Eigenvoice modeling for cross likelihood ratio based speaker clustering : a Bayesian approach

This paper proposes the use of Bayesian approaches with the cross likelihood ratio (CLR) as a criterion for speaker clustering within a speaker diarization system, using eigenvoice modeling techniques. The CLR has previously been shown to be an effective decision criterion for speaker clustering using Gaussian mixture models. Recently, eigenvoice modeling has become an increasingly popular technique, due to its ability to adequately represent a speaker based on sparse training data, as well as to provide an improved capture of differences in speaker characteristics. The integration of eigenvoice modeling into the CLR framework to capitalize on the advantage of both techniques has also been shown to be beneficial for the speaker clustering task. Building on that success, this paper proposes the use of Bayesian methods to compute the conditional probabilities in computing the CLR, thus effectively combining the eigenvoice-CLR framework with the advantages of a Bayesian approach to the diarization problem. Results obtained on the 2002 Rich Transcription (RT-02) Evaluation dataset show an improved clustering performance, resulting in a 33.5% relative improvement in the overall Diarization Error Rate (DER) compared to the baseline system.

Towards Bayesian experimental design for nonlinear models that require a large number of sampling times

The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.

Bayesian algorithms with applications

Advances in algorithms for approximate sampling from a multivariable target function have led to solutions to challenging statistical inference problems that would otherwise not be considered by the applied scientist. Such sampling algorithms are particularly relevant to Bayesian statistics, since the target function is the posterior distribution of the unobservables given the observables. In this thesis we develop, adapt and apply Bayesian algorithms, whilst addressing substantive applied problems in biology and medicine as well as other applications. For an increasing number of high-impact research problems, the primary models of interest are often sufficiently complex that the likelihood function is computationally intractable. Rather than discard these models in favour of inferior alternatives, a class of Bayesian "likelihoodfree" techniques (often termed approximate Bayesian computation (ABC)) has emerged in the last few years, which avoids direct likelihood computation through repeated sampling of data from the model and comparing observed and simulated summary statistics. In Part I of this thesis we utilise sequential Monte Carlo (SMC) methodology to develop new algorithms for ABC that are more efficient in terms of the number of model simulations required and are almost black-box since very little algorithmic tuning is required. In addition, we address the issue of deriving appropriate summary statistics to use within ABC via a goodness-of-fit statistic and indirect inference. Another important problem in statistics is the design of experiments. That is, how one should select the values of the controllable variables in order to achieve some design goal. The presences of parameter and/or model uncertainty are computational obstacles when designing experiments but can lead to inefficient designs if not accounted for correctly. The Bayesian framework accommodates such uncertainties in a coherent way. If the amount of uncertainty is substantial, it can be of interest to perform adaptive designs in order to accrue information to make better decisions about future design points. This is of particular interest if the data can be collected sequentially. In a sense, the current posterior distribution becomes the new prior distribution for the next design decision. Part II of this thesis creates new algorithms for Bayesian sequential design to accommodate parameter and model uncertainty using SMC. The algorithms are substantially faster than previous approaches allowing the simulation properties of various design utilities to be investigated in a more timely manner. Furthermore the approach offers convenient estimation of Bayesian utilities and other quantities that are particularly relevant in the presence of model uncertainty. Finally, Part III of this thesis tackles a substantive medical problem. A neurological disorder known as motor neuron disease (MND) progressively causes motor neurons to no longer have the ability to innervate the muscle fibres, causing the muscles to eventually waste away. When this occurs the motor unit effectively ‘dies’. There is no cure for MND, and fatality often results from a lack of muscle strength to breathe. The prognosis for many forms of MND (particularly amyotrophic lateral sclerosis (ALS)) is particularly poor, with patients usually only surviving a small number of years after the initial onset of disease. Measuring the progress of diseases of the motor units, such as ALS, is a challenge for clinical neurologists. Motor unit number estimation (MUNE) is an attempt to directly assess underlying motor unit loss rather than indirect techniques such as muscle strength assessment, which generally is unable to detect progressions due to the body’s natural attempts at compensation. Part III of this thesis builds upon a previous Bayesian technique, which develops a sophisticated statistical model that takes into account physiological information about motor unit activation and various sources of uncertainties. More specifically, we develop a more reliable MUNE method by applying marginalisation over latent variables in order to improve the performance of a previously developed reversible jump Markov chain Monte Carlo sampler. We make other subtle changes to the model and algorithm to improve the robustness of the approach.

