884 resultados para Bayesian filtering
Resumo:
The interpretation of the Wechsler Intelligence Scale for Children-Fourth Edition (WISC-IV) is based on a 4-factor model, which is only partially compatible with the mainstream Cattell-Horn-Carroll (CHC) model of intelligence measurement. The structure of cognitive batteries is frequently analyzed via exploratory factor analysis and/or confirmatory factor analysis. With classical confirmatory factor analysis, almost all crossloadings between latent variables and measures are fixed to zero in order to allow the model to be identified. However, inappropriate zero cross-loadings can contribute to poor model fit, distorted factors, and biased factor correlations; most important, they do not necessarily faithfully reflect theory. To deal with these methodological and theoretical limitations, we used a new statistical approach, Bayesian structural equation modeling (BSEM), among a sample of 249 French-speaking Swiss children (8-12 years). With BSEM, zero-fixed cross-loadings between latent variables and measures are replaced by approximate zeros, based on informative, small-variance priors. Results indicated that a direct hierarchical CHC-based model with 5 factors plus a general intelligence factor better represented the structure of the WISC-IV than did the 4-factor structure and the higher order models. Because a direct hierarchical CHC model was more adequate, it was concluded that the general factor should be considered as a breadth rather than a superordinate factor. Because it was possible for us to estimate the influence of each of the latent variables on the 15 subtest scores, BSEM allowed improvement of the understanding of the structure of intelligence tests and the clinical interpretation of the subtest scores.
Resumo:
This paper analyses and discusses arguments that emerge from a recent discussion about the proper assessment of the evidential value of correspondences observed between the characteristics of a crime stain and those of a sample from a suspect when (i) this latter individual is found as a result of a database search and (ii) remaining database members are excluded as potential sources (because of different analytical characteristics). Using a graphical probability approach (i.e., Bayesian networks), the paper here intends to clarify that there is no need to (i) introduce a correction factor equal to the size of the searched database (i.e., to reduce a likelihood ratio), nor to (ii) adopt a propositional level not directly related to the suspect matching the crime stain (i.e., a proposition of the kind 'some person in (outside) the database is the source of the crime stain' rather than 'the suspect (some other person) is the source of the crime stain'). The present research thus confirms existing literature on the topic that has repeatedly demonstrated that the latter two requirements (i) and (ii) should not be a cause of concern.
Resumo:
We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a flexible model which accounts for both interdependencies in the cross section and time variations in the parameters. Posterior distributions for the parameters are obtained for a particular type of diffuse, for Minnesota-type and for hierarchical priors. Formulas for multistep, multiunit point and average forecasts are provided. An application to the problem of forecasting the growth rate of output and of predicting turning points in the G-7 illustrates the approach. A comparison with alternative forecasting methods is also provided.
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We propose a method to estimate time invariant cyclical DSGE models using the informationprovided by a variety of filters. We treat data filtered with alternative procedures as contaminated proxies of the relevant model-based quantities and estimate structural and non-structuralparameters jointly using a signal extraction approach. We employ simulated data to illustratethe properties of the procedure and compare our conclusions with those obtained when just onefilter is used. We revisit the role of money in the transmission of monetary business cycles.
Resumo:
This paper proposes a common and tractable framework for analyzingdifferent definitions of fixed and random effects in a contant-slopevariable-intercept model. It is shown that, regardless of whethereffects (i) are treated as parameters or as an error term, (ii) areestimated in different stages of a hierarchical model, or whether (iii)correlation between effects and regressors is allowed, when the sameinformation on effects is introduced into all estimation methods, theresulting slope estimator is also the same across methods. If differentmethods produce different results, it is ultimately because differentinformation is being used for each methods.
