A simple implementation of a normal mixture approach to differential gene expression in multiclass microarrays

Motivation: An important problem in microarray experiments is the detection of genes that are differentially expressed in a given number of classes. We provide a straightforward and easily implemented method for estimating the posterior probability that an individual gene is null. The problem can be expressed in a two-component mixture framework, using an empirical Bayes approach. Current methods of implementing this approach either have some limitations due to the minimal assumptions made or with more specific assumptions are computationally intensive. Results: By converting to a z-score the value of the test statistic used to test the significance of each gene, we propose a simple two-component normal mixture that models adequately the distribution of this score. The usefulness of our approach is demonstrated on three real datasets.

Designs for generalized linear models with several variables and model uncertainty

Standard factorial designs sometimes may be inadequate for experiments that aim to estimate a generalized linear model, for example, for describing a binary response in terms of several variables. A method is proposed for finding exact designs for such experiments that uses a criterion allowing for uncertainty in the link function, the linear predictor, or the model parameters, together with a design search. Designs are assessed and compared by simulation of the distribution of efficiencies relative to locally optimal designs over a space of possible models. Exact designs are investigated for two applications, and their advantages over factorial and central composite designs are demonstrated.

Toy model for a relational formulation of quantum theory

In the absence of an external frame of reference-i.e., in background independent theories such as general relativity-physical degrees of freedom must describe relations between systems. Using a simple model, we investigate how such a relational quantum theory naturally arises by promoting reference systems to the status of dynamical entities. Our goal is twofold. First, we demonstrate using elementary quantum theory how any quantum mechanical experiment admits a purely relational description at a fundamental. Second, we describe how the original non-relational theory approximately emerges from the fully relational theory when reference systems become semi-classical. Our technique is motivated by a Bayesian approach to quantum mechanics, and relies on the noiseless subsystem method of quantum information science used to protect quantum states against undesired noise. The relational theory naturally predicts a fundamental decoherence mechanism, so an arrow of time emerges from a time-symmetric theory. Moreover, our model circumvents the problem of the collapse of the wave packet as the probability interpretation is only ever applied to diagonal density operators. Finally, the physical states of the relational theory can be described in terms of spin networks introduced by Penrose as a combinatorial description of geometry, and widely studied in the loop formulation of quantum gravity. Thus, our simple bottom-up approach (starting from the semiclassical limit to derive the fully relational quantum theory) may offer interesting insights on the low energy limit of quantum gravity.

Bayesian retrieval of scatterometer wind fields

The retrieval of wind fields from scatterometer observations has traditionally been separated into two phases; local wind vector retrieval and ambiguity removal. Operationally, a forward model relating wind vector to backscatter is inverted, typically using look up tables, to retrieve up to four local wind vector solutions. A heuristic procedure, using numerical weather prediction forecast wind vectors and, often, some neighbourhood comparison is then used to select the correct solution. In this paper we develop a Bayesian method for wind field retrieval, and show how a direct local inverse model, relating backscatter to wind vector, improves the wind vector retrieval accuracy. We compare these results with the operational U.K. Meteorological Office retrievals, our own CMOD4 retrievals and a neural network based local forward model retrieval. We suggest that the neural network based inverse model, which is extremely fast to use, improves upon current forward models when used in a variational data assimilation scheme.

Bayesian invariant measurements of generalisation

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.

Bayesian regression filter and the issue of priors

We propose a Bayesian framework for regression problems, which covers areas which are usually dealt with by function approximation. An online learning algorithm is derived which solves regression problems with a Kalman filter. Its solution always improves with increasing model complexity, without the risk of over-fitting. In the infinite dimension limit it approaches the true Bayesian posterior. The issues of prior selection and over-fitting are also discussed, showing that some of the commonly held beliefs are misleading. The practical implementation is summarised. Simulations using 13 popular publicly available data sets are used to demonstrate the method and highlight important issues concerning the choice of priors.

Model specification and forecasting foreign exchange rates with vector autoregressions

This study examines the forecasting accuracy of alternative vector autoregressive models each in a seven-variable system that comprises in turn of daily, weekly and monthly foreign exchange (FX) spot rates. The vector autoregressions (VARs) are in non-stationary, stationary and error-correction forms and are estimated using OLS. The imposition of Bayesian priors in the OLS estimations also allowed us to obtain another set of results. We find that there is some tendency for the Bayesian estimation method to generate superior forecast measures relatively to the OLS method. This result holds whether or not the data sets contain outliers. Also, the best forecasts under the non-stationary specification outperformed those of the stationary and error-correction specifications, particularly at long forecast horizons, while the best forecasts under the stationary and error-correction specifications are generally similar. The findings for the OLS forecasts are consistent with recent simulation results. The predictive ability of the VARs is very weak.