Uncertainty analysis of pollutant build-up modelling based on a Bayesian Weighted Least Squares approach

Reliable pollutant build-up prediction plays a critical role in the accuracy of urban stormwater quality modelling outcomes. However, water quality data collection is resource demanding compared to streamflow data monitoring, where a greater quantity of data is generally available. Consequently, available water quality data sets span only relatively short time scales unlike water quantity data. Therefore, the ability to take due consideration of the variability associated with pollutant processes and natural phenomena is constrained. This in turn gives rise to uncertainty in the modelling outcomes as research has shown that pollutant loadings on catchment surfaces and rainfall within an area can vary considerably over space and time scales. Therefore, the assessment of model uncertainty is an essential element of informed decision making in urban stormwater management. This paper presents the application of a range of regression approaches such as ordinary least squares regression, weighted least squares Regression and Bayesian Weighted Least Squares Regression for the estimation of uncertainty associated with pollutant build-up prediction using limited data sets. The study outcomes confirmed that the use of ordinary least squares regression with fixed model inputs and limited observational data may not provide realistic estimates. The stochastic nature of the dependent and independent variables need to be taken into consideration in pollutant build-up prediction. It was found that the use of the Bayesian approach along with the Monte Carlo simulation technique provides a powerful tool, which attempts to make the best use of the available knowledge in the prediction and thereby presents a practical solution to counteract the limitations which are otherwise imposed on water quality modelling.

Investigating effective wayfinding in airports : a Bayesian network approach

Effective Wayfinding is the successful interplay of human and environmental factors resulting in a person successfully moving from their current position to a desired location in a timely manner. To date this process has not been modelled to reflect this interplay. This paper proposes a complex modelling system approach of wayfinding by using Bayesian Networks to model this process, and applies the model to airports. The model suggests that human factors have a greater impact on effective wayfinding in airports than environmental factors. The greatest influences on human factors are found to be the level of spatial anxiety experienced by travellers and their cognitive and spatial skills. The model also predicted that the navigation pathway that a traveller must traverse has a larger impact on the effectiveness of an airport’s environment in promoting effective wayfinding than the terminal design.

Bayesian computation via empirical likelihood

Approximate Bayesian computation has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical likelihood provides another route to such settings that bypasses simulations from the model and the choices of the approximate Bayesian computation parameters (summary statistics, distance, tolerance), while being convergent in the number of observations. Furthermore, bypassing model simulations may lead to significant time savings in complex models, for instance those found in population genetics. The Bayesian computation with empirical likelihood algorithm we develop in this paper also provides an evaluation of its own performance through an associated effective sample size. The method is illustrated using several examples, including estimation of standard distributions, time series, and population genetics models.

Exact and approximate Bayesian inference for low count time series models with intractable likelihoods

In this paper we present a new simulation methodology in order to obtain exact or approximate Bayesian inference for models for low-valued count time series data that have computationally demanding likelihood functions. The algorithm fits within the framework of particle Markov chain Monte Carlo (PMCMC) methods. The particle filter requires only model simulations and, in this regard, our approach has connections with approximate Bayesian computation (ABC). However, an advantage of using the PMCMC approach in this setting is that simulated data can be matched with data observed one-at-a-time, rather than attempting to match on the full dataset simultaneously or on a low-dimensional non-sufficient summary statistic, which is common practice in ABC. For low-valued count time series data we find that it is often computationally feasible to match simulated data with observed data exactly. Our particle filter maintains $N$ particles by repeating the simulation until $N+1$ exact matches are obtained. Our algorithm creates an unbiased estimate of the likelihood, resulting in exact posterior inferences when included in an MCMC algorithm. In cases where exact matching is computationally prohibitive, a tolerance is introduced as per ABC. A novel aspect of our approach is that we introduce auxiliary variables into our particle filter so that partially observed and/or non-Markovian models can be accommodated. We demonstrate that Bayesian model choice problems can be easily handled in this framework.

