangelands will allow hydrologists and others to gain a greater understanding of water use by native vegetation, especially phreatophytes. Standard methods of conducting energy budget studies result in measurements of latent and sensible heat fluxes above the plant canopy which therefore include the energy fluxes from both the canopy and the soil. One-dimensional theoretical numerical models have been proposed recently for the partitioning of energy in sparse crops. Bowen ratio and other micrometeorological data collected over phreatophytes growing in areas of shallow ground water in central Nevada were used to evaluate the feasibility of using these models, which are based on surface and within-canopy aerodynamic resistances, to determine heat and water vapor transport in sparsely vegetated rangelands. The models appear to provide reasonably good estimates of sensible heat flux from the soil and latent heat flux from the canopy. Estimates of latent heat flux from the soil were less satisfactory. Sensible heat flux from the canopy was not well predicted by the present resistance formulations. Also, estimates of total above-canopy fluxes were not satisfactory when using a single value for above-canopy bulk aerodynamic resistance. ?? 1992.

  14. Bayesian relaxed clock estimation of divergence times in foraminifera.

    PubMed

    Groussin, Mathieu; Pawlowski, Jan; Yang, Ziheng

    2011-10-01

    Accurate and precise estimation of divergence times during the Neo-Proterozoic is necessary to understand the speciation dynamic of early Eukaryotes. However such deep divergences are difficult to date, as the molecular clock is seriously violated. Recent improvements in Bayesian molecular dating techniques allow the relaxation of the molecular clock hypothesis as well as incorporation of multiple and flexible fossil calibrations. Divergence times can then be estimated even when the evolutionary rate varies among lineages and even when the fossil calibrations involve substantial uncertainties. In this paper, we used a Bayesian method to estimate divergence times in Foraminifera, a group of unicellular eukaryotes, known for their excellent fossil record but also for the high evolutionary rates of their genomes. Based on multigene data we reconstructed the phylogeny of Foraminifera and dated their origin and the major radiation events. Our estimates suggest that Foraminifera emerged during the Cryogenian (650-920 Ma, Neo-Proterozoic), with a mean time around 770 Ma, about 220 Myr before the first appearance of reliable foraminiferal fossils in sediments (545 Ma). Most dates are in agreement with the fossil record, but in general our results suggest earlier origins of foraminiferal orders. We found that the posterior time estimates were robust to specifications of the prior. Our results highlight inter-species variations of evolutionary rates in Foraminifera. Their effect was partially overcome by using the partitioned Bayesian analysis to accommodate rate heterogeneity among data partitions and using the relaxed molecular clock to account for changing evolutionary rates. However, more coding genes appear necessary to obtain more precise estimates of divergence times and to resolve the conflicts between fossil and molecular date estimates. Copyright © 2011 Elsevier Inc. All rights reserved.

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

    PubMed Central

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

    2016-01-01

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

  16. 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.

  17. A Regional CO2 Observing System Simulation Experiment Using ASCENDS Observations and WRF-STILT Footprints

    NASA Technical Reports Server (NTRS)

    Wang, James S.; Kawa, S. Randolph; Eluszkiewicz, Janusz; Collatz, G. J.; Mountain, Marikate; Henderson, John; Nehrkorn, Thomas; Aschbrenner, Ryan; Zaccheo, T. Scott

    2012-01-01

    Knowledge of the spatiotemporal variations in emissions and uptake of CO2 is hampered by sparse measurements. The recent advent of satellite measurements of CO2 concentrations is increasing the density of measurements, and the future mission ASCENDS (Active Sensing of CO2 Emissions over Nights, Days and Seasons) will provide even greater coverage and precision. Lagrangian atmospheric transport models run backward in time can quantify surface influences ("footprints") of diverse measurement platforms and are particularly well suited for inverse estimation of regional surface CO2 fluxes at high resolution based on satellite observations. We utilize the STILT Lagrangian particle dispersion model, driven by WRF meteorological fields at 40-km resolution, in a Bayesian synthesis inversion approach to quantify the ability of ASCENDS column CO2 observations to constrain fluxes at high resolution. This study focuses on land-based biospheric fluxes, whose uncertainties are especially large, in a domain encompassing North America. We present results based on realistic input fields for 2007. Pseudo-observation random errors are estimated from backscatter and optical depth measured by the CALIPSO satellite. We estimate a priori flux uncertainties based on output from the CASA-GFED (v.3) biosphere model and make simple assumptions about spatial and temporal error correlations. WRF-STILT footprints are convolved with candidate vertical weighting functions for ASCENDS. We find that at a horizontal flux resolution of 1 degree x 1 degree, ASCENDS observations are potentially able to reduce average weekly flux uncertainties by 0-8% in July, and 0-0.5% in January (assuming an error of 0.5 ppm at the Railroad Valley reference site). Aggregated to coarser resolutions, e.g. 5 degrees x 5 degrees, the uncertainty reductions are larger and more similar to those estimated in previous satellite data observing system simulation experiments.

  18. Detectability of change in winter precipitation within mountain landscapes: Spatial patterns and uncertainty

    NASA Astrophysics Data System (ADS)

    Silverman, N. L.; Maneta, M. P.

