Search results for "Bayesian [statistical analysis]"

Distributed Particle Metropolis-Hastings Schemes

2018

We introduce a Particle Metropolis-Hastings algorithm driven by several parallel particle filters. The communication with the central node requires the transmission of only a set of weighted samples, one per filter. Furthermore, the marginal version of the previous scheme, called Distributed Particle Marginal Metropolis-Hastings (DPMMH) method, is also presented. DPMMH can be used for making inference on both a dynamical and static variable of interest. The ergodicity is guaranteed, and numerical simulations show the advantages of the novel schemes.

Group Metropolis Sampling

2017

Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. Two well-known class of MC methods are the Importance Sampling (IS) techniques and the Markov Chain Monte Carlo (MCMC) algorithms. In this work, we introduce the Group Importance Sampling (GIS) framework where different sets of weighted samples are properly summarized with one summary particle and one summary weight. GIS facilitates the design of novel efficient MC techniques. For instance, we present the Group Metropolis Sampling (GMS) algorithm which produces a Markov chain of sets of weighted samples. GMS in general outperforms other multiple try schemes…

Incorporating Uncertainties into Traffic Simulators

2007

Modeling Snow Dynamics Using a Bayesian Network

2015

In this paper we propose a novel snow accumulation and melt model, formulated as a Dynamic Bayesian Network DBN. We encode uncertainty explicitly and train the DBN using Monte Carlo analysis, carried out with a deterministic hydrology model under a wide range of plausible parameter configurations. The trained DBN was tested against field observations of snow water equivalents SWE. The results indicate that our DBN can be used to reason about uncertainty, without doing resampling from the deterministic model. In all brevity, the DBN's ability to reproduce the mean of the observations was similar to what could be obtained with the deterministic hydrology model, but with a more realistic repre…

Bayesian metanetworks for modelling user preferences in mobile environment

2003

The problem of profiling and filtering is important particularly for mobile information systems where wireless network traffic and mobile terminal’s size are limited comparing to the Internet access from the PC. Dealing with uncertainty in this area is crucial and many researchers apply various probabilistic models. The main challenge of this paper is the multilevel probabilistic model (the Bayesian Metanetwork), which is an extension of traditional Bayesian networks. The extra level(s) in the Metanetwork is used to select the appropriate substructure from the basic network level based on contextual features from user’s profile (e.g. user’s location). Two models of the Metanetwork are consi…

Estimation and visualization of confusability matrices from adaptive measurement data

2010

Abstract We present a simple but effective method based on Luce’s choice axiom [Luce, R.D. (1959). Individual choice behavior: A theoretical analysis. New York: John Wiley & Sons] for consistent estimation of the pairwise confusabilities of items in a multiple-choice recognition task with arbitrarily chosen choice-sets. The method combines the exact (non-asymptotic) Bayesian way of assessing uncertainty with the unbiasedness emphasized in the classical frequentist approach. We apply the method to data collected using an adaptive computer game designed for prevention of reading disability. A player’s estimated confusability of phonemes (or more accurately, phoneme–grapheme connections) and l…

A Bayesian-optimal principle for learner-friendly adaptation in learning games

2010

Abstract Adaptive learning games should provide opportunities for the student to learn as well as motivate playing until goals have been reached. In this paper, we give a mathematically rigorous treatment of the problem in the framework of Bayesian decision theory. To quantify the opportunities for learning, we assume that the learning tasks that yield the most information about the current skills of the student, while being desirable for measurement in their own right, would also be among those that are efficient for learning. Indeed, optimization of the expected information gain appears to naturally avoid tasks that are exceedingly demanding or exceedingly easy as their results are predic…

Applications and Limitations of Robust Bayesian Bounds and Type II MLE

1994

Three applications of robust Bayesian analysis and three examples of its limitations are given. The applications that are reviewed are the development of an automatic Ockham’s Razor, outlier detection, and analysis of weighted distributions. Limitations of robust Bayesian bounds are highlighted through examples that include analysis of a paranormal experiment and a hierarchical model. This last example shows a disturbing difference between actual hierarchical Bayesian analysis and robust Bayesian bounds, a difference which also arises if, instead, a Type II MLE or empirical Bayes analysis is performed.

Bayesian Metanetwork for Context-Sensitive Feature Relevance

2006

Bayesian Networks are proven to be a comprehensive model to describe causal relationships among domain attributes with probabilistic measure of appropriate conditional dependency. However, depending on task and context, many attributes of the model might not be relevant. If a network has been learned across multiple contexts then all uncovered conditional dependencies are averaged over all contexts and cannot guarantee high predictive accuracy when applied to a concrete case. We are considering a context as a set of contextual attributes, which are not directly effect probability distribution of the target attributes, but they effect on a “relevance” of the predictive attributes towards tar…

Automated Uncertainty Quantification Through Information Fusion in Manufacturing Processes

2017

International audience; Evaluation of key performance indicators (KPIs) such as energy consumption is essential for decision-making during the design and operation of smart manufacturing systems. The measurements of KPIs are strongly affected by several uncertainty sources such as input material uncertainty, the inherent variability in the manufacturing process, model uncertainty, and the uncertainty in the sensor measurements of operational data. A comprehensive understanding of the uncertainty sources and their effect on the KPIs is required to make the manufacturing processes more efficient. Towards this objective, this paper proposed an automated methodology to generate a hierarchical B…