Web Services for Bayesian Learning

In this demonstration we present our web services to perform Bayesian learning for classification tasks.

Stochastic inversion of tracer test and electrical geophysical data to estimate hydraulic conductivities.

Quantifying the spatial configuration of hydraulic conductivity (K) in heterogeneous geological environments is essential for accurate predictions of contaminant transport, but is difficult because of the inherent limitations in resolution and coverage associated with traditional hydrological measurements. To address this issue, we consider crosshole and surface-based electrical resistivity geophysical measurements, collected in time during a saline tracer experiment. We use a Bayesian Markov-chain-Monte-Carlo (McMC) methodology to jointly invert the dynamic resistivity data, together with borehole tracer concentration data, to generate multiple posterior realizations of K that are consistent with all available information. We do this within a coupled inversion framework, whereby the geophysical and hydrological forward models are linked through an uncertain relationship between electrical resistivity and concentration. To minimize computational expense, a facies-based subsurface parameterization is developed. The Bayesian-McMC methodology allows us to explore the potential benefits of including the geophysical data into the inverse problem by examining their effect on our ability to identify fast flowpaths in the subsurface, and their impact on hydrological prediction uncertainty. Using a complex, geostatistically generated, two-dimensional numerical example representative of a fluvial environment, we demonstrate that flow model calibration is improved and prediction error is decreased when the electrical resistivity data are included. The worth of the geophysical data is found to be greatest for long spatial correlation lengths of subsurface heterogeneity with respect to wellbore separation, where flow and transport are largely controlled by highly connected flowpaths.

Structural macro factors and the affine term structure of interest rates

This work consists of three essays investigating the ability of structural macroeconomic models to price zero coupon U.S. government bonds. 1. A small scale 3 factor DSGE model implying constant term premium is able to provide reasonable a fit for the term structure only at the expense of the persistence parameters of the structural shocks. The test of the structural model against one that has constant but unrestricted prices of risk parameters shows that the exogenous prices of risk-model is only weakly preferred. We provide an MLE based variance-covariance matrix of the Metropolis Proposal Density that improves convergence speeds in MCMC chains. 2. Affine in observable macro-variables, prices of risk specification is excessively flexible and provides term-structure fit without significantly altering the structural parameters. The exogenous component of the SDF is separating the macro part of the model from the term structure and the good term structure fit has as a driving force an extremely volatile SDF and an implied average short rate that is inexplicable. We conclude that the no arbitrage restrictions do not suffice to temper the SDF, thus there is need for more restrictions. We introduce a penalty-function methodology that proves useful in showing that affine prices of risk specifications are able to reconcile stable macro-dynamics with good term structure fit and a plausible SDF. 3. The level factor is reproduced most importantly by the preference shock to which it is strongly and positively related but technology and monetary shocks, with negative loadings, are also contributing to its replication. The slope factor is only related to the monetary policy shocks and it is poorly explained. We find that there are gains in in- and out-of-sample forecast of consumption and inflation if term structure information is used in a time varying hybrid prices of risk setting. In-sample yield forecast are better in models with non-stationary shocks for the period 1982-1988. After this period, time varying market price of risk models provide better in-sample forecasts. For the period 2005-2008, out of sample forecast of consumption and inflation are better if term structure information is incorporated in the DSGE model but yields are better forecasted by a pure macro DSGE model.