    2016-06-01

    Detecting long-term change in seasonal precipitation using ground observations is dependent on the representativity of the point measurement to the surrounding landscape. In mountainous regions, representativity can be poor and lead to large uncertainties in precipitation estimates at high elevations or in areas where observations are sparse. If the uncertainty in the estimate is large compared to the long-term shifts in precipitation, then the change will likely go undetected. In this analysis, we examine the minimum detectable change across mountainous terrain in western Montana, USA. We ask the question: What is the minimum amount of change that is necessary to be detected using our best estimates of precipitation in complex terrain? We evaluate the spatial uncertainty in the precipitation estimates by conditioning historic regional climate model simulations to ground observations using Bayesian inference. By using this uncertainty as a null hypothesis, we test for detectability across the study region. To provide context for the detectability calculations, we look at a range of future scenarios from the Coupled Model Intercomparison Project 5 (CMIP5) multimodel ensemble downscaled to 4 km resolution using the MACAv2-METDATA data set. When using the ensemble averages we find that approximately 65% of the significant increases in winter precipitation go undetected at midelevations. At high elevation, approximately 75% of significant increases in winter precipitation are undetectable. Areas where change can be detected are largely controlled by topographic features. Elevation and aspect are key characteristics that determine whether or not changes in winter precipitation can be detected. Furthermore, we find that undetected increases in winter precipitation at high elevation will likely remain as snow under climate change scenarios. Therefore, there is potential for these areas to offset snowpack loss at lower elevations and confound the effects of climate change on water resources.

  19. GPZ: non-stationary sparse Gaussian processes for heteroscedastic uncertainty estimation in photometric redshifts

    NASA Astrophysics Data System (ADS)

    Almosallam, Ibrahim A.; Jarvis, Matt J.; Roberts, Stephen J.

    2016-10-01

    The next generation of cosmology experiments will be required to use photometric redshifts rather than spectroscopic redshifts. Obtaining accurate and well-characterized photometric redshift distributions is therefore critical for Euclid, the Large Synoptic Survey Telescope and the Square Kilometre Array. However, determining accurate variance predictions alongside single point estimates is crucial, as they can be used to optimize the sample of galaxies for the specific experiment (e.g. weak lensing, baryon acoustic oscillations, supernovae), trading off between completeness and reliability in the galaxy sample. The various sources of uncertainty in measurements of the photometry and redshifts put a lower bound on the accuracy that any model can hope to achieve. The intrinsic uncertainty associated with estimates is often non-uniform and input-dependent, commonly known in statistics as heteroscedastic noise. However, existing approaches are susceptible to outliers and do not take into account variance induced by non-uniform data density and in most cases require manual tuning of many parameters. In this paper, we present a Bayesian machine learning approach that jointly optimizes the model with respect to both the predictive mean and variance we refer to as Gaussian processes for photometric redshifts (GPZ). The predictive variance of the model takes into account both the variance due to data density and photometric noise. Using the Sloan Digital Sky Survey (SDSS) DR12 data, we show that our approach substantially outperforms other machine learning methods for photo-z estimation and their associated variance, such as TPZ and ANNZ2. We provide a MATLAB and PYTHON implementations that are available to download at https://github.com/OxfordML/GPz.

  20. Retrieval of Understory NDVI in Sparse Boreal Forests By MODIS Brdf Data

    NASA Astrophysics Data System (ADS)

    Yang, W.; Kobayashi, H.; Suzuki, R.; Nasahara, K. N.

    2014-12-01

    Global products of leaf area index (LAI) usually show large uncertainties in sparsely vegetated areas. The reason is that the understory contribution is not negligible in reflectance modeling for the case of low to intermediate canopy cover. Therefore many efforts have been carried out on inclusion of understory properties in the LAI estimation algorithms. Compared with conventional data bank method, estimation of forest understory property from satellite data is superior in the studies at global or continental scale during a long periods. However, the existing remote sensing method based on multi-angular observations is very complicated to implement. Alternatively, a simple method to retrieve understory NDVI (NDVIu) for sparse boreal forests was proposed in this study. The method is based on the property that the bi-directional variation of NDVIu is much smaller than that of the canopy-level NDVI. To retrieve NDVIu for a certain pixel, linear extrapolation was applied using the pixels within a 5×5 target-pixel-centered window. The NDVI values were reconstructed from the MODIS BRDF data corresponding to eight different solar-view angles. NDVIu was estimated as the average of the NDVI values corresponding to the position where the stand NDVI has the smallest angular variation. Validation by noise-free simulation dataset yielded high agreement between estimated and true NDVIu with R2 and RMSE of 0.99 and 0.03, respectively. By the MODIS BRDF data, we got the estimate of NDVIu close to the in situ measured value (0.61 vs. 0.66 for estimate and measurement, respectively), and also reasonable seasonal patterns of NDVIu in 2010-2013. The results imply a potential application of the retrieved NDVIu to improve the estimation of overstory LAI for sparse boreal forests.

  1. Bayesian approach to inverse statistical mechanics.

    PubMed

    Habeck, Michael

    2014-05-01

    Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

  2. Bayesian approach to inverse statistical mechanics

    NASA Astrophysics Data System (ADS)

    Habeck, Michael

    2014-05-01

    Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

  3. Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests

    NASA Astrophysics Data System (ADS)

    Shumway, R. H.

    2001-10-01

    - The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.

  4. Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests

    NASA Astrophysics Data System (ADS)

    Shumway, R. H.

    The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.

  5. Critically evaluating the theory and performance of Bayesian analysis of macroevolutionary mixtures

    PubMed Central

    Moore, Brian R.; Höhna, Sebastian; May, Michael R.; Rannala, Bruce; Huelsenbeck, John P.

    2016-01-01

    Bayesian analysis of macroevolutionary mixtures (BAMM) has recently taken the study of lineage diversification by storm. BAMM estimates the diversification-rate parameters (speciation and extinction) for every branch of a study phylogeny and infers the number and location of diversification-rate shifts across branches of a tree. Our evaluation of BAMM reveals two major theoretical errors: (i) the likelihood function (which estimates the model parameters from the data) is incorrect, and (ii) the compound Poisson process prior model (which describes the prior distribution of diversification-rate shifts across branches) is incoherent. Using simulation, we demonstrate that these theoretical issues cause statistical pathologies; posterior estimates of the number of diversification-rate shifts are strongly influenced by the assumed prior, and estimates of diversification-rate parameters are unreliable. Moreover, the inability to correctly compute the likelihood or to correctly specify the prior for rate-variable trees precludes the use of Bayesian approaches for testing hypotheses regarding the number and location of diversification-rate shifts using BAMM. PMID:27512038

  6. A Bayesian Approach for Measurements of Stray Neutrons at Proton Therapy Facilities: Quantifying Neutron Dose Uncertainty.

