Bayesian analysis of SEIR epidemic models

This thesis concerns the analysis of epidemic models. We adopt the Bayesian paradigm and develop suitable Markov Chain Monte Carlo (MCMC) algorithms. This is done by considering an Ebola outbreak in the Democratic Republic of Congo, former Zaïre, 1995 as a case of SEIR epidemic models. We model the Ebola epidemic deterministically using ODEs and stochastically through SDEs to take into account a possible bias in each compartment. Since the model has unknown parameters, we use different methods to estimate them such as least squares, maximum likelihood and MCMC. The motivation behind choosing MCMC over other existing methods in this thesis is that it has the ability to tackle complicated nonlinear problems with large number of parameters. First, in a deterministic Ebola model, we compute the likelihood function by sum of square of residuals method and estimate parameters using the LSQ and MCMC methods. We sample parameters and then use them to calculate the basic reproduction number and to study the disease-free equilibrium. From the sampled chain from the posterior, we test the convergence diagnostic and confirm the viability of the model. The results show that the Ebola model fits the observed onset data with high precision, and all the unknown model parameters are well identified. Second, we convert the ODE model into a SDE Ebola model. We compute the likelihood function using extended Kalman filter (EKF) and estimate parameters again. The motivation of using the SDE formulation here is to consider the impact of modelling errors. Moreover, the EKF approach allows us to formulate a filtered likelihood for the parameters of such a stochastic model. We use the MCMC procedure to attain the posterior distributions of the parameters of the SDE Ebola model drift and diffusion parts. In this thesis, we analyse two cases: (1) the model error covariance matrix of the dynamic noise is close to zero , i.e. only small stochasticity added into the model. The results are then similar to the ones got from deterministic Ebola model, even if methods of computing the likelihood function are different (2) the model error covariance matrix is different from zero, i.e. a considerable stochasticity is introduced into the Ebola model. This accounts for the situation where we would know that the model is not exact. As a results, we obtain parameter posteriors with larger variances. Consequently, the model predictions then show larger uncertainties, in accordance with the assumption of an incomplete model.

Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy

We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type statistic. The second approach assumes that a confidence set (sampling or Bayesian) is available for the free parameters, from which confidence sets are derived by a projection technique. The latter has two advantages: first, confidence set validity is not affected by model nonlinearities; second, we can easily build simultaneous confidence intervals for an unlimited number of variables. We study conditions under which these confidence sets take the form of intervals and show they can be implemented using standard methods for solving CGE models. We present an application to a CGE model of the Moroccan economy to study the effects of policy-induced increases of transfers from Moroccan expatriates.

Suppression of long-branch attraction artefacts in the animal phylogeny using a site-heterogeneous model

Affiliation: Département de Biochimie, Université de Montréal

Bayesian Inference in Exponential and Pareto populations in the presence of Outliers

This thesis Entitled Bayesian inference in Exponential and pareto populations in the presence of outliers. The main theme of the present thesis is focussed on various estimation problems using the Bayesian appraoch, falling under the general category of accommodation procedures for analysing Pareto data containing outlier. In Chapter II. the problem of estimation of parameters in the classical Pareto distribution specified by the density function. In Chapter IV. we discuss the estimation of (1.19) when the sample contain a known number of outliers under three different data generating mechanisms, viz. the exchangeable model. Chapter V the prediction of a future observation based on a random sample that contains one contaminant. Chapter VI is devoted to the study of estimation problems concerning the exponential parameters under a k-outlier model.

Influence of the driving mechanism on the response of systems with athermal dynamics: The example of the random-field Ising model

We investigate the influence of the driving mechanism on the hysteretic response of systems with athermal dynamics. In the framework of local mean-field theory at finite temperature (but neglecting thermally activated processes), we compare the rate-independent hysteresis loops obtained in the random field Ising model when controlling either the external magnetic field H or the extensive magnetization M. Two distinct behaviors are observed, depending on disorder strength. At large disorder, the H-driven and M-driven protocols yield identical hysteresis loops in the thermodynamic limit. At low disorder, when the H-driven magnetization curve is discontinuous (due to the presence of a macroscopic avalanche), the M-driven loop is reentrant while the induced field exhibits strong intermittent fluctuations and is only weakly self-averaging. The relevance of these results to the experimental observations in ferromagnetic materials, shape memory alloys, and other disordered systems is discussed.

A Statistical Image-Based Shape Model for Visual Hull Reconstruction and 3D Structure Inference

We present a statistical image-based shape + structure model for Bayesian visual hull reconstruction and 3D structure inference. The 3D shape of a class of objects is represented by sets of contours from silhouette views simultaneously observed from multiple calibrated cameras. Bayesian reconstructions of new shapes are then estimated using a prior density constructed with a mixture model and probabilistic principal components analysis. We show how the use of a class-specific prior in a visual hull reconstruction can reduce the effect of segmentation errors from the silhouette extraction process. The proposed method is applied to a data set of pedestrian images, and improvements in the approximate 3D models under various noise conditions are shown. We further augment the shape model to incorporate structural features of interest; unknown structural parameters for a novel set of contours are then inferred via the Bayesian reconstruction process. Model matching and parameter inference are done entirely in the image domain and require no explicit 3D construction. Our shape model enables accurate estimation of structure despite segmentation errors or missing views in the input silhouettes, and works even with only a single input view. Using a data set of thousands of pedestrian images generated from a synthetic model, we can accurately infer the 3D locations of 19 joints on the body based on observed silhouette contours from real images.

