Search results for " Bayesian"

showing 10 items of 124 documents

Compressed Particle Methods for Expensive Models With Application in Astronomy and Remote Sensing

2021

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model selection or uncertainty quantification. Bayesian inference requires the approximation of complicated integrals involving (often costly) posterior distributions. Generally, this approximation is obtained by means of Monte Carlo (MC) methods. In order to reduce the computational cost of the corresponding technique, surrogate models (also called emulators) are often employed. Another alternative approach is the so-called Approximate Bayesian Computation (ABC) sc…

FOS: Computer and information sciencesComputer scienceAstronomyModel selectionBayesian inferenceMonte Carlo methodBayesian probabilityAerospace EngineeringAstronomyInferenceMachine Learning (stat.ML)Context (language use)Bayesian inferenceStatistics - ComputationComputational Engineering Finance and Science (cs.CE)remote sensingimportance samplingStatistics - Machine Learningnumerical inversionparticle filteringElectrical and Electronic EngineeringUncertainty quantificationApproximate Bayesian computationComputer Science - Computational Engineering Finance and ScienceComputation (stat.CO)IEEE Transactions on Aerospace and Electronic Systems
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Adaptive independent sticky MCMC algorithms

2018

In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probability density function (pdf). The new class of algorithms employs adaptive non-parametric proposal densities which become closer and closer to the target as the number of iterations increases. The proposal pdf is built using interpolation procedures based on a set of support points which is constructed iteratively based on previously drawn samples. The algorithm's efficiency is ensured by a test that controls the evolution of the set of support points. This extra stage controls the computational cost and the converge…

FOS: Computer and information sciencesMathematical optimizationAdaptive Markov chain Monte Carlo (MCMC)Monte Carlo methodBayesian inferenceHASettore SECS-P/05 - Econometrialcsh:TK7800-8360Machine Learning (stat.ML)02 engineering and technologyBayesian inference01 natural sciencesStatistics - Computationlcsh:Telecommunication010104 statistics & probabilitysymbols.namesakeAdaptive Markov chain Monte Carlo (MCMC); Adaptive rejection Metropolis sampling (ARMS); Bayesian inference; Gibbs sampling; Hit and run algorithm; Metropolis-within-Gibbs; Monte Carlo methods; Signal Processing; Hardware and Architecture; Electrical and Electronic EngineeringGibbs samplingStatistics - Machine Learninglcsh:TK5101-67200202 electrical engineering electronic engineering information engineeringComputational statisticsMetropolis-within-GibbsHit and run algorithm0101 mathematicsElectrical and Electronic EngineeringGaussian processComputation (stat.CO)MathematicsSignal processinglcsh:Electronics020206 networking & telecommunicationsMarkov chain Monte CarloMonte Carlo methodsHardware and ArchitectureSignal ProcessingSettore SECS-S/03 - Statistica EconomicasymbolsSettore SECS-S/01 - StatisticaStatistical signal processingGibbs samplingAdaptive rejection Metropolis sampling (ARMS)EURASIP Journal on Advances in Signal Processing
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Bayesian inference for the extremal dependence

2016

A simple approach for modeling multivariate extremes is to consider the vector of component-wise maxima and their max-stable distributions. The extremal dependence can be inferred by estimating the angular measure or, alternatively, the Pickands dependence function. We propose a nonparametric Bayesian model that allows, in the bivariate case, the simultaneous estimation of both functional representations through the use of polynomials in the Bernstein form. The constraints required to provide a valid extremal dependence are addressed in a straightforward manner, by placing a prior on the coefficients of the Bernstein polynomials which gives probability one to the set of valid functions. The…

