Skill Rating by Bayesian Inference

Systems Engineering often involves computer modelling the behaviour of proposed systems and their components. Where a component is human, fallibility must be modelled by a stochastic agent. The identification of a model of decision-making over quantifiable options is investigated using the game-domain of Chess. Bayesian methods are used to infer the distribution of players’ skill levels from the moves they play rather than from their competitive results. The approach is used on large sets of games by players across a broad FIDE Elo range, and is in principle applicable to any scenario where high-value decisions are being made under pressure.

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 design and conduct of phase II single-arm clinical trials with binary outcomes: a tutorial

The aim of phase II single-arm clinical trials of a new drug is to determine whether it has sufficient promising activity to warrant its further development. For the last several years Bayesian statistical methods have been proposed and used. Bayesian approaches are ideal for earlier phase trials as they take into account information that accrues during a trial. Predictive probabilities are then updated and so become more accurate as the trial progresses. Suitable priors can act as pseudo samples, which make small sample clinical trials more informative. Thus patients have better chances to receive better treatments. The goal of this paper is to provide a tutorial for statisticians who use Bayesian methods for the first time or investigators who have some statistical background. In addition, real data from three clinical trials are presented as examples to illustrate how to conduct a Bayesian approach for phase II single-arm clinical trials with binary outcomes.

Input usage, output mix and industry deregulation: an analysis of the Australian dairy manufacturing industry

In this paper we estimate a Translog output distance function for a balanced panel of state level data for the Australian dairy processing sector. We estimate a fixed effects specification employing Bayesian methods, with and without the imposition of monotonicity and curvature restrictions. Our results indicate that Tasmania and Victoria are the most technically efficient states with New South Wales being the least efficient. The imposition of theoretical restrictions marginally affects the results especially with respect to estimates of technical change and industry deregulation. Importantly, our bias estimates show changes in both input use and output mix that result from deregulation. Specifically, we find that deregulation has positively biased the production of butter, cheese and powders.

Consumer willingness to pay for in-flight service and comfort levels: A choice experiment

In the competitive aviation market as a result of the emergence of low cost carriers, charter airlines have had to reconsider their approach to service provision. Specifically, the reduction in service and comfort levels offered by the low cost airlines provides charter carriers with an opportunity to differentiate their product based on the quality of the offering. To consider this strategic option we employ an on-line choice experiment to examine consumer choices with respect to the bundle of services on offer when deciding to purchase a flight, With these data we use the Bayesian methods to estimate a mixed logit specification. Our results reveal that in principle passengers are willing to pay a relatively large amount for enhanced service quality. (C) 2008 Elsevier Ltd. All rights reserved.

Examining the technical efficiency of rice producers in Bangladesh

Despite record national output in the early years of this decade there is widespread concern that rice yields in Bangladesh are below those attainable, and that given future population growth this may constrain achievement of food security and poverty reduction objectives. A frequent response to this problem is that farmers could close the gap between actual farm yields and potential yields identified in field trials if farmers who are technically inefficient could improve their current farming practices. This paper estimates and explains technical efficiency for a sample of rice farmers in Bangladesh employing Bayesian methods. The results provide insights into the distribution of technical efficiency and identify important influences on rice growing.

Policy options promoting market participation among smallholder livestock producers: a case study from the Phillipines

We investigate the factors precipitating market entry where smallholders make decisions about participation (a discrete choice about whether to sell quantities of products) and supply (a continuous-valued choice about how much quantity to sell) in a cross-section of smallholders in Northern Luzon, Philippines, in a model that combines basic probit and Tobit ideas, is implemented using Bayesian methods, and generates precise estimates of the inputs required in order to effect entry among the non-participants. We estimate the total amounts of (cattle, buffalo, pig and chicken) livestock input required to effect entry and compare and contrast the alternative input requirements. To the extent that our smallholder sample may be representative of a wide and broader set of circumstances, our findings shed light on offsetting impacts of conflicting factors that complicate the roles for policy in the context of expanding the density of participation.

