Search results for "Bayesian [statistics]"
showing 10 items of 228 documents
Thompson Sampling Guided Stochastic Searching on the Line for Adversarial Learning
2015
The multi-armed bandit problem has been studied for decades. In brief, a gambler repeatedly pulls one out of N slot machine arms, randomly receiving a reward or a penalty from each pull. The aim of the gambler is to maximize the expected number of rewards received, when the probabilities of receiving rewards are unknown. Thus, the gambler must, as quickly as possible, identify the arm with the largest probability of producing rewards, compactly capturing the exploration-exploitation dilemma in reinforcement learning. In this paper we introduce a particular challenging variant of the multi-armed bandit problem, inspired by the so-called N-Door Puzzle. In this variant, the gambler is only tol…
Bayesian Analysis of a Future Beta Decay Experiment's Sensitivity to Neutrino Mass Scale and Ordering
2021
Bayesian modeling techniques enable sensitivity analyses that incorporate detailed expectations regarding future experiments. A model-based approach also allows one to evaluate inferences and predicted outcomes, by calibrating (or measuring) the consequences incurred when certain results are reported. We present procedures for calibrating predictions of an experiment's sensitivity to both continuous and discrete parameters. Using these procedures and a new Bayesian model of the $\beta$-decay spectrum, we assess a high-precision $\beta$-decay experiment's sensitivity to the neutrino mass scale and ordering, for one assumed design scenario. We find that such an experiment could measure the el…
Integrating functional traits into correlative species distribution models to investigate the vulnerability of marine human activities to climate cha…
2021
Climate change and particularly warming are significantly impacting marine ecosystems and the services they provided. Temperature, as the main factor driving all biological processes, may influence ectotherms metabolism, thermal tolerance limits and distribution species patterns. The joining action of climate change and local stressors (including the increasing human marine use) may facilitate the spread of non-indigenous and native outbreak forming species, leading to associated economic consequences for marine coastal economies. Marine aquaculture is one among the most economic anthropogenic activities threatened by multiple stressors and in turn, by increasing hard artificial substrates …
Uncertainty estimation of a complex water quality model: GLUE vs Bayesian approach applied with Box – Cox transformation
2010
In urban drainage modelling, uncertainty analysis is of undoubted necessity; however, several methodological aspects need to be clarified and deserve to be investigated in the future, especially in water quality modelling. The use of the Bayesian approach to uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling estimates. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like GLUE. One crucial point in the application of Bayesian methods is the formulation of a likelihood function that is conditioned by the hypotheses …
Phylodynamic Analysis and Implication of HCV Genotype 4 Variability on Antiviral Drug Response and T-Cell Recognition.
2020
Therapies for HCV care could change the prevalence and the geographic distribution of genotypes due to differences in Sustained Virologic Response (SVR). In this scenario, uncommon genotypes/subtypes, such as genotype 4, could spread from high-risk groups, replacing genotypes eradicated by antiviral drugs. Genotype eradication is also strongly influenced by the CD8+ T cell response. In this study, the genetic variability in HCV genotype 4 strains obtained from a cohort of 67 patients naï
A Generalized Missing-Indicator Approach to Regression with Imputed Covariates
2011
We consider estimation of a linear regression model using data where some covariate values are missing but imputations are available to fill in the missing values. This situation generates a tradeoff between bias and precision when estimating the regression parameters of interest. Using only the subsample of complete observations does not cause bias but may imply a substantial loss of precision because the complete cases may be too few. On the other hand, filling in the missing values with imputations may cause bias. We provide the new Stata command gmi, which handles such tradeoff by using either model reduction or Bayesian model averaging techniques in the context of the generalized miss…
Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals
2022
We extend the results of De Luca et al. (2021) to inference for linear regression models based on weighted-average least squares (WALS), a frequentist model averaging approach with a Bayesian flavor. We concentrate on inference about a single focus parameter, interpreted as the causal effect of a policy or intervention, in the presence of a potentially large number of auxiliary parameters representing the nuisance component of the model. In our Monte Carlo simulations we compare the performance of WALS with that of several competing estimators, including the unrestricted least-squares estimator (with all auxiliary regressors) and the restricted least-squares estimator (with no auxiliary reg…
Physics-aware Gaussian processes in remote sensing
2018
Abstract Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from airborne and satellite observations. GP regression is based on solid Bayesian statistics, and generally yields efficient and accurate parameter estimates. However, GPs are typically used for inverse modeling based on concurrent observations and in situ measurements only. Very often a forward model encoding the well-understood physical relations between the state vector and the radiance observations is available though and could be useful to improve pre…
Aerial Spectrum Surveying: Radio Map Estimation with Autonomous UAVs
2020
Radio maps are emerging as a popular means to endow next-generation wireless communications with situational awareness. In particular, radio maps are expected to play a central role in unmanned aerial vehicle (UAV) communications since they can be used to determine interference or channel gain at a spatial location where a UAV has not been before. Existing methods for radio map estimation utilize measurements collected by sensors whose locations cannot be controlled. In contrast, this paper proposes a scheme in which a UAV collects measurements along a trajectory. This trajectory is designed to obtain accurate estimates of the target radio map in a short time operation. The route planning a…
Particle Group Metropolis Methods for Tracking the Leaf Area Index
2020
Monte Carlo (MC) algorithms are widely used for Bayesian inference in statistics, signal processing, and machine learning. In this work, we introduce an Markov Chain Monte Carlo (MCMC) technique driven by a particle filter. The resulting scheme is a generalization of the so-called Particle Metropolis-Hastings (PMH) method, where a suitable Markov chain of sets of weighted samples is generated. We also introduce a marginal version for the goal of jointly inferring dynamic and static variables. The proposed algorithms outperform the corresponding standard PMH schemes, as shown by numerical experiments.