A sequential Monte Carlo framework for adaptive Bayesian model discrimination designs using mutual information

In this paper we present a unified sequential Monte Carlo (SMC) framework for performing sequential experimental design for discriminating between a set of models. The model discrimination utility that we advocate is fully Bayesian and based upon the mutual information. SMC provides a convenient way to estimate the mutual information. Our experience suggests that the approach works well on either a set of discrete or continuous models and outperforms other model discrimination approaches.

Bayesian imputation of non-chosen attribute values in revealed preference surveys

Obtaining attribute values of non-chosen alternatives in a revealed preference context is challenging because non-chosen alternative attributes are unobserved by choosers, chooser perceptions of attribute values may not reflect reality, existing methods for imputing these values suffer from shortcomings, and obtaining non-chosen attribute values is resource intensive. This paper presents a unique Bayesian (multiple) Imputation Multinomial Logit model that imputes unobserved travel times and distances of non-chosen travel modes based on random draws from the conditional posterior distribution of missing values. The calibrated Bayesian (multiple) Imputation Multinomial Logit model imputes non-chosen time and distance values that convincingly replicate observed choice behavior. Although network skims were used for calibration, more realistic data such as supplemental geographically referenced surveys or stated preference data may be preferred. The model is ideally suited for imputing variation in intrazonal non-chosen mode attributes and for assessing the marginal impacts of travel policies, programs, or prices within traffic analysis zones.

A bayesian approach for place recognition

This paper presents a robust place recognition algorithm for mobile robots that can be used for planning and navigation tasks. The proposed framework combines nonlinear dimensionality reduction, nonlinear regression under noise, and Bayesian learning to create consistent probabilistic representations of places from images. These generative models are incrementally learnt from very small training sets and used for multi-class place recognition. Recognition can be performed in near real-time and accounts for complexity such as changes in illumination, occlusions, blurring and moving objects. The algorithm was tested with a mobile robot in indoor and outdoor environments with sequences of 1579 and 3820 images, respectively. This framework has several potential applications such as map building, autonomous navigation, search-rescue tasks and context recognition.

Bayesian P-splines with a multiplicative term in EMG trace data

A method is proposed to describe force or compound muscle action potential (CMAP) trace data collected in an electromyography study for motor unit number estimation (MUNE). Experimental data was collected using incre- mental stimulation at multiple durations. However, stimulus information, vital for alternate MUNE methods, is not comparable for multiple duration data and therefore previous methods of MUNE (Ridall et al., 2006, 2007) cannot be used with any reliability. Hypothesised ring combinations of motor units are mod- elled using a multiplicative factor and Bayesian P-spline formulation. The model describes the process for force and CMAP in a meaningful way.

Simulation-based fully Bayesian experimental design for mixed effects models

In this paper, we present fully Bayesian experimental designs for nonlinear mixed effects models, in which we develop simulation-based optimal design methods to search over both continuous and discrete design spaces. Although Bayesian inference has commonly been performed on nonlinear mixed effects models, there is a lack of research into performing Bayesian optimal design for nonlinear mixed effects models that require searches to be performed over several design variables. This is likely due to the fact that it is much more computationally intensive to perform optimal experimental design for nonlinear mixed effects models than it is to perform inference in the Bayesian framework. In this paper, the design problem is to determine the optimal number of subjects and samples per subject, as well as the (near) optimal urine sampling times for a population pharmacokinetic study in horses, so that the population pharmacokinetic parameters can be precisely estimated, subject to cost constraints. The optimal sampling strategies, in terms of the number of subjects and the number of samples per subject, were found to be substantially different between the examples considered in this work, which highlights the fact that the designs are rather problem-dependent and require optimisation using the methods presented in this paper.

A Bayesian hurdle model for analysis of an insect resistance monitoring database

Motivated by the analysis of the Australian Grain Insect Resistance Database (AGIRD), we develop a Bayesian hurdle modelling approach to assess trends in strong resistance of stored grain insects to phosphine over time. The binary response variable from AGIRD indicating presence or absence of strong resistance is characterized by a majority of absence observations and the hurdle model is a two step approach that is useful when analyzing such a binary response dataset. The proposed hurdle model utilizes Bayesian classification trees to firstly identify covariates and covariate levels pertaining to possible presence or absence of strong resistance. Secondly, generalized additive models (GAMs) with spike and slab priors for variable selection are fitted to the subset of the dataset identified from the Bayesian classification tree indicating possibility of presence of strong resistance. From the GAM we assess trends, biosecurity issues and site specific variables influencing the presence of strong resistance using a variable selection approach. The proposed Bayesian hurdle model is compared to its frequentist counterpart, and also to a naive Bayesian approach which fits a GAM to the entire dataset. The Bayesian hurdle model has the benefit of providing a set of good trees for use in the first step and appears to provide enough flexibility to represent the influence of variables on strong resistance compared to the frequentist model, but also captures the subtle changes in the trend that are missed by the frequentist and naive Bayesian models.

