Inference in credal networks using multilinear programming

A credal network is a graphical tool for representation and manipulation of uncertainty, where probability values may be imprecise or indeterminate. A credal network associates a directed acyclic graph with a collection of sets of probability measures; in this context, inference is the computation of tight lower and upper bounds for conditional probabilities. In this paper we present new algorithms for inference in credal networks based on multilinear programming techniques. Experiments indicate that these new algorithms have better performance than existing ones, in the sense that they can produce more accurate results in larger networks.

A survey of location inference techniques on Twitter

The increasing popularity of the social networking service, Twitter, has made it more involved in day-to-day communications, strengthening social relationships and information dissemination. Conversations on Twitter are now being explored as indicators within early warning systems to alert of imminent natural disasters such earthquakes and aid prompt emergency responses to crime. Producers are privileged to have limitless access to market perception from consumer comments on social media and microblogs. Targeted advertising can be made more effective based on user profile information such as demography, interests and location. While these applications have proven beneficial, the ability to effectively infer the location of Twitter users has even more immense value. However, accurately identifying where a message originated from or author’s location remains a challenge thus essentially driving research in that regard. In this paper, we survey a range of techniques applied to infer the location of Twitter users from inception to state-of-the-art. We find significant improvements over time in the granularity levels and better accuracy with results driven by refinements to algorithms and inclusion of more spatial features.

Learning Bayesian Networks with Bounded Tree-Width via Guided Search

Bounding the tree-width of a Bayesian network can reduce the chance of overfitting, and allows exact inference to be performed efficiently. Several existing algorithms tackle the problem of learning bounded tree-width Bayesian networks by learning from k-trees as super-structures, but they do not scale to large domains and/or large tree-width. We propose a guided search algorithm to find k-trees with maximum Informative scores, which is a measure of quality for the k-tree in yielding good Bayesian networks. The algorithm achieves close to optimal performance compared to exact solutions in small domains, and can discover better networks than existing approximate methods can in large domains. It also provides an optimal elimination order of variables that guarantees small complexity for later runs of exact inference. Comparisons with well-known approaches in terms of learning and inference accuracy illustrate its capabilities.

Toxic substances in blood: an analysis of current recommendations under a Bayesian (decision) approach

This article extends existing discussion in literature on probabilistic inference and decision making with respect to continuous hypotheses that are prevalent in forensic toxicology. As a main aim, this research investigates the properties of a widely followed approach for quantifying the level of toxic substances in blood samples, and to compare this procedure with a Bayesian probabilistic approach. As an example, attention is confined to the presence of toxic substances, such as THC, in blood from car drivers. In this context, the interpretation of results from laboratory analyses needs to take into account legal requirements for establishing the 'presence' of target substances in blood. In a first part, the performance of the proposed Bayesian model for the estimation of an unknown parameter (here, the amount of a toxic substance) is illustrated and compared with the currently used method. The model is then used in a second part to approach-in a rational way-the decision component of the problem, that is judicial questions of the kind 'Is the quantity of THC measured in the blood over the legal threshold of 1.5 μg/l?'. This is pointed out through a practical example.

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.

Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis.

The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm

On Solution Sets of Information Inequalities

We investigate solution sets of a special kind of linear inequality systems. In particular, we derive characterizations of these sets in terms of minimal solution sets. The studied inequalities emerge as information inequalities in the context of Bayesian networks. This allows to deduce important properties of Bayesian networks, which is important within causal inference.

Temperature and moist-stability effects on midlatitude orographic precipitation

Idealized, convection-resolving simulations of moist orographic flows are conducted to investigate the influence of temperature and moist stability on the drying ratio (DR), defined as the fraction of the impinging water mass removed as orographic precipitation. In flow past a long ridge, where most of the air rises over the barrier rather than detouring around it, DR decreases as the surface temperature (Ts) increases, even as the orographic cap cloud becomes statically unstable at higher Ts and develops embedded convection. This behaviour is explained by a few physical principles: (1) the Clausius–Clapeyron equation dictates that the normalized condensation rate decreases as the flow gets warmer, (2) the replacement of ice-phase precipitation growth with warm-rain processes decreases the efficiency by which condensate is converted to precipitation, thereby lowering precipitation efficiency, and (3) embedded convection acts more to vertically redistribute moisture than to enhance precipitation. Over an isolated mountain, the effects of (1) and (2) are counteracted by moisture deflection around the barrier, which is stronger in the colder, more stable flows.

The impact of climate change on daily precipitation statistics for Jordan and Israel

A regional climate model is used to investigate changes in Israel and Jordan precipitation at the end of the 21st century on daily to monthly timescales. The model predicts that this region will get significantly drier at the peak of the rainy season, reflecting a reduction in both the frequency and duration of rainy events. These changes may be associated with a reduction in the strength of the Mediterranean storm track

Evidence for long-term regional changes in precipitation on the East Coast Mountains in Mauritius

Global climate change and its impacts are being increasingly studied and precipitation trends are one of the measures of quantifying climate change especially in the tropics. This study uses daily rainfall data to determine if there are changes in the long-term trends in rainfall variability in the East Coast Mountains of Mauritius during the last few decades, and to investigate the factors influencing the trends in the inter-annual to inter-decadal rainfall variability. Statistical modelling has been used to investigate the trends in total seasonal rainfall, the number of rain days and the mean amount of rain per rainy days and the local, regional and large-scale factors that affect them on inter-annual to inter-decadal time scales. The strongest inter-decadal trend was found in the number of rain days for both rainfall seasons, and the other variables were found to have weak or insignificant trends. Both local factors, such as the surrounding sea surface temperatures and large-scale phenomena such as Indian Monsoon and the El Niño Southern Oscillation were found to influence rainfall patterns.

Bayesian decision procedures for dose-escalation based on evidence of undesirable events and therapeutic benefit.

In this paper, Bayesian decision procedures are developed for dose-escalation studies based on bivariate observations of undesirable events and signs of therapeutic benefit. The methods generalize earlier approaches taking into account only the undesirable outcomes. Logistic regression models are used to model the two responses, which are both assumed to take a binary form. A prior distribution for the unknown model parameters is suggested and an optional safety constraint can be included. Gain functions to be maximized are formulated in terms of accurate estimation of the limits of a therapeutic window or optimal treatment of the next cohort of subjects, although the approach could be applied to achieve any of a wide variety of objectives. The designs introduced are illustrated through simulation and retrospective implementation to a completed dose-escalation study. Copyright © 2006 John Wiley & Sons, Ltd.