Resumo:
Detecting local differences between groups of connectomes is a great challenge in neuroimaging, because the large number of tests that have to be performed and the impact on multiplicity correction. Any available information should be exploited to increase the power of detecting true between-group effects. We present an adaptive strategy that exploits the data structure and the prior information concerning positive dependence between nodes and connections, without relying on strong assumptions. As a first step, we decompose the brain network, i.e., the connectome, into subnetworks and we apply a screening at the subnetwork level. The subnetworks are defined either according to prior knowledge or by applying a data driven algorithm. Given the results of the screening step, a filtering is performed to seek real differences at the node/connection level. The proposed strategy could be used to strongly control either the family-wise error rate or the false discovery rate. We show by means of different simulations the benefit of the proposed strategy, and we present a real application of comparing connectomes of preschool children and adolescents.
Resumo:
Introduction: As imatinib pharmacokinetics are highly variable, plasma levels differ largely between patients under the same dosage. Retrospective studies in chronic myeloid leukemia (CML) patients showed significant correlations between low levels and suboptimal response, as well as between high levels and poor tolerability. Monitoring of trough plasma levels, targeting 1000 μg/L and above, is thus increasingly advised. Our study was launched to assess prospectively the clinical usefulness of systematic imatinib TDM in CML patients. This preliminary analysis addresses the appropriateness of the dosage adjustment approach applied in this study, which targets the recommended trough level and allows an interval of 4-24 h after last drug intake for blood sampling. Methods: Blood samples from the first 15 patients undergoing 1st TDM were obtained 1.5-25 h after last dose. Imatinib plasma levels were measured by LC-MS/MS and the concentrations were extrapolated to trough based on a Bayesian approach using a population pharmacokinetic model. Trough levels were predicted to differ significantly from the target in 12 patients (10 <750 μg/L; 2 >1500 μg/L along with poor tolerance) and individual dose adjustments were proposed. 8 patients underwent a 2nd TDM cycle. Trough levels of 1st and 2nd TDM were compared, the sample drawn 1.5 h after last dose (during distribution phase) was excluded from the analysis. Results: Individual dose adjustments were applied in 6 patients. Observed concentrations extrapolated to trough ranged from 360 to 1832 μg/L (median 725; mean 810, CV 52%) on 1st TDM and from 720 to 1187 μg/L (median 950; mean 940, CV 18%) on 2nd TDM cycle. Conclusions: These preliminary results suggest that TDM of imatinib using a Bayesian interpretation is able to target the recommended trough level of 1000 μg/L and to reduce the considerable differences in trough level exposure between patients (with CV decreasing from 52% to 18%). While this may simplify blood collection in daily practice, as samples do not have to be drawn exactly at trough, the largest possible interval to last drug intake yet remains preferable to avoid sampling during distribution phase leading to biased extrapolation. This encourages the evaluation of the clinical benefit of a routine TDM intervention in CML patients, which the randomized Swiss I-COME trial aims to.
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A common problem in video surveys in very shallow waters is the presence of strong light fluctuations, due to sun light refraction. Refracted sunlight casts fast moving patterns, which can significantly degrade the quality of the acquired data. Motivated by the growing need to improve the quality of shallow water imagery, we propose a method to remove sunlight patterns in video sequences. The method exploits the fact that video sequences allow several observations of the same area of the sea floor, over time. It is based on computing the image difference between a given reference frame and the temporal median of a registered set of neighboring images. A key observation is that this difference will have two components with separable spectral content. One is related to the illumination field (lower spatial frequencies) and the other to the registration error (higher frequencies). The illumination field, recovered by lowpass filtering, is used to correct the reference image. In addition to removing the sunflickering patterns, an important advantage of the approach is the ability to preserve the sharpness in corrected image, even in the presence of registration inaccuracies. The effectiveness of the method is illustrated in image sets acquired under strong camera motion containing non-rigid benthic structures. The results testify the good performance and generality of the approach
Resumo:
The development and tests of an iterative reconstruction algorithm for emission tomography based on Bayesian statistical concepts are described. The algorithm uses the entropy of the generated image as a prior distribution, can be accelerated by the choice of an exponent, and converges uniformly to feasible images by the choice of one adjustable parameter. A feasible image has been defined as one that is consistent with the initial data (i.e. it is an image that, if truly a source of radiation in a patient, could have generated the initial data by the Poisson process that governs radioactive disintegration). The fundamental ideas of Bayesian reconstruction are discussed, along with the use of an entropy prior with an adjustable contrast parameter, the use of likelihood with data increment parameters as conditional probability, and the development of the new fast maximum a posteriori with entropy (FMAPE) Algorithm by the successive substitution method. It is shown that in the maximum likelihood estimator (MLE) and FMAPE algorithms, the only correct choice of initial image for the iterative procedure in the absence of a priori knowledge about the image configuration is a uniform field.
