Framework for risk assessment for maritime transportation systems

Maritime accidents involving ships carrying passengers may pose a high risk with respect to human casualties. For effective risk mitigation, an insight into the process of risk escalation is needed. This requires a proactive approach when it comes to risk modelling for maritime transportation systems. Most of the existing models are based on historical data on maritime accidents, and thus they can be considered reactive instead of proactive. This paper introduces a systematic, transferable and proactive framework estimating the risk for maritime transportation systems, meeting the requirements stemming from the adopted formal definition of risk. The framework focuses on ship-ship collisions in the open sea, with a RoRo/Passenger ship (RoPax) being considered as the struck ship. First, it covers an identification of the events that follow a collision between two ships in the open sea, and, second, it evaluates the probabilities of these events, concluding by determining the severity of a collision. The risk framework is developed with the use of Bayesian Belief Networks and utilizes a set of analytical methods for the estimation of the risk model parameters. The model can be run with the use of GeNIe software package. Finally, a case study is presented, in which the risk framework developed here is applied to a maritime transportation system operating in the Gulf of Finland (GoF). The results obtained are compared to the historical data and available models, in which a RoPax was involved in a collision, and good agreement with the available records is found.

A proposed validation framework for expert elicited Bayesian Networks

The popularity of Bayesian Network modelling of complex domains using expert elicitation has raised questions of how one might validate such a model given that no objective dataset exists for the model. Past attempts at delineating a set of tests for establishing confidence in an entirely expert-elicited model have focused on single types of validity stemming from individual sources of uncertainty within the model. This paper seeks to extend the frameworks proposed by earlier researchers by drawing upon other disciplines where measuring latent variables is also an issue. We demonstrate that even in cases where no data exist at all there is a broad range of validity tests that can be used to establish confidence in the validity of a Bayesian Belief Network.

A Bayesian network approach to modelling temporal behaviour of Lyngbya majuscula bloom initiation

Lyngbya majuscula is a cyanobacterium (blue-green algae) occurring naturally in tropical and subtropical coastal areas worldwide. Deception Bay, in Northern Moreton Bay, Queensland, has a history of Lyngbya blooms, and forms a case study for this investigation. The South East Queensland (SEQ) Healthy Waterways Partnership, collaboration between government, industry, research and the community, was formed to address issues affecting the health of the river catchments and waterways of South East Queensland. The Partnership coordinated the Lyngbya Research and Management Program (2005-2007) which culminated in a Coastal Algal Blooms (CAB) Action Plan for harmful and nuisance algal blooms, such as Lyngbya majuscula. This first phase of the project was predominantly of a scientific nature and also facilitated the collection of additional data to better understand Lyngbya blooms. The second phase of this project, SEQ Healthy Waterways Strategy 2007-2012, is now underway to implement the CAB Action Plan and as such is more management focussed. As part of the first phase of the project, a Science model for the initiation of a Lyngbya bloom was built using Bayesian Networks (BN). The structure of the Science Bayesian Network was built by the Lyngbya Science Working Group (LSWG) which was drawn from diverse disciplines. The BN was then quantified with annual data and expert knowledge. Scenario testing confirmed the expected temporal nature of bloom initiation and it was recommended that the next version of the BN be extended to take this into account. Elicitation for this BN thus occurred at three levels: design, quantification and verification. The first level involved construction of the conceptual model itself, definition of the nodes within the model and identification of sources of information to quantify the nodes. The second level included elicitation of expert opinion and representation of this information in a form suitable for inclusion in the BN. The third and final level concerned the specification of scenarios used to verify the model. The second phase of the project provides the opportunity to update the network with the newly collected detailed data obtained during the previous phase of the project. Specifically the temporal nature of Lyngbya blooms is of interest. Management efforts need to be directed to the most vulnerable periods to bloom initiation in the Bay. To model the temporal aspects of Lyngbya we are using Object Oriented Bayesian networks (OOBN) to create ‘time slices’ for each of the periods of interest during the summer. OOBNs provide a framework to simplify knowledge representation and facilitate reuse of nodes and network fragments. An OOBN is more hierarchical than a traditional BN with any sub-network able to contain other sub-networks. Connectivity between OOBNs is an important feature and allows information flow between the time slices. This study demonstrates more sophisticated use of expert information within Bayesian networks, which combine expert knowledge with data (categorized using expert-defined thresholds) within an expert-defined model structure. Based on the results from the verification process the experts are able to target areas requiring greater precision and those exhibiting temporal behaviour. The time slices incorporate the data for that time period for each of the temporal nodes (instead of using the annual data from the previous static Science BN) and include lag effects to allow the effect from one time slice to flow to the next time slice. We demonstrate a concurrent steady increase in the probability of initiation of a Lyngbya bloom and conclude that the inclusion of temporal aspects in the BN model is consistent with the perceptions of Lyngbya behaviour held by the stakeholders. This extended model provides a more accurate representation of the increased risk of algal blooms in the summer months and show that the opinions elicited to inform a static BN can be readily extended to a dynamic OOBN, providing more comprehensive information for decision makers.

