129 resultados para Bayesian model selection
Resumo:
An efficient model identification algorithm for a large class of linear-in-the-parameters models is introduced that simultaneously optimises the model approximation ability, sparsity and robustness. The derived model parameters in each forward regression step are initially estimated via the orthogonal least squares (OLS), followed by being tuned with a new gradient-descent learning algorithm based on the basis pursuit that minimises the l(1) norm of the parameter estimate vector. The model subset selection cost function includes a D-optimality design criterion that maximises the determinant of the design matrix of the subset to ensure model robustness and to enable the model selection procedure to automatically terminate at a sparse model. The proposed approach is based on the forward OLS algorithm using the modified Gram-Schmidt procedure. Both the parameter tuning procedure, based on basis pursuit, and the model selection criterion, based on the D-optimality that is effective in ensuring model robustness, are integrated with the forward regression. As a consequence the inherent computational efficiency associated with the conventional forward OLS approach is maintained in the proposed algorithm. Examples demonstrate the effectiveness of the new approach.
Resumo:
New construction algorithms for radial basis function (RBF) network modelling are introduced based on the A-optimality and D-optimality experimental design criteria respectively. We utilize new cost functions, based on experimental design criteria, for model selection that simultaneously optimizes model approximation, parameter variance (A-optimality) or model robustness (D-optimality). The proposed approaches are based on the forward orthogonal least-squares (OLS) algorithm, such that the new A-optimality- and D-optimality-based cost functions are constructed on the basis of an orthogonalization process that gains computational advantages and hence maintains the inherent computational efficiency associated with the conventional forward OLS approach. The proposed approach enhances the very popular forward OLS-algorithm-based RBF model construction method since the resultant RBF models are constructed in a manner that the system dynamics approximation capability, model adequacy and robustness are optimized simultaneously. The numerical examples provided show significant improvement based on the D-optimality design criterion, demonstrating that there is significant room for improvement in modelling via the popular RBF neural network.
Resumo:
In this correspondence new robust nonlinear model construction algorithms for a large class of linear-in-the-parameters models are introduced to enhance model robustness via combined parameter regularization and new robust structural selective criteria. In parallel to parameter regularization, we use two classes of robust model selection criteria based on either experimental design criteria that optimizes model adequacy, or the predicted residual sums of squares (PRESS) statistic that optimizes model generalization capability, respectively. Three robust identification algorithms are introduced, i.e., combined A- and D-optimality with regularized orthogonal least squares algorithm, respectively; and combined PRESS statistic with regularized orthogonal least squares algorithm. A common characteristic of these algorithms is that the inherent computation efficiency associated with the orthogonalization scheme in orthogonal least squares or regularized orthogonal least squares has been extended such that the new algorithms are computationally efficient. Numerical examples are included to demonstrate effectiveness of the algorithms.
Resumo:
Motivation: The ability of a simple method (MODCHECK) to determine the sequence–structure compatibility of a set of structural models generated by fold recognition is tested in a thorough benchmark analysis. Four Model Quality Assessment Programs (MQAPs) were tested on 188 targets from the latest LiveBench-9 automated structure evaluation experiment. We systematically test and evaluate whether the MQAP methods can successfully detect native-likemodels. Results: We show that compared with the other three methods tested MODCHECK is the most reliable method for consistently performing the best top model selection and for ranking the models. In addition, we show that the choice of model similarity score used to assess a model's similarity to the experimental structure can influence the overall performance of these tools. Although these MQAP methods fail to improve the model selection performance for methods that already incorporate protein three dimension (3D) structural information, an improvement is observed for methods that are purely sequence-based, including the best profile–profile methods. This suggests that even the best sequence-based fold recognition methods can still be improved by taking into account the 3D structural information.
Resumo:
The political economy literature on agriculture emphasizes influence over political outcomes via lobbying conduits in general, political action committee contributions in particular and the pervasive view that political preferences with respect to agricultural issues are inherently geographic. In this context, ‘interdependence’ in Congressional vote behaviour manifests itself in two dimensions. One dimension is the intensity by which neighboring vote propensities influence one another and the second is the geographic extent of voter influence. We estimate these facets of dependence using data on a Congressional vote on the 2001 Farm Bill using routine Markov chain Monte Carlo procedures and Bayesian model averaging, in particular. In so doing, we develop a novel procedure to examine both the reliability and the consequences of different model representations for measuring both the ‘scale’ and the ‘scope’ of spatial (geographic) co-relations in voting behaviour.