    PubMed

    Dommert, M; Reginatto, M; Zboril, M; Fiedler, F; Helmbrecht, S; Enghardt, W; Lutz, B

    2017-11-28

    Bonner sphere measurements are typically analyzed using unfolding codes. It is well known that it is difficult to get reliable estimates of uncertainties for standard unfolding procedures. An alternative approach is to analyze the data using Bayesian parameter estimation. This method provides reliable estimates of the uncertainties of neutron spectra leading to rigorous estimates of uncertainties of the dose. We extend previous Bayesian approaches and apply the method to stray neutrons in proton therapy environments by introducing a new parameterized model which describes the main features of the expected neutron spectra. The parameterization is based on information that is available from measurements and detailed Monte Carlo simulations. The validity of this approach has been validated with results of an experiment using Bonner spheres carried out at the experimental hall of the OncoRay proton therapy facility in Dresden. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

  7. Selected aspects of prior and likelihood information for a Bayesian classifier in a road safety analysis.

    PubMed

    Nowakowska, Marzena

    2017-04-01

    The development of the Bayesian logistic regression model classifying the road accident severity is discussed. The already exploited informative priors (method of moments, maximum likelihood estimation, and two-stage Bayesian updating), along with the original idea of a Boot prior proposal, are investigated when no expert opinion has been available. In addition, two possible approaches to updating the priors, in the form of unbalanced and balanced training data sets, are presented. The obtained logistic Bayesian models are assessed on the basis of a deviance information criterion (DIC), highest probability density (HPD) intervals, and coefficients of variation estimated for the model parameters. The verification of the model accuracy has been based on sensitivity, specificity and the harmonic mean of sensitivity and specificity, all calculated from a test data set. The models obtained from the balanced training data set have a better classification quality than the ones obtained from the unbalanced training data set. The two-stage Bayesian updating prior model and the Boot prior model, both identified with the use of the balanced training data set, outperform the non-informative, method of moments, and maximum likelihood estimation prior models. It is important to note that one should be careful when interpreting the parameters since different priors can lead to different models. Copyright © 2017 Elsevier Ltd. All rights reserved.

  8. 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.

  9. Improved sparse decomposition based on a smoothed L0 norm using a Laplacian kernel to select features from fMRI data.

    PubMed

    Zhang, Chuncheng; Song, Sutao; Wen, Xiaotong; Yao, Li; Long, Zhiying

    2015-04-30

    Feature selection plays an important role in improving the classification accuracy of multivariate classification techniques in the context of fMRI-based decoding due to the "few samples and large features" nature of functional magnetic resonance imaging (fMRI) data. Recently, several sparse representation methods have been applied to the voxel selection of fMRI data. Despite the low computational efficiency of the sparse representation methods, they still displayed promise for applications that select features from fMRI data. In this study, we proposed the Laplacian smoothed L0 norm (LSL0) approach for feature selection of fMRI data. Based on the fast sparse decomposition using smoothed L0 norm (SL0) (Mohimani, 2007), the LSL0 method used the Laplacian function to approximate the L0 norm of sources. Results of the simulated and real fMRI data demonstrated the feasibility and robustness of LSL0 for the sparse source estimation and feature selection. Simulated results indicated that LSL0 produced more accurate source estimation than SL0 at high noise levels. The classification accuracy using voxels that were selected by LSL0 was higher than that by SL0 in both simulated and real fMRI experiment. Moreover, both LSL0 and SL0 showed higher classification accuracy and required less time than ICA and t-test for the fMRI decoding. LSL0 outperformed SL0 in sparse source estimation at high noise level and in feature selection. Moreover, LSL0 and SL0 showed better performance than ICA and t-test for feature selection. Copyright © 2015 Elsevier B.V. All rights reserved.

  10. Inferring network structure in non-normal and mixed discrete-continuous genomic data.

    PubMed

    Bhadra, Anindya; Rao, Arvind; Baladandayuthapani, Veerabhadran

    2018-03-01

    Inferring dependence structure through undirected graphs is crucial for uncovering the major modes of multivariate interaction among high-dimensional genomic markers that are potentially associated with cancer. Traditionally, conditional independence has been studied using sparse Gaussian graphical models for continuous data and sparse Ising models for discrete data. However, there are two clear situations when these approaches are inadequate. The first occurs when the data are continuous but display non-normal marginal behavior such as heavy tails or skewness, rendering an assumption of normality inappropriate. The second occurs when a part of the data is ordinal or discrete (e.g., presence or absence of a mutation) and the other part is continuous (e.g., expression levels of genes or proteins). In this case, the existing Bayesian approaches typically employ a latent variable framework for the discrete part that precludes inferring conditional independence among the data that are actually observed. The current article overcomes these two challenges in a unified framework using Gaussian scale mixtures. Our framework is able to handle continuous data that are not normal and data that are of mixed continuous and discrete nature, while still being able to infer a sparse conditional sign independence structure among the observed data. Extensive performance comparison in simulations with alternative techniques and an analysis of a real cancer genomics data set demonstrate the effectiveness of the proposed approach. © 2017, The International Biometric Society.

