Search results for "bayesian"
showing 10 items of 604 documents
Reference point based multi-objective evolutionary algorithms for group decisions
2008
While in the past decades research on multi-objective evolutionary algorithms (MOEA) has aimed at finding the whole set of Pareto optimal solutions, current approaches focus on only those parts of the Pareto front which satisfy the preferences of the decision maker (DM). Therefore, they integrate the DM early on in the optimization process instead of leaving him/her alone with the final choice of one solution among the whole Pareto optimal set. In this paper, we address an aspect which has been neglected so far in the research on integrating preferences: in most real-world problems, there is not only one DM, but a group of DMs trying to find one consensus decision all participants are wille…
Invariant Embedding Technique and Its Applications for Improvement or Optimization of Statistical Decisions
2010
In the present paper, for improvement or optimization of statistical decisions under parametric uncertainty, a new technique of invariant embedding of sample statistics in a performance index is proposed. This technique represents a simple and computationally attractive statistical method based on the constructive use of the invariance principle in mathematical statistics. Unlike the Bayesian approach, an invariant embedding technique is independent of the choice of priors. It allows one to eliminate unknown parameters from the problem and to find the best invariant decision rule, which has smaller risk than any of the well-known decision rules. To illustrate the proposed technique, applica…
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues
2011
In this article, we describe 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 estimator and the weighted-average least-squares estimator developed by Magnus, Powell, and Prüfer (2010, Journal of Econometrics 154: 139–153). Unlike standard pretest estimators that 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. Spec…
Seed Activation Scheduling for Influence Maximization in Social Networks
2018
This paper addresses the challenge of strategically maximizing the influence spread in a social network, by exploiting cascade propagators termed “seeds”. It introduces the Seed Activation Scheduling Problem (SASP) that chooses the timing of seed activation under a given budget, over a given time horizon, in the presence/absence of competition. The SASP is framed as a blogger-centric marketing problem on a two-level network, where the decisions are made to buy sponsored posts from prominent bloggers at calculated points in time. A Bayesian evidence diffusion model – the Partial Parallel Cascade (PPC) model – allows the network nodes to be partially activated, proportional to their accumulat…
Obtaining the best value for money in adaptive sequential estimation
2010
Abstract In [Kujala, J. V., Richardson, U., & Lyytinen, H. (2010). A Bayesian-optimal principle for learner-friendly adaptation in learning games. Journal of Mathematical Psychology , 54(2), 247–255], we considered an extension of the conventional Bayesian adaptive estimation framework to situations where each observable variable is associated with a certain random cost of observation. We proposed an algorithm that chooses each placement by maximizing the expected gain in utility divided by the expected cost. In this paper, we formally justify this placement rule as an asymptotically optimal solution to the problem of maximizing the expected utility of an experiment that terminates when the…
Simulated Annealing in Bayesian Decision Theory
1992
Since the seminal paper by Kirkpatrick, Gelatt and Vechhi (1983), a number of papers in the scientific literature refer to simulated annealing as a powerful random optimization method which promises to deliver, within reasonable computing times, optimal or nearly optimal solutions to complex decision problems hitherto forbidding. The algorithm, which uses the physical process of annealing as a metaphor, is special in that, at each iteration, one may move with positive probability to solutions with higher values of the function to minimize, rather than directly jumping to the point with the smallest value within the neighborhood, thus drastically reducing the chances of getting trapped in lo…
Bayesian calibration of the nitrous oxide emission module of an agro-ecosystem model
2008
1. NitroEurope Open Science Conference on Reactive Nitrogen and the European Greenhouse Gas Balance ; Ghent (Belgique) - (2008-02-20 - 2008-02-21) / Conférence; Nitrous oxide (N2O) is the main biogenic greenhouse gas contributing to the global warming potential (GWP) of agro-ecosystems. Evaluating the impact of agriculture on climate therefore requires a capacity to predict N2O emissions in relation to environmental conditions and crop management. Biophysical models simulating the dynamics of carbon and nitrogen in agro-ecosystems have a unique potential to explore these relationships, but are fraught with high uncertainties in their parameters due to their variations over time and space. H…
Ranking of Brain Tumour Classifiers Using a Bayesian Approach
2009
This study presents a ranking for classifers using a Bayesian perspective. This ranking framework is able to evaluate the performance of the models to be compared when they are inferred from different sets of data. It also takes into account the performance obtained on samples not used during the training of the classifiers. Besides, this ranking assigns a prior to each model based on a measure of similarity of the training data to a test case. An evaluation consisting of ranking brain tumour classifiers is presented. These multilayer perceptron classifiers are trained with 1H magnetic resonance spectroscopy (MRS) signals following a multiproject multicenter evaluation approach. We demonstr…
Search strategies for ensemble feature selection in medical diagnostics
2003
The goal of this paper is to propose, evaluate, and compare four search strategies for ensemble feature selection, and to consider their application to medical diagnostics, with a focus on the problem of the classification of acute abdominal pain. Ensembles of learnt models constitute one of the main current directions in machine learning and data mining. Ensembles allow us to get higher accuracy, sensitivity, and specificity, which are often not achievable with single models. One technique, which proved to be effective for ensemble construction, is feature selection. Lately, several strategies for ensemble feature selection were proposed, including random subspacing, hill-climbing-based se…
A Bayesian Approach for Timing the Neolithization in Mediterranean Iberia
2017
AbstractIn this paper, we compile recent14C dates related to the Neolithic transition in Mediterranean Iberia and present a Bayesian chronological approach for testing thedual model, a mixed model proposed to explain the spread of farming and husbandry processes in eastern Iberia. The dual model postulates the coexistence of agricultural pioneers and indigenous Mesolithic foraging groups in the Middle Holocene. We test this general model with more regional models of four geographical areas (Northeast, Upper, and Middle Ebro Valley, and Eastern and South/Southeastern regions) and present a filtered summed probability of all14C dates known in the region in order to compare socioecological dyn…