Bayesian indirect inference using a parametric auxiliary model

Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such an approach has been well explored in the classical literature but has received substantially less attention in the Bayesian paradigm. The purpose of this paper is to compare and contrast a collection of what we call parametric Bayesian indirect inference (pBII) methods. One class of pBII methods uses approximate Bayesian computation (referred to here as ABC II) where the summary statistic is formed on the basis of the auxiliary model, using ideas from II. Another approach proposed in the literature, referred to here as parametric Bayesian indirect likelihood (pBIL), we show to be a fundamentally different approach to ABC II. We devise new theoretical results for pBIL to give extra insights into its behaviour and also its differences with ABC II. Furthermore, we examine in more detail the assumptions required to use each pBII method. The results, insights and comparisons developed in this paper are illustrated on simple examples and two other substantive applications. The first of the substantive examples involves performing inference for complex quantile distributions based on simulated data while the second is for estimating the parameters of a trivariate stochastic process describing the evolution of macroparasites within a host based on real data. We create a novel framework called Bayesian indirect likelihood (BIL) which encompasses pBII as well as general ABC methods so that the connections between the methods can be established.

A Hybrid Queue-based Bayesian Network Framework for passenger facilitation modelling

This paper presents a novel framework for the modelling of passenger facilitation in a complex environment. The research is motivated by the challenges in the airport complex system, where there are multiple stakeholders, differing operational objectives and complex interactions and interdependencies between different parts of the airport system. Traditional methods for airport terminal modelling do not explicitly address the need for understanding causal relationships in a dynamic environment. Additionally, existing Bayesian Network (BN) models, which provide a means for capturing causal relationships, only present a static snapshot of a system. A method to integrate a BN complex systems model with stochastic queuing theory is developed based on the properties of the Poisson and Exponential distributions. The resultant Hybrid Queue-based Bayesian Network (HQBN) framework enables the simulation of arbitrary factors, their relationships, and their effects on passenger flow and vice versa. A case study implementation of the framework is demonstrated on the inbound passenger facilitation process at Brisbane International Airport. The predicted outputs of the model, in terms of cumulative passenger flow at intermediary and end points in the inbound process, are found to have an $R^2$ goodness of fit of 0.9994 and 0.9982 respectively over a 10 hour test period. The utility of the framework is demonstrated on a number of usage scenarios including real time monitoring and `what-if' analysis. This framework provides the ability to analyse and simulate a dynamic complex system, and can be applied to other socio-technical systems such as hospitals.

Fully Bayesian experimental design for pharmacokinetic studies

Utility functions in Bayesian experimental design are usually based on the posterior distribution. When the posterior is found by simulation, it must be sampled from for each future data set drawn from the prior predictive distribution. Many thousands of posterior distributions are often required. A popular technique in the Bayesian experimental design literature to rapidly obtain samples from the posterior is importance sampling, using the prior as the importance distribution. However, importance sampling will tend to break down if there is a reasonable number of experimental observations and/or the model parameter is high dimensional. In this paper we explore the use of Laplace approximations in the design setting to overcome this drawback. Furthermore, we consider using the Laplace approximation to form the importance distribution to obtain a more efficient importance distribution than the prior. The methodology is motivated by a pharmacokinetic study which investigates the effect of extracorporeal membrane oxygenation on the pharmacokinetics of antibiotics in sheep. The design problem is to find 10 near optimal plasma sampling times which produce precise estimates of pharmacokinetic model parameters/measures of interest. We consider several different utility functions of interest in these studies, which involve the posterior distribution of parameter functions.

From science to management : using Bayesian networks to learn about Lyngbya

Toxic blooms of Lyngbya majuscula occur in coastal areas worldwide and have major ecological, health and economic consequences. The exact causes and combinations of factors which lead to these blooms are not clearly understood. Lyngbya experts and stakeholders are a particularly diverse group, including ecologists, scientists, state and local government representatives, community organisations, catchment industry groups and local fishermen. An integrated Bayesian Network approach was developed to better understand and model this complex environmental problem, identify knowledge gaps, prioritise future research and evaluate management options.

