943 resultados para Approximate Bayesian computation, Posterior distribution, Quantile distribution, Response time data


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This article introduces a new general method for genealogical inference that samples independent genealogical histories using importance sampling (IS) and then samples other parameters with Markov chain Monte Carlo (MCMC). It is then possible to more easily utilize the advantages of importance sampling in a fully Bayesian framework. The method is applied to the problem of estimating recent changes in effective population size from temporally spaced gene frequency data. The method gives the posterior distribution of effective population size at the time of the oldest sample and at the time of the most recent sample, assuming a model of exponential growth or decline during the interval. The effect of changes in number of alleles, number of loci, and sample size on the accuracy of the method is described using test simulations, and it is concluded that these have an approximately equivalent effect. The method is used on three example data sets and problems in interpreting the posterior densities are highlighted and discussed.

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The absorption spectra of phytoplankton in the visible domain hold implicit information on the phytoplankton community structure. Here we use this information to retrieve quantitative information on phytoplankton size structure by developing a novel method to compute the exponent of an assumed power-law for their particle-size spectrum. This quantity, in combination with total chlorophyll-a concentration, can be used to estimate the fractional concentration of chlorophyll in any arbitrarily-defined size class of phytoplankton. We further define and derive expressions for two distinct measures of cell size of mixed populations, namely, the average spherical diameter of a bio-optically equivalent homogeneous population of cells of equal size, and the average equivalent spherical diameter of a population of cells that follow a power-law particle-size distribution. The method relies on measurements of two quantities of a phytoplankton sample: the concentration of chlorophyll-a, which is an operational index of phytoplankton biomass, and the total absorption coefficient of phytoplankton in the red peak of visible spectrum at 676 nm. A sensitivity analysis confirms that the relative errors in the estimates of the exponent of particle size spectra are reasonably low. The exponents of phytoplankton size spectra, estimated for a large set of in situ data from a variety of oceanic environments (~ 2400 samples), are within a reasonable range; and the estimated fractions of chlorophyll in pico-, nano- and micro-phytoplankton are generally consistent with those obtained by an independent, indirect method based on diagnostic pigments determined using high-performance liquid chromatography. The estimates of cell size for in situ samples dominated by different phytoplankton types (diatoms, prymnesiophytes, Prochlorococcus, other cyanobacteria and green algae) yield nominal sizes consistent with the taxonomic classification. To estimate the same quantities from satellite-derived ocean-colour data, we combine our method with algorithms for obtaining inherent optical properties from remote sensing. The spatial distribution of the size-spectrum exponent and the chlorophyll fractions of pico-, nano- and micro-phytoplankton estimated from satellite remote sensing are in agreement with the current understanding of the biogeography of phytoplankton functional types in the global oceans. This study contributes to our understanding of the distribution and time evolution of phytoplankton size structure in the global oceans.

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In this paper, we introduce a Bayesian analysis for survival multivariate data in the presence of a covariate vector and censored observations. Different ""frailties"" or latent variables are considered to capture the correlation among the survival times for the same individual. We assume Weibull or generalized Gamma distributions considering right censored lifetime data. We develop the Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods.

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The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.

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For many learning tasks the duration of the data collection can be greater than the time scale for changes of the underlying data distribution. The question we ask is how to include the information that data are aging. Ad hoc methods to achieve this include the use of validity windows that prevent the learning machine from making inferences based on old data. This introduces the problem of how to define the size of validity windows. In this brief, a new adaptive Bayesian inspired algorithm is presented for learning drifting concepts. It uses the analogy of validity windows in an adaptive Bayesian way to incorporate changes in the data distribution over time. We apply a theoretical approach based on information geometry to the classification problem and measure its performance in simulations. The uncertainty about the appropriate size of the memory windows is dealt with in a Bayesian manner by integrating over the distribution of the adaptive window size. Thus, the posterior distribution of the weights may develop algebraic tails. The learning algorithm results from tracking the mean and variance of the posterior distribution of the weights. It was found that the algebraic tails of this posterior distribution give the learning algorithm the ability to cope with an evolving environment by permitting the escape from local traps.

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Drinking water distribution networks risk exposure to malicious or accidental contamination. Several levels of responses are conceivable. One of them consists to install a sensor network to monitor the system on real time. Once a contamination has been detected, this is also important to take appropriate counter-measures. In the SMaRT-OnlineWDN project, this relies on modeling to predict both hydraulics and water quality. An online model use makes identification of the contaminant source and simulation of the contaminated area possible. The objective of this paper is to present SMaRT-OnlineWDN experience and research results for hydraulic state estimation with sampling frequency of few minutes. A least squares problem with bound constraints is formulated to adjust demand class coefficient to best fit the observed values at a given time. The criterion is a Huber function to limit the influence of outliers. A Tikhonov regularization is introduced for consideration of prior information on the parameter vector. Then the Levenberg-Marquardt algorithm is applied that use derivative information for limiting the number of iterations. Confidence intervals for the state prediction are also given. The results are presented and discussed on real networks in France and Germany.

