920 resultados para Bayesian statistical decision theory
Resumo:
The paper discusses maintenance challenges of organisations with a huge number of devices and proposes the use of probabilistic models to assist monitoring and maintenance planning. The proposal assumes connectivity of instruments to report relevant features for monitoring. Also, the existence of enough historical registers with diagnosed breakdowns is required to make probabilistic models reliable and useful for predictive maintenance strategies based on them. Regular Markov models based on estimated failure and repair rates are proposed to calculate the availability of the instruments and Dynamic Bayesian Networks are proposed to model cause-effect relationships to trigger predictive maintenance services based on the influence between observed features and previously documented diagnostics
Resumo:
It has been shown that the accuracy of mammographic abnormality detection methods is strongly dependent on the breast tissue characteristics, where a dense breast drastically reduces detection sensitivity. In addition, breast tissue density is widely accepted to be an important risk indicator for the development of breast cancer. Here, we describe the development of an automatic breast tissue classification methodology, which can be summarized in a number of distinct steps: 1) the segmentation of the breast area into fatty versus dense mammographic tissue; 2) the extraction of morphological and texture features from the segmented breast areas; and 3) the use of a Bayesian combination of a number of classifiers. The evaluation, based on a large number of cases from two different mammographic data sets, shows a strong correlation ( and 0.67 for the two data sets) between automatic and expert-based Breast Imaging Reporting and Data System mammographic density assessment
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Minimax lower bounds for concept learning state, for example, thatfor each sample size $n$ and learning rule $g_n$, there exists a distributionof the observation $X$ and a concept $C$ to be learnt such that the expectederror of $g_n$ is at least a constant times $V/n$, where $V$ is the VC dimensionof the concept class. However, these bounds do not tell anything about therate of decrease of the error for a {\sl fixed} distribution--concept pair.\\In this paper we investigate minimax lower bounds in such a--stronger--sense.We show that for several natural $k$--parameter concept classes, includingthe class of linear halfspaces, the class of balls, the class of polyhedrawith a certain number of faces, and a class of neural networks, for any{\sl sequence} of learning rules $\{g_n\}$, there exists a fixed distributionof $X$ and a fixed concept $C$ such that the expected error is larger thana constant times $k/n$ for {\sl infinitely many n}. We also obtain suchstrong minimax lower bounds for the tail distribution of the probabilityof error, which extend the corresponding minimax lower bounds.
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We obtain minimax lower and upper bounds for the expected distortionredundancy of empirically designed vector quantizers. We show that the meansquared distortion of a vector quantizer designed from $n$ i.i.d. datapoints using any design algorithm is at least $\Omega (n^{-1/2})$ awayfrom the optimal distortion for some distribution on a bounded subset of${\cal R}^d$. Together with existing upper bounds this result shows thatthe minimax distortion redundancy for empirical quantizer design, as afunction of the size of the training data, is asymptotically on the orderof $n^{1/2}$. We also derive a new upper bound for the performance of theempirically optimal quantizer.
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The classical binary classification problem is investigatedwhen it is known in advance that the posterior probability function(or regression function) belongs to some class of functions. We introduceand analyze a method which effectively exploits this knowledge. The methodis based on minimizing the empirical risk over a carefully selected``skeleton'' of the class of regression functions. The skeleton is acovering of the class based on a data--dependent metric, especiallyfitted for classification. A new scale--sensitive dimension isintroduced which is more useful for the studied classification problemthan other, previously defined, dimension measures. This fact isdemonstrated by performance bounds for the skeleton estimate in termsof the new dimension.