Bayesian networks and the evaluation of scientific evidence in forensic science

Résumé Ce travail de thèse étudie des moyens de formalisation permettant d'assister l'expert forensique dans la gestion des facteurs influençant l'évaluation des indices scientifiques, tout en respectant des procédures d'inférence établies et acceptables. Selon une vue préconisée par une partie majoritaire de la littérature forensique et juridique - adoptée ici sans réserve comme point de départ - la conceptualisation d'une procédure évaluative est dite 'cohérente' lors qu'elle repose sur une implémentation systématique de la théorie des probabilités. Souvent, par contre, la mise en oeuvre du raisonnement probabiliste ne découle pas de manière automatique et peut se heurter à des problèmes de complexité, dus, par exemple, à des connaissances limitées du domaine en question ou encore au nombre important de facteurs pouvant entrer en ligne de compte. En vue de gérer ce genre de complications, le présent travail propose d'investiguer une formalisation de la théorie des probabilités au moyen d'un environment graphique, connu sous le nom de Réseaux bayesiens (Bayesian networks). L'hypothèse principale que cette recherche envisage d'examiner considère que les Réseaux bayesiens, en concert avec certains concepts accessoires (tels que des analyses qualitatives et de sensitivité), constituent une ressource clé dont dispose l'expert forensique pour approcher des problèmes d'inférence de manière cohérente, tant sur un plan conceptuel que pratique. De cette hypothèse de travail, des problèmes individuels ont été extraits, articulés et abordés dans une série de recherches distinctes, mais interconnectées, et dont les résultats - publiés dans des revues à comité de lecture - sont présentés sous forme d'annexes. D'un point de vue général, ce travail apporte trois catégories de résultats. Un premier groupe de résultats met en évidence, sur la base de nombreux exemples touchant à des domaines forensiques divers, l'adéquation en termes de compatibilité et complémentarité entre des modèles de Réseaux bayesiens et des procédures d'évaluation probabilistes existantes. Sur la base de ces indications, les deux autres catégories de résultats montrent, respectivement, que les Réseaux bayesiens permettent également d'aborder des domaines auparavant largement inexplorés d'un point de vue probabiliste et que la disponibilité de données numériques dites 'dures' n'est pas une condition indispensable pour permettre l'implémentation des approches proposées dans ce travail. Le présent ouvrage discute ces résultats par rapport à la littérature actuelle et conclut en proposant les Réseaux bayesiens comme moyen d'explorer des nouvelles voies de recherche, telles que l'étude de diverses formes de combinaison d'indices ainsi que l'analyse de la prise de décision. Pour ce dernier aspect, l'évaluation des probabilités constitue, dans la façon dont elle est préconisée dans ce travail, une étape préliminaire fondamentale de même qu'un moyen opérationnel.

Probabilistic evidential assessment of gunshot residue particle evidence (Part I): likelihood ratio calculation and case pre-assessment using Bayesian networks

Well developed experimental procedures currently exist for retrieving and analyzing particle evidence from hands of individuals suspected of being associated with the discharge of a firearm. Although analytical approaches (e.g. automated Scanning Electron Microscopy with Energy Dispersive X-ray (SEM-EDS) microanalysis) allow the determination of the presence of elements typically found in gunshot residue (GSR) particles, such analyses provide no information about a given particle's actual source. Possible origins for which scientists may need to account for are a primary exposure to the discharge of a firearm or a secondary transfer due to a contaminated environment. In order to approach such sources of uncertainty in the context of evidential assessment, this paper studies the construction and practical implementation of graphical probability models (i.e. Bayesian networks). These can assist forensic scientists in making the issue tractable within a probabilistic perspective. The proposed models focus on likelihood ratio calculations at various levels of detail as well as case pre-assessment.

Wave-height hazard analysis in Eastern Coast of Spain : Bayesian approach using generalized Pareto distribution

Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large events happen, the hazard assessment should change accordingly. However, uncertainty of the hazard estimates is normally able to hide the effect of those large events. This is illustrated using data from the Mediterranean coast of Spain, where the last years have been extremely disastrous. Thus, it is possible to compare the hazard assessment based on data previous to those years with the analysis including them. With our approach, no significant change is detected when the statistical uncertainty is taken into account. The hazard analysis is carried out with a standard model. Time-occurrence of events is assumed Poisson distributed. The wave-height of each event is modelled as a random variable which upper tail follows a Generalized Pareto Distribution (GPD). Moreover, wave-heights are assumed independent from event to event and also independent of their occurrence in time. A threshold for excesses is assessed empirically. The other three parameters (Poisson rate, shape and scale parameters of GPD) are jointly estimated using Bayes' theorem. Prior distribution accounts for physical features of ocean waves in the Mediterranean sea and experience with these phenomena. Posterior distribution of the parameters allows to obtain posterior distributions of other derived parameters like occurrence probabilities and return periods. Predictives are also available. Computations are carried out using the program BGPE v2.0

Bayesian Networks and the Value of the Evidence for the Forensic Two-Trace Transfer Problem

Forensic scientists face increasingly complex inference problems for evaluating likelihood ratios (LRs) for an appropriate pair of propositions. Up to now, scientists and statisticians have derived LR formulae using an algebraic approach. However, this approach reaches its limits when addressing cases with an increasing number of variables and dependence relationships between these variables. In this study, we suggest using a graphical approach, based on the construction of Bayesian networks (BNs). We first construct a BN that captures the problem, and then deduce the expression for calculating the LR from this model to compare it with existing LR formulae. We illustrate this idea by applying it to the evaluation of an activity level LR in the context of the two-trace transfer problem. Our approach allows us to relax assumptions made in previous LR developments, produce a new LR formula for the two-trace transfer problem and generalize this scenario to n traces.

