A Bayesian approach for multi-model downscaling: Seasonal forecasting of regional rainfall and river flows in South America

This study addresses three issues: spatial downscaling, calibration, and combination of seasonal predictions produced by different coupled ocean-atmosphere climate models. It examines the feasibility Of using a Bayesian procedure for producing combined, well-calibrated downscaled seasonal rainfall forecasts for two regions in South America and river flow forecasts for the Parana river in the south of Brazil and the Tocantins river in the north of Brazil. These forecasts are important for national electricity generation management and planning. A Bayesian procedure, referred to here as forecast assimilation, is used to combine and calibrate the rainfall predictions produced by three climate models. Forecast assimilation is able to improve the skill of 3-month lead November-December-January multi-model rainfall predictions over the two South American regions. Improvements are noted in forecast seasonal mean values and uncertainty estimates. River flow forecasts are less skilful than rainfall forecasts. This is partially because natural river flow is a derived quantity that is sensitive to hydrological as well as meteorological processes, and to human intervention in the form of reservoir management.

Bayesian estimation of co-integrating thresholds in the term structure of interest rates.

Threshold Error Correction Models are used to analyse the term structure of interest Rates. The paper develops and uses a generalisation of existing models that encompasses both the Band and Equilibrium threshold models of [Balke and Fomby ((1997) Threshold cointegration. Int Econ Rev 38(3):627–645)] and estimates this model using a Bayesian approach. Evidence is found for threshold effects in pairs of longer rates but not in pairs of short rates. The Band threshold model is supported in preference to the Equilibrium model.

Model selection for the mixed logit with Bayesian estimation

In this paper, the mixed logit (ML) using Bayesian methods was employed to examine willingness-to-pay (WTP) to consume bread produced with reduced levels of pesticides so as to ameliorate environmental quality, from data generated by a choice experiment. Model comparison used the marginal likelihood, which is preferable for Bayesian model comparison and testing. Models containing constant and random parameters for a number of distributions were considered, along with models in ‘preference space’ and ‘WTP space’ as well as those allowing for misreporting. We found: strong support for the ML estimated in WTP space; little support for fixing the price coefficient a common practice advocated and adopted in the environmental economics literature; and, weak evidence for misreporting.

Bayesian ranking and selection of fishing boat efficiencies

The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods—Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.

Phylogeny and the hierarchical organization of plant diversity

R. H. Whittaker's idea that plant diversity can be divided into a hierarchy of spatial components from alpha at the within-habitat scale through beta for the turnover of species between habitats to gamma along regional gradients implies the underlying existence of alpha, beta, and gamma niches. We explore the hypothesis that the evolution of a, (3, and gamma niches is also hierarchical, with traits that define the a niche being labile, while those defining a and 7 niches are conservative. At the a level we find support for the hypothesis in the lack of close significant phylogenetic relationship between meadow species that have similar a niches. In a second test, a niche overlap based on a variety of traits is compared between congeners and noncongeners in several communities; here, too, there is no evidence of a correlation between a niche and phylogeny. To test whether beta and gamma niches evolve conservatively, we reconstructed the evolution of relevant traits on evolutionary trees for 14 different clades. Tests against null models revealed a number of instances, including some in island radiations, in which habitat (beta niche) and elevational maximum (an aspect of the gamma niche) showed evolutionary conservatism.

Bayesian decision procedures for dose-escalation based on evidence of undesirable events and therapeutic benefit.

In this paper, Bayesian decision procedures are developed for dose-escalation studies based on bivariate observations of undesirable events and signs of therapeutic benefit. The methods generalize earlier approaches taking into account only the undesirable outcomes. Logistic regression models are used to model the two responses, which are both assumed to take a binary form. A prior distribution for the unknown model parameters is suggested and an optional safety constraint can be included. Gain functions to be maximized are formulated in terms of accurate estimation of the limits of a therapeutic window or optimal treatment of the next cohort of subjects, although the approach could be applied to achieve any of a wide variety of objectives. The designs introduced are illustrated through simulation and retrospective implementation to a completed dose-escalation study. Copyright © 2006 John Wiley & Sons, Ltd.

