Modelling uncertainty of flood quantile estimation at ungauged sites by Bayesian networks

Prediction at ungauged sites is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. Regression models relate physiographic and climatic basin characteristics to flood quantiles, which can be estimated from observed data at gauged sites. However, these models assume linear relationships between variables Prediction intervals are estimated by the variance of the residuals in the estimated model. Furthermore, the effect of the uncertainties in the explanatory variables on the dependent variable cannot be assessed. This paper presents a methodology to propagate the uncertainties that arise in the process of predicting flood quantiles at ungauged basins by a regression model. In addition, Bayesian networks were explored as a feasible tool for predicting flood quantiles at ungauged sites. Bayesian networks benefit from taking into account uncertainties thanks to their probabilistic nature. They are able to capture non-linear relationships between variables and they give a probability distribution of discharges as result. The methodology was applied to a case study in the Tagus basin in Spain.

Modelling inpatient length of stay by a hierarchical mixture regression via the EM algorithm

The modelling of inpatient length of stay (LOS) has important implications in health care studies. Finite mixture distributions are usually used to model the heterogeneous LOS distribution, due to a certain proportion of patients sustaining-a longer stay. However, the morbidity data are collected from hospitals, observations clustered within the same hospital are often correlated. The generalized linear mixed model approach is adopted to accommodate the inherent correlation via unobservable random effects. An EM algorithm is developed to obtain residual maximum quasi-likelihood estimation. The proposed hierarchical mixture regression approach enables the identification and assessment of factors influencing the long-stay proportion and the LOS for the long-stay patient subgroup. A neonatal LOS data set is used for illustration, (C) 2003 Elsevier Science Ltd. All rights reserved.

A Bayesian state space modelling approach to probabilistic quantitative precipitation forecasting

The generation of very short range forecasts of precipitation in the 0-6 h time window is traditionally referred to as nowcasting. Most existing nowcasting systems essentially extrapolate radar observations in some manner, however, very few systems account for the uncertainties involved. Thus deterministic forecast are produced, which have a limited use when decisions must be made, since they have no measure of confidence or spread of the forecast. This paper develops a Bayesian state space modelling framework for quantitative precipitation nowcasting which is probabilistic from conception. The model treats the observations (radar) as noisy realisations of the underlying true precipitation process, recognising that this process can never be completely known, and thus must be represented probabilistically. In the model presented here the dynamics of the precipitation are dominated by advection, so this is a probabilistic extrapolation forecast. The model is designed in such a way as to minimise the computational burden, while maintaining a full, joint representation of the probability density function of the precipitation process. The update and evolution equations avoid the need to sample, thus only one model needs be run as opposed to the more traditional ensemble route. It is shown that the model works well on both simulated and real data, but that further work is required before the model can be used operationally. © 2004 Elsevier B.V. All rights reserved.

Bayesian ocean colour modelling

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A simple Bayesian modelling approach to event extraction from Twitter

With the proliferation of social media sites, social streams have proven to contain the most up-to-date information on current events. Therefore, it is crucial to extract events from the social streams such as tweets. However, it is not straightforward to adapt the existing event extraction systems since texts in social media are fragmented and noisy. In this paper we propose a simple and yet effective Bayesian model, called Latent Event Model (LEM), to extract structured representation of events from social media. LEM is fully unsupervised and does not require annotated data for training. We evaluate LEM on a Twitter corpus. Experimental results show that the proposed model achieves 83% in F-measure, and outperforms the state-of-the-art baseline by over 7%.© 2014 Association for Computational Linguistics.