Optimal Bayesian experimental design for models with intractable likelihoods using indirect inference applied to biological process models

This paper addresses the problem of determining optimal designs for biological process models with intractable likelihoods, with the goal of parameter inference. The Bayesian approach is to choose a design that maximises the mean of a utility, and the utility is a function of the posterior distribution. Therefore, its estimation requires likelihood evaluations. However, many problems in experimental design involve models with intractable likelihoods, that is, likelihoods that are neither analytic nor can be computed in a reasonable amount of time. We propose a novel solution using indirect inference (II), a well established method in the literature, and the Markov chain Monte Carlo (MCMC) algorithm of Müller et al. (2004). Indirect inference employs an auxiliary model with a tractable likelihood in conjunction with the generative model, the assumed true model of interest, which has an intractable likelihood. Our approach is to estimate a map between the parameters of the generative and auxiliary models, using simulations from the generative model. An II posterior distribution is formed to expedite utility estimation. We also present a modification to the utility that allows the Müller algorithm to sample from a substantially sharpened utility surface, with little computational effort. Unlike competing methods, the II approach can handle complex design problems for models with intractable likelihoods on a continuous design space, with possible extension to many observations. The methodology is demonstrated using two stochastic models; a simple tractable death process used to validate the approach, and a motivating stochastic model for the population evolution of macroparasites.

Defining the spatiotemporal surveillance space for alien species’ invasions using approximate Bayesian computation

The spatiotemporal dynamics of an alien species invasion across a real landscape are typically complex. While surveillance is an essential part of a management response, planning surveillance in space and time present a difficult challenge due to this complexity. We show here a method for determining the highest probability sites for occupancy across a landscape at an arbitrary point in the future, based on occupancy data from a single slice in time. We apply to the method to the invasion of Giant Hogweed, a serious weed in the Czech republic and throughout Europe.

A review of modern computational algorithms for Bayesian optimal design

Bayesian experimental design is a fast growing area of research with many real-world applications. As computational power has increased over the years, so has the development of simulation-based design methods, which involve a number of algorithms, such as Markov chain Monte Carlo, sequential Monte Carlo and approximate Bayes methods, facilitating more complex design problems to be solved. The Bayesian framework provides a unified approach for incorporating prior information and/or uncertainties regarding the statistical model with a utility function which describes the experimental aims. In this paper, we provide a general overview on the concepts involved in Bayesian experimental design, and focus on describing some of the more commonly used Bayesian utility functions and methods for their estimation, as well as a number of algorithms that are used to search over the design space to find the Bayesian optimal design. We also discuss other computational strategies for further research in Bayesian optimal design.

Cost efficiency of Japanese steam power generation companies : a Bayesian comparison of random and fixed frontier models

This study analyses and compares the cost efficiency of Japanese steam power generation companies using the fixed and random Bayesian frontier models. We show that it is essential to account for heterogeneity in modelling the performance of energy companies. Results from the model estimation also indicate that restricting CO2 emissions can lead to a decrease in total cost. The study finally discusses the efficiency variations between the energy companies under analysis, and elaborates on the managerial and policy implications of the results.

Bayesian models for spatio-temporal assessment of disease

This thesis has contributed to the advancement of knowledge in disease modelling by addressing interesting and crucial issues relevant to modelling health data over space and time. The research has led to the increased understanding of spatial scales, temporal scales, and spatial smoothing for modelling diseases, in terms of their methodology and applications. This research is of particular significance to researchers seeking to employ statistical modelling techniques over space and time in various disciplines. A broad class of statistical models are employed to assess what impact of spatial and temporal scales have on simulated and real data.

Bayesian hierarchical models for analysing spatial point-based data at a grid level: A comparison of approaches

Spatial data are now prevalent in a wide range of fields including environmental and health science. This has led to the development of a range of approaches for analysing patterns in these data. In this paper, we compare several Bayesian hierarchical models for analysing point-based data based on the discretization of the study region, resulting in grid-based spatial data. The approaches considered include two parametric models and a semiparametric model. We highlight the methodology and computation for each approach. Two simulation studies are undertaken to compare the performance of these models for various structures of simulated point-based data which resemble environmental data. A case study of a real dataset is also conducted to demonstrate a practical application of the modelling approaches. Goodness-of-fit statistics are computed to compare estimates of the intensity functions. The deviance information criterion is also considered as an alternative model evaluation criterion. The results suggest that the adaptive Gaussian Markov random field model performs well for highly sparse point-based data where there are large variations or clustering across the space; whereas the discretized log Gaussian Cox process produces good fit in dense and clustered point-based data. One should generally consider the nature and structure of the point-based data in order to choose the appropriate method in modelling a discretized spatial point-based data.