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In this paper we present a Bayesian image reconstruction algorithm with entropy prior (FMAPE) that uses a space-variant hyperparameter. The spatial variation of the hyperparameter allows different degrees of resolution in areas of different statistical characteristics, thus avoiding the large residuals resulting from algorithms that use a constant hyperparameter. In the first implementation of the algorithm, we begin by segmenting a Maximum Likelihood Estimator (MLE) reconstruction. The segmentation method is based on using a wavelet decomposition and a self-organizing neural network. The result is a predetermined number of extended regions plus a small region for each star or bright object. To assign a different value of the hyperparameter to each extended region and star, we use either feasibility tests or cross-validation methods. Once the set of hyperparameters is obtained, we carried out the final Bayesian reconstruction, leading to a reconstruction with decreased bias and excellent visual characteristics. The method has been applied to data from the non-refurbished Hubble Space Telescope. The method can be also applied to ground-based images.
Resumo:
When preparing an article on image restoration in astronomy, it is obvious that some topics have to be dropped to keep the work at reasonable length. We have decided to concentrate on image and noise models and on the algorithms to find the restoration. Topics like parameter estimation and stopping rules are also commented on. We start by describing the Bayesian paradigm and then proceed to study the noise and blur models used by the astronomical community. Then the prior models used to restore astronomical images are examined. We describe the algorithms used to find the restoration for the most common combinations of degradation and image models. Then we comment on important issues such as acceleration of algorithms, stopping rules, and parameter estimation. We also comment on the huge amount of information available to, and made available by, the astronomical community.
A filtering method to correct time-lapse 3D ERT data and improve imaging of natural aquifer dynamics
Resumo:
We have developed a processing methodology that allows crosshole ERT (electrical resistivity tomography) monitoring data to be used to derive temporal fluctuations of groundwater electrical resistivity and thereby characterize the dynamics of groundwater in a gravel aquifer as it is infiltrated by river water. Temporal variations of the raw ERT apparent-resistivity data were mainly sensitive to the resistivity (salinity), temperature and height of the groundwater, with the relative contributions of these effects depending on the time and the electrode configuration. To resolve the changes in groundwater resistivity, we first expressed fluctuations of temperature-detrended apparent-resistivity data as linear superpositions of (i) time series of riverwater-resistivity variations convolved with suitable filter functions and (ii) linear and quadratic representations of river-water-height variations multiplied by appropriate sensitivity factors; river-water height was determined to be a reliable proxy for groundwater height. Individual filter functions and sensitivity factors were obtained for each electrode configuration via deconvolution using a one month calibration period and then the predicted contributions related to changes in water height were removed prior to inversion of the temperature-detrended apparent-resistivity data. Applications of the filter functions and sensitivity factors accurately predicted the apparent-resistivity variations (the correlation coefficient was 0.98). Furthermore, the filtered ERT monitoring data and resultant time-lapse resistivity models correlated closely with independently measured groundwater electrical resistivity monitoring data and only weakly with the groundwater-height fluctuations. The inversion results based on the filtered ERT data also showed significantly less inversion artefacts than the raw data inversions. We observed resistivity increases of up to 10% and the arrival time peaks in the time-lapse resistivity models matched those in the groundwater resistivity monitoring data.