Resumo:
The performance of rank dependent preference functionals under risk is comprehensively evaluated using Bayesian model averaging. Model comparisons are made at three levels of heterogeneity plus three ways of linking deterministic and stochastic models: the differences in utilities, the differences in certainty equivalents and contextualutility. Overall, the"bestmodel", which is conditional on the form of heterogeneity is a form of Rank Dependent Utility or Prospect Theory that cap tures the majority of behaviour at both the representative agent and individual level. However, the curvature of the probability weighting function for many individuals is S-shaped, or ostensibly concave or convex rather than the inverse S-shape commonly employed. Also contextual utility is broadly supported across all levels of heterogeneity. Finally, the Priority Heuristic model, previously examined within a deterministic setting, is estimated within a stochastic framework, and allowing for endogenous thresholds does improve model performance although it does not compete well with the other specications considered.
Resumo:
We utilized an ecosystem process model (SIPNET, simplified photosynthesis and evapotranspiration model) to estimate carbon fluxes of gross primary productivity and total ecosystem respiration of a high-elevation coniferous forest. The data assimilation routine incorporated aggregated twice-daily measurements of the net ecosystem exchange of CO2 (NEE) and satellite-based reflectance measurements of the fraction of absorbed photosynthetically active radiation (fAPAR) on an eight-day timescale. From these data we conducted a data assimilation experiment with fifteen different combinations of available data using twice-daily NEE, aggregated annual NEE, eight-day f AP AR, and average annual fAPAR. Model parameters were conditioned on three years of NEE and fAPAR data and results were evaluated to determine the information content from the different combinations of data streams. Across the data assimilation experiments conducted, model selection metrics such as the Bayesian Information Criterion and Deviance Information Criterion obtained minimum values when assimilating average annual fAPAR and twice-daily NEE data. Application of wavelet coherence analyses showed higher correlations between measured and modeled fAPAR on longer timescales ranging from 9 to 12 months. There were strong correlations between measured and modeled NEE (R2, coefficient of determination, 0.86), but correlations between measured and modeled eight-day fAPAR were quite poor (R2 = −0.94). We conclude that this inability to determine fAPAR on eight-day timescale would improve with the considerations of the radiative transfer through the plant canopy. Modeled fluxes when assimilating average annual fAPAR and annual NEE were comparable to corresponding results when assimilating twice-daily NEE, albeit at a greater uncertainty. Our results support the conclusion that for this coniferous forest twice-daily NEE data are a critical measurement stream for the data assimilation. The results from this modeling exercise indicate that for this coniferous forest, average annuals for satellite-based fAPAR measurements paired with annual NEE estimates may provide spatial detail to components of ecosystem carbon fluxes in proximity of eddy covariance towers. Inclusion of other independent data streams in the assimilation will also reduce uncertainty on modeled values.
Resumo:
Abstract Background: The amount and structure of genetic diversity in dessert apple germplasm conserved at a European level is mostly unknown, since all diversity studies conducted in Europe until now have been performed on regional or national collections. Here, we applied a common set of 16 SSR markers to genotype more than 2,400 accessions across 14 collections representing three broad European geographic regions (North+East, West and South) with the aim to analyze the extent, distribution and structure of variation in the apple genetic resources in Europe. Results: A Bayesian model-based clustering approach showed that diversity was organized in three groups, although these were only moderately differentiated (FST=0.031). A nested Bayesian clustering approach allowed identification of subgroups which revealed internal patterns of substructure within the groups, allowing a finer delineation of the variation into eight subgroups (FST=0.044). The first level of stratification revealed an asymmetric division of the germplasm among the three groups, and a clear association was found with the geographical regions of origin of the cultivars. The substructure revealed clear partitioning of genetic groups among countries, but also interesting associations between subgroups and breeding purposes of recent cultivars or particular usage such as cider production. Additional parentage analyses allowed us to identify both putative parents of more than 40 old and/or local cultivars giving interesting insights in the pedigree of some emblematic cultivars. Conclusions: The variation found at group and sub-group levels may reflect a combination of historical processes of migration/selection and adaptive factors to diverse agricultural environments that, together with genetic drift, have resulted in extensive genetic variation but limited population structure. The European dessert apple germplasm represents an important source of genetic diversity with a strong historical and patrimonial value. The present work thus constitutes a decisive step in the field of conservation genetics. Moreover, the obtained data can be used for defining a European apple core collection useful for further identification of genomic regions associated with commercially important horticultural traits in apple through genome-wide association studies.
Resumo:
Health care providers, purchasers and policy makers need to make informed decisions regarding the provision of cost-effective care. When a new health care intervention is to be compared with the current standard, an economic evaluation alongside an evaluation of health benefits provides useful information for the decision making process. We consider the information on cost-effectiveness which arises from an individual clinical trial comparing the two interventions. Recent methods for conducting a cost-effectiveness analysis for a clinical trial have focused on the net benefit parameter. The net benefit parameter, a function of costs and health benefits, is positive if the new intervention is cost-effective compared with the standard. In this paper we describe frequentist and Bayesian approaches to cost-effectiveness analysis which have been suggested in the literature and apply them to data from a clinical trial comparing laparoscopic surgery with open mesh surgery for the repair of inguinal hernias. We extend the Bayesian model to allow the total cost to be divided into a number of different components. The advantages and disadvantages of the different approaches are discussed. In January 2001, NICE issued guidance on the type of surgery to be used for inguinal hernia repair. We discuss our example in the light of this information. Copyright © 2003 John Wiley & Sons, Ltd.
