935 resultados para Gibbs sampling


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Modelos de regressão aleatória foram utilizados neste estudo para estimar parâmetros genéticos da produção de leite no dia do controle (PLDC) em caprinos leiteiros da raça Alpina, por meio da metodologia Bayesiana. As estimativas geradas foram comparadas às obtidas com análise de regressão aleatória, utilizando-se o REML. As herdabilidades encontradas pela análise Bayesiana variaram de 0,18 a 0,37, enquanto, pelo REML, variaram de 0,09 a 0,32. As correlações genéticas entre dias de controle próximos se aproximaram da unidade, decrescendo gradualmente conforme a distância entre os dias de controle aumentou. Os resultados obtidos indicam que: a estrutura de covariâncias da PLDC em caprinos ao longo da lactação pode ser modelada adequadamente por meio da regressão aleatória; a predição de ganhos genéticos e a seleção de animais geneticamente superiores é viável ao longo de toda a trajetória da lactação; os resultados gerados pelas análises de regressão aleatória utilizando-se a Amostragem de Gibbs e o REML foram semelhantes, embora as estimativas das variâncias genéticas e das herdabilidades tenham sido levemente superiores na análise Bayesiana, utilizando-se a Amostragem de Gibbs.

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Registros de 2.981 lactações de vacas da raça Pardo-Suiça, distribuídas em 62 rebanhos, com parições nos anos de 1980 a 2002, foram utilizados para verificar a influência de fatores genéticos e não genéticos, sobre a produção de leite e idade ao primeiro parto. O modelo empregado incluiu os efeitos fixos de rebanho, ano e estação de parto, além dos efeitos aleatórios de animal e ambiente temporário. Para a produção de leite, além dos efeitos fixos descritos anteriormente, incluíram-se também os efeitos linear da duração da lactação e linear e quadrático da idade da vaca ao parto, como co-variáveis. Na estimação dos componentes de (co) variâncias foi utilizada a inferência Bayesiana por meio de amostrador de Gibbs, com tamanho de cadeia de 1.500.000 rounds e período de queima 500.000 rounds. A frequência de amostragem foi de 500 rounds. As médias estimadas para produção de leite e idade ao primeiro parto foram iguais a 5347,47 1849,13 kg e 29,65 4,51 meses, respectivamente. Os efeitos de rebanho, ano de parto e duração da lactação, influenciaram significativamente a produção de leite (P< 0,01). A idade ao primeiro parto foi influenciada pelos efeitos de rebanho, ano de parto (P<0,01), além do efeito de estação de parto (P<0,05). As estimativas de herdabilidade obtidas para a produção de leite e idade ao primeiro parto foram iguais a 0,23 e 0,18, respectivamente. A correlação genética entre as duas foi igual a -0,31. A tendência genética e fenotípica, em função do reprodutor, para produção de leite foi de 1,09 kg e 115,34 kg de leite, respectivamente, para cada ano de produção. Para idade ao primeiro parto, os valores genéticos dos reprodutores tornaram-se negativos a partir de 1988, com redução aproximada de 0,05 meses a cada ano e fenotipicamente verificou-se uma redução de 32 para 28 meses de idade ao primeiro. Filhas de touros com alto valor genético para produção de leite tendem a apresentar crescimento mais acelerado ou maturidade fisiológica a uma idade mais precoce, diminuindo a idade ao primeiro parto.

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Adaptive Rejection Metropolis Sampling (ARMS) is a wellknown MCMC scheme for generating samples from onedimensional target distributions. ARMS is widely used within Gibbs sampling, where automatic and fast samplers are often needed to draw from univariate full-conditional densities. In this work, we propose an alternative adaptive algorithm (IA2RMS) that overcomes the main drawback of ARMS (an uncomplete adaptation of the proposal in some cases), speeding up the convergence of the chain to the target. Numerical results show that IA2RMS outperforms the standard ARMS, providing a correlation among samples close to zero.