  11. Inferring network structure in non-normal and mixed discrete-continuous genomic data

    PubMed Central

    Bhadra, Anindya; Rao, Arvind; Baladandayuthapani, Veerabhadran

    2017-01-01

    Inferring dependence structure through undirected graphs is crucial for uncovering the major modes of multivariate interaction among high-dimensional genomic markers that are potentially associated with cancer. Traditionally, conditional independence has been studied using sparse Gaussian graphical models for continuous data and sparse Ising models for discrete data. However, there are two clear situations when these approaches are inadequate. The first occurs when the data are continuous but display non-normal marginal behavior such as heavy tails or skewness, rendering an assumption of normality inappropriate. The second occurs when a part of the data is ordinal or discrete (e.g., presence or absence of a mutation) and the other part is continuous (e.g., expression levels of genes or proteins). In this case, the existing Bayesian approaches typically employ a latent variable framework for the discrete part that precludes inferring conditional independence among the data that are actually observed. The current article overcomes these two challenges in a unified framework using Gaussian scale mixtures. Our framework is able to handle continuous data that are not normal and data that are of mixed continuous and discrete nature, while still being able to infer a sparse conditional sign independence structure among the observed data. Extensive performance comparison in simulations with alternative techniques and an analysis of a real cancer genomics data set demonstrate the effectiveness of the proposed approach. PMID:28437848

  12. Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions

    PubMed Central

    Liu, Weidong; Luo, Xi

    2014-01-01

    This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse Column-wise Inverse Operator, to address these two issues. We analyze an adaptive procedure based on cross validation, and establish its convergence rate under the Frobenius norm. The convergence rates under other matrix norms are also established. This method also enjoys the advantage of fast computation for large-scale problems, via a coordinate descent algorithm. Numerical merits are illustrated using both simulated and real datasets. In particular, it performs favorably on an HIV brain tissue dataset and an ADHD resting-state fMRI dataset. PMID:25750463

  13. Kriging and local polynomial methods for blending satellite-derived and gauge precipitation estimates to support hydrologic early warning systems

    USGS Publications Warehouse

    Verdin, Andrew; Funk, Christopher C.; Rajagopalan, Balaji; Kleiber, William

    2016-01-01

    Robust estimates of precipitation in space and time are important for efficient natural resource management and for mitigating natural hazards. This is particularly true in regions with developing infrastructure and regions that are frequently exposed to extreme events. Gauge observations of rainfall are sparse but capture the precipitation process with high fidelity. Due to its high resolution and complete spatial coverage, satellite-derived rainfall data are an attractive alternative in data-sparse regions and are often used to support hydrometeorological early warning systems. Satellite-derived precipitation data, however, tend to underrepresent extreme precipitation events. Thus, it is often desirable to blend spatially extensive satellite-derived rainfall estimates with high-fidelity rain gauge observations to obtain more accurate precipitation estimates. In this research, we use two different methods, namely, ordinary kriging and κ-nearest neighbor local polynomials, to blend rain gauge observations with the Climate Hazards Group Infrared Precipitation satellite-derived precipitation estimates in data-sparse Central America and Colombia. The utility of these methods in producing blended precipitation estimates at pentadal (five-day) and monthly time scales is demonstrated. We find that these blending methods significantly improve the satellite-derived estimates and are competitive in their ability to capture extreme precipitation.

  14. Estimating patient-specific and anatomically correct reference model for craniomaxillofacial deformity via sparse representation

    PubMed Central

    Wang, Li; Ren, Yi; Gao, Yaozong; Tang, Zhen; Chen, Ken-Chung; Li, Jianfu; Shen, Steve G. F.; Yan, Jin; Lee, Philip K. M.; Chow, Ben; Xia, James J.; Shen, Dinggang

    2015-01-01

    Purpose: A significant number of patients suffer from craniomaxillofacial (CMF) deformity and require CMF surgery in the United States. The success of CMF surgery depends on not only the surgical techniques but also an accurate surgical planning. However, surgical planning for CMF surgery is challenging due to the absence of a patient-specific reference model. Currently, the outcome of the surgery is often subjective and highly dependent on surgeon’s experience. In this paper, the authors present an automatic method to estimate an anatomically correct reference shape of jaws for orthognathic surgery, a common type of CMF surgery. Methods: To estimate a patient-specific jaw reference model, the authors use a data-driven method based on sparse shape composition. Given a dictionary of normal subjects, the authors first use the sparse representation to represent the midface of a patient by the midfaces of the normal subjects in the dictionary. Then, the derived sparse coefficients are used to reconstruct a patient-specific reference jaw shape. Results: The authors have validated the proposed method on both synthetic and real patient data. Experimental results show that the authors’ method can effectively reconstruct the normal shape of jaw for patients. Conclusions: The authors have presented a novel method to automatically estimate a patient-specific reference model for the patient suffering from CMF deformity. PMID:26429255

  15. An adaptive sparse deconvolution method for distinguishing the overlapping echoes of ultrasonic guided waves for pipeline crack inspection

    NASA Astrophysics Data System (ADS)

    Chang, Yong; Zi, Yanyang; Zhao, Jiyuan; Yang, Zhe; He, Wangpeng; Sun, Hailiang

    2017-03-01

    In guided wave pipeline inspection, echoes reflected from closely spaced reflectors generally overlap, meaning useful information is lost. To solve the overlapping problem, sparse deconvolution methods have been developed in the past decade. However, conventional sparse deconvolution methods have limitations in handling guided wave signals, because the input signal is directly used as the prototype of the convolution matrix, without considering the waveform change caused by the dispersion properties of the guided wave. In this paper, an adaptive sparse deconvolution (ASD) method is proposed to overcome these limitations. First, the Gaussian echo model is employed to adaptively estimate the column prototype of the convolution matrix instead of directly using the input signal as the prototype. Then, the convolution matrix is constructed upon the estimated results. Third, the split augmented Lagrangian shrinkage (SALSA) algorithm is introduced to solve the deconvolution problem with high computational efficiency. To verify the effectiveness of the proposed method, guided wave signals obtained from pipeline inspection are investigated numerically and experimentally. Compared to conventional sparse deconvolution methods, e.g. the {{l}1} -norm deconvolution method, the proposed method shows better performance in handling the echo overlap problem in the guided wave signal.