Slow and Smooth: A Bayesian Theory for the Combination of Local Motion Signals in Human Vision

In order to estimate the motion of an object, the visual system needs to combine multiple local measurements, each of which carries some degree of ambiguity. We present a model of motion perception whereby measurements from different image regions are combined according to a Bayesian estimator --- the estimated motion maximizes the posterior probability assuming a prior favoring slow and smooth velocities. In reviewing a large number of previously published phenomena we find that the Bayesian estimator predicts a wide range of psychophysical results. This suggests that the seemingly complex set of illusions arise from a single computational strategy that is optimal under reasonable assumptions.

Compositional ideas in the bayesian analysis of categorical data with application to dose finding clinical trials

Compositional random vectors are fundamental tools in the Bayesian analysis of categorical data. Many of the issues that are discussed with reference to the statistical analysis of compositional data have a natural counterpart in the construction of a Bayesian statistical model for categorical data. This note builds on the idea of cross-fertilization of the two areas recommended by Aitchison (1986) in his seminal book on compositional data. Particular emphasis is put on the problem of what parameterization to use

Searching for consensus in ahp-group decision making. A bayesian perspective

This paper sets out to identify the initial positions of the different decision makers who intervene in a group decision making process with a reduced number of actors, and to establish possible consensus paths between these actors. As a methodological support, it employs one of the most widely-known multicriteria decision techniques, namely, the Analytic Hierarchy Process (AHP). Assuming that the judgements elicited by the decision makers follow the so-called multiplicative model (Crawford and Williams, 1985; Altuzarra et al., 1997; Laininen and Hämäläinen, 2003) with log-normal errors and unknown variance, a Bayesian approach is used in the estimation of the relative priorities of the alternatives being compared. These priorities, estimated by way of the median of the posterior distribution and normalised in a distributive manner (priorities add up to one), are a clear example of compositional data that will be used in the search for consensus between the actors involved in the resolution of the problem through the use of Multidimensional Scaling tools

Correlating Bayesian date estimates with climatic events and domestication using a bovine case study

The tribe Bovini contains a number of commercially and culturally important species, such as cattle. Understanding their evolutionary time scale is important for distinguishing between post-glacial and domestication-associated population expansions, but estimates of bovine divergence times have been hindered by a lack of reliable calibration points. We present a Bayesian phylogenetic analysis of 481 mitochondrial D-loop sequences, including 228 radiocarbon-dated ancient DNA sequences, using a multi-demographic coalescent model. By employing the radiocarbon dates as internal calibrations, we co-estimate the bovine phylogeny and divergence times in a relaxed-clock framework. The analysis yields evidence for significant population expansions in both taurine and zebu cattle, European aurochs and yak clades. The divergence age estimates support domestication-associated expansion times (less than 12 kyr) for the major haplogroups of cattle. We compare the molecular and palaeontological estimates for the Bison-Bos divergence.

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.

Performance and prediction: Bayesian modelling of fallible choice in chess

Evaluating agents in decision-making applications requires assessing their skill and predicting their behaviour. Both are well developed in Poker-like situations, but less so in more complex game and model domains. This paper addresses both tasks by using Bayesian inference in a benchmark space of reference agents. The concepts are explained and demonstrated using the game of chess but the model applies generically to any domain with quantifiable options and fallible choice. Demonstration applications address questions frequently asked by the chess community regarding the stability of the rating scale, the comparison of players of different eras and/or leagues, and controversial incidents possibly involving fraud. The last include alleged under-performance, fabrication of tournament results, and clandestine use of computer advice during competition. Beyond the model world of games, the aim is to improve fallible human performance in complex, high-value tasks.

Bayesian estimation of co-integrating thresholds in the term structure of interest rates.

Threshold Error Correction Models are used to analyse the term structure of interest Rates. The paper develops and uses a generalisation of existing models that encompasses both the Band and Equilibrium threshold models of [Balke and Fomby ((1997) Threshold cointegration. Int Econ Rev 38(3):627–645)] and estimates this model using a Bayesian approach. Evidence is found for threshold effects in pairs of longer rates but not in pairs of short rates. The Band threshold model is supported in preference to the Equilibrium model.

Bayesian estimation of willingness-to-pay where respondents mis-report their preferences

We introduce a modified conditional logit model that takes account of uncertainty associated with mis-reporting in revealed preference experiments estimating willingness-to-pay (WTP). Like Hausman et al. [Journal of Econometrics (1988) Vol. 87, pp. 239-269], our model captures the extent and direction of uncertainty by respondents. Using a Bayesian methodology, we apply our model to a choice modelling (CM) data set examining UK consumer preferences for non-pesticide food. We compare the results of our model with the Hausman model. WTP estimates are produced for different groups of consumers and we find that modified estimates of WTP, that take account of mis-reporting, are substantially revised downwards. We find a significant proportion of respondents mis-reporting in favour of the non-pesticide option. Finally, with this data set, Bayes factors suggest that our model is preferred to the Hausman model.

Production efficiency in the von Liebig model

The objective of this paper is to revisit the von Liebig hypothesis by reexamining five samples of experimental data and by applying to it recent advances in Bayesian techniques. The samples were published by Hexem and Heady as described in a further section. Prior to outlining the estimation strategy, we discuss the intuition underlying our approach and, briefly, the literature on which it is based. We present an algorithm for the basic von Liebig formulation and demonstrate its application using simulated data (table 1). We then discuss the modifications needed to the basic model that facilitate estimation of a von Liebig frontier and we demonstrate the extended algorithm using simulated data (table 2). We then explore, empirically, the relationships between limiting water and nitrogen in the Hexem and Heady corn samples and compare the results between the two formulations (table 3). Finally, some conclusions and suggestions for further research are offered.