Hierarchical Forest Management Planning: A Bilevel Wood Supply Modelling Approach

Le processus de planification forestière hiérarchique présentement en place sur les terres publiques risque d’échouer à deux niveaux. Au niveau supérieur, le processus en place ne fournit pas une preuve suffisante de la durabilité du niveau de récolte actuel. À un niveau inférieur, le processus en place n’appuie pas la réalisation du plein potentiel de création de valeur de la ressource forestière, contraignant parfois inutilement la planification à court terme de la récolte. Ces échecs sont attribuables à certaines hypothèses implicites au modèle d’optimisation de la possibilité forestière, ce qui pourrait expliquer pourquoi ce problème n’est pas bien documenté dans la littérature. Nous utilisons la théorie de l’agence pour modéliser le processus de planification forestière hiérarchique sur les terres publiques. Nous développons un cadre de simulation itératif en deux étapes pour estimer l’effet à long terme de l’interaction entre l’État et le consommateur de fibre, nous permettant ainsi d’établir certaines conditions pouvant mener à des ruptures de stock. Nous proposons ensuite une formulation améliorée du modèle d’optimisation de la possibilité forestière. La formulation classique du modèle d’optimisation de la possibilité forestière (c.-à-d., maximisation du rendement soutenu en fibre) ne considère pas que le consommateur de fibre industriel souhaite maximiser son profit, mais suppose plutôt la consommation totale de l’offre de fibre à chaque période, peu importe le potentiel de création de valeur de celle-ci. Nous étendons la formulation classique du modèle d’optimisation de la possibilité forestière afin de permettre l’anticipation du comportement du consommateur de fibre, augmentant ainsi la probabilité que l’offre de fibre soit entièrement consommée, rétablissant ainsi la validité de l’hypothèse de consommation totale de l’offre de fibre implicite au modèle d’optimisation. Nous modélisons la relation principal-agent entre le gouvernement et l’industrie à l’aide d’une formulation biniveau du modèle optimisation, où le niveau supérieur représente le processus de détermination de la possibilité forestière (responsabilité du gouvernement), et le niveau inférieur représente le processus de consommation de la fibre (responsabilité de l’industrie). Nous montrons que la formulation biniveau peux atténuer le risque de ruptures de stock, améliorant ainsi la crédibilité du processus de planification forestière hiérarchique. Ensemble, le modèle biniveau d’optimisation de la possibilité forestière et la méthodologie que nous avons développée pour résoudre celui-ci à l’optimalité, représentent une alternative aux méthodes actuellement utilisées. Notre modèle biniveau et le cadre de simulation itérative représentent un pas vers l’avant en matière de technologie de planification forestière axée sur la création de valeur. L’intégration explicite d’objectifs et de contraintes industrielles au processus de planification forestière, dès la détermination de la possibilité forestière, devrait favoriser une collaboration accrue entre les instances gouvernementales et industrielles, permettant ainsi d’exploiter le plein potentiel de création de valeur de la ressource forestière.

Assessing mackerel scad, Decapterus macarellus, in Cape Verde: using a Bayesian approach to biomass dynamic modelling in a data-limited situation

The fisheries for mackerel scad, Decapterus macarellus, are particularly important in Cape Verde, constituting almost 40% of total catches at the peak of the fishery in 1997 and 1998 ( 3700 tonnes). Catches have been stable at a much lower level of about 2 100 tonnes in recent years. Given the importance of mackerel scad in terms of catch weight and local food security, there is an urgent need for updated assessment. Stock assessment was carried out using a Bayesian approach to biomass dynamic modelling. In order to tackle the problem of a non-informative CPUE series, the intrinsic rate of increase, r, was estimated separately, and the ratio B-0/X, initial biomass relative to carrying capacity, was assumed based on available information. The results indicated that the current level of fishing is sustainable. The probability of collapse is low, particularly in the short-term, and it is likely that biomass may increase further above B-msy, indicating a healthy stock level. It would appear that it is relatively safe to increase catches even up to 4000 tonnes. However, the marginal posterior of r was almost identical to the prior, indicating that there is relatively low information content in CPUE. This was also the case in relation to B-0/X There have been substantial increases in fishing efficiency, which have not been adequately captured by the measure used for effort (days or trips), implying that the results may be overly optimistic and should be considered preliminary. (c) 2006 Elsevier B.V. All rights reserved.

