Search results for "Bayesian [statistical analysis]"
showing 10 items of 299 documents
Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
2011
This article is concerned with the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals which implement, respectively, the exact Bayesian Model Averaging (BMA) estimator and the Weighted Average Least Squares (WALS) estimator developed by Magnus et al. (2010). Unlike standard pretest estimators which are based on some preliminary diagnostic test, these model averaging estimators provide a coherent way of making inference on the regression parameters of interest by taking into account the uncertainty due to both the estimation and the model selection steps. Special emphasis is given to a number pra…
Epidemiology of Multiple Sclerosis en France
2012
In Europe, France is located between high and low risk areas of Multiple Sclerosis (MS). We estimated the national prevalence of MS in France on 31st October 2004 and the incidence between 2000 and 2007 based on data from the ‘Caisse Nationale d’Assurance Maladie des Travailleurs Salariés’ which insures 87% of the population. MS like other chronic diseases is one of the 30 long-term illnesses (Affections de Longue Durée, ALD). We analysed geographic variations in the prevalence and incidence of MS in France using the Bayesian approach.Total MS prevalence in France standardised for age was 94.7 per 100,000; 130.5 in women; 54.8 in men. The notification rate for MS (2000-2007) after age-stand…
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
2020
We consider importance sampling (IS) type weighted estimators based on Markov chain Monte Carlo (MCMC) targeting an approximate marginal of the target distribution. In the context of Bayesian latent variable models, the MCMC typically operates on the hyperparameters, and the subsequent weighting may be based on IS or sequential Monte Carlo (SMC), but allows for multilevel techniques as well. The IS approach provides a natural alternative to delayed acceptance (DA) pseudo-marginal/particle MCMC, and has many advantages over DA, including a straightforward parallelisation and additional flexibility in MCMC implementation. We detail minimal conditions which ensure strong consistency of the sug…
Forecasting correlated time series with exponential smoothing models
2011
Abstract This paper presents the Bayesian analysis of a general multivariate exponential smoothing model that allows us to forecast time series jointly, subject to correlated random disturbances. The general multivariate model, which can be formulated as a seemingly unrelated regression model, includes the previously studied homogeneous multivariate Holt-Winters’ model as a special case when all of the univariate series share a common structure. MCMC simulation techniques are required in order to approach the non-analytically tractable posterior distribution of the model parameters. The predictive distribution is then estimated using Monte Carlo integration. A Bayesian model selection crite…
A Physiological Approach for Minimizing Dead Reckoning Velocity Readings Drifts
2018
The evolution of the geo-positioning methods made Dead Reckoning (DR) one of the most important concern due to its performance in indoor pedestrian localization systems. This paper focuses on implementing an approach that relies on physiological parameters to minimize additive velocity error due to noise in pedestrian DR system.
Privacy preserving via tree augmented naïve Bayesian classifier in multimedia database
2011
International audience; In this paper, we propose a novel technique for privacy preserving in multimedia databases. Our technique is based on a multimedia co-occurrence matrix and a tree augmented naive Bayesian classifier (TAN) to detect possible data associations making confidential multimedia objects at risk.
Multivariate exponential smoothing: A Bayesian forecast approach based on simulation
2009
This paper deals with the prediction of time series with correlated errors at each time point using a Bayesian forecast approach based on the multivariate Holt-Winters model. Assuming that each of the univariate time series comes from the univariate Holt-Winters model, all of them sharing a common structure, the multivariate Holt-Winters model can be formulated as a traditional multivariate regression model. This formulation facilitates obtaining the posterior distribution of the model parameters, which is not analytically tractable: simulation is needed. An acceptance sampling procedure is used in order to obtain a sample from this posterior distribution. Using Monte Carlo integration the …
BEM-Based Magnetic Field Reconstruction by Ensemble Kálmán Filtering
2022
Abstract Magnetic fields generated by normal or superconducting electromagnets are used to guide and focus particle beams in storage rings, synchrotron light sources, mass spectrometers, and beamlines for radiotherapy. The accurate determination of the magnetic field by measurement is critical for the prediction of the particle beam trajectory and hence the design of the accelerator complex. In this context, state-of-the-art numerical field computation makes use of boundary-element methods (BEM) to express the magnetic field. This enables the accurate computation of higher-order partial derivatives and local expansions of magnetic potentials used in efficient numerical codes for particle tr…
Classification and retrieval on macroinvertebrate image databases
2011
Aquatic ecosystems are continuously threatened by a growing number of human induced changes. Macroinvertebrate biomonitoring is particularly efficient in pinpointing the cause-effect structure between slow and subtle changes and their detrimental consequences in aquatic ecosystems. The greatest obstacle to implementing efficient biomonitoring is currently the cost-intensive human expert taxonomic identification of samples. While there is evidence that automated recognition techniques can match human taxa identification accuracy at greatly reduced costs, so far the development of automated identification techniques for aquatic organisms has been minimal. In this paper, we focus on advancing …
A Novel Bayesian Network Based Scheme for Finding the Optimal Solution to Stochastic Online Equi-partitioning Problems
2014
A number of intriguing decision scenarios, such as order picking, revolve around partitioning a collection of objects so as to optimize some application specific objective function. In its general form, this problem is referred to as the Object Partitioning Problem (OOP), known to be NP-hard. We here consider a variant of OPP, namely the Stochastic Online Equi-Partitioning Problem (SO-EPP). In SO-EPP, objects arrive sequentially, in pairs. The relationship between the arriving object pairs is stochastic: They belong to the same partition with probability p. From a history of object arrivals, the goal is to predict which objects will appear together in future arrivals. As an additional compl…