Probabilistic Independence Networks for Hidden Markov Probability Models

Graphical techniques for modeling the dependencies of randomvariables have been explored in a variety of different areas includingstatistics, statistical physics, artificial intelligence, speech recognition, image processing, and genetics.Formalisms for manipulating these models have been developedrelatively independently in these research communities. In this paper weexplore hidden Markov models (HMMs) and related structures within the general framework of probabilistic independencenetworks (PINs). The paper contains a self-contained review of the basic principles of PINs.It is shown that the well-known forward-backward (F-B) and Viterbialgorithms for HMMs are special cases of more general inference algorithms forarbitrary PINs. Furthermore, the existence of inference and estimationalgorithms for more general graphical models provides a set of analysistools for HMM practitioners who wish to explore a richer class of HMMstructures.Examples of relatively complex models to handle sensorfusion and coarticulationin speech recognitionare introduced and treated within the graphical model framework toillustrate the advantages of the general approach.

A neural network-based multi-agent classifier system with a Bayesian formalism for trust measurement

In this paper, a neural network (NN)-based multi-agent classifier system (MACS) utilising the trust-negotiation-communication (TNC) reasoning model is proposed. A novel trust measurement method, based on the combination of Bayesian belief functions, is incorporated into the TNC model. The Fuzzy Min-Max (FMM) NN is used as learning agents in the MACS, and useful modifications of FMM are proposed so that it can be adopted for trust measurement. Besides, an auctioning procedure, based on the sealed bid method, is applied for the negotiation phase of the TNC model. Two benchmark data sets are used to evaluate the effectiveness of the proposed MACS. The results obtained compare favourably with those from a number of machine learning methods. The applicability of the proposed MACS to two industrial sensor data fusion and classification tasks is also demonstrated, with the implications analysed and discussed.

Learning the Structure of Deep Sparse Graphical Models

Deep belief networks are a powerful way to model complex probability distributions. However, learning the structure of a belief network, particularly one with hidden units, is difficult. The Indian buffet process has been used as a nonparametric Bayesian prior on the directed structure of a belief network with a single infinitely wide hidden layer. In this paper, we introduce the cascading Indian buffet process (CIBP), which provides a nonparametric prior on the structure of a layered, directed belief network that is unbounded in both depth and width, yet allows tractable inference. We use the CIBP prior with the nonlinear Gaussian belief network so each unit can additionally vary its behavior between discrete and continuous representations. We provide Markov chain Monte Carlo algorithms for inference in these belief networks and explore the structures learned on several image data sets.

Gaussian Process Regression Networks

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates input dependent signal and noise correlations between multiple response variables, input dependent length-scales and amplitudes, and heavy-tailed predictive distributions. We derive both efficient Markov chain Monte Carlo and variational Bayes inference procedures for this model. We apply GPRN as a multiple output regression and multivariate volatility model, demonstrating substantially improved performance over eight popular multiple output (multi-task) Gaussian process models and three multivariate volatility models on benchmark datasets, including a 1000 dimensional gene expression dataset.