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INTRODUÇÃO: A malaria é uma doença endêmica na região da Amazônia Brasileira, e a detecção de possíveis fatores de risco pode ser de grande interesse às autoridades em saúde pública. O objetivo deste artigo é investigar a associação entre variáveis ambientais e os registros anuais de malária na região amazônica usando métodos bayesianos espaço-temporais. MÉTODOS: Utilizaram-se modelos de regressão espaço-temporais de Poisson para analisar os dados anuais de contagem de casos de malária entre os anos de 1999 a 2008, considerando a presença de alguns fatores como a taxa de desflorestamento. em uma abordagem bayesiana, as inferências foram obtidas por métodos Monte Carlo em cadeias de Markov (MCMC) que simularam amostras para a distribuição conjunta a posteriori de interesse. A discriminação de diferentes modelos também foi discutida. RESULTADOS: O modelo aqui proposto sugeriu que a taxa de desflorestamento, o número de habitants por km² e o índice de desenvolvimento humano (IDH) são importantes para a predição de casos de malária. CONCLUSÕES: É possível concluir que o desenvolvimento humano, o crescimento populacional, o desflorestamento e as alterações ecológicas associadas a estes fatores estão associados ao aumento do risco de malária. Pode-se ainda concluir que o uso de modelos de regressão de Poisson que capturam o efeito temporal e espacial em um enfoque bayesiano é uma boa estratégia para modelar dados de contagem de malária.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The objective of this work was to evaluate the Nelore beef cattle, growth curve parameters using the Von Bertalanffy function in a nested Bayesian procedure that allowed estimation of the joint posterior distribution of growth curve parameters, their (co)variance components, and the environmental and additive genetic components affecting them. A hierarchical model was applied; each individual had a growth trajectory described by the nonlinear function, and each parameter of this function was considered to be affected by genetic and environmental effects that were described by an animal model. Random samples of the posterior distributions were drawn using Gibbs sampling and Metropolis-Hastings algorithms. The data set consisted of a total of 145,961 BW recorded from 15,386 animals. Even though the curve parameters were estimated for animals with few records, given that the information from related animals and the structure of systematic effects were considered in the curve fitting, all mature BW predicted were suitable. A large additive genetic variance for mature BW was observed. The parameter a of growth curves, which represents asymptotic adult BW, could be used as a selection criterion to control increases in adult BW when selecting for growth rate. The effect of maternal environment on growth was carried through to maturity and should be considered when evaluating adult BW. Other growth curve parameters showed small additive genetic and maternal effects. Mature BW and parameter k, related to the slope of the curve, presented a large, positive genetic correlation. The results indicated that selection for growth rate would increase adult BW without substantially changing the shape of the growth curve. Selection to change the slope of the growth curve without modifying adult BW would be inefficient because their genetic correlation is large. However, adult BW could be considered in a selection index with its corresponding economic weight to improve the overall efficiency of beef cattle production.

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In Bayesian Inference it is often desirable to have a posterior density reflecting mainly the information from sample data. To achieve this purpose it is important to employ prior densities which add little information to the sample. We have in the literature many such prior densities, for example, Jeffreys (1967), Lindley (1956); (1961), Hartigan (1964), Bernardo (1979), Zellner (1984), Tibshirani (1989), etc. In the present article, we compare the posterior densities of the reliability function by using Jeffreys, the maximal data information (Zellner, 1984), Tibshirani's, and reference priors for the reliability function R(t) in a Weibull distribution.

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The structure and ultrastructure of immature to fully mature glandular dots in the leaf, floral organs and fruit, and their secretion components were described in Caesalpinia echinata Lam. (Leguminosae) for the first time. Data showed that glandular dots were groups of idioblasts with contents that reacted positively for both lipophilic and hydrophilic substances. Idioblasts originated from successive divisions of the ground meristem cells or mesophyll cells of an ovary of a fertilized flower. Following division, cells enlarged, the cytoplasm became denser and its content became full. No idioblasts were observed after fruit sclerification. Besides these mixed-content idioblasts, some cells in the sepals, petals and mesocarp were found to contain phenolic compounds, which probably represent a kind of constitutive defense mechanism, once the flowers and fruits become highly fitness-valued parts of the plant and can be commonly attacked. The contents of the idioblasts are released as the growth rate of the embryo increases, indicating that the plant probably diverts the precursors of secondary metabolites into the primary metabolism, at this critical time of embryo development.

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The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Despite remarkable significance of Pantanal for the conservation of aquatic birds, the status of their populations, the spatiotemporal patterns of distribution and habitat use and structure of communities are little known. Thus, we studied three aquatic environments (Negro river, bays and salines) from 2007 to 2009 in the Nhecolandia Pantanal to verify the distribution and composition of aquatic birds and also if there is significant seasonal influence on these aspects. We adopted the transect method (288 hours of sampling) and recorded 135 species (7.834 individuals). The Negro river showed the highest diversity, while the salines the lowest. The similarity of aquatic bird communities was higher between bays and salines, followed by Negro river and bays and lower between salines and Negro river. The equidistribution is more variable in the salines and more stable in the Negro river. The environments strongly differ from each other in aquatic bird composition in space (habitat use and distribution) and time (seasonal water fluctuations). The diversity of bird community in the dry season varies significantly in the salines, followed by the bays and more stable in the Negro river. The Negro river, regardless of large annual amplitude of flow, is more seasonally stable since its riparian vegetation is continuous (not isolated) and constant. These aspects provide better conditions to stay all year, contributing to decrease the seasonal nomadic tendencies of aquatic birds. Finally, all these data provide strong arguments to the preservation of all phytophysiognomies in the Nhecolandia sub-region of Pantanal, but with special attention to the salines widely used by many flocks of aquatic birds (mainly in the dry season) and migrant and/or rare species restricted to this habitat.