Bayesian Markov-chain-Monte-Carlo inversion of time-lapse cross hole ground-penetrating radar data to characterize the vadose zone at the Arrenaes field site, Denmark

The ground-penetrating radar (GPR) geophysical method has the potential to provide valuable information on the hydraulic properties of the vadose zone because of its strong sensitivity to soil water content. In particular, recent evidence has suggested that the stochastic inversion of crosshole GPR traveltime data can allow for a significant reduction in uncertainty regarding subsurface van Genuchten-Mualem (VGM) parameters. Much of the previous work on the stochastic estimation of VGM parameters from crosshole GPR data has considered the case of steady-state infiltration conditions, which represent only a small fraction of practically relevant scenarios. We explored in detail the dynamic infiltration case, specifically examining to what extent time-lapse crosshole GPR traveltimes, measured during a forced infiltration experiment at the Arreneas field site in Denmark, could help to quantify VGM parameters and their uncertainties in a layered medium, as well as the corresponding soil hydraulic properties. We used a Bayesian Markov-chain-Monte-Carlo inversion approach. We first explored the advantages and limitations of this approach with regard to a realistic synthetic example before applying it to field measurements. In our analysis, we also considered different degrees of prior information. Our findings indicate that the stochastic inversion of the time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter distributions compared with the corresponding priors, which in turn significantly improves knowledge of soil hydraulic properties. Overall, the results obtained clearly demonstrate the value of the information contained in time-lapse GPR data for characterizing vadose zone dynamics.

The genome sequence of taurine cattle: a window to ruminant biology and evolution.

To understand the biology and evolution of ruminants, the cattle genome was sequenced to about sevenfold coverage. The cattle genome contains a minimum of 22,000 genes, with a core set of 14,345 orthologs shared among seven mammalian species of which 1217 are absent or undetected in noneutherian (marsupial or monotreme) genomes. Cattle-specific evolutionary breakpoint regions in chromosomes have a higher density of segmental duplications, enrichment of repetitive elements, and species-specific variations in genes associated with lactation and immune responsiveness. Genes involved in metabolism are generally highly conserved, although five metabolic genes are deleted or extensively diverged from their human orthologs. The cattle genome sequence thus provides a resource for understanding mammalian evolution and accelerating livestock genetic improvement for milk and meat production.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.

A comparison of Bayesian and frequentist approaches to incorporating external information for the prediction of prostate cancer risk.

We present the most comprehensive comparison to date of the predictive benefit of genetics in addition to currently used clinical variables, using genotype data for 33 single-nucleotide polymorphisms (SNPs) in 1,547 Caucasian men from the placebo arm of the REduction by DUtasteride of prostate Cancer Events (REDUCE®) trial. Moreover, we conducted a detailed comparison of three techniques for incorporating genetics into clinical risk prediction. The first method was a standard logistic regression model, which included separate terms for the clinical covariates and for each of the genetic markers. This approach ignores a substantial amount of external information concerning effect sizes for these Genome Wide Association Study (GWAS)-replicated SNPs. The second and third methods investigated two possible approaches to incorporating meta-analysed external SNP effect estimates - one via a weighted PCa 'risk' score based solely on the meta analysis estimates, and the other incorporating both the current and prior data via informative priors in a Bayesian logistic regression model. All methods demonstrated a slight improvement in predictive performance upon incorporation of genetics. The two methods that incorporated external information showed the greatest receiver-operating-characteristic AUCs increase from 0.61 to 0.64. The value of our methods comparison is likely to lie in observations of performance similarities, rather than difference, between three approaches of very different resource requirements. The two methods that included external information performed best, but only marginally despite substantial differences in complexity.

Bayesian estimation of diameter distribution during harvesting

Abstract