888 resultados para likelihood-based inference


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We present a novel approach for developing summary statistics for use in approximate Bayesian computation (ABC) algorithms using indirect infer- ence. We embed this approach within a sequential Monte Carlo algorithm that is completely adaptive. This methodological development was motivated by an application involving data on macroparasite population evolution modelled with a trivariate Markov process. The main objective of the analysis is to compare inferences on the Markov process when considering two di®erent indirect mod- els. The two indirect models are based on a Beta-Binomial model and a three component mixture of Binomials, with the former providing a better ¯t to the observed data.

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Detecting anomalies in the online social network is a significant task as it assists in revealing the useful and interesting information about the user behavior on the network. This paper proposes a rule-based hybrid method using graph theory, Fuzzy clustering and Fuzzy rules for modeling user relationships inherent in online-social-network and for identifying anomalies. Fuzzy C-Means clustering is used to cluster the data and Fuzzy inference engine is used to generate rules based on the cluster behavior. The proposed method is able to achieve improved accuracy for identifying anomalies in comparison to existing methods.

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This thesis developed new search engine models that elicit the meaning behind the words found in documents and queries, rather than simply matching keywords. These new models were applied to searching medical records: an area where search is particularly challenging yet can have significant benefits to our society.

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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.

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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.

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Wastewater containing human sewage is often discharged with little or no treatment into the Antarctic marine environment. Faecal sterols (primarily coprostanol) in sediments have been used for assessment of human sewage contamination in this environment, but in situ production and indigenous faunal inputs can confound such determinations. Using gas chromatography with mass spectral detection profiles of both C27 and C29 sterols, potential sources of faecal sterols were examined in nearshore marine sediments, encompassing sites proximal and distal to the wastewater outfall at Davis Station. Faeces from indigenous seals and penguins were also examined. Faeces from several indigenous species contained significant quantities of coprostanol but not 24-ethylcoprostanol, which is present in human faeces. In situ coprostanol and 24-ethylcoprostanol production was identified by co-production of their respective epi isomers at sites remote from the wastewat er source and in high total organic matter sediments. A C 29 sterols-based polyphasic likelihood assessment matrix for human sewage contamination is presented, which distinguishes human from local fauna faecal inputs and in situ production in the Antarctic environment. Sewage contamination was detected up to 1.5 km from Davis Station.

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A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

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Abnormal event detection has attracted a lot of attention in the computer vision research community during recent years due to the increased focus on automated surveillance systems to improve security in public places. Due to the scarcity of training data and the definition of an abnormality being dependent on context, abnormal event detection is generally formulated as a data-driven approach where activities are modeled in an unsupervised fashion during the training phase. In this work, we use a Gaussian mixture model (GMM) to cluster the activities during the training phase, and propose a Gaussian mixture model based Markov random field (GMM-MRF) to estimate the likelihood scores of new videos in the testing phase. Further-more, we propose two new features: optical acceleration, and the histogram of optical flow gradients; to detect the presence of any abnormal objects and speed violations in the scene. We show that our proposed method outperforms other state of the art abnormal event detection algorithms on publicly available UCSD dataset.

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Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

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Purpose: The purpose of this paper is to review, critique and develop a research agenda for the Elaboration Likelihood Model (ELM). The model was introduced by Petty and Cacioppo over three decades ago and has been modified, revised and extended. Given modern communication contexts, it is appropriate to question the model’s validity and relevance. Design/methodology/approach: The authors develop a conceptual approach, based on a fully comprehensive and extensive review and critique of ELM and its development since its inception. Findings: This paper focuses on major issues concerning the ELM. These include model assumptions and its descriptive nature; continuum questions, multi-channel processing and mediating variables before turning to the need to replicate the ELM and to offer recommendations for its future development. Research limitations/implications: This paper offers a series of questions in terms of research implications. These include whether ELM could or should be replicated, its extension, a greater conceptualization of argument quality, an explanation of movement along the continuum and between central and peripheral routes to persuasion, or to use new methodologies and technologies to help better understanding consume thinking and behaviour? All these relate to the current need to explore the relevance of ELM in a more modern context. Practical implications: It is time to question the validity and relevance of the ELM. The diversity of on- and off-line media options and the variants of consumer choice raise significant issues. Originality/value: While the ELM model continues to be widely cited and taught as one of the major cornerstones of persuasion, questions are raised concerning its relevance and validity in 21st century communication contexts.