Spatial and management factors associated with exposure of smallholder dairy cattle in Tanzania to tick-borne pathogens

A cross-sectional study of serum antibody responses of cattle to tick-borne pathogens (Theileria parva, Theileria mutans, Anaplasma marginale, Babesia bigemina and Babesia bovis) was conducted on smallholder dairy farms in Tanga and Iringa Regions of Tanzania. Seroprevalence was highest for T. parva (48% in Iringa and 23% in Tanga) and B. bigemina (43% in Iringa and 27% in Tanga) and lowest for B. bovis (12% in Iringa and 6% in Tanga). We use spatial and non-spatial models, fitted using classical and Bayesian methods, to explore risk factors associated with seroprevalence. These include both fixed effects (age, grazing history and breeding status) and random effects (farm and local spatial effects). In both regions, seroprevalence for all tick-borne pathogens increased significantly with age. Animals pasture grazed in the 3 months prior to the start of the sampling period were significantly more likely to be seropositive for Theileria spp. and Babesia spp. Pasture grazed animals were more likely to be seropositive than zero-grazed animals for A. marginale, but the relationship was weaker than that observed for the other four pathogens. This study did not detect any significant differences in seroprevalence associated with other management-related variables, including the method or frequency of acaricide application. After adjusting for age, there was weak evidence of localised (< 5 km) spatial correlation in exposure to some of the tick borne diseases. However, this was small compared with the 'farm-effect', suggesting that risk factors specific to the farm were more important than those common to the local neighbourhood. Many animals were seropositive for more than one pathogen and the correlation between exposure to the different pathogens remained after adjusting for the identified risk factors. Identifying the determinants of exposure to multiple tick-borne pathogens and characterizing local variation in risk will assist in the development of more effective control strategies for smallholder dairy farms. (c) 2005 Australian Society for Parasitology Inc. Published by Elsevier Ltd. All rights reserved.

Phylogeny, biogeography, and ecology of Ficus section Malvanthera (Moraceae)

We conducted the first molecular phylogenetic study of Ficus section Malvanthera (Moraceae; subgenus Urostigma) based on 32 Malvanthera accessions and seven outgroups representing other sections of Ficus subgenus Urostigma. We used DNA sequences from the nuclear ribosomal internal and external transcribed spacers (ITS and ETS), and the glyceraldehyde-3-phosphate dehydrogenase (G3pdh) region. Phylogenetic analysis using maximum parsimony, maximum likelihood and Bayesian methods recovered a monophyletic section Malvanthera to the exclusion of the rubber fig, Ficus elastica. The results of the phylogenetic analyses do not conform to any previously proposed taxonomic subdivision of the section and characters used for previous classification are homoplasious. Geographic distribution, however, is highly conserved and Melanesian Malvanthera are monophyletic. A new subdivision of section Malvanthera reflecting phylogenetic relationships is presented. Section Malvanthera likely diversified during a period of isolation in Australia and subsequently colonized New Guinea. Two Australian series are consistent with a pattern of dispersal out of rainforest habitat into drier habitats accompanied by a reduction in plant height during the transition from hemi-epiphytic trees to lithophytic trees and shrubs. In contradiction with a previous study of Pleistodontes phylogeny suggesting multiple changes in pollination behaviour, reconstruction of changes in pollination behaviour on Malvanthera, suggests only one or a few gains of active pollination within the section. (C) 2008 Elsevier Inc. All rights reserved.

A phylogenetic reappraisal of the Peltophorum group (Caesalpinieae: Leguminosae) based on the chloroplast trnL-F, rbcL and rps16 sequence data

The monophyly of the Peltophorum group, one of nine informal groups recognized by Polhill in the Caesalpinieae, was tested using sequence data from the trnL-F, rbcL, and rps16 regions of the chloroplast genome. Exemplars were included from all 16 genera of the Peltophorum group, and from 15 genera representing seven of the other eight informal groups in the tribe. The data were analyzed separately and in combined analyses using parsimony and Bayesian methods. The analysis method had little effect on the topology of well-supported relationships. The molecular data recovered a generally well-supported phylogeny with many intergeneric relationships resolved. Results show that the Peltophorum group as currently delimited is polyphyletic, but that eight genera plus one undescribed genus form a core Peltophorum group, which is referred to here as the Peltophorum group sensu stricto. These genera are Bussea, Conzattia, Colvillea, Delonix, Heteroflorum (inedit.), Lemuropisum, Parkinsonia, Peltophorum, and Schizolobium. The remaining eight genera of the Peltophorum group s.l. are distributed across the Caesalpinieae. Morphological support for the redelimited Peltophorum group and the other recovered clades was assessed, and no unique synapomorphy was found for the Peltophorum group s.s. A proposal for the reclassification of the Peltophorum group s.l. is presented.