Modeling the viability of the free-ranging cheetah population in Namibia : an object-oriented Bayesian network approach

Conservation of free-ranging cheetah (Acinonyx jubatus) populations is multi faceted and needs to be addressed from an ecological, biological and management perspective. There is a wealth of published research, each focusing on a particular aspect of cheetah conservation. Identifying the most important factors, making sense of various (and sometimes contrasting) findings, and taking decisions when little or no empirical data is available, are everyday challenges facing conservationists. Bayesian networks (BN) provide a statistical modeling framework that enables analysis and integration of information addressing different aspects of conservation. There has been an increased interest in the use of BNs to model conservation issues, however the development of more sophisticated BNs, utilizing object-oriented (OO) features, is still at the frontier of ecological research. We describe an integrated, parallel modeling process followed during a BN modeling workshop held in Namibia to combine expert knowledge and data about free-ranging cheetahs. The aim of the workshop was to obtain a more comprehensive view of the current viability of the free-ranging cheetah population in Namibia, and to predict the effect different scenarios may have on the future viability of this free-ranging cheetah population. Furthermore, a complementary aim was to identify influential parameters of the model to more effectively target those parameters having the greatest impact on population viability. The BN was developed by aggregating diverse perspectives from local and independent scientists, agents from the national ministry, conservation agency members and local fieldworkers. This integrated BN approach facilitates OO modeling in a multi-expert context which lends itself to a series of integrated, yet independent, subnetworks describing different scientific and management components. We created three subnetworks in parallel: a biological, ecological and human factors network, which were then combined to create a complete representation of free-ranging cheetah population viability. Such OOBNs have widespread relevance to the effective and targeted conservation management of vulnerable and endangered species.

Tangled Webs : Using Bayesian Networks in the Fight Against Infection

Bayesian networks (BNs) provide a statistical modelling framework which is ideally suited for modelling the many factors and components of complex problems such as healthcare-acquired infections. The methicillin-resistant Staphylococcus aureus (MRSA) organism is particularly troublesome since it is resistant to standard treatments for Staph infections. Overcrowding and understa�ng are believed to increase infection transmission rates and also to inhibit the effectiveness of disease control measures. Clearly the mechanisms behind MRSA transmission and containment are very complicated and control strategies may only be e�ective when used in combination. BNs are growing in popularity in general and in medical sciences in particular. A recent Current Content search of the number of published BN journal articles showed a fi�ve fold increase in general and a six fold increase in medical and veterinary science from 2000 to 2009. This chapter introduces the reader to Bayesian network (BN) modelling and an iterative modelling approach to build and test the BN created to investigate the possible role of high bed occupancy on transmission of MRSA while simultaneously taking into account other risk factors.

A Bayesian network approach to modelling temporal behaviour of Lyngbya majuscula bloom initiation