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The knowledge of the relationship that links radiation dose and image quality is a prerequisite to any optimization of medical diagnostic radiology. Image quality depends, on the one hand, on the physical parameters such as contrast, resolution, and noise, and on the other hand, on characteristics of the observer that assesses the image. While the role of contrast and resolution is precisely defined and recognized, the influence of image noise is not yet fully understood. Its measurement is often based on imaging uniform test objects, even though real images contain anatomical backgrounds whose statistical nature is much different from test objects used to assess system noise. The goal of this study was to demonstrate the importance of variations in background anatomy by quantifying its effect on a series of detection tasks. Several types of mammographic backgrounds and signals were examined by psychophysical experiments in a two-alternative forced-choice detection task. According to hypotheses concerning the strategy used by the human observers, their signal to noise ratio was determined. This variable was also computed for a mathematical model based on the statistical decision theory. By comparing theoretical model and experimental results, the way that anatomical structure is perceived has been analyzed. Experiments showed that the observer's behavior was highly dependent upon both system noise and the anatomical background. The anatomy partly acts as a signal recognizable as such and partly as a pure noise that disturbs the detection process. This dual nature of the anatomy is quantified. It is shown that its effect varies according to its amplitude and the profile of the object being detected. The importance of the noisy part of the anatomy is, in some situations, much greater than the system noise. Hence, reducing the system noise by increasing the dose will not improve task performance. This observation indicates that the tradeoff between dose and image quality might be optimized by accepting a higher system noise. This could lead to a better resolution, more contrast, or less dose.
Resumo:
It has been shown that the accuracy of mammographic abnormality detection methods is strongly dependent on the breast tissue characteristics, where a dense breast drastically reduces detection sensitivity. In addition, breast tissue density is widely accepted to be an important risk indicator for the development of breast cancer. Here, we describe the development of an automatic breast tissue classification methodology, which can be summarized in a number of distinct steps: 1) the segmentation of the breast area into fatty versus dense mammographic tissue; 2) the extraction of morphological and texture features from the segmented breast areas; and 3) the use of a Bayesian combination of a number of classifiers. The evaluation, based on a large number of cases from two different mammographic data sets, shows a strong correlation ( and 0.67 for the two data sets) between automatic and expert-based Breast Imaging Reporting and Data System mammographic density assessment
Resumo:
The paper discusses maintenance challenges of organisations with a huge number of devices and proposes the use of probabilistic models to assist monitoring and maintenance planning. The proposal assumes connectivity of instruments to report relevant features for monitoring. Also, the existence of enough historical registers with diagnosed breakdowns is required to make probabilistic models reliable and useful for predictive maintenance strategies based on them. Regular Markov models based on estimated failure and repair rates are proposed to calculate the availability of the instruments and Dynamic Bayesian Networks are proposed to model cause-effect relationships to trigger predictive maintenance services based on the influence between observed features and previously documented diagnostics
Resumo:
The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be able to verify and compare competing estimation procedures. In statistical decision theory, risk measures for which such verification and comparison is possible, are called elicitable. It is known that quantile-based risk measures such as value at risk are elicitable. In this paper, the existing result of the nonelicitability of expected shortfall is extended to all law-invariant spectral risk measures unless they reduce to minus the expected value. Hence, it is unclear how to perform forecast verification or comparison. However, the class of elicitable law-invariant coherent risk measures does not reduce to minus the expected value. We show that it consists of certain expectiles.
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Continuing developments in science and technology mean that the amounts of information forensic scientists are able to provide for criminal investigations is ever increasing. The commensurate increase in complexity creates difficulties for scientists and lawyers with regard to evaluation and interpretation, notably with respect to issues of inference and decision. Probability theory, implemented through graphical methods, and specifically Bayesian networks, provides powerful methods to deal with this complexity. Extensions of these methods to elements of decision theory provide further support and assistance to the judicial system. Bayesian Networks for Probabilistic Inference and Decision Analysis in Forensic Science provides a unique and comprehensive introduction to the use of Bayesian decision networks for the evaluation and interpretation of scientific findings in forensic science, and for the support of decision-makers in their scientific and legal tasks. Includes self-contained introductions to probability and decision theory. Develops the characteristics of Bayesian networks, object-oriented Bayesian networks and their extension to decision models. Features implementation of the methodology with reference to commercial and academically available software. Presents standard networks and their extensions that can be easily implemented and that can assist in the reader's own analysis of real cases. Provides a technique for structuring problems and organizing data based on methods and principles of scientific reasoning. Contains a method for the construction of coherent and defensible arguments for the analysis and evaluation of scientific findings and for decisions based on them. Is written in a lucid style, suitable for forensic scientists and lawyers with minimal mathematical background. Includes a foreword by Ian Evett. The clear and accessible style of this second edition makes this book ideal for all forensic scientists, applied statisticians and graduate students wishing to evaluate forensic findings from the perspective of probability and decision analysis. It will also appeal to lawyers and other scientists and professionals interested in the evaluation and interpretation of forensic findings, including decision making based on scientific information.