Hierarchical active inference for cognitive architectures

This thesis explores the methods based on the free energy principle and active inference for modelling cognition. Active inference is an emerging framework for designing intelligent agents where psychological processes are cast in terms of Bayesian inference. Here, I appeal to it to test the design of a set of cognitive architectures, via simulation. These architectures are defined in terms of generative models where an agent executes a task under the assumption that all cognitive processes aspire to the same objective: the minimization of variational free energy. Chapter 1 introduces the free energy principle and its assumptions about self-organizing systems. Chapter 2 describes how from the mechanics of self-organization can emerge a minimal form of cognition able to achieve autopoiesis. In chapter 3 I present the method of how I formalize generative models for action and perception. The architectures proposed allow providing a more biologically plausible account of more complex cognitive processing that entails deep temporal features. I then present three simulation studies that aim to show different aspects of cognition, their associated behavior and the underlying neural dynamics. In chapter 4, the first study proposes an architecture that represents the visuomotor system for the encoding of actions during action observation, understanding and imitation. In chapter 5, the generative model is extended and is lesioned to simulate brain damage and neuropsychological patterns observed in apraxic patients. In chapter 6, the third study proposes an architecture for cognitive control and the modulation of attention for action selection. At last, I argue how active inference can provide a formal account of information processing in the brain and how the adaptive capabilities of the simulated agents are a mere consequence of the architecture of the generative models. Cognitive processing, then, becomes an emergent property of the minimization of variational free energy.

Financial distress, financial constraint and investment decision: Evidence from Brazil

This paper analyses the presence of financial constraint in the investment decisions of 367 Brazilian firms from 1997 to 2004, using a Bayesian econometric model with group-varying parameters. The motivation for this paper is the use of clustering techniques to group firms in a totally endogenous form. In order to classify the firms we used a hybrid clustering method, that is, hierarchical and non-hierarchical clustering techniques jointly. To estimate the parameters a Bayesian approach was considered. Prior distributions were assumed for the parameters, classifying the model in random or fixed effects. Ordinate predictive density criterion was used to select the model providing a better prediction. We tested thirty models and the better prediction considers the presence of 2 groups in the sample, assuming the fixed effect model with a Student t distribution with 20 degrees of freedom for the error. The results indicate robustness in the identification of financial constraint when the firms are classified by the clustering techniques. (C) 2010 Elsevier B.V. All rights reserved.

Pricing farm-level agricultural insurance: a Bayesian approach

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

Disaggregation of polygons of surficial geology and soil maps using spatial modelling and legacy data

Examples from the Murray-Darling basin in Australia are used to illustrate different methods of disaggregation of reconnaissance-scale maps. One approach for disaggregation revolves around the de-convolution of the soil-landscape paradigm elaborated during a soil survey. The descriptions of soil ma units and block diagrams in a soil survey report detail soil-landscape relationships or soil toposequences that can be used to disaggregate map units into component landscape elements. Toposequences can be visualised on a computer by combining soil maps with digital elevation data. Expert knowledge or statistics can be used to implement the disaggregation. Use of a restructuring element and k-means clustering are illustrated. Another approach to disaggregation uses training areas to develop rules to extrapolate detailed mapping into other, larger areas where detailed mapping is unavailable. A two-level decision tree example is presented. At one level, the decision tree method is used to capture mapping rules from the training area; at another level, it is used to define the domain over which those rules can be extrapolated. (C) 2001 Elsevier Science B.V. All rights reserved.

Bridging the gap between different statistical approaches: An integrated framework for modelling

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good practice in statistics' by establishing a comprehensive framework for modelling that focuses on exploration, prediction, interpretation and reliability assessment, a relatively new idea that allows individual assessment of predictions. The integrated framework we present comprises two stages. The first involves the use of exploratory methods to help visually understand the data and identify a parsimonious set of explanatory variables. The second encompasses a two step modelling process, where the use of non-parametric methods such as decision trees and generalized additive models are promoted to identify important variables and their modelling relationship with the response before a final predictive model is considered. We focus on fitting the predictive model using parametric, non-parametric and Bayesian approaches. This paper is motivated by a medical problem where interest focuses on developing a risk stratification system for morbidity of 1,710 cardiac patients given a suite of demographic, clinical and preoperative variables. Although the methods we use are applied specifically to this case study, these methods can be applied across any field, irrespective of the type of response.