Search for νμ→νe oscillations with the OPERA experiment in the CNGS beam

A first result of the search for nu(mu)->nu(e) oscillations in the OPERA experiment, located at the Gran Sasso Underground Laboratory, is presented. The experiment looked for the appearance of nu(e) in the CNGS neutrino beam using the data collected in 2008 and 2009. Data are compatible with the non-oscillation hypothesis in the three-flavour mixing model. A further analysis of the same data constrains the non-standard oscillation parameters theta(new) and Delta m(new)(2) suggested by the LSND and MiniBooNE experiments. For large Delta m(new)(2) values (>0.1 eV(2)), the OPERA 90% C.L. upper limit on sin(2)(2 theta(new)) based on a Bayesian statistical method reaches the value 7.2 x 10(-3).

Coherence and Elicitability

The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be able to verify and compare competing estimation procedures. In statistical decision theory, risk measures for which such verification and comparison is possible, are called elicitable. It is known that quantile-based risk measures such as value at risk are elicitable. In this paper, the existing result of the nonelicitability of expected shortfall is extended to all law-invariant spectral risk measures unless they reduce to minus the expected value. Hence, it is unclear how to perform forecast verification or comparison. However, the class of elicitable law-invariant coherent risk measures does not reduce to minus the expected value. We show that it consists of certain expectiles.

A test of a stochastic theory of choice,

Mode of access: Internet.

Computer methods for analysis and synthesis of visual texture,

"C00-2118-0048."

Adaptive modelling of likelihood classification; [final report,

Mode of access: Internet.

On measuring the value of information, with implications for communications systems.

Photocopy.

Decisions under uncertainty; drilling decisions by oil and gas operators.

Includes bibliography.

Engineering economy : the analysis of management decisions /

Bibliographie: p. 495-499.

Community- and population-level effects of chytridiomycosis in a Neotropical amphibian community

As the number of fungal pathogen outbreaks become more frequent worldwide across taxa, so have the number of species extirpations and communities persisting with the pathogen. This phenomenon raises questions, such as: “what leads to host extinction during an outbreak?” and “how are hosts persisting once the pathogen establishes?.” But the data on host populations and communities across life stages before and after pathogen arrival rarely exist to answer these questions. Over the past three to four decades, the amphibian-killing fungus Batrachochytrim dendrobatidis (Bd) spread in a wave-like manner across Central America, leading to rapid species extirpations and population declines. I collected data on tadpole and adult amphibians in El Copé, Panama before, during, and after the Bd outbreak to answer these questions. I used Bayesian statistical approaches to account for imperfect host and pathogen detection of marked and unmarked individuals. In the tadpole community, within 11 months of Bds arrival, density and occupancy rapidly declined. Species losses were phylogenetically correlated, with glass frogs disappearing first, and tree frogs and poison-dart frogs remaining. I found that tadpole communities resembled one another more strongly after the outbreak than they did before Bd invasion. I found no tadpoles within 22 months of the outbreak and limited signs of recovery within 10 years. In contrast, at the same site, for a population of male glass frogs, Espadarana prosopleon, I found that 10 years post-outbreak, the population was consistently half its historic abundance, and that the lack of recruits to the population explained why the population had not rebounded, rather than high pathogen-induced mortality. And finally, examining the entire amphibian community, I found high pathogen prevalence, low infection intensities, and high survival rates of uninfected and infected hosts. Bd transmission risk, i.e., the probability a susceptible host becomes infected, did not relate to host density, pathogen prevalence, or infection intensity– Bd transmission risk was uniform across the study area. My results are especially relevant to conservation biologists aiming to predict the future impacts of Bd outbreaks, those trying to manage persisting populations, and those interested in reintroducing species back into wild amphibian communities.

A Bayesian Approach for Decision Making on the Identification of Genes with Different Expression Levels: An Application to Escherichia coli Bacterium Data

A common interest in gene expression data analysis is to identify from a large pool of candidate genes the genes that present significant changes in expression levels between a treatment and a control biological condition. Usually, it is done using a statistic value and a cutoff value that are used to separate the genes differentially and nondifferentially expressed. In this paper, we propose a Bayesian approach to identify genes differentially expressed calculating sequentially credibility intervals from predictive densities which are constructed using the sampled mean treatment effect from all genes in study excluding the treatment effect of genes previously identified with statistical evidence for difference. We compare our Bayesian approach with the standard ones based on the use of the t-test and modified t-tests via a simulation study, using small sample sizes which are common in gene expression data analysis. Results obtained report evidence that the proposed approach performs better than standard ones, especially for cases with mean differences and increases in treatment variance in relation to control variance. We also apply the methodologies to a well-known publicly available data set on Escherichia coli bacterium.

Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

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.

Reinforcement Learning Based on the Bayesian Theorem for Electricity Markets Decision Support

This paper presents the applicability of a reinforcement learning algorithm based on the application of the Bayesian theorem of probability. The proposed reinforcement learning algorithm is an advantageous and indispensable tool for ALBidS (Adaptive Learning strategic Bidding System), a multi-agent system that has the purpose of providing decision support to electricity market negotiating players. ALBidS uses a set of different strategies for providing decision support to market players. These strategies are used accordingly to their probability of success for each different context. The approach proposed in this paper uses a Bayesian network for deciding the most probably successful action at each time, depending on past events. The performance of the proposed methodology is tested using electricity market simulations in MASCEM (Multi-Agent Simulator of Competitive Electricity Markets). MASCEM provides the means for simulating a real electricity market environment, based on real data from real electricity market operators.

Bayesian Networks for Probabilistic Inference and Decision Analysis in Forensic Science

Continuing developments in science and technology mean that the amounts of information forensic scientists are able to provide for criminal investigations is ever increasing. The commensurate increase in complexity creates difficulties for scientists and lawyers with regard to evaluation and interpretation, notably with respect to issues of inference and decision. Probability theory, implemented through graphical methods, and specifically Bayesian networks, provides powerful methods to deal with this complexity. Extensions of these methods to elements of decision theory provide further support and assistance to the judicial system. Bayesian Networks for Probabilistic Inference and Decision Analysis in Forensic Science provides a unique and comprehensive introduction to the use of Bayesian decision networks for the evaluation and interpretation of scientific findings in forensic science, and for the support of decision-makers in their scientific and legal tasks. Includes self-contained introductions to probability and decision theory. Develops the characteristics of Bayesian networks, object-oriented Bayesian networks and their extension to decision models. Features implementation of the methodology with reference to commercial and academically available software. Presents standard networks and their extensions that can be easily implemented and that can assist in the reader's own analysis of real cases. Provides a technique for structuring problems and organizing data based on methods and principles of scientific reasoning. Contains a method for the construction of coherent and defensible arguments for the analysis and evaluation of scientific findings and for decisions based on them. Is written in a lucid style, suitable for forensic scientists and lawyers with minimal mathematical background. Includes a foreword by Ian Evett. The clear and accessible style of this second edition makes this book ideal for all forensic scientists, applied statisticians and graduate students wishing to evaluate forensic findings from the perspective of probability and decision analysis. It will also appeal to lawyers and other scientists and professionals interested in the evaluation and interpretation of forensic findings, including decision making based on scientific information.