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Sampling issues represent a topic of ongoing interest to the forensic science community essentially because of their crucial role in laboratory planning and working protocols. For this purpose, forensic literature described thorough (Bayesian) probabilistic sampling approaches. These are now widely implemented in practice. They allow, for instance, to obtain probability statements that parameters of interest (e.g., the proportion of a seizure of items that present particular features, such as an illegal substance) satisfy particular criteria (e.g., a threshold or an otherwise limiting value). Currently, there are many approaches that allow one to derive probability statements relating to a population proportion, but questions on how a forensic decision maker - typically a client of a forensic examination or a scientist acting on behalf of a client - ought actually to decide about a proportion or a sample size, remained largely unexplored to date. The research presented here intends to address methodology from decision theory that may help to cope usefully with the wide range of sampling issues typically encountered in forensic science applications. The procedures explored in this paper enable scientists to address a variety of concepts such as the (net) value of sample information, the (expected) value of sample information or the (expected) decision loss. All of these aspects directly relate to questions that are regularly encountered in casework. Besides probability theory and Bayesian inference, the proposed approach requires some additional elements from decision theory that may increase the efforts needed for practical implementation. In view of this challenge, the present paper will emphasise the merits of graphical modelling concepts, such as decision trees and Bayesian decision networks. These can support forensic scientists in applying the methodology in practice. How this may be achieved is illustrated with several examples. The graphical devices invoked here also serve the purpose of supporting the discussion of the similarities, differences and complementary aspects of existing Bayesian probabilistic sampling criteria and the decision-theoretic approach proposed throughout this paper.
Resumo:
This study presents a classification criteria for two-class Cannabis seedlings. As the cultivation of drug type cannabis is forbidden in Switzerland, law enforcement authorities regularly ask laboratories to determine cannabis plant's chemotype from seized material in order to ascertain that the plantation is legal or not. In this study, the classification analysis is based on data obtained from the relative proportion of three major leaf compounds measured by gas-chromatography interfaced with mass spectrometry (GC-MS). The aim is to discriminate between drug type (illegal) and fiber type (legal) cannabis at an early stage of the growth. A Bayesian procedure is proposed: a Bayes factor is computed and classification is performed on the basis of the decision maker specifications (i.e. prior probability distributions on cannabis type and consequences of classification measured by losses). Classification rates are computed with two statistical models and results are compared. Sensitivity analysis is then performed to analyze the robustness of classification criteria.
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A new aggregation method for decision making is presented by using induced aggregation operators and the index of maximum and minimum level. Its main advantage is that it can assess complex reordering processes in the aggregation that represent complex attitudinal characters of the decision maker such as psychological or personal factors. A wide range of properties and particular cases of this new approach are studied. A further generalization by using hybrid averages and immediate weights is also presented. The key issue in this approach against the previous model is that we can use the weighted average and the ordered weighted average in the same formulation. Thus, we are able to consider the subjective attitude and the degree of optimism of the decision maker in the decision process. The paper ends with an application in a decision making problem based on the use of the assignment theory.
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In this article we describe a feature extraction algorithm for pattern classification based on Bayesian Decision Boundaries and Pruning techniques. The proposed method is capable of optimizing MLP neural classifiers by retaining those neurons in the hidden layer that realy contribute to correct classification. Also in this article we proposed a method which defines a plausible number of neurons in the hidden layer based on the stem-and-leaf graphics of training samples. Experimental investigation reveals the efficiency of the proposed method. © 2002 IEEE.
Resumo:
The problem of evaluating different learning rules and other statistical estimators is analysed. A new general theory of statistical inference is developed by combining Bayesian decision theory with information geometry. It is coherent and invariant. For each sample a unique ideal estimate exists and is given by an average over the posterior. An optimal estimate within a model is given by a projection of the ideal estimate. The ideal estimate is a sufficient statistic of the posterior, so practical learning rules are functions of the ideal estimator. If the sole purpose of learning is to extract information from the data, the learning rule must also approximate the ideal estimator. This framework is applicable to both Bayesian and non-Bayesian methods, with arbitrary statistical models, and to supervised, unsupervised and reinforcement learning schemes.