292 resultados para Estimation Bayésienne


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We present a Bayesian sampling algorithm called adaptive importance sampling or population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time required for sampling, along with providing other benefits. To assess the performance of the approach for cosmological problems, we use simulated and actual data consisting of CMB anisotropies, supernovae of type Ia, and weak cosmological lensing, and provide a comparison of results to those obtained using state-of-the-art Markov chain Monte Carlo (MCMC). For both types of data sets, we find comparable parameter estimates for PMC and MCMC, with the advantage of a significantly lower wall-clock time for PMC. In the case of WMAP5 data, for example, the wall-clock time scale reduces from days for MCMC to hours using PMC on a cluster of processors. Other benefits of the PMC approach, along with potential difficulties in using the approach, are analyzed and discussed.

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In this paper, we examine approaches to estimate a Bayesian mixture model at both single and multiple time points for a sample of actual and simulated aerosol particle size distribution (PSD) data. For estimation of a mixture model at a single time point, we use Reversible Jump Markov Chain Monte Carlo (RJMCMC) to estimate mixture model parameters including the number of components which is assumed to be unknown. We compare the results of this approach to a commonly used estimation method in the aerosol physics literature. As PSD data is often measured over time, often at small time intervals, we also examine the use of an informative prior for estimation of the mixture parameters which takes into account the correlated nature of the parameters. The Bayesian mixture model offers a promising approach, providing advantages both in estimation and inference.

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Exposure to ambient air pollution is a major risk factor for global disease. Assessment of the impacts of air pollution on population health and the evaluation of trends relative to other major risk factors requires regularly updated, accurate, spatially resolved exposure estimates. We combined satellite-based estimates, chemical transport model (CTM) simulations and ground measurements from 79 different countries to produce new global estimates of annual average fine particle (PM2.5) and ozone concentrations at 0.1° × 0.1° spatial resolution for five-year intervals from 1990-2010 and the year 2013. These estimates were then applied to assess population-weighted mean concentrations for 1990 – 2013 for each of 188 countries. In 2013, 87% of the world’s population lived in areas exceeding the World Health Organization (WHO) Air Quality Guideline of 10 μg/m3 PM2.5 (annual average). Between 1990 and 2013, decreases in population-weighted mean concentrations of PM2.5 were evident in most high income countries, in contrast to increases estimated in South Asia, throughout much of Southeast Asia, and in China. Population-weighted mean concentrations of ozone increased in most countries from 1990 - 2013, with modest decreases in North America, parts of Europe, and several countries in Southeast Asia.

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This research develops a design support system, which is able to estimate the life cycle cost of different product families at the early stage of product development. By implementing the system, a designer is able to develop various cost effective product families in a shorter lead-time and minimise the destructive impact of the product family on the environment.

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The aim of this paper is to assess the heritability of cerebral cortex, based on measurements of grey matter (GM) thickness derived from structural MR images (sMRI). With data acquired from a large twin cohort (328 subjects), an automated method was used to estimate the cortical thickness, and EM-ICP surface registration algorithm was used to establish the correspondence of cortex across the population. An ACE model was then employed to compute the heritability of cortical thickness. Heritable cortical thickness measures various cortical regions, especially in frontal and parietal lobes, such as bilateral postcentral gyri, superior occipital gyri, superior parietal gyri, precuneus, the orbital part of the right frontal gyrus, right medial superior frontal gyrus, right middle occipital gyrus, right paracentral lobule, left precentral gyrus, and left dorsolateral superior frontal gyrus.

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Parallel programming and effective partitioning of applications for embedded many-core architectures requires optimization algorithms. However, these algorithms have to quickly evaluate thousands of different partitions. We present a fast performance estimator embedded in a parallelizing compiler for streaming applications. The estimator combines a single execution-based simulation and an analytic approach. Experimental results demonstrate that the estimator has a mean error of 2.6% and computes its estimation 2848 times faster compared to a cycle accurate simulator.

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The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a ‘magnitude-based inference’ approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.