924 resultados para Prior Probability
Resumo:
This paper analyzes the inner relations between classical sub-scheme probability and statistic probability, subjective probability and objective probability, prior probability and posterior probability, transition probability and probability of utility, and further analysis the goal, method, and its practical economic purpose which represent by these various probability from the perspective of mathematics, so as to deeply understand there connotation and its relation with economic decision making, thus will pave the route for scientific predication and decision making.
Resumo:
HE PROBIT MODEL IS A POPULAR DEVICE for explaining binary choice decisions in econometrics. It has been used to describe choices such as labor force participation, travel mode, home ownership, and type of education. These and many more examples can be found in papers by Amemiya (1981) and Maddala (1983). Given the contribution of economics towards explaining such choices, and given the nature of data that are collected, prior information on the relationship between a choice probability and several explanatory variables frequently exists. Bayesian inference is a convenient vehicle for including such prior information. Given the increasing popularity of Bayesian inference it is useful to ask whether inferences from a probit model are sensitive to a choice between Bayesian and sampling theory techniques. Of interest is the sensitivity of inference on coefficients, probabilities, and elasticities. We consider these issues in a model designed to explain choice between fixed and variable interest rate mortgages. Two Bayesian priors are employed: a uniform prior on the coefficients, designed to be noninformative for the coefficients, and an inequality restricted prior on the signs of the coefficients. We often know, a priori, whether increasing the value of a particular explanatory variable will have a positive or negative effect on a choice probability. This knowledge can be captured by using a prior probability density function (pdf) that is truncated to be positive or negative. Thus, three sets of results are compared:those from maximum likelihood (ML) estimation, those from Bayesian estimation with an unrestricted uniform prior on the coefficients, and those from Bayesian estimation with a uniform prior truncated to accommodate inequality restrictions on the coefficients.
Quantifying uncertainty: physicians' estimates of infection in critically ill neonates and children.
Resumo:
To determine the diagnostic accuracy of physicians' prior probability estimates of serious infection in critically ill neonates and children, we conducted a prospective cohort study in 2 intensive care units. Using available clinical, laboratory, and radiographic information, 27 physicians provided 2567 probability estimates for 347 patients (follow-up rate, 92%). The median probability estimate of infection increased from 0% (i.e., no antibiotic treatment or diagnostic work-up for sepsis), to 2% on the day preceding initiation of antibiotic therapy, to 20% at initiation of antibiotic treatment (P<.001). At initiation of treatment, predictions discriminated well between episodes subsequently classified as proven infection and episodes ultimately judged unlikely to be infection (area under the curve, 0.88). Physicians also showed a good ability to predict blood culture-positive sepsis (area under the curve, 0.77). Treatment and testing thresholds were derived from the provided predictions and treatment rates. Physicians' prognoses regarding the presence of serious infection were remarkably precise. Studies investigating the value of new tests for diagnosis of sepsis should establish that they add incremental value to physicians' judgment.
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This study presents a classification criteria for two-class Cannabis seedlings. As the cultivation of drug type cannabis is forbidden in Switzerland, law enforcement authorities regularly ask laboratories to determine cannabis plant's chemotype from seized material in order to ascertain that the plantation is legal or not. In this study, the classification analysis is based on data obtained from the relative proportion of three major leaf compounds measured by gas-chromatography interfaced with mass spectrometry (GC-MS). The aim is to discriminate between drug type (illegal) and fiber type (legal) cannabis at an early stage of the growth. A Bayesian procedure is proposed: a Bayes factor is computed and classification is performed on the basis of the decision maker specifications (i.e. prior probability distributions on cannabis type and consequences of classification measured by losses). Classification rates are computed with two statistical models and results are compared. Sensitivity analysis is then performed to analyze the robustness of classification criteria.