Cloud clearing techniques over land for land surface temperature retrieval from the Advanced Along Track Scanning Radiometer

We present five new cloud detection algorithms over land based on dynamic threshold or Bayesian techniques, applicable to the Advanced Along Track Scanning Radiometer (AATSR) instrument and compare these with the standard threshold based SADIST cloud detection scheme. We use a manually classified dataset as a reference to assess algorithm performance and quantify the impact of each cloud detection scheme on land surface temperature (LST) retrieval. The use of probabilistic Bayesian cloud detection methods improves algorithm true skill scores by 8-9 % over SADIST (maximum score of 77.93 % compared to 69.27 %). We present an assessment of the impact of imperfect cloud masking, in relation to the reference cloud mask, on the retrieved AATSR LST imposing a 2 K tolerance over a 3x3 pixel domain. We find an increase of 5-7 % in the observations falling within this tolerance when using Bayesian methods (maximum of 92.02 % compared to 85.69 %). We also demonstrate that the use of dynamic thresholds in the tests employed by SADIST can significantly improve performance, applicable to cloud-test data to provided by the Sea and Land Surface Temperature Radiometer (SLSTR) due to be launched on the Sentinel 3 mission (estimated 2014).

Dating WF16: exploring the chronology of a Pre-Pottery Neolithic A settlement in the Southern Levant

A pre-requisite for understanding the transition to the Neolithic in the Levant is the establishment of a robust chronology, most notably for the late Epi-Palaeolithic and Pre-Pottery Neolithic A (PPNA) periods. In this contribution we undertake a dating analysis of the Pre-Pottery Neolithic site of WF16, southern Jordan, drawing on a sample of 46 AMS 14C dates. We utilise Bayesian methods to quantify an old wood effect to provide an offset that we factor into chronological models for a number of individual structures at WF16 and for the settlement as a whole. In doing so we address the influence of slope variations in the calibration curve and expose the significance of sediment and sample redeposition within sites of this nature. We conclude that for the excavated deposits at WF16 human activity is likely to have started by c. 11.84 ka cal bp and lasted for at least c. 1590 years, ceasing by c. 10.24 ka cal bp. This is marked by a particularly intensive period of activity lasting for c. 350 years centred on 11.25 ka cal bp followed by less intensive activity lasting a further c. 880 years. The study reveals the potential of WF16 as a laboratory to explore methodological issues concerning 14C dating of early Neolithic sites in arid, erosional environments.

A comparative review of dimension reduction methods in approximate Bayesian computation

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC requires computations based on vectors of summary statistics, rather than full data sets, a central question is how to derive low-dimensional summary statistics from the observed data with minimal loss of information. In this article we provide a comprehensive review and comparison of the performance of the principal methods of dimension reduction proposed in the ABC literature. The methods are split into three nonmutually exclusive classes consisting of best subset selection methods, projection techniques and regularization. In addition, we introduce two new methods of dimension reduction. The first is a best subset selection method based on Akaike and Bayesian information criteria, and the second uses ridge regression as a regularization procedure. We illustrate the performance of these dimension reduction techniques through the analysis of three challenging models and data sets.

A Bayesian approach to estimate sensible and latent heat over vegetated land surface

Sensible and latent heat fluxes are often calculated from bulk transfer equations combined with the energy balance. For spatial estimates of these fluxes, a combination of remotely sensed and standard meteorological data from weather stations is used. The success of this approach depends on the accuracy of the input data and on the accuracy of two variables in particular: aerodynamic and surface conductance. This paper presents a Bayesian approach to improve estimates of sensible and latent heat fluxes by using a priori estimates of aerodynamic and surface conductance alongside remote measurements of surface temperature. The method is validated for time series of half-hourly measurements in a fully grown maize field, a vineyard and a forest. It is shown that the Bayesian approach yields more accurate estimates of sensible and latent heat flux than traditional methods.

The seasonal forecast of electricity demand: A hierarchical Bayesian model with climatological weather generator

In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.