  16. One-shot 3D scanning by combining sparse landmarks with dense gradient information

    NASA Astrophysics Data System (ADS)

    Di Martino, Matías; Flores, Jorge; Ferrari, José A.

    2018-06-01

    Scene understanding is one of the most challenging and popular problems in the field of robotics and computer vision and the estimation of 3D information is at the core of most of these applications. In order to retrieve the 3D structure of a test surface we propose a single shot approach that combines dense gradient information with sparse absolute measurements. To that end, we designed a colored pattern that codes fine horizontal and vertical fringes, with sparse corners landmarks. By measuring the deformation (bending) of horizontal and vertical fringes, we are able to estimate surface local variations (i.e. its gradient field). Then corner sparse landmarks are detected and matched to infer spare absolute information about the test surface height. Local gradient information is combined with the sparse absolute values which work as anchors to guide the integration process. We show that this can be mathematically done in a very compact and intuitive way by properly defining a Poisson-like partial differential equation. Then we address in detail how the problem can be formulated in a discrete domain and how it can be practically solved by straight forward linear numerical solvers. Finally, validation experiment are presented.

  17. Using protein-protein interactions for refining gene networks estimated from microarray data by Bayesian networks.

    PubMed

    Nariai, N; Kim, S; Imoto, S; Miyano, S

    2004-01-01

    We propose a statistical method to estimate gene networks from DNA microarray data and protein-protein interactions. Because physical interactions between proteins or multiprotein complexes are likely to regulate biological processes, using only mRNA expression data is not sufficient for estimating a gene network accurately. Our method adds knowledge about protein-protein interactions to the estimation method of gene networks under a Bayesian statistical framework. In the estimated gene network, a protein complex is modeled as a virtual node based on principal component analysis. We show the effectiveness of the proposed method through the analysis of Saccharomyces cerevisiae cell cycle data. The proposed method improves the accuracy of the estimated gene networks, and successfully identifies some biological facts.

  18. Objectified quantification of uncertainties in Bayesian atmospheric inversions

    NASA Astrophysics Data System (ADS)

    Berchet, A.; Pison, I.; Chevallier, F.; Bousquet, P.; Bonne, J.-L.; Paris, J.-D.

    2015-05-01

    Classical Bayesian atmospheric inversions process atmospheric observations and prior emissions, the two being connected by an observation operator picturing mainly the atmospheric transport. These inversions rely on prescribed errors in the observations, the prior emissions and the observation operator. When data pieces are sparse, inversion results are very sensitive to the prescribed error distributions, which are not accurately known. The classical Bayesian framework experiences difficulties in quantifying the impact of mis-specified error distributions on the optimized fluxes. In order to cope with this issue, we rely on recent research results to enhance the classical Bayesian inversion framework through a marginalization on a large set of plausible errors that can be prescribed in the system. The marginalization consists in computing inversions for all possible error distributions weighted by the probability of occurrence of the error distributions. The posterior distribution of the fluxes calculated by the marginalization is not explicitly describable. As a consequence, we carry out a Monte Carlo sampling based on an approximation of the probability of occurrence of the error distributions. This approximation is deduced from the well-tested method of the maximum likelihood estimation. Thus, the marginalized inversion relies on an automatic objectified diagnosis of the error statistics, without any prior knowledge about the matrices. It robustly accounts for the uncertainties on the error distributions, contrary to what is classically done with frozen expert-knowledge error statistics. Some expert knowledge is still used in the method for the choice of an emission aggregation pattern and of a sampling protocol in order to reduce the computation cost. The relevance and the robustness of the method is tested on a case study: the inversion of methane surface fluxes at the mesoscale with virtual observations on a realistic network in Eurasia. Observing system simulation experiments are carried out with different transport patterns, flux distributions and total prior amounts of emitted methane. The method proves to consistently reproduce the known "truth" in most cases, with satisfactory tolerance intervals. Additionally, the method explicitly provides influence scores and posterior correlation matrices. An in-depth interpretation of the inversion results is then possible. The more objective quantification of the influence of the observations on the fluxes proposed here allows us to evaluate the impact of the observation network on the characterization of the surface fluxes. The explicit correlations between emission aggregates reveal the mis-separated regions, hence the typical temporal and spatial scales the inversion can analyse. These scales are consistent with the chosen aggregation patterns.

  19. Full-reference quality assessment of stereoscopic images by learning binocular receptive field properties.

    PubMed

    Shao, Feng; Li, Kemeng; Lin, Weisi; Jiang, Gangyi; Yu, Mei; Dai, Qionghai

    2015-10-01

    Quality assessment of 3D images encounters more challenges than its 2D counterparts. Directly applying 2D image quality metrics is not the solution. In this paper, we propose a new full-reference quality assessment for stereoscopic images by learning binocular receptive field properties to be more in line with human visual perception. To be more specific, in the training phase, we learn a multiscale dictionary from the training database, so that the latent structure of images can be represented as a set of basis vectors. In the quality estimation phase, we compute sparse feature similarity index based on the estimated sparse coefficient vectors by considering their phase difference and amplitude difference, and compute global luminance similarity index by considering luminance changes. The final quality score is obtained by incorporating binocular combination based on sparse energy and sparse complexity. Experimental results on five public 3D image quality assessment databases demonstrate that in comparison with the most related existing methods, the devised algorithm achieves high consistency with subjective assessment.

  20. A hyper-spherical adaptive sparse-grid method for high-dimensional discontinuity detection

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

    Zhang, Guannan; Webster, Clayton G.; Gunzburger, Max D.