Uptake pathways: the potential of Bayesian belief networks to assist the management, monitoring and evaluation of development-orientated research

The effectiveness of development assistance has come under renewed scrutiny in recent years. In an era of growing economic liberalisation, research organisations are increasingly being asked to account for the use of public funds by demonstrating achievements. However, in the natural resources (NR) research field, conventional economic assessment techniques have focused on quantifying the impact achieved rather understanding the process that delivered it. As a result, they provide limited guidance for planners and researchers charged with selecting and implementing future research. In response, “pathways” or logic models have attracted increased interest in recent years as a remedy to this shortcoming. However, as commonly applied these suffer from two key limitations in their ability to incorporate risk and assess variance from plan. The paper reports the results of a case study that used a Bayesian belief network approach to address these limitations and outlines its potential value as a tool to assist the planning, monitoring and evaluation of development-orientated research.

Statistical evaluation of alternative models of human evolution

An appropriate model of recent human evolution is not only important to understand our own history, but it is necessary to disentangle the effects of demography and selection on genome diversity. Although most genetic data support the view that our species originated recently in Africa, it is still unclear if it completely replaced former members of the Homo genus, or if some interbreeding occurred during its range expansion. Several scenarios of modern human evolution have been proposed on the basis of molecular and paleontological data, but their likelihood has never been statistically assessed. Using DNA data from 50 nuclear loci sequenced in African, Asian and Native American samples, we show here by extensive simulations that a simple African replacement model with exponential growth has a higher probability (78%) as compared with alternative multiregional evolution or assimilation scenarios. A Bayesian analysis of the data under this best supported model points to an origin of our species approximate to 141 thousand years ago (Kya), an exit out-of-Africa approximate to 51 Kya, and a recent colonization of the Americas approximate to 10.5 Kya. We also find that the African replacement model explains not only the shallow ancestry of mtDNA or Y-chromosomes but also the occurrence of deep lineages at some autosomal loci, which has been formerly interpreted as a sign of interbreeding with Homo erectus.

Bayesian analysis of an inverse Gaussian correlated frailty model

In survival analysis frailty is often used to model heterogeneity between individuals or correlation within clusters. Typically frailty is taken to be a continuous random effect, yielding a continuous mixture distribution for survival times. A Bayesian analysis of a correlated frailty model is discussed in the context of inverse Gaussian frailty. An MCMC approach is adopted and the deviance information criterion is used to compare models. As an illustration of the approach a bivariate data set of corneal graft survival times is analysed. (C) 2006 Elsevier B.V. All rights reserved.

Bayesian analysis of correlated evolution of discrete characters by reversible-jump Markov chain Monte Carlo

We describe a Bayesian method for investigating correlated evolution of discrete binary traits on phylogenetic trees. The method fits a continuous-time Markov model to a pair of traits, seeking the best fitting models that describe their joint evolution on a phylogeny. We employ the methodology of reversible-jump ( RJ) Markov chain Monte Carlo to search among the large number of possible models, some of which conform to independent evolution of the two traits, others to correlated evolution. The RJ Markov chain visits these models in proportion to their posterior probabilities, thereby directly estimating the support for the hypothesis of correlated evolution. In addition, the RJ Markov chain simultaneously estimates the posterior distributions of the rate parameters of the model of trait evolution. These posterior distributions can be used to test among alternative evolutionary scenarios to explain the observed data. All results are integrated over a sample of phylogenetic trees to account for phylogenetic uncertainty. We implement the method in a program called RJ Discrete and illustrate it by analyzing the question of whether mating system and advertisement of estrus by females have coevolved in the Old World monkeys and great apes.

Bayesian estimation of recent migration rates after a spatial expansion

Approximate Bayesian computation (ABC) is a highly flexible technique that allows the estimation of parameters under demographic models that are too complex to be handled by full-likelihood methods. We assess the utility of this method to estimate the parameters of range expansion in a two-dimensional stepping-stone model, using samples from either a single deme or multiple demes. A minor modification to the ABC procedure is introduced, which leads to an improvement in the accuracy of estimation. The method is then used to estimate the expansion time and migration rates for five natural common vole populations in Switzerland typed for a sex-linked marker and a nuclear marker. Estimates based on both markers suggest that expansion occurred < 10,000 years ago, after the most recent glaciation, and that migration rates are strongly male biased.