Special issue : Computational intelligence models for image processing and information reasoning

Computational Intelligence (CI) models comprise robust computing methodologies with a high level of machine learning quotient. CI models, in general, are useful for designing computerized intelligent systems/machines that possess useful characteristics mimicking human behaviors and capabilities in solving complex tasks, e.g., learning, adaptation, and evolution. Examples of some popular CI models include fuzzy systems, artificial neural networks, evolutionary algorithms, multi-agent systems, decision trees, rough set theory, knowledge-based systems, and hybrid of these models. This special issue highlights how different computational intelligence models, coupled with other complementary techniques, can be used to handle problems encountered in image processing and information reasoning.

Estudo Comparativo de Métricas de Pontuação para Aprendizagem Estrutural de Redes Bayesianas

Bayesian networks are powerful tools as they represent probability distributions as graphs. They work with uncertainties of real systems. Since last decade there is a special interest in learning network structures from data. However learning the best network structure is a NP-Hard problem, so many heuristics algorithms to generate network structures from data were created. Many of these algorithms use score metrics to generate the network model. This thesis compare three of most used score metrics. The K-2 algorithm and two pattern benchmarks, ASIA and ALARM, were used to carry out the comparison. Results show that score metrics with hyperparameters that strength the tendency to select simpler network structures are better than score metrics with weaker tendency to select simpler network structures for both metrics (Heckerman-Geiger and modified MDL). Heckerman-Geiger Bayesian score metric works better than MDL with large datasets and MDL works better than Heckerman-Geiger with small datasets. The modified MDL gives similar results to Heckerman-Geiger for large datasets and close results to MDL for small datasets with stronger tendency to select simpler network structures

The application of methods of uncertain reasoning to the biological classification of river water quality

This thesis presents an investigation into the application of methods of uncertain reasoning to the biological classification of river water quality. Existing biological methods for reporting river water quality are critically evaluated, and the adoption of a discrete biological classification scheme advocated. Reasoning methods for managing uncertainty are explained, in which the Bayesian and Dempster-Shafer calculi are cited as primary numerical schemes. Elicitation of qualitative knowledge on benthic invertebrates is described. The specificity of benthic response to changes in water quality leads to the adoption of a sensor model of data interpretation, in which a reference set of taxa provide probabilistic support for the biological classes. The significance of sensor states, including that of absence, is shown. Novel techniques of directly eliciting the required uncertainty measures are presented. Bayesian and Dempster-Shafer calculi were used to combine the evidence provided by the sensors. The performance of these automatic classifiers was compared with the expert's own discrete classification of sampled sites. Variations of sensor data weighting, combination order and belief representation were examined for their effect on classification performance. The behaviour of the calculi under evidential conflict and alternative combination rules was investigated. Small variations in evidential weight and the inclusion of evidence from sensors absent from a sample improved classification performance of Bayesian belief and support for singleton hypotheses. For simple support, inclusion of absent evidence decreased classification rate. The performance of Dempster-Shafer classification using consonant belief functions was comparable to Bayesian and singleton belief. Recommendations are made for further work in biological classification using uncertain reasoning methods, including the combination of multiple-expert opinion, the use of Bayesian networks, and the integration of classification software within a decision support system for water quality assessment.

A Bayesian neural network algorithm identifies patients in whom post-EVAR surveillance may be unnecessary