    This work proposes and analyzes a hyper-spherical adaptive hierarchical sparse-grid method for detecting jump discontinuities of functions in high-dimensional spaces is proposed. The method is motivated by the theoretical and computational inefficiencies of well-known adaptive sparse-grid methods for discontinuity detection. Our novel approach constructs a function representation of the discontinuity hyper-surface of an N-dimensional dis- continuous quantity of interest, by virtue of a hyper-spherical transformation. Then, a sparse-grid approximation of the transformed function is built in the hyper-spherical coordinate system, whose value at each point is estimated by solving a one-dimensional discontinuity detection problem. Due to the smoothness of themore » hyper-surface, the new technique can identify jump discontinuities with significantly reduced computational cost, compared to existing methods. Moreover, hierarchical acceleration techniques are also incorporated to further reduce the overall complexity. Rigorous error estimates and complexity analyses of the new method are provided as are several numerical examples that illustrate the effectiveness of the approach.« less

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

    USGS Publications Warehouse

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

    2011-01-01

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

  2. Model selection and parameter estimation in structural dynamics using approximate Bayesian computation

    NASA Astrophysics Data System (ADS)

    Ben Abdessalem, Anis; Dervilis, Nikolaos; Wagg, David; Worden, Keith

    2018-01-01

    This paper will introduce the use of the approximate Bayesian computation (ABC) algorithm for model selection and parameter estimation in structural dynamics. ABC is a likelihood-free method typically used when the likelihood function is either intractable or cannot be approached in a closed form. To circumvent the evaluation of the likelihood function, simulation from a forward model is at the core of the ABC algorithm. The algorithm offers the possibility to use different metrics and summary statistics representative of the data to carry out Bayesian inference. The efficacy of the algorithm in structural dynamics is demonstrated through three different illustrative examples of nonlinear system identification: cubic and cubic-quintic models, the Bouc-Wen model and the Duffing oscillator. The obtained results suggest that ABC is a promising alternative to deal with model selection and parameter estimation issues, specifically for systems with complex behaviours.

  3. A Sparse Matrix Approach for Simultaneous Quantification of Nystagmus and Saccade

    NASA Technical Reports Server (NTRS)

    Kukreja, Sunil L.; Stone, Lee; Boyle, Richard D.

    2012-01-01

    The vestibulo-ocular reflex (VOR) consists of two intermingled non-linear subsystems; namely, nystagmus and saccade. Typically, nystagmus is analysed using a single sufficiently long signal or a concatenation of them. Saccade information is not analysed and discarded due to insufficient data length to provide consistent and minimum variance estimates. This paper presents a novel sparse matrix approach to system identification of the VOR. It allows for the simultaneous estimation of both nystagmus and saccade signals. We show via simulation of the VOR that our technique provides consistent and unbiased estimates in the presence of output additive noise.

  4. Assessment of groundwater level estimation uncertainty using sequential Gaussian simulation and Bayesian bootstrapping

    NASA Astrophysics Data System (ADS)

    Varouchakis, Emmanouil; Hristopulos, Dionissios

    2015-04-01

    Space-time geostatistical approaches can improve the reliability of dynamic groundwater level models in areas with limited spatial and temporal data. Space-time residual Kriging (STRK) is a reliable method for spatiotemporal interpolation that can incorporate auxiliary information. The method usually leads to an underestimation of the prediction uncertainty. The uncertainty of spatiotemporal models is usually estimated by determining the space-time Kriging variance or by means of cross validation analysis. For de-trended data the former is not usually applied when complex spatiotemporal trend functions are assigned. A Bayesian approach based on the bootstrap idea and sequential Gaussian simulation are employed to determine the uncertainty of the spatiotemporal model (trend and covariance) parameters. These stochastic modelling approaches produce multiple realizations, rank the prediction results on the basis of specified criteria and capture the range of the uncertainty. The correlation of the spatiotemporal residuals is modeled using a non-separable space-time variogram based on the Spartan covariance family (Hristopulos and Elogne 2007, Varouchakis and Hristopulos 2013). We apply these simulation methods to investigate the uncertainty of groundwater level variations. The available dataset consists of bi-annual (dry and wet hydrological period) groundwater level measurements in 15 monitoring locations for the time period 1981 to 2010. The space-time trend function is approximated using a physical law that governs the groundwater flow in the aquifer in the presence of pumping. The main objective of this research is to compare the performance of two simulation methods for prediction uncertainty estimation. In addition, we investigate the performance of the Spartan spatiotemporal covariance function for spatiotemporal geostatistical analysis. Hristopulos, D.T. and Elogne, S.N. 2007. Analytic properties and covariance functions for a new class of generalized Gibbs random fields. IΕΕΕ Transactions on Information Theory, 53:4667-4467. Varouchakis, E.A. and Hristopulos, D.T. 2013. Improvement of groundwater level prediction in sparsely gauged basins using physical laws and local geographic features as auxiliary variables. Advances in Water Resources, 52:34-49. Research supported by the project SPARTA 1591: "Development of Space-Time Random Fields based on Local Interaction Models and Applications in the Processing of Spatiotemporal Datasets". "SPARTA" is implemented under the "ARISTEIA" Action of the operational programme Education and Lifelong Learning and is co-funded by the European Social Fund (ESF) and National Resources.

  5. Estimation of insurance premiums for coverage against natural disaster risk: an application of Bayesian Inference

    NASA Astrophysics Data System (ADS)

    Paudel, Y.; Botzen, W. J. W.; Aerts, J. C. J. H.

    2013-03-01

    This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on these results, flood insurance premiums are estimated using two different practical methods that each account in different ways for an insurer's risk aversion and the dispersion rate of loss data. This study is of practical relevance because insurers have been considering the introduction of flood insurance in the Netherlands, which is currently not generally available.