Using a Bayesian network to model colonisation with Vancomycin Resistant Enterococcus (VRE)

Objective: Effective management of multi-resistant organisms is an important issue for hospitals both in Australia and overseas. This study investigates the utility of using Bayesian Network (BN) analysis to examine relationships between risk factors and colonization with Vancomycin Resistant Enterococcus (VRE). Design: Bayesian Network Analysis was performed using infection control data collected over a period of 36 months (2008-2010). Setting: Princess Alexandra Hospital (PAH), Brisbane. Outcome of interest: Number of new VRE Isolates Methods: A BN is a probabilistic graphical model that represents a set of random variables and their conditional dependencies via a directed acyclic graph (DAG). BN enables multiple interacting agents to be studied simultaneously. The initial BN model was constructed based on the infectious disease physician‟s expert knowledge and current literature. Continuous variables were dichotomised by using third quartile values of year 2008 data. BN was used to examine the probabilistic relationships between VRE isolates and risk factors; and to establish which factors were associated with an increased probability of a high number of VRE isolates. Software: Netica (version 4.16). Results: Preliminary analysis revealed that VRE transmission and VRE prevalence were the most influential factors in predicting a high number of VRE isolates. Interestingly, several factors (hand hygiene and cleaning) known through literature to be associated with VRE prevalence, did not appear to be as influential as expected in this BN model. Conclusions: This preliminary work has shown that Bayesian Network Analysis is a useful tool in examining clinical infection prevention issues, where there is often a web of factors that influence outcomes. This BN model can be restructured easily enabling various combinations of agents to be studied.

A Bayesian approach to the determination of ignition delay

A novel in-cylinder pressure method for determining ignition delay has been proposed and demonstrated. This method proposes a new Bayesian statistical model to resolve the start of combustion, defined as being the point at which the band-pass in-cylinder pressure deviates from background noise and the combustion resonance begins. Further, it is demonstrated that this method is still accurate in situations where there is noise present. The start of combustion can be resolved for each cycle without the need for ad hoc methods such as cycle averaging. Therefore, this method allows for analysis of consecutive cycles and inter-cycle variability studies. Ignition delay obtained by this method and by the net rate of heat release have been shown to give good agreement. However, the use of combustion resonance to determine the start of combustion is preferable over the net rate of heat release method because it does not rely on knowledge of heat losses and will still function accurately in the presence of noise. Results for a six-cylinder turbo-charged common-rail diesel engine run with neat diesel fuel at full, three quarters and half load have been presented. Under these conditions the ignition delay was shown to increase as the load was decreased with a significant increase in ignition delay at half load, when compared with three quarter and full loads.

Combining elicited expert knowledge into Bayesian priors

Information that is elicited from experts can be treated as `data', so can be analysed using a Bayesian statistical model, to formulate a prior model. Typically methods for encoding a single expert's knowledge have been parametric, constrained by the extent of an expert's knowledge and energy regarding a target parameter. Interestingly these methods have often been deterministic, in that all elicited information is treated at `face value', without error. Here we sought a parametric and statistical approach for encoding assessments from multiple experts. Our recent work proposed and demonstrated the use of a flexible hierarchical model for this purpose. In contrast to previous mathematical approaches like linear or geometric pooling, our new approach accounts for several sources of variation: elicitation error, encoding error and expert diversity. Of interest are the practical, mathematical and philosophical interpretations of this form of hierarchical pooling (which is both statistical and parametric), and how it fits within the subjective Bayesian paradigm. Case studies from a bioassay and project management (on PhDs) are used to illustrate the approach.

In-cylinder pressure and inter-cycle variability analysis for a compression ignition engine : Bayesian approaches

This thesis introduced Bayesian statistics as an analysis technique to isolate resonant frequency information in in-cylinder pressure signals taken from internal combustion engines. Applications of these techniques are relevant to engine design (performance and noise), energy conservation (fuel consumption) and alternative fuel evaluation. The use of Bayesian statistics, over traditional techniques, allowed for a more in-depth investigation into previously difficult to isolate engine parameters on a cycle-by-cycle basis. Specifically, these techniques facilitated the determination of the start of pre-mixed and diffusion combustion and for the in-cylinder temperature profile to be resolved on individual consecutive engine cycles. Dr Bodisco further showed the utility of the Bayesian analysis techniques by applying them to in-cylinder pressure signals taken from a compression ignition engine run with fumigated ethanol.