FOS: Computer and information sciencesStatistics and ProbabilityInferenceBernstein polynomialsBivariate analysisBayesian inference01 natural sciencesMethodology (stat.ME)Bayesian nonparametrics010104 statistics & probabilitysymbols.namesakeGeneralised extreme value distribution0502 economics and business62G07Applied mathematics62G05Degree of a polynomial0101 mathematicsStatistics - Methodology050205 econometrics MathematicsAngular measureMax-stable distributionGENERALISED EXTREME VALUE DISTRIBUTION EXTREMAL DEPENDENCE ANGULAR MEASURE MAX-STABLE DISTRIBUTION BERNSTEIN POLYNOMIALS BAYESIAN NONPARAMETRICS TRANS-DIMENSIONAL MCMC EXCHANGE RATEExchange rates05 social sciencesNonparametric statisticsMarkov chain Monte CarloBernstein polynomialGENERALISED EXTREME VALUE DISTRIBUTION; EXTREMAL DEPENDENCE; ANGULAR MEASURE; MAX-STABLE DISTRIBUTION; BERNSTEIN POLYNOMIALS; BAYESIAN NONPARAMETRICS; TRANS-DIMENSIONAL MCMC; EXCHANGE RATETrans-dimensional MCMCEXCHANGE RATEsymbolsStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaMaximaExtremal dependence62G32Electronic Journal of Statistics
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Bayesian Checking of the Second Levels of Hierarchical Models

2007

Hierarchical models are increasingly used in many applications. Along with this increased use comes a desire to investigate whether the model is compatible with the observed data. Bayesian methods are well suited to eliminate the many (nuisance) parameters in these complicated models; in this paper we investigate Bayesian methods for model checking. Since we contemplate model checking as a preliminary, exploratory analysis, we concentrate on objective Bayesian methods in which careful specification of an informative prior distribution is avoided. Numerous examples are given and different proposals are investigated and critically compared.

FOS: Computer and information sciencesStatistics and ProbabilityModel checkingModel checkingComputer scienceconflictGeneral MathematicsBayesian probabilityMachine learningcomputer.software_genreMethodology (stat.ME)partial posterior predictivePrior probabilityStatistics - Methodologybusiness.industrymodel criticismProbability and statisticsExploratory analysisobjective Bayesian methodsempirical-Bayesposterior predictivep-valuesArtificial intelligenceStatistics Probability and Uncertaintybusinesscomputer
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Prediction and Surveillance Sampling Assessment in Plant Nurseries and Fields

2022

In this paper, we propose a structured additive regression (STAR) model for modeling the occurrence of a disease in fields or nurseries. The methodological approach involves a Gaussian field (GF) affected by a spatial process represented by an approximation to a Gaussian Markov random field (GMRF). This modeling allows the building of maps with prediction probabilities regarding the presence of a disease in plants using Bayesian kriging. The advantage of this modeling is its computational benefit when compared with known spatial hierarchical models and with the Bayesian inference based on Markov chain Monte Carlo (MCMC) methods. Inference through the use of the integrated nested Laplace app…

Fluid Flow and Transfer ProcessesEstadística bayesianaProcess Chemistry and TechnologyGeneral EngineeringModels matemàticsGeneral Materials ScienceBayesian kriging; Bayesian hierarchical models; Gaussian Markov random field (GMRF); integrated nested Laplace approximation (INLA); stochastic partial differential equation (SPDE)InstrumentationComputer Science ApplicationsApplied Sciences
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Towards an Assembly Support System with Dynamic Bayesian Network

2022

Due to the new technological advancements and the adoption of Industry 4.0 concepts, the manufacturing industry is now, more than ever, in a continuous transformation. This work analyzes the possibility of using dynamic Bayesian networks to predict the next assembly steps within an assembly assistance training system. The goal is to develop a support system to assist the human workers in their manufacturing activities. The evaluations were performed on a dataset collected from an experiment involving students. The experimental results show that dynamic Bayesian networks are appropriate for such a purpose, since their prediction accuracy was among the highest on new patterns. Our dynamic Bay…

