3 resultados para Bayesian hierarchical model
em Digital Commons - Michigan Tech
Resumo:
In a statistical inference scenario, the estimation of target signal or its parameters is done by processing data from informative measurements. The estimation performance can be enhanced if we choose the measurements based on some criteria that help to direct our sensing resources such that the measurements are more informative about the parameter we intend to estimate. While taking multiple measurements, the measurements can be chosen online so that more information could be extracted from the data in each measurement process. This approach fits well in Bayesian inference model often used to produce successive posterior distributions of the associated parameter. We explore the sensor array processing scenario for adaptive sensing of a target parameter. The measurement choice is described by a measurement matrix that multiplies the data vector normally associated with the array signal processing. The adaptive sensing of both static and dynamic system models is done by the online selection of proper measurement matrix over time. For the dynamic system model, the target is assumed to move with some distribution and the prior distribution at each time step is changed. The information gained through adaptive sensing of the moving target is lost due to the relative shift of the target. The adaptive sensing paradigm has many similarities with compressive sensing. We have attempted to reconcile the two approaches by modifying the observation model of adaptive sensing to match the compressive sensing model for the estimation of a sparse vector.
Resumo:
In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.
Resumo:
Between 1966 and 2003, the Golden-winged Warbler (Vermivora chrysoptera) experienced declines of 3.4% per year in large parts of the breeding range and has been identified by Partners in Flight as one of 28 land birds requiring expedient action to prevent its continued decline. It is currently being considered for listing under the Endangered Species Act. A major step in advancing our understanding of the status and habitat preferences of Golden-winged Warbler populations in the Upper Midwest was initiated by the publication of new predictive spatially explicit Golden-winged Warbler habitat models for the northern Midwest. Here, I use original data on observed Golden-winged Warbler abundances in Wisconsin and Minnesota to compare two population models: the hierarchical spatial count (HSC) model with the Habitat Suitability Index (HSI) model. I assessed how well the field data compared to the model predictions and found that within Wisconsin, the HSC model performed slightly better than the HSI model whereas both models performed relatively equally in Minnesota. For the HSC model, I found a 10% error of commission in Wisconsin and a 24.2% error of commission for Minnesota. Similarly, the HSI model has a 23% error of commission in Minnesota; in Wisconsin due to limited areas where the HSI model predicted absences, there was incomplete data and I was unable to determine the error of commission for the HSI model. These are sites where the model predicted presences and the Golden-winged Warbler did not occur. To compare predicted abundance from the two models, a 3x3 contingency table was used. I found that when overlapped, the models do not complement one another in identifying Golden-winged Warbler presences. To calculate discrepancy between the models, the error of commission shows that the HSI model has only a 6.8% chance of correctly classifying absences in the HSC model. The HSC model has only 3.3% chance of correctly classifying absences in the HSI model. These findings highlight the importance of grasses for nesting, shrubs used for cover and foraging, and trees for song perches and foraging as key habitat characteristics for breeding territory occupancy by singing males.