Resumo:
PopABC is a computer package for inferring the pattern of demographic divergence of closely related populations and species. The software performs coalescent simulation in the framework of approximate Bayesian computation (ABC). PopABC can also be used to perform Bayesian model choice to discriminate between different demographic scenarios. The program can be used either for research or for education and teaching purposes.
Resumo:
As we move through the world, our eyes acquire a sequence of images. The information from this sequence is sufficient to determine the structure of a three-dimensional scene, up to a scale factor determined by the distance that the eyes have moved [1, 2]. Previous evidence shows that the human visual system accounts for the distance the observer has walked [3,4] and the separation of the eyes [5-8] when judging the scale, shape, and distance of objects. However, in an immersive virtual-reality environment, observers failed to notice when a scene expanded or contracted, despite having consistent information about scale from both distance walked and binocular vision. This failure led to large errors in judging the size of objects. The pattern of errors cannot be explained by assuming a visual reconstruction of the scene with an incorrect estimate of interocular separation or distance walked. Instead, it is consistent with a Bayesian model of cue integration in which the efficacy of motion and disparity cues is greater at near viewing distances. Our results imply that observers are more willing to adjust their estimate of interocular separation or distance walked than to accept that the scene has changed in size.
Resumo:
A construction algorithm for multioutput radial basis function (RBF) network modelling is introduced by combining a locally regularised orthogonal least squares (LROLS) model selection with a D-optimality experimental design. The proposed algorithm aims to achieve maximised model robustness and sparsity via two effective and complementary approaches. The LROLS method alone is capable of producing a very parsimonious RBF network model with excellent generalisation performance. The D-optimality design criterion enhances the model efficiency and robustness. A further advantage of the combined approach is that the user only needs to specify a weighting for the D-optimality cost in the combined RBF model selecting criterion and the entire model construction procedure becomes automatic. The value of this weighting does not influence the model selection procedure critically and it can be chosen with ease from a wide range of values.
Resumo:
The note proposes an efficient nonlinear identification algorithm by combining a locally regularized orthogonal least squares (LROLS) model selection with a D-optimality experimental design. The proposed algorithm aims to achieve maximized model robustness and sparsity via two effective and complementary approaches. The LROLS method alone is capable of producing a very parsimonious model with excellent generalization performance. The D-optimality design criterion further enhances the model efficiency and robustness. An added advantage is that the user only needs to specify a weighting for the D-optimality cost in the combined model selecting criterion and the entire model construction procedure becomes automatic. The value of this weighting does not influence the model selection procedure critically and it can be chosen with ease from a wide range of values.
Resumo:
The paper introduces an efficient construction algorithm for obtaining sparse linear-in-the-weights regression models based on an approach of directly optimizing model generalization capability. This is achieved by utilizing the delete-1 cross validation concept and the associated leave-one-out test error also known as the predicted residual sums of squares (PRESS) statistic, without resorting to any other validation data set for model evaluation in the model construction process. Computational efficiency is ensured using an orthogonal forward regression, but the algorithm incrementally minimizes the PRESS statistic instead of the usual sum of the squared training errors. A local regularization method can naturally be incorporated into the model selection procedure to further enforce model sparsity. The proposed algorithm is fully automatic, and the user is not required to specify any criterion to terminate the model construction procedure. Comparisons with some of the existing state-of-art modeling methods are given, and several examples are included to demonstrate the ability of the proposed algorithm to effectively construct sparse models that generalize well.
Resumo:
Many kernel classifier construction algorithms adopt classification accuracy as performance metrics in model evaluation. Moreover, equal weighting is often applied to each data sample in parameter estimation. These modeling practices often become problematic if the data sets are imbalanced. We present a kernel classifier construction algorithm using orthogonal forward selection (OFS) in order to optimize the model generalization for imbalanced two-class data sets. This kernel classifier identification algorithm is based on a new regularized orthogonal weighted least squares (ROWLS) estimator and the model selection criterion of maximal leave-one-out area under curve (LOO-AUC) of the receiver operating characteristics (ROCs). It is shown that, owing to the orthogonalization procedure, the LOO-AUC can be calculated via an analytic formula based on the new regularized orthogonal weighted least squares parameter estimator, without actually splitting the estimation data set. The proposed algorithm can achieve minimal computational expense via a set of forward recursive updating formula in searching model terms with maximal incremental LOO-AUC value. Numerical examples are used to demonstrate the efficacy of the algorithm.