Search results for "Bayesian"
showing 10 items of 604 documents
Enhancing TIR Image Resolution via Bayesian Smoothing for IRRISAT Irrigation Management Project
2013
Accurate estimation of physical quantities depends on the availability of High Resolution (HR) observations of the Earth surface. However, due to the unavoidable tradeoff between spatial and time resolution, the acquisition instants of HR data hardly coincides with those required by the estimation algorithms. A possible solution consists in constructing a synthetic HR observation at a given time k by exploiting Low Resolution (LR) and HR data acquired at different instants. In this work we recast this issue as a smoothing problem, thus focusing on cases in which observations acquired both before and after time k are available. The proposed approach is validated on a region of interest for t…
CorCast: A Distributed Architecture for Bayesian Epidemic Nowcasting and its Application to District-Level SARS-CoV-2 Infection Numbers in Germany
2021
Timely information on current infection numbers during an epidemic is of crucial importance for decision makers in politics, medicine, and businesses. As information about local infection risk can guide public policy as well as individual behavior, such as the wearing of personal protective equipment or voluntary social distancing, statistical models providing such insights should be transparent and reproducible as well as accurate. Fulfilling these requirements is drastically complicated by the large amounts of data generated during exponential growth of infection numbers, and by the complexity of common inference pipelines. Here, we present CorCast – a stable and scalable distributed arch…
Missing Value Estimation for Microarray Data by Bayesian Principal Component Analysis and Iterative Local Least Squares
2013
Published version of an article from the journal: Mathematical Problems in Engineering. Also available from Hindawi: http://dx.doi.org/10.1155/2013/162938 Missing values are prevalent in microarray data, they course negative influence on downstream microarray analyses, and thus they should be estimated from known values. We propose a BPCA-iLLS method, which is an integration of two commonly used missing value estimation methods-Bayesian principal component analysis (BPCA) and local least squares (LLS). The inferior row-average procedure in LLS is replaced with BPCA, and the least squares method is put into an iterative framework. Comparative result shows that the proposed method has obtaine…
Differential analysis of indicators of achievement in objective tests
2003
Often objective tests to evaluate student qualifications are used. However, the selection between different evaluation criteria is in the hands of teachers or evaluators preferences. This investigation offers, briefly, a revision of some strategies utilized for objective evaluation. We also present other alternative strategies to the most classical ones. Afterwards, the strategies of evaluation have been analized with data from 114 subjects, who were evaluated with a test. The results suggest there are two kinds of strategies, one where only students' performance are evaluated, and other, where the test and the students are evaluated at the same time. We also show the fail of concordance be…
Bayesian forecasting of demand time-series data with zero values
2013
This paper describes the development of a Bayesian procedure to analyse and forecast positive demand time-series data with a proportion of zero values and a high level of variability for the non-zero data. The resulting forecasts play decisive roles in organisational planning, budgeting, and performance monitoring. Exponential smoothing methods are widely used as forecasting techniques in industry and business. However, they can be unsuitable for the analysis of non-negative demand time-series data with the aforementioned features. In this paper, an unconstrained latent demand underlying the observed demand is introduced into the linear heteroscedastic model associated with the Holt-Winters…
Light-component spectrum of the primary cosmic rays in the multi-TeV region measured by the ARGO-YBJ experiment
2012
The ARGO-YBJ experiment detects extensive air showers in a wide energy range by means of a full-coverage detector which is in stable data taking in its full configuration since November 2007 at the YBJ International Cosmic Ray Observatory (4300 m a.s.l., Tibet, People's Republic of China). In this paper the measurement of the light-component spectrum of primary cosmic rays in the energy region $(5\textdiv{}200)\text{ }\text{ }\mathrm{TeV}$ is reported. The method exploited to analyze the experimental data is based on a Bayesian procedure. The measured intensities of the light component are consistent with the recent CREAM results and higher than that obtained adding the proton and helium sp…
On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction
2020
Approximate Bayesian computation allows for inference of complicated probabilistic models with intractable likelihoods using model simulations. The Markov chain Monte Carlo implementation of approximate Bayesian computation is often sensitive to the tolerance parameter: low tolerance leads to poor mixing and large tolerance entails excess bias. We consider an approach using a relatively large tolerance for the Markov chain Monte Carlo sampler to ensure its sufficient mixing, and post-processing the output leading to estimators for a range of finer tolerances. We introduce an approximate confidence interval for the related post-corrected estimators, and propose an adaptive approximate Bayesi…
Deep Importance Sampling based on Regression for Model Inversion and Emulation
2021
Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and optimization. They require the choice of a suitable proposal density that is crucial for their performance. For this reason, several adaptive importance sampling (AIS) schemes have been proposed in the literature. We here present an AIS framework called Regression-based Adaptive Deep Importance Sampling (RADIS). In RADIS, the key idea is the adaptive construction via regression of a non-parametric proposal density (i.e., an emulator), which mimics the posteri…
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…
A Review of Multiple Try MCMC algorithms for Signal Processing
2018
Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often expressed as complicated multi-dimensional integrals. Unfortunately, analytical expressions for these estimators cannot be found in most real-world applications, and Monte Carlo methods are the only feasible approach. A very powerful class of Monte Carlo techniques is formed by the Markov Chain Monte Carlo (MCMC) algorithms. They generate a Markov chain such that its stationary distribution coincides with the target posterior density. In this work, we perform a t…