937 resultados para Bayesian smoothing


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The present distribution of freshwater fish in the Alpine region has been strongly affected by colonization events occurring after the last glacial maximum (LGM), some 20,000 years ago. We use here a spatially explicit simulation framework to model and better understand their colonization dynamics in the Swiss Rhine basin. This approach is applied to the European bullhead (Cottus gobio), which is an ideal model organism to study fish past demographic processes since it has not been managed by humans. The molecular diversity of eight sampled populations is simulated and compared to observed data at six microsatellite loci under an approximate Bayesian computation framework to estimate the parameters of the colonization process. Our demographic estimates fit well with current knowledge about the biology of this species, but they suggest that the Swiss Rhine basin was colonized very recently, after the Younger Dryas some 6600 years ago. We discuss the implication of this result, as well as the strengths and limits of the spatially explicit approach coupled to the approximate Bayesian computation framework.

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In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

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The rise of evidence-based medicine as well as important progress in statistical methods and computational power have led to a second birth of the >200-year-old Bayesian framework. The use of Bayesian techniques, in particular in the design and interpretation of clinical trials, offers several substantial advantages over the classical statistical approach. First, in contrast to classical statistics, Bayesian analysis allows a direct statement regarding the probability that a treatment was beneficial. Second, Bayesian statistics allow the researcher to incorporate any prior information in the analysis of the experimental results. Third, Bayesian methods can efficiently handle complex statistical models, which are suited for advanced clinical trial designs. Finally, Bayesian statistics encourage a thorough consideration and presentation of the assumptions underlying an analysis, which enables the reader to fully appraise the authors' conclusions. Both Bayesian and classical statistics have their respective strengths and limitations and should be viewed as being complementary to each other; we do not attempt to make a head-to-head comparison, as this is beyond the scope of the present review. Rather, the objective of the present article is to provide a nonmathematical, reader-friendly overview of the current practice of Bayesian statistics coupled with numerous intuitive examples from the field of oncology. It is hoped that this educational review will be a useful resource to the oncologist and result in a better understanding of the scope, strengths, and limitations of the Bayesian approach.

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Monte Carlo simulation was used to evaluate properties of a simple Bayesian MCMC analysis of the random effects model for single group Cormack-Jolly-Seber capture-recapture data. The MCMC method is applied to the model via a logit link, so parameters p, S are on a logit scale, where logit(S) is assumed to have, and is generated from, a normal distribution with mean μ and variance σ2 . Marginal prior distributions on logit(p) and μ were independent normal with mean zero and standard deviation 1.75 for logit(p) and 100 for μ ; hence minimally informative. Marginal prior distribution on σ2 was placed on τ2=1/σ2 as a gamma distribution with α=β=0.001 . The study design has 432 points spread over 5 factors: occasions (t) , new releases per occasion (u), p, μ , and σ . At each design point 100 independent trials were completed (hence 43,200 trials in total), each with sample size n=10,000 from the parameter posterior distribution. At 128 of these design points comparisons are made to previously reported results from a method of moments procedure. We looked at properties of point and interval inference on μ , and σ based on the posterior mean, median, and mode and equal-tailed 95% credibility interval. Bayesian inference did very well for the parameter μ , but under the conditions used here, MCMC inference performance for σ was mixed: poor for sparse data (i.e., only 7 occasions) or σ=0 , but good when there were sufficient data and not small σ .

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