Homeostatic epistemology : reliability, coherence and coordination in a Bayesian virtue epistemology

How do agents with limited cognitive capacities flourish in informationally impoverished or unexpected circumstances? Aristotle argued that human flourishing emerged from knowing about the world and our place within it. If he is right, then the virtuous processes that produce knowledge, best explain flourishing. Influenced by Aristotle, virtue epistemology defends an analysis of knowledge where beliefs are evaluated for their truth and the intellectual virtue or competences relied on in their creation. However, human flourishing may emerge from how degrees of ignorance are managed in an uncertain world. Perhaps decision-making in the shadow of knowledge best explains human wellbeing—a Bayesian approach? In this dissertation I argue that a hybrid of virtue and Bayesian epistemologies explains human flourishing—what I term homeostatic epistemology. Homeostatic epistemology supposes that an agent has a rational credence p when p is the product of reliable processes aligned with the norms of probability theory; whereas an agent knows that p when a rational credence p is the product of reliable processes such that: 1) p meets some relevant threshold for belief (such that the agent acts as though p were true and indeed p is true), 2) p coheres with a satisficing set of relevant beliefs and, 3) the relevant set of beliefs is coordinated appropriately to meet the integrated aims of the agent. Homeostatic epistemology recognizes that justificatory relationships between beliefs are constantly changing to combat uncertainties and to take advantage of predictable circumstances. Contrary to holism, justification is built up and broken down across limited sets like the anabolic and catabolic processes that maintain homeostasis in the cells, organs and systems of the body. It is the coordination of choristic sets of reliably produced beliefs that create the greatest flourishing given the limitations inherent in the situated agent.

Bayesian modelling of surveillance and proof of freedom : the mathematical, logical & psychological challenges

Keeping exotic plant pests out of our country relies on good border control or quarantine. However with increasing globalization and mobilization some things slip through. Then the back up systems become important. This can include an expensive form of surveillance that purposively targets particular pests. A much wider net is provided by general surveillance, which is assimilated into everyday activities, like farmers checking the health of their crops. In fact farmers and even home gardeners have provided a front line warning system for some pests (eg European wasp) that could otherwise have wreaked havoc. Mathematics is used to model how surveillance works in various situations. Within this virtual world we can play with various surveillance and management strategies to "see" how they would work, or how to make them work better. One of our greatest challenges is estimating some of the input parameters : because the pest hasn't been here before, it's hard to predict how well it might behave: establishing, spreading, and what types of symptoms it might express. So we rely on experts to help us with this. This talk will look at the mathematical, psychological and logical challenges of helping experts to quantify what they think. We show how the subjective Bayesian approach is useful for capturing expert uncertainty, ultimately providing a more complete picture of what they think... And what they don't!

Bayesian survival analysis using gene expression

This thesis developed and applied Bayesian models for the analysis of survival data. The gene expression was considered as explanatory variables within the Bayesian survival model which can be considered the new contribution in the analysis of such data. The censoring factor that is inherent of survival data has also been addressed in terms of its impact on the fitting of a finite mixture of Weibull distribution with and without covariates. To investigate this, simulation study were carried out under several censoring percentages. Censoring percentage as high as 80% is acceptable here as the work involved high dimensional data. Lastly the Bayesian model averaging approach was developed to incorporate model uncertainty in the prediction of survival.

A flexible Bayesian model for describing temporal variability of N2O emissions from an Australian pasture

Soil-based emissions of nitrous oxide (N2O), a well-known greenhouse gas, have been associated with changes in soil water-filled pore space (WFPS) and soil temperature in many previous studies. However, it is acknowledged that the environment-N2O relationship is complex and still relatively poorly unknown. In this article, we employed a Bayesian model selection approach (Reversible jump Markov chain Monte Carlo) to develop a data-informed model of the relationship between daily N2O emissions and daily WFPS and soil temperature measurements between March 2007 and February 2009 from a soil under pasture in Queensland, Australia, taking seasonal factors and time-lagged effects into account. The model indicates a very strong relationship between a hybrid seasonal structure and daily N2O emission, with the latter substantially increased in summer. Given the other variables in the model, daily soil WFPS, lagged by a week, had a negative influence on daily N2O; there was evidence of a nonlinear positive relationship between daily soil WFPS and daily N2O emission; and daily soil temperature tended to have a linear positive relationship with daily N2O emission when daily soil temperature was above a threshold of approximately 19°C. We suggest that this flexible Bayesian modeling approach could facilitate greater understanding of the shape of the covariate-N2O flux relation and detection of effect thresholds in the natural temporal variation of environmental variables on N2O emission.