  6. 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.

  7. A Bayesian framework to estimate diversification rates and their variation through time and space

    PubMed Central

    2011-01-01

    Background Patterns of species diversity are the result of speciation and extinction processes, and molecular phylogenetic data can provide valuable information to derive their variability through time and across clades. Bayesian Markov chain Monte Carlo methods offer a promising framework to incorporate phylogenetic uncertainty when estimating rates of diversification. Results We introduce a new approach to estimate diversification rates in a Bayesian framework over a distribution of trees under various constant and variable rate birth-death and pure-birth models, and test it on simulated phylogenies. Furthermore, speciation and extinction rates and their posterior credibility intervals can be estimated while accounting for non-random taxon sampling. The framework is particularly suitable for hypothesis testing using Bayes factors, as we demonstrate analyzing dated phylogenies of Chondrostoma (Cyprinidae) and Lupinus (Fabaceae). In addition, we develop a model that extends the rate estimation to a meta-analysis framework in which different data sets are combined in a single analysis to detect general temporal and spatial trends in diversification. Conclusions Our approach provides a flexible framework for the estimation of diversification parameters and hypothesis testing while simultaneously accounting for uncertainties in the divergence times and incomplete taxon sampling. PMID:22013891

  8. 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.

  9. Bayesian ionospheric multi-instrument 3D tomography

    NASA Astrophysics Data System (ADS)

    Norberg, Johannes; Vierinen, Juha; Roininen, Lassi

    2017-04-01

    The tomographic reconstruction of ionospheric electron densities is an inverse problem that cannot be solved without relatively strong regularising additional information. % Especially the vertical electron density profile is determined predominantly by the regularisation. % %Often utilised regularisations in ionospheric tomography include smoothness constraints and iterative methods with initial ionospheric models. % Despite its crucial role, the regularisation is often hidden in the algorithm as a numerical procedure without physical understanding. % % The Bayesian methodology provides an interpretative approach for the problem, as the regularisation can be given in a physically meaningful and quantifiable prior probability distribution. % The prior distribution can be based on ionospheric physics, other available ionospheric measurements and their statistics. % Updating the prior with measurements results as the posterior distribution that carries all the available information combined. % From the posterior distribution, the most probable state of the ionosphere can then be solved with the corresponding probability intervals. % Altogether, the Bayesian methodology provides understanding on how strong the given regularisation is, what is the information gained with the measurements and how reliable the final result is. % In addition, the combination of different measurements and temporal development can be taken into account in a very intuitive way. However, a direct implementation of the Bayesian approach requires inversion of large covariance matrices resulting in computational infeasibility. % In the presented method, Gaussian Markov random fields are used to form a sparse matrix approximations for the covariances. % The approach makes the problem computationally feasible while retaining the probabilistic and physical interpretation. Here, the Bayesian method with Gaussian Markov random fields is applied for ionospheric 3D tomography over Northern Europe. % Multi-instrument measurements are utilised from TomoScand receiver network for Low Earth orbit beacon satellite signals, GNSS receiver networks, as well as from EISCAT ionosondes and incoherent scatter radars. % %The performance is demonstrated in three-dimensional spatial domain with temporal development also taken into account.

  10. Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate From Microwave Observations

    NASA Technical Reports Server (NTRS)

    Chiu, J. Christine; Petty, Grant W.

    2005-01-01

    This paper presents a new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measurements Mission (TRMM) Microwave Imager (TMI) over the ocean, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes Theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance our understanding of theoretical benefits of the Bayesian approach, we have conducted sensitivity analyses based on two synthetic datasets for which the true conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak, due to saturation effects. It is also suggested that the choice of the estimators and the prior information are both crucial to the retrieval. In addition, the performance of our Bayesian algorithm is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.

  11. 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.

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

    Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F

    In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented usingmore » the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.« less

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

    PubMed

    Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir

    2015-01-01

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

  14. Uncertainty in action-value estimation affects both action choice and learning rate of the choice behaviors of rats.

    PubMed

    Funamizu, Akihiro; Ito, Makoto; Doya, Kenji; Kanzaki, Ryohei; Takahashi, Hirokazu

    2012-04-01

    The estimation of reward outcomes for action candidates is essential for decision making. In this study, we examined whether and how the uncertainty in reward outcome estimation affects the action choice and learning rate. We designed a choice task in which rats selected either the left-poking or right-poking hole and received a reward of a food pellet stochastically. The reward probabilities of the left and right holes were chosen from six settings (high, 100% vs. 66%; mid, 66% vs. 33%; low, 33% vs. 0% for the left vs. right holes, and the opposites) in every 20-549 trials. We used Bayesian Q-learning models to estimate the time course of the probability distribution of action values and tested if they better explain the behaviors of rats than standard Q-learning models that estimate only the mean of action values. Model comparison by cross-validation revealed that a Bayesian Q-learning model with an asymmetric update for reward and non-reward outcomes fit the choice time course of the rats best. In the action-choice equation of the Bayesian Q-learning model, the estimated coefficient for the variance of action value was positive, meaning that rats were uncertainty seeking. Further analysis of the Bayesian Q-learning model suggested that the uncertainty facilitated the effective learning rate. These results suggest that the rats consider uncertainty in action-value estimation and that they have an uncertainty-seeking action policy and uncertainty-dependent modulation of the effective learning rate. © 2012 The Authors. European Journal of Neuroscience © 2012 Federation of European Neuroscience Societies and Blackwell Publishing Ltd.

