959 resultados para Bayesian
Resumo:
In areas such as drug development, clinical diagnosis and biotechnology research, acquiring details about the kinetic parameters of enzymes is crucial. The correct design of an experiment is critical to collecting data suitable for analysis, modelling and deriving the correct information. As classical design methods are not targeted to the more complex kinetics being frequently studied, attention is needed to estimate parameters of such models with low variance. We demonstrate that a Bayesian approach (the use of prior knowledge) can produce major gains quantifiable in terms of information, productivity and accuracy of each experiment. Developing the use of Bayesian Utility functions, we have used a systematic method to identify the optimum experimental designs for a number of kinetic model data sets. This has enabled the identification of trends between kinetic model types, sets of design rules and the key conclusion that such designs should be based on some prior knowledge of K-M and/or the kinetic model. We suggest an optimal and iterative method for selecting features of the design such as the substrate range, number of measurements and choice of intermediate points. The final design collects data suitable for accurate modelling and analysis and minimises the error in the parameters estimated. (C) 2003 Elsevier Science B.V. All rights reserved.
Resumo:
Numerous techniques exist which can be used for the task of behavioural analysis and recognition. Common amongst these are Bayesian networks and Hidden Markov Models. Although these techniques are extremely powerful and well developed, both have important limitations. By fusing these techniques together to form Bayes-Markov chains, the advantages of both techniques can be preserved, while reducing their limitations. The Bayes-Markov technique forms the basis of a common, flexible framework for supplementing Markov chains with additional features. This results in improved user output, and aids in the rapid development of flexible and efficient behaviour recognition systems.
Resumo:
A new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI) over the ocean is presented, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain-rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes’s theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance the understanding of theoretical benefits of the Bayesian approach, sensitivity analyses have been conducted based on two synthetic datasets for which the “true” conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism, but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak owing to saturation effects. It is also suggested that both the choice of the estimators and the prior information are crucial to the retrieval. In addition, the performance of the Bayesian algorithm herein is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.
Resumo:
A Bayesian Model Averaging approach to the estimation of lag structures is introduced, and applied to assess the impact of R&D on agricultural productivity in the US from 1889 to 1990. Lag and structural break coefficients are estimated using a reversible jump algorithm that traverses the model space. In addition to producing estimates and standard deviations for the coe¢ cients, the probability that a given lag (or break) enters the model is estimated. The approach is extended to select models populated with Gamma distributed lags of di¤erent frequencies. Results are consistent with the hypothesis that R&D positively drives productivity. Gamma lags are found to retain their usefulness in imposing a plausible structure on lag coe¢ cients, and their role is enhanced through the use of model averaging.
Resumo:
Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over specifications including: stationary; stationary around trend and unit root models, each containing different types and number of breaks and different lag lengths. The procedures are used to test for structural breaks on 14 annual macroeconomic series and 11 natural resource price series. The results indicate that there are structural breaks in all of the natural resource series and most of the macroeconomic series. Many of the series had multiple breaks. Our findings regarding the existence of unit roots, having allowed for structural breaks in the data, are largely consistent with previous work.