Using the empirical Bayes method to estimate and evaluate bycatch rates of seabirds from individual fishing vessels

Minimizing bycatch of seabirds is a major goal of the U.S. National Marine Fisheries Service. In Alaska waters, the bycatch (i.e., inadvertent catches) of seabirds has been an incidental result of demersal groundfish longline fishery operations. Notably, the endangered short-tailed albatross (Phoebastria albatrus) has been taken in this groundfish fishery. Bycatch rates of seabirds from individual vessels may be of particular interest because vessels with high bycatch rates may not be functioning effectively with seabird avoidance gears, and there may be a need for suggestions on how to use these avoidance gears more effectively. Therefore, bycatch estimates are usually made on an individual vessel basis and then summed to obtain the total estimate for the entire fleet.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Minimum sensor duty cycle with guaranteed estimator performance

In this paper, we consider Kalman filtering over a network and construct the optimal sensor data scheduling schemes which minimize the sensor duty cycle and guarantee a bounded error or a bounded average error at the remote estimator. Depending on the computation capability of the sensor, we can either give a closed-form expression of the minimum sensor duty cycle or provide tight lower and upper bounds of it. Examples are provided throughout the paper to demonstrate the results. © 2012 IEEE.

A Fuzzy ARTMAP Nonparametric Probability Estimator For Nonstationary Pattern Recognition Problem

An incremental, nonparametric probability estimation procedure using the fuzzy ARTMAP neural network is introduced. In slow-learning mode, fuzzy ARTMAP searches for patterns of data on which to build ever more accurate estimates. In max-nodes mode, the network initially learns a fixed number of categories, and weights are then adjusted gradually.

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. Our first goal is to clarify when, and how, multiplicity correction happens automatically in Bayesian analysis, and to distinguish this correction from the Bayesian Ockham's-razor effect. Our second goal is to contrast empirical-Bayes and fully Bayesian approaches to variable selection through examples, theoretical results and simulations. Considerable differences between the two approaches are found. In particular, we prove a theorem that characterizes a surprising aymptotic discrepancy between fully Bayes and empirical Bayes. This discrepancy arises from a different source than the failure to account for hyperparameter uncertainty in the empirical-Bayes estimate. Indeed, even at the extreme, when the empirical-Bayes estimate converges asymptotically to the true variable-inclusion probability, the potential for a serious difference remains. © Institute of Mathematical Statistics, 2010.