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Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

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We compare Bayesian methodology utilizing free-ware BUGS (Bayesian Inference Using Gibbs Sampling) with the traditional structural equation modelling approach based on another free-ware package, Mx. Dichotomous and ordinal (three category) twin data were simulated according to different additive genetic and common environment models for phenotypic variation. Practical issues are discussed in using Gibbs sampling as implemented by BUGS to fit subject-specific Bayesian generalized linear models, where the components of variation may be estimated directly. The simulation study (based on 2000 twin pairs) indicated that there is a consistent advantage in using the Bayesian method to detect a correct model under certain specifications of additive genetics and common environmental effects. For binary data, both methods had difficulty in detecting the correct model when the additive genetic effect was low (between 10 and 20%) or of moderate range (between 20 and 40%). Furthermore, neither method could adequately detect a correct model that included a modest common environmental effect (20%) even when the additive genetic effect was large (50%). Power was significantly improved with ordinal data for most scenarios, except for the case of low heritability under a true ACE model. We illustrate and compare both methods using data from 1239 twin pairs over the age of 50 years, who were registered with the Australian National Health and Medical Research Council Twin Registry (ATR) and presented symptoms associated with osteoarthritis occurring in joints of the hand.

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We present a Bayesian approach for estimating the relative frequencies of multi-single nucleotide polymorphism (SNP) haplotypes in populations of the malaria parasite Plasmodium falciparum by using microarray SNP data from human blood samples. Each sample comes from a malaria patient and contains one or several parasite clones that may genetically differ. Samples containing multiple parasite clones with different genetic markers pose a special challenge. The situation is comparable with a polyploid organism. The data from each blood sample indicates whether the parasites in the blood carry a mutant or a wildtype allele at various selected genomic positions. If both mutant and wildtype alleles are detected at a given position in a multiply infected sample, the data indicates the presence of both alleles, but the ratio is unknown. Thus, the data only partially reveals which specific combinations of genetic markers (i.e. haplotypes across the examined SNPs) occur in distinct parasite clones. In addition, SNP data may contain errors at non-negligible rates. We use a multinomial mixture model with partially missing observations to represent this data and a Markov chain Monte Carlo method to estimate the haplotype frequencies in a population. Our approach addresses both challenges, multiple infections and data errors.

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The objective of this study was to estimate genetic parameters for survival and weight of Nile tilapia (Oreochromis niloticus), farmed in cages and ponds in Brazil, and to predict genetic gain under different scenarios. Survival was recorded as a binary response (dead or alive), during harvest time in the 2008 grow-out period. Genetic parameters were estimated using a Bayesian mixed linear-threshold animal model via Gibbs sampling. The breeding population consisted of 2,912 individual fish, which were analyzed together with the pedigree of 5,394 fish. The heritabilities estimates, with 95% posterior credible intervals, for tagging weight, harvest weight and survival were 0.17 (0.09-0.27), 0.21 (0.12-0.32) and 0.32 (0.22-0.44), respectively. Credible intervals show a 95% probability that the true genetic correlations were in a favourable direction. The selection for weight has a positive impact on survival. Estimated genetic gain was high when selecting for harvest weight (5.07%), and indirect gain for tagging weight (2.17%) and survival (2.03%) were also considerable.

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In mathematical modeling the estimation of the model parameters is one of the most common problems. The goal is to seek parameters that fit to the measurements as well as possible. There is always error in the measurements which implies uncertainty to the model estimates. In Bayesian statistics all the unknown quantities are presented as probability distributions. If there is knowledge about parameters beforehand, it can be formulated as a prior distribution. The Bays’ rule combines the prior and the measurements to posterior distribution. Mathematical models are typically nonlinear, to produce statistics for them requires efficient sampling algorithms. In this thesis both Metropolis-Hastings (MH), Adaptive Metropolis (AM) algorithms and Gibbs sampling are introduced. In the thesis different ways to present prior distributions are introduced. The main issue is in the measurement error estimation and how to obtain prior knowledge for variance or covariance. Variance and covariance sampling is combined with the algorithms above. The examples of the hyperprior models are applied to estimation of model parameters and error in an outlier case.

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L'un des modèles d'apprentissage non-supervisé générant le plus de recherche active est la machine de Boltzmann --- en particulier la machine de Boltzmann restreinte, ou RBM. Un aspect important de l'entraînement ainsi que l'exploitation d'un tel modèle est la prise d'échantillons. Deux développements récents, la divergence contrastive persistante rapide (FPCD) et le herding, visent à améliorer cet aspect, se concentrant principalement sur le processus d'apprentissage en tant que tel. Notamment, le herding renonce à obtenir un estimé précis des paramètres de la RBM, définissant plutôt une distribution par un système dynamique guidé par les exemples d'entraînement. Nous généralisons ces idées afin d'obtenir des algorithmes permettant d'exploiter la distribution de probabilités définie par une RBM pré-entraînée, par tirage d'échantillons qui en sont représentatifs, et ce sans que l'ensemble d'entraînement ne soit nécessaire. Nous présentons trois méthodes: la pénalisation d'échantillon (basée sur une intuition théorique) ainsi que la FPCD et le herding utilisant des statistiques constantes pour la phase positive. Ces méthodes définissent des systèmes dynamiques produisant des échantillons ayant les statistiques voulues et nous les évaluons à l'aide d'une méthode d'estimation de densité non-paramétrique. Nous montrons que ces méthodes mixent substantiellement mieux que la méthode conventionnelle, l'échantillonnage de Gibbs.