Lyngbya majuscula is a cyanobacterium (blue-green algae) occurring naturally in tropical and subtropical coastal areas worldwide. Deception Bay, in Northern Moreton Bay, Queensland, has a history of Lyngbya blooms, and forms a case study for this investigation. The South East Queensland (SEQ) Healthy Waterways Partnership, collaboration between government, industry, research and the community, was formed to address issues affecting the health of the river catchments and waterways of South East Queensland. The Partnership coordinated the Lyngbya Research and Management Program (2005-2007) which culminated in a Coastal Algal Blooms (CAB) Action Plan for harmful and nuisance algal blooms, such as Lyngbya majuscula. This first phase of the project was predominantly of a scientific nature and also facilitated the collection of additional data to better understand Lyngbya blooms. The second phase of this project, SEQ Healthy Waterways Strategy 2007-2012, is now underway to implement the CAB Action Plan and as such is more management focussed. As part of the first phase of the project, a Science model for the initiation of a Lyngbya bloom was built using Bayesian Networks (BN). The structure of the Science Bayesian Network was built by the Lyngbya Science Working Group (LSWG) which was drawn from diverse disciplines. The BN was then quantified with annual data and expert knowledge. Scenario testing confirmed the expected temporal nature of bloom initiation and it was recommended that the next version of the BN be extended to take this into account. Elicitation for this BN thus occurred at three levels: design, quantification and verification. The first level involved construction of the conceptual model itself, definition of the nodes within the model and identification of sources of information to quantify the nodes. The second level included elicitation of expert opinion and representation of this information in a form suitable for inclusion in the BN. The third and final level concerned the specification of scenarios used to verify the model. The second phase of the project provides the opportunity to update the network with the newly collected detailed data obtained during the previous phase of the project. Specifically the temporal nature of Lyngbya blooms is of interest. Management efforts need to be directed to the most vulnerable periods to bloom initiation in the Bay. To model the temporal aspects of Lyngbya we are using Object Oriented Bayesian networks (OOBN) to create ‘time slices’ for each of the periods of interest during the summer. OOBNs provide a framework to simplify knowledge representation and facilitate reuse of nodes and network fragments. An OOBN is more hierarchical than a traditional BN with any sub-network able to contain other sub-networks. Connectivity between OOBNs is an important feature and allows information flow between the time slices. This study demonstrates more sophisticated use of expert information within Bayesian networks, which combine expert knowledge with data (categorized using expert-defined thresholds) within an expert-defined model structure. Based on the results from the verification process the experts are able to target areas requiring greater precision and those exhibiting temporal behaviour. The time slices incorporate the data for that time period for each of the temporal nodes (instead of using the annual data from the previous static Science BN) and include lag effects to allow the effect from one time slice to flow to the next time slice. We demonstrate a concurrent steady increase in the probability of initiation of a Lyngbya bloom and conclude that the inclusion of temporal aspects in the BN model is consistent with the perceptions of Lyngbya behaviour held by the stakeholders. This extended model provides a more accurate representation of the increased risk of algal blooms in the summer months and show that the opinions elicited to inform a static BN can be readily extended to a dynamic OOBN, providing more comprehensive information for decision makers.

The impact of spatial scales and spatial smoothing on the outcome of Bayesian spatial model

Discretization of a geographical region is quite common in spatial analysis. There have been few studies into the impact of different geographical scales on the outcome of spatial models for different spatial patterns. This study aims to investigate the impact of spatial scales and spatial smoothing on the outcomes of modelling spatial point-based data. Given a spatial point-based dataset (such as occurrence of a disease), we study the geographical variation of residual disease risk using regular grid cells. The individual disease risk is modelled using a logistic model with the inclusion of spatially unstructured and/or spatially structured random effects. Three spatial smoothness priors for the spatially structured component are employed in modelling, namely an intrinsic Gaussian Markov random field, a second-order random walk on a lattice, and a Gaussian field with Matern correlation function. We investigate how changes in grid cell size affect model outcomes under different spatial structures and different smoothness priors for the spatial component. A realistic example (the Humberside data) is analyzed and a simulation study is described. Bayesian computation is carried out using an integrated nested Laplace approximation. The results suggest that the performance and predictive capacity of the spatial models improve as the grid cell size decreases for certain spatial structures. It also appears that different spatial smoothness priors should be applied for different patterns of point data.