Phakometric measurement of ocular surface radius of curvature and alignment: evaluation of method with physical model eyes

Ophthalmophakometric measurements of ocular surface radius of curvature and alignment were evaluated on physical model eyes encompassing a wide range of human ocular dimensions. The results indicated that defocus errors arising from imperfections in the ophthalmophakometer camera telecentricity and light source collimation were smaller than experimental errors. Reasonable estimates emerged for anterior lens surface radius of curvature (accuracy: 0.02–0.10 mm; precision 0.05–0.09 mm), posterior lens surface radius of curvature (accuracy: 0.10–0.55 mm; precision 0.06–0.20 mm), eye rotation (accuracy: 0.00–0.32°; precision 0.06–0.25°), lens tilt (accuracy: 0.00–0.33°; precision 0.05–0.98°) and lens decentration (accuracy: 0.00–0.07 mm; precision 0.00–0.07 mm).

Data assimilation for precipitation nowcasting using Bayesian inference

This work introduces a new variational Bayes data assimilation method for the stochastic estimation of precipitation dynamics using radar observations for short term probabilistic forecasting (nowcasting). A previously developed spatial rainfall model based on the decomposition of the observed precipitation field using a basis function expansion captures the precipitation intensity from radar images as a set of ‘rain cells’. The prior distributions for the basis function parameters are carefully chosen to have a conjugate structure for the precipitation field model to allow a novel variational Bayes method to be applied to estimate the posterior distributions in closed form, based on solving an optimisation problem, in a spirit similar to 3D VAR analysis, but seeking approximations to the posterior distribution rather than simply the most probable state. A hierarchical Kalman filter is used to estimate the advection field based on the assimilated precipitation fields at two times. The model is applied to tracking precipitation dynamics in a realistic setting, using UK Met Office radar data from both a summer convective event and a winter frontal event. The performance of the model is assessed both traditionally and using probabilistic measures of fit based on ROC curves. The model is shown to provide very good assimilation characteristics, and promising forecast skill. Improvements to the forecasting scheme are discussed

Variational Markov Chain Monte Carlo for Bayesian smoothing of non-linear niffusions

In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.

Web based expert elicitation of uncertainties in environmental model inputs

When constructing and using environmental models, it is typical that many of the inputs to the models will not be known perfectly. In some cases, it will be possible to make observations, or occasionally physics-based uncertainty propagation, to ascertain the uncertainty on these inputs. However, such observations are often either not available or even possible, and another approach to characterising the uncertainty on the inputs must be sought. Even when observations are available, if the analysis is being carried out within a Bayesian framework then prior distributions will have to be specified. One option for gathering or at least estimating this information is to employ expert elicitation. Expert elicitation is well studied within statistics and psychology and involves the assessment of the beliefs of a group of experts about an uncertain quantity, (for example an input / parameter within a model), typically in terms of obtaining a probability distribution. One of the challenges in expert elicitation is to minimise the biases that might enter into the judgements made by the individual experts, and then to come to a consensus decision within the group of experts. Effort is made in the elicitation exercise to prevent biases clouding the judgements through well-devised questioning schemes. It is also important that, when reaching a consensus, the experts are exposed to the knowledge of the others in the group. Within the FP7 UncertWeb project (http://www.uncertweb.org/), there is a requirement to build a Webbased tool for expert elicitation. In this paper, we discuss some of the issues of building a Web-based elicitation system - both the technological aspects and the statistical and scientific issues. In particular, we demonstrate two tools: a Web-based system for the elicitation of continuous random variables and a system designed to elicit uncertainty about categorical random variables in the setting of landcover classification uncertainty. The first of these examples is a generic tool developed to elicit uncertainty about univariate continuous random variables. It is designed to be used within an application context and extends the existing SHELF method, adding a web interface and access to metadata. The tool is developed so that it can be readily integrated with environmental models exposed as web services. The second example was developed for the TREES-3 initiative which monitors tropical landcover change through ground-truthing at confluence points. It allows experts to validate the accuracy of automated landcover classifications using site-specific imagery and local knowledge. Experts may provide uncertainty information at various levels: from a general rating of their confidence in a site validation to a numerical ranking of the possible landcover types within a segment. A key challenge in the web based setting is the design of the user interface and the method of interacting between the problem owner and the problem experts. We show the workflow of the elicitation tool, and show how we can represent the final elicited distributions and confusion matrices using UncertML, ready for integration into uncertainty enabled workflows.We also show how the metadata associated with the elicitation exercise is captured and can be referenced from the elicited result, providing crucial lineage information and thus traceability in the decision making process.