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We present a framework for learning in hidden Markov models with distributed state representations. Within this framework, we derive a learning algorithm based on the Expectation--Maximization (EM) procedure for maximum likelihood estimation. Analogous to the standard Baum-Welch update rules, the M-step of our algorithm is exact and can be solved analytically. However, due to the combinatorial nature of the hidden state representation, the exact E-step is intractable. A simple and tractable mean field approximation is derived. Empirical results on a set of problems suggest that both the mean field approximation and Gibbs sampling are viable alternatives to the computationally expensive exact algorithm.

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This note presents a robust method for estimating response surfaces that consist of linear response regimes and a linear plateau. The linear response-and-plateau model has fascinated production scientists since von Liebig (1855) and, as Upton and Dalton indicated, some years ago in this Journal, the response-and-plateau model seems to fit the data in many empirical studies. The estimation algorithm evolves from Bayesian implementation of a switching-regression (finite mixtures) model and demonstrates routine application of Gibbs sampling and data augmentation-techniques that are now in widespread application in other disciplines.

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The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods—Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.

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Cross-bred cow adoption is an important and potent policy variable precipitating subsistence household entry into emerging milk markets. This paper focuses on the problem of designing policies that encourage and sustain milkmarket expansion among a sample of subsistence households in the Ethiopian highlands. In this context it is desirable to measure households’ ‘proximity’ to market in terms of the level of deficiency of essential inputs. This problem is compounded by four factors. One is the existence of cross-bred cow numbers (count data) as an important, endogenous decision by the household; second is the lack of a multivariate generalization of the Poisson regression model; third is the censored nature of the milk sales data (sales from non-participating households are, essentially, censored at zero); and fourth is an important simultaneity that exists between the decision to adopt a cross-bred cow, the decision about how much milk to produce, the decision about how much milk to consume and the decision to market that milk which is produced but not consumed internally by the household. Routine application of Gibbs sampling and data augmentation overcome these problems in a relatively straightforward manner. We model the count data from two sites close to Addis Ababa in a latent, categorical-variable setting with known bin boundaries. The single-equation model is then extended to a multivariate system that accommodates the covariance between crossbred-cow adoption, milk-output, and milk-sales equations. The latent-variable procedure proves tractable in extension to the multivariate setting and provides important information for policy formation in emerging-market settings

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Data augmentation is a powerful technique for estimating models with latent or missing data, but applications in agricultural economics have thus far been few. This paper showcases the technique in an application to data on milk market participation in the Ethiopian highlands. There, a key impediment to economic development is an apparently low rate of market participation. Consequently, economic interest centers on the “locations” of nonparticipants in relation to the market and their “reservation values” across covariates. These quantities are of policy interest because they provide measures of the additional inputs necessary in order for nonparticipants to enter the market. One quantity of primary interest is the minimum amount of surplus milk (the “minimum efficient scale of operations”) that the household must acquire before market participation becomes feasible. We estimate this quantity through routine application of data augmentation and Gibbs sampling applied to a random-censored Tobit regression. Incorporating random censoring affects markedly the marketable-surplus requirements of the household, but only slightly the covariates requirements estimates and, generally, leads to more plausible policy estimates than the estimates obtained from the zero-censored formulation

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An important feature of agribusiness promotion programs is their lagged impact on consumption. Efficient investment in advertising requires reliable estimates of these lagged responses and it is desirable from both applied and theoretical standpoints to have a flexible method for estimating them. This note derives an alternative Bayesian methodology for estimating lagged responses when investments occur intermittently within a time series. The method exploits a latent-variable extension of the natural-conjugate, normal-linear model, Gibbs sampling and data augmentation. It is applied to a monthly time series on Turkish pasta consumption (1993:5-1998:3) and three, nonconsecutive promotion campaigns (1996:3, 1997:3, 1997:10). The results suggest that responses were greatest to the second campaign, which allocated its entire budget to television media; that its impact peaked in the sixth month following expenditure; and that the rate of return (measured in metric tons additional consumption per thousand dollars expended) was around a factor of 20.