A novel Bayesian approach to drug design with simple and complex enzymes: Use with lens aldehyde dehydrogenase and the glyoxalase pathway

Purpose: Acquiring details of kinetic parameters of enzymes is crucial to biochemical understanding, drug development, and clinical diagnosis in ocular diseases. The correct design of an experiment is critical to collecting data suitable for analysis, modelling and deriving the correct information. As classical design methods are not targeted to the more complex kinetics being frequently studied, attention is needed to estimate parameters of such models with low variance. Methods: We have developed Bayesian utility functions to minimise kinetic parameter variance involving differentiation of model expressions and matrix inversion. These have been applied to the simple kinetics of the enzymes in the glyoxalase pathway (of importance in posttranslational modification of proteins in cataract), and the complex kinetics of lens aldehyde dehydrogenase (also of relevance to cataract). Results: Our successful application of Bayesian statistics has allowed us to identify a set of rules for designing optimum kinetic experiments iteratively. Most importantly, the distribution of points in the range is critical; it is not simply a matter of even or multiple increases. At least 60 % must be below the KM (or plural if more than one dissociation constant) and 40% above. This choice halves the variance found using a simple even spread across the range.With both the glyoxalase system and lens aldehyde dehydrogenase we have significantly improved the variance of kinetic parameter estimation while reducing the number and costs of experiments. Conclusions: We have developed an optimal and iterative method for selecting features of design such as substrate range, number of measurements and choice of intermediate points. Our novel approach minimises parameter error and costs, and maximises experimental efficiency. It is applicable to many areas of ocular drug design, including receptor-ligand binding and immunoglobulin binding, and should be an important tool in ocular drug discovery.

A Bayesian approach to disease gene location using allelic association

A Bayesian approach to analysing data from family-based association studies is developed. This permits direct assessment of the range of possible values of model parameters, such as the recombination frequency and allelic associations, in the light of the data. In addition, sophisticated comparisons of different models may be handled easily, even when such models are not nested. The methodology is developed in such a way as to allow separate inferences to be made about linkage and association by including theta, the recombination fraction between the marker and disease susceptibility locus under study, explicitly in the model. The method is illustrated by application to a previously published data set. The data analysis raises some interesting issues, notably with regard to the weight of evidence necessary to convince us of linkage between a candidate locus and disease.

Efficient and accurate experimental design for enzyme kinetics: Bayesian studies reveal a systematic approach

In areas such as drug development, clinical diagnosis and biotechnology research, acquiring details about the kinetic parameters of enzymes is crucial. The correct design of an experiment is critical to collecting data suitable for analysis, modelling and deriving the correct information. As classical design methods are not targeted to the more complex kinetics being frequently studied, attention is needed to estimate parameters of such models with low variance. We demonstrate that a Bayesian approach (the use of prior knowledge) can produce major gains quantifiable in terms of information, productivity and accuracy of each experiment. Developing the use of Bayesian Utility functions, we have used a systematic method to identify the optimum experimental designs for a number of kinetic model data sets. This has enabled the identification of trends between kinetic model types, sets of design rules and the key conclusion that such designs should be based on some prior knowledge of K-M and/or the kinetic model. We suggest an optimal and iterative method for selecting features of the design such as the substrate range, number of measurements and choice of intermediate points. The final design collects data suitable for accurate modelling and analysis and minimises the error in the parameters estimated. (C) 2003 Elsevier Science B.V. All rights reserved.

A combined Bayesian Markovian approach for behaviour recognition

Numerous techniques exist which can be used for the task of behavioural analysis and recognition. Common amongst these are Bayesian networks and Hidden Markov Models. Although these techniques are extremely powerful and well developed, both have important limitations. By fusing these techniques together to form Bayes-Markov chains, the advantages of both techniques can be preserved, while reducing their limitations. The Bayes-Markov technique forms the basis of a common, flexible framework for supplementing Markov chains with additional features. This results in improved user output, and aids in the rapid development of flexible and efficient behaviour recognition systems.