Fluid Flow and Transfer ProcessesTechnologyQH301-705.5TPhysicsQC1-999Process Chemistry and TechnologyGeneral Engineeringdynamic Bayesian networkEngineering (General). Civil engineering (General)assembly assistance systemComputer Science ApplicationsChemistryassembly assistance system; dynamic Bayesian networkGeneral Materials ScienceTA1-2040Biology (General)QD1-999InstrumentationApplied Sciences; Volume 12; Issue 3; Pages: 985
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Non-communicable diseases, socio-economic status, lifestyle and well-being in Italy: An additive Bayesian network model

2018

The aim of the paper is to investigate the statistical association, on a sample of Italian subjects, extracted by Survey of Health, Ageing and Retirement in Europe (SHARE) dataset, between chronic diseases (occurrence or number of chronic diseases) and socio-economic and behavioural determinants (lifestyle indicators, QoL indicators, cognitive functioning variables). To this aim, additive Bayesian network (ABN) analysis was used. The resulting ABN model shows that better educated individuals have better health outcomes, age is direct and gender is an indirect determinant of the number of chronic diseases. Furthermore, self-perceived health is associated with lower number of chronic diseases…

GLM Additive Bayesian Network lifestyle well-beingSettore MED/01 - Statistica Medica
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Hierarchical Bayesian models for analysing fish biomass data. An application to Parapenaeus longirostris biomass data

2022

The Mediterranean International Trawl Survey (MEDITS) programme provides spatially referenced ecological data. We adopted a hierarchical Bayesian model to analyse Parapenaeus longirostris biomass data. The model comprises three parts, each of which identifies: the variability due to the explanatory variables, the variability due to the spatial domain (seen as a Gaussian Process) and the irregular component modelled as white noise. The estimated parameters show that some seabed characteristics affect biomass quantity and that the estimated behaviour of the Gaussian Process changes over different groups of years.

Gaussian Processes Bayesian methods spatial analysis latent variables.Settore SECS-S/01 - Statistica
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Model averaging estimation of generalized linear models with imputed covariates

2015

a b s t r a c t We address the problem of estimating generalized linear models when some covariate values are missing but imputations are available to fill-in the missing values. This situation generates a bias-precision trade- off in the estimation of the model parameters. Extending the generalized missing-indicator method proposed by Dardanoni et al. (2011) for linear regression, we handle this trade-off as a problem of model uncertainty using Bayesian averaging of classical maximum likelihood estimators (BAML). We also propose a block model averaging strategy that incorporates information on the missing-data patterns and is computationally simple. An empirical application illustrates our…

Generalized linear modelEconomics and EconometricsApplied MathematicsSettore SECS-P/05 - EconometriaEstimatorMissing dataGeneralized linear mixed modelModel averaging Bayesian averaging of maximum likelihood destimators Generalized linear models Missing covariates Generalized missing-indicator method shareHierarchical generalized linear modelStatisticsLinear regressionCovariateApplied mathematicsGeneralized estimating equationMathematics
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Modern taurine cattle descended from small number of near-eastern founders.

2012

Archaeozoological and genetic data indicate that taurine cattle were first domesticated from local wild ox (aurochs) in the Near East some 10,500 years ago. However, while modern mitochondrial DNA (mtDNA) variation indicates early Holocene founding event(s), a lack of ancient DNA data from the region of origin, variation in mutation rate estimates, and limited application of appropriate inference methodologies have resulted in uncertainty on the number of animals first domesticated. A large number would be expected if cattle domestication was a technologically straightforward and unexacting region-wide phenomenon, while a smaller number would be consistent with a more complex and challengin…

GeneticsMitochondrial DNAModels Geneticved/biologySmall numberTaurine cattleved/biology.organism_classification_rank.speciesPopulation DynamicsBiologyAurochsbiology.organism_classificationDNA MitochondrialFounder EffectAncient DNAMutation RateEvolutionary biologyGeneticsAnimalsCattleFemaleApproximate Bayesian computationDomesticationMolecular BiologyEcology Evolution Behavior and SystematicsFounder effectMolecular biology and evolution
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