  15. True versus Apparent Malaria Infection Prevalence: The Contribution of a Bayesian Approach

    PubMed Central

    Claes, Filip; Van Hong, Nguyen; Torres, Kathy; Mao, Sokny; Van den Eede, Peter; Thi Thinh, Ta; Gamboa, Dioni; Sochantha, Tho; Thang, Ngo Duc; Coosemans, Marc; Büscher, Philippe; D'Alessandro, Umberto; Berkvens, Dirk; Erhart, Annette

    2011-01-01

    Aims To present a new approach for estimating the “true prevalence” of malaria and apply it to datasets from Peru, Vietnam, and Cambodia. Methods Bayesian models were developed for estimating both the malaria prevalence using different diagnostic tests (microscopy, PCR & ELISA), without the need of a gold standard, and the tests' characteristics. Several sources of information, i.e. data, expert opinions and other sources of knowledge can be integrated into the model. This approach resulting in an optimal and harmonized estimate of malaria infection prevalence, with no conflict between the different sources of information, was tested on data from Peru, Vietnam and Cambodia. Results Malaria sero-prevalence was relatively low in all sites, with ELISA showing the highest estimates. The sensitivity of microscopy and ELISA were statistically lower in Vietnam than in the other sites. Similarly, the specificities of microscopy, ELISA and PCR were significantly lower in Vietnam than in the other sites. In Vietnam and Peru, microscopy was closer to the “true” estimate than the other 2 tests while as expected ELISA, with its lower specificity, usually overestimated the prevalence. Conclusions Bayesian methods are useful for analyzing prevalence results when no gold standard diagnostic test is available. Though some results are expected, e.g. PCR more sensitive than microscopy, a standardized and context-independent quantification of the diagnostic tests' characteristics (sensitivity and specificity) and the underlying malaria prevalence may be useful for comparing different sites. Indeed, the use of a single diagnostic technique could strongly bias the prevalence estimation. This limitation can be circumvented by using a Bayesian framework taking into account the imperfect characteristics of the currently available diagnostic tests. As discussed in the paper, this approach may further support global malaria burden estimation initiatives. PMID:21364745

  16. ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES.

    PubMed

    Fan, Jianqing; Rigollet, Philippe; Wang, Weichen

    High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other ℓ r norms. Motivated by the computation of critical values of such tests, we investigate the difficulty of estimation the functionals of sparse correlation matrices. Specifically, we show that simple plug-in procedures based on thresholded estimators of correlation matrices are sparsity-adaptive and minimax optimal over a large class of correlation matrices. Akin to previous results on functional estimation, the minimax rates exhibit an elbow phenomenon. Our results are further illustrated in simulated data as well as an empirical study of data arising in financial econometrics.

  17. ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES

    PubMed Central

    Fan, Jianqing; Rigollet, Philippe; Wang, Weichen

    2016-01-01

    High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other ℓr norms. Motivated by the computation of critical values of such tests, we investigate the difficulty of estimation the functionals of sparse correlation matrices. Specifically, we show that simple plug-in procedures based on thresholded estimators of correlation matrices are sparsity-adaptive and minimax optimal over a large class of correlation matrices. Akin to previous results on functional estimation, the minimax rates exhibit an elbow phenomenon. Our results are further illustrated in simulated data as well as an empirical study of data arising in financial econometrics. PMID:26806986

  18. RECONSTRUCTING EXPOSURE SCENARIOS USING DOSE BIOMARKERS - AN APPLICATION OF BAYESIAN UNCERTAINTY ANALYSIS

    EPA Science Inventory

    We use Bayesian uncertainty analysis to explore how to estimate pollutant exposures from biomarker concentrations. The growing number of national databases with exposure data makes such an analysis possible. They contain datasets of pharmacokinetic biomarkers for many polluta...

  19. Piano Transcription with Convolutional Sparse Lateral Inhibition

    DOE PAGES

    Cogliati, Andrea; Duan, Zhiyao; Wohlberg, Brendt Egon

    2017-02-08

    This paper extends our prior work on contextdependent piano transcription to estimate the length of the notes in addition to their pitch and onset. This approach employs convolutional sparse coding along with lateral inhibition constraints to approximate a musical signal as the sum of piano note waveforms (dictionary elements) convolved with their temporal activations. The waveforms are pre-recorded for the specific piano to be transcribed in the specific environment. A dictionary containing multiple waveforms per pitch is generated by truncating a long waveform for each pitch to different lengths. During transcription, the dictionary elements are fixed and their temporal activationsmore » are estimated and post-processed to obtain the pitch, onset and note length estimation. A sparsity penalty promotes globally sparse activations of the dictionary elements, and a lateral inhibition term penalizes concurrent activations of different waveforms corresponding to the same pitch within a temporal neighborhood, to achieve note length estimation. Experiments on the MAPS dataset show that the proposed approach significantly outperforms a state-of-the-art music transcription method trained in the same context-dependent setting in transcription accuracy.« less

  20. Piano Transcription with Convolutional Sparse Lateral Inhibition

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

    Cogliati, Andrea; Duan, Zhiyao; Wohlberg, Brendt Egon

    This paper extends our prior work on contextdependent piano transcription to estimate the length of the notes in addition to their pitch and onset. This approach employs convolutional sparse coding along with lateral inhibition constraints to approximate a musical signal as the sum of piano note waveforms (dictionary elements) convolved with their temporal activations. The waveforms are pre-recorded for the specific piano to be transcribed in the specific environment. A dictionary containing multiple waveforms per pitch is generated by truncating a long waveform for each pitch to different lengths. During transcription, the dictionary elements are fixed and their temporal activationsmore » are estimated and post-processed to obtain the pitch, onset and note length estimation. A sparsity penalty promotes globally sparse activations of the dictionary elements, and a lateral inhibition term penalizes concurrent activations of different waveforms corresponding to the same pitch within a temporal neighborhood, to achieve note length estimation. Experiments on the MAPS dataset show that the proposed approach significantly outperforms a state-of-the-art music transcription method trained in the same context-dependent setting in transcription accuracy.« less

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