Lifelong surveillance is not cost-effective after endovascular aneurysm repair (EVAR), but is required to detect aortic complications which are fatal if untreated (type 1/3 endoleak, sac expansion, device migration). Aneurysm morphology determines the probability of aortic complications and therefore the need for surveillance, but existing analyses have proven incapable of identifying patients at sufficiently low risk to justify abandoning surveillance. This study aimed to improve the prediction of aortic complications, through the application of machine-learning techniques. Patients undergoing EVAR at 2 centres were studied from 2004–2010. Aneurysm morphology had previously been studied to derive the SGVI Score for predicting aortic complications. Bayesian Neural Networks were designed using the same data, to dichotomise patients into groups at low- or high-risk of aortic complications. Network training was performed only on patients treated at centre 1. External validation was performed by assessing network performance independently of network training, on patients treated at centre 2. Discrimination was assessed by Kaplan-Meier analysis to compare aortic complications in predicted low-risk versus predicted high-risk patients. 761 patients aged 75 +/− 7 years underwent EVAR in 2 centres. Mean follow-up was 36+/− 20 months. Neural networks were created incorporating neck angu- lation/length/diameter/volume; AAA diameter/area/volume/length/tortuosity; and common iliac tortuosity/diameter. A 19-feature network predicted aor- tic complications with excellent discrimination and external validation (5-year freedom from aortic complications in predicted low-risk vs predicted high-risk patients: 97.9% vs. 63%; p < 0.0001). A Bayesian Neural-Network algorithm can identify patients in whom it may be safe to abandon surveillance after EVAR. This proposal requires prospective study.

Bayesian nonparametric latent variable models

L’un des problèmes importants en apprentissage automatique est de déterminer la complexité du modèle à apprendre. Une trop grande complexité mène au surapprentissage, ce qui correspond à trouver des structures qui n’existent pas réellement dans les données, tandis qu’une trop faible complexité mène au sous-apprentissage, c’est-à-dire que l’expressivité du modèle est insuffisante pour capturer l’ensemble des structures présentes dans les données. Pour certains modèles probabilistes, la complexité du modèle se traduit par l’introduction d’une ou plusieurs variables cachées dont le rôle est d’expliquer le processus génératif des données. Il existe diverses approches permettant d’identifier le nombre approprié de variables cachées d’un modèle. Cette thèse s’intéresse aux méthodes Bayésiennes nonparamétriques permettant de déterminer le nombre de variables cachées à utiliser ainsi que leur dimensionnalité. La popularisation des statistiques Bayésiennes nonparamétriques au sein de la communauté de l’apprentissage automatique est assez récente. Leur principal attrait vient du fait qu’elles offrent des modèles hautement flexibles et dont la complexité s’ajuste proportionnellement à la quantité de données disponibles. Au cours des dernières années, la recherche sur les méthodes d’apprentissage Bayésiennes nonparamétriques a porté sur trois aspects principaux : la construction de nouveaux modèles, le développement d’algorithmes d’inférence et les applications. Cette thèse présente nos contributions à ces trois sujets de recherches dans le contexte d’apprentissage de modèles à variables cachées. Dans un premier temps, nous introduisons le Pitman-Yor process mixture of Gaussians, un modèle permettant l’apprentissage de mélanges infinis de Gaussiennes. Nous présentons aussi un algorithme d’inférence permettant de découvrir les composantes cachées du modèle que nous évaluons sur deux applications concrètes de robotique. Nos résultats démontrent que l’approche proposée surpasse en performance et en flexibilité les approches classiques d’apprentissage. Dans un deuxième temps, nous proposons l’extended cascading Indian buffet process, un modèle servant de distribution de probabilité a priori sur l’espace des graphes dirigés acycliques. Dans le contexte de réseaux Bayésien, ce prior permet d’identifier à la fois la présence de variables cachées et la structure du réseau parmi celles-ci. Un algorithme d’inférence Monte Carlo par chaîne de Markov est utilisé pour l’évaluation sur des problèmes d’identification de structures et d’estimation de densités. Dans un dernier temps, nous proposons le Indian chefs process, un modèle plus général que l’extended cascading Indian buffet process servant à l’apprentissage de graphes et d’ordres. L’avantage du nouveau modèle est qu’il admet les connections entres les variables observables et qu’il prend en compte l’ordre des variables. Nous présentons un algorithme d’inférence Monte Carlo par chaîne de Markov avec saut réversible permettant l’apprentissage conjoint de graphes et d’ordres. L’évaluation est faite sur des problèmes d’estimations de densité et de test d’indépendance. Ce modèle est le premier modèle Bayésien nonparamétrique permettant d’apprendre des réseaux Bayésiens disposant d’une structure complètement arbitraire.