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Alignment-free methods, in which shared properties of sub-sequences (e.g. identity or match length) are extracted and used to compute a distance matrix, have recently been explored for phylogenetic inference. However, the scalability and robustness of these methods to key evolutionary processes remain to be investigated. Here, using simulated sequence sets of various sizes in both nucleotides and amino acids, we systematically assess the accuracy of phylogenetic inference using an alignment-free approach, based on D2 statistics, under different evolutionary scenarios. We find that compared to a multiple sequence alignment approach, D2 methods are more robust against among-site rate heterogeneity, compositional biases, genetic rearrangements and insertions/deletions, but are more sensitive to recent sequence divergence and sequence truncation. Across diverse empirical datasets, the alignment-free methods perform well for sequences sharing low divergence, at greater computation speed. Our findings provide strong evidence for the scalability and the potential use of alignment-free methods in large-scale phylogenomics.

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This thesis introduces a new way of using prior information in a spatial model and develops scalable algorithms for fitting this model to large imaging datasets. These methods are employed for image-guided radiation therapy and satellite based classification of land use and water quality. This study has utilized a pre-computation step to achieve a hundredfold improvement in the elapsed runtime for model fitting. This makes it much more feasible to apply these models to real-world problems, and enables full Bayesian inference for images with a million or more pixels.

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We propose an architecture for a rule-based online management systems (RuleOMS). Typically, many domain areas face the problem that stakeholders maintain databases of their business core information and they have to take decisions or create reports according to guidelines, policies or regulations. To address this issue we propose the integration of databases, in particular relational databases, with a logic reasoner and rule engine. We argue that defeasible logic is an appropriate formalism to model rules, in particular when the rules are meant to model regulations. The resulting RuleOMS provides an efficient and flexible solution to the problem at hand using defeasible inference. A case study of an online child care management system is used to illustrate the proposed architecture.

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Information from the full diffusion tensor (DT) was used to compute voxel-wise genetic contributions to brain fiber microstructure. First, we designed a new multivariate intraclass correlation formula in the log-Euclidean framework. We then analyzed used the full multivariate structure of the tensor in a multivariate version of a voxel-wise maximum-likelihood structural equation model (SEM) that computes the variance contributions in the DTs from genetic (A), common environmental (C) and unique environmental (E) factors. Our algorithm was tested on DT images from 25 identical and 25 fraternal twin pairs. After linear and fluid registration to a mean template, we computed the intraclass correlation and Falconer's heritability statistic for several scalar DT-derived measures and for the full multivariate tensors. Covariance matrices were found from the DTs, and inputted into SEM. Analyzing the full DT enhanced the detection of A and C effects. This approach should empower imaging genetics studies that use DTI.

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A phylogenetic hypothesis for the lepidopteran superfamily Noctuoidea was inferred based on the complete mitochondrial (mt) genomes of 12 species (six newly sequenced). The monophyly of each noctuoid family in the latest classification was well supported. Novel and robust relationships were recovered at the family level, in contrast to previous analyses using nuclear genes. Erebidae was recovered as sister to (Nolidae+(Euteliidae+Noctuidae)), while Notodontidae was sister to all these taxa (the putatively basalmost lineage Oenosandridae was not included). In order to improve phylogenetic resolution using mt genomes, various analytical approaches were tested: Bayesian inference (BI) vs. maximum likelihood (ML), excluding vs. including RNA genes (rRNA or tRNA), and Gblocks treatment. The evolutionary signal within mt genomes had low sensitivity to analytical changes. Inference methods had the most significant influence. Inclusion of tRNAs positively increased the congruence of topologies, while inclusion of rRNAs resulted in a range of phylogenetic relationships varying depending on other analytical factors. The two Gblocks parameter settings had opposite effects on nodal support between the two inference methods. The relaxed parameter (GBRA) resulted in higher support values in BI analyses, while the strict parameter (GBDH) resulted in higher support values in ML analyses.