Sampling designs on stream networks using the pseudo-Bayesian approach

Monitoring stream networks through time provides important ecological information. The sampling design problem is to choose locations where measurements are taken so as to maximise information gathered about physicochemical and biological variables on the stream network. This paper uses a pseudo-Bayesian approach, averaging a utility function over a prior distribution, in finding a design which maximizes the average utility. We use models for correlations of observations on the stream network that are based on stream network distances and described by moving average error models. Utility functions used reflect the needs of the experimenter, such as prediction of location values or estimation of parameters. We propose an algorithmic approach to design with the mean utility of a design estimated using Monte Carlo techniques and an exchange algorithm to search for optimal sampling designs. In particular we focus on the problem of finding an optimal design from a set of fixed designs and finding an optimal subset of a given set of sampling locations. As there are many different variables to measure, such as chemical, physical and biological measurements at each location, designs are derived from models based on different types of response variables: continuous, counts and proportions. We apply the methodology to a synthetic example and the Lake Eacham stream network on the Atherton Tablelands in Queensland, Australia. We show that the optimal designs depend very much on the choice of utility function, varying from space filling to clustered designs and mixtures of these, but given the utility function, designs are relatively robust to the type of response variable.

Bayesian networks in environmental and resource management

This overview article for the special series “Bayesian Networks in Environmental and Resource Management” reviews 7 case study articles with the aim to compare Bayesian network (BN) applications to different environmental and resource management problems from around the world. The article discusses advances in the last decade in the use of BNs as applied to environmental and resource management. We highlight progress in computational methods, best-practices for model design and model communication. We review several research challenges to the use of BNs in environmental and resource management that we think may find a solution in the near future with further research attention.

Bayesian inference of traffic volumes based on Bluetooth data

The study of the relationship between macroscopic traffic parameters, such as flow, speed and travel time, is essential to the understanding of the behaviour of freeway and arterial roads. However, the temporal dynamics of these parameters are difficult to model, especially for arterial roads, where the process of traffic change is driven by a variety of variables. The introduction of the Bluetooth technology into the transportation area has proven exceptionally useful for monitoring vehicular traffic, as it allows reliable estimation of travel times and traffic demands. In this work, we propose an approach based on Bayesian networks for analyzing and predicting the complex dynamics of flow or volume, based on travel time observations from Bluetooth sensors. The spatio-temporal relationship between volume and travel time is captured through a first-order transition model, and a univariate Gaussian sensor model. The two models are trained and tested on travel time and volume data, from an arterial link, collected over a period of six days. To reduce the computational costs of the inference tasks, volume is converted into a discrete variable. The discretization process is carried out through a Self-Organizing Map. Preliminary results show that a simple Bayesian network can effectively estimate and predict the complex temporal dynamics of arterial volumes from the travel time data. Not only is the model well suited to produce posterior distributions over single past, current and future states; but it also allows computing the estimations of joint distributions, over sequences of states. Furthermore, the Bayesian network can achieve excellent prediction, even when the stream of travel time observation is partially incomplete.

Spatial prediction of N2O emissions in pasture : a Bayesian model averaging analysis

Nitrous oxide (N2O) is one of the greenhouse gases that can contribute to global warming. Spatial variability of N2O can lead to large uncertainties in prediction. However, previous studies have often ignored the spatial dependency to quantify the N2O - environmental factors relationships. Few researches have examined the impacts of various spatial correlation structures (e.g. independence, distance-based and neighbourhood based) on spatial prediction of N2O emissions. This study aimed to assess the impact of three spatial correlation structures on spatial predictions and calibrate the spatial prediction using Bayesian model averaging (BMA) based on replicated, irregular point-referenced data. The data were measured in 17 chambers randomly placed across a 271 m(2) field between October 2007 and September 2008 in the southeast of Australia. We used a Bayesian geostatistical model and a Bayesian spatial conditional autoregressive (CAR) model to investigate and accommodate spatial dependency, and to estimate the effects of environmental variables on N2O emissions across the study site. We compared these with a Bayesian regression model with independent errors. The three approaches resulted in different derived maps of spatial prediction of N2O emissions. We found that incorporating spatial dependency in the model not only substantially improved predictions of N2O emission from soil, but also better quantified uncertainties of soil parameters in the study. The hybrid model structure obtained by BMA improved the accuracy of spatial prediction of N2O emissions across this study region.