Applying a validation framework to a working airport terminal model

Validation is an important issue in the development and application of Bayesian Belief Network (BBN) models, especially when the outcome of the model cannot be directly observed. Despite this, few frameworks for validating BBNs have been proposed and fewer have been applied to substantive real-world problems. In this paper we adopt the approach by Pitchforth and Mengersen (2013), which includes nine validation tests that each focus on the structure, discretisation, parameterisation and behaviour of the BBNs included in the case study. We describe the process and result of implementing a validation framework on a model of a real airport terminal system with particular reference to its effectiveness in producing a valid model that can be used and understood by operational decision makers. In applying the proposed validation framework we demonstrate the overall validity of the Inbound Passenger Facilitation Model as well as the effectiveness of the validity framework itself.

Human error risk management methodology for rail crack incidents

The paper presents an innovative approach to modelling the causal relationships of human errors in rail crack incidents (RCI) from a managerial perspective. A Bayesian belief network is developed to model RCI by considering the human errors of designers, manufactures, operators and maintainers (DMOM) and the causal relationships involved. A set of dependent variables whose combinations express the relevant functions performed by each DMOM participant is used to model the causal relationships. A total of 14 RCI on Hong Kong’s mass transit railway (MTR) from 2008 to 2011 are used to illustrate the application of the model. Bayesian inference is used to conduct an importance analysis to assess the impact of the participants’ errors. Sensitivity analysis is then employed to gauge the effect the increased probability of occurrence of human errors on RCI. Finally, strategies for human error identification and mitigation of RCI are proposed. The identification of ability of maintainer in the case study as the most important factor influencing the probability of RCI implies the priority need to strengthen the maintenance management of the MTR system and that improving the inspection ability of the maintainer is likely to be an effective strategy for RCI risk mitigation.

Essays in Behavioral Decision Theory

This thesis studies decision making under uncertainty and how economic agents respond to information. The classic model of subjective expected utility and Bayesian updating is often at odds with empirical and experimental results; people exhibit systematic biases in information processing and often exhibit aversion to ambiguity. The aim of this work is to develop simple models that capture observed biases and study their economic implications.

In the first chapter I present an axiomatic model of cognitive dissonance, in which an agent's response to information explicitly depends upon past actions. I introduce novel behavioral axioms and derive a representation in which beliefs are directionally updated. The agent twists the information and overweights states in which his past actions provide a higher payoff. I then characterize two special cases of the representation. In the first case, the agent distorts the likelihood ratio of two states by a function of the utility values of the previous action in those states. In the second case, the agent's posterior beliefs are a convex combination of the Bayesian belief and the one which maximizes the conditional value of the previous action. Within the second case a unique parameter captures the agent's sensitivity to dissonance, and I characterize a way to compare sensitivity to dissonance between individuals. Lastly, I develop several simple applications and show that cognitive dissonance contributes to the equity premium and price volatility, asymmetric reaction to news, and belief polarization.

The second chapter characterizes a decision maker with sticky beliefs. That is, a decision maker who does not update enough in response to information, where enough means as a Bayesian decision maker would. This chapter provides axiomatic foundations for sticky beliefs by weakening the standard axioms of dynamic consistency and consequentialism. I derive a representation in which updated beliefs are a convex combination of the prior and the Bayesian posterior. A unique parameter captures the weight on the prior and is interpreted as the agent's measure of belief stickiness or conservatism bias. This parameter is endogenously identified from preferences and is easily elicited from experimental data.

The third chapter deals with updating in the face of ambiguity, using the framework of Gilboa and Schmeidler. There is no consensus on the correct way way to update a set of priors. Current methods either do not allow a decision maker to make an inference about her priors or require an extreme level of inference. In this chapter I propose and axiomatize a general model of updating a set of priors. A decision maker who updates her beliefs in accordance with the model can be thought of as one that chooses a threshold that is used to determine whether a prior is plausible, given some observation. She retains the plausible priors and applies Bayes' rule. This model includes generalized Bayesian updating and maximum likelihood updating as special cases.