Resumo:
A smoother introduced earlier by van Leeuwen and Evensen is applied to a problem in which real obser vations are used in an area with strongly nonlinear dynamics. The derivation is new , but it resembles an earlier derivation by van Leeuwen and Evensen. Again a Bayesian view is taken in which the prior probability density of the model and the probability density of the obser vations are combined to for m a posterior density . The mean and the covariance of this density give the variance-minimizing model evolution and its errors. The assumption is made that the prior probability density is a Gaussian, leading to a linear update equation. Critical evaluation shows when the assumption is justified. This also sheds light on why Kalman filters, in which the same ap- proximation is made, work for nonlinear models. By reference to the derivation, the impact of model and obser vational biases on the equations is discussed, and it is shown that Bayes’ s for mulation can still be used. A practical advantage of the ensemble smoother is that no adjoint equations have to be integrated and that error estimates are easily obtained. The present application shows that for process studies a smoother will give superior results compared to a filter , not only owing to the smooth transitions at obser vation points, but also because the origin of features can be followed back in time. Also its preference over a strong-constraint method is highlighted. Further more, it is argued that the proposed smoother is more efficient than gradient descent methods or than the representer method when error estimates are taken into account
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Data from 58 strong-lensing events surveyed by the Sloan Lens ACS Survey are used to estimate the projected galaxy mass inside their Einstein radii by two independent methods: stellar dynamics and strong gravitational lensing. We perform a joint analysis of these two estimates inside models with up to three degrees of freedom with respect to the lens density profile, stellar velocity anisotropy, and line-of-sight (LOS) external convergence, which incorporates the effect of the large-scale structure on strong lensing. A Bayesian analysis is employed to estimate the model parameters, evaluate their significance, and compare models. We find that the data favor Jaffe`s light profile over Hernquist`s, but that any particular choice between these two does not change the qualitative conclusions with respect to the features of the system that we investigate. The density profile is compatible with an isothermal, being sightly steeper and having an uncertainty in the logarithmic slope of the order of 5% in models that take into account a prior ignorance on anisotropy and external convergence. We identify a considerable degeneracy between the density profile slope and the anisotropy parameter, which largely increases the uncertainties in the estimates of these parameters, but we encounter no evidence in favor of an anisotropic velocity distribution on average for the whole sample. An LOS external convergence following a prior probability distribution given by cosmology has a small effect on the estimation of the lens density profile, but can increase the dispersion of its value by nearly 40%.
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Non-Equilibrium Statistical Mechanics is a broad subject. Grossly speaking, it deals with systems which have not yet relaxed to an equilibrium state, or else with systems which are in a steady non-equilibrium state, or with more general situations. They are characterized by external forcing and internal fluxes, resulting in a net production of entropy which quantifies dissipation and the extent by which, by the Second Law of Thermodynamics, time-reversal invariance is broken. In this thesis we discuss some of the mathematical structures involved with generic discrete-state-space non-equilibrium systems, that we depict with networks in all analogous to electrical networks. We define suitable observables and derive their linear regime relationships, we discuss a duality between external and internal observables that reverses the role of the system and of the environment, we show that network observables serve as constraints for a derivation of the minimum entropy production principle. We dwell on deep combinatorial aspects regarding linear response determinants, which are related to spanning tree polynomials in graph theory, and we give a geometrical interpretation of observables in terms of Wilson loops of a connection and gauge degrees of freedom. We specialize the formalism to continuous-time Markov chains, we give a physical interpretation for observables in terms of locally detailed balanced rates, we prove many variants of the fluctuation theorem, and show that a well-known expression for the entropy production due to Schnakenberg descends from considerations of gauge invariance, where the gauge symmetry is related to the freedom in the choice of a prior probability distribution. As an additional topic of geometrical flavor related to continuous-time Markov chains, we discuss the Fisher-Rao geometry of nonequilibrium decay modes, showing that the Fisher matrix contains information about many aspects of non-equilibrium behavior, including non-equilibrium phase transitions and superposition of modes. We establish a sort of statistical equivalence principle and discuss the behavior of the Fisher matrix under time-reversal. To conclude, we propose that geometry and combinatorics might greatly increase our understanding of nonequilibrium phenomena.
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Saccadic performance depends on the requirements of the current trial, but also may be influenced by other trials in the same experiment. This effect of trial context has been investigated most for saccadic error rate and reaction time but seldom for the positional accuracy of saccadic landing points. We investigated whether the direction of saccades towards one goal is affected by the location of a second goal used in other trials in the same experimental block. In our first experiment, landing points ('endpoints') of antisaccades but not prosaccades were shifted towards the location of the alternate goal. This spatial bias decreased with increasing angular separation between the current and alternative goals. In a second experiment, we explored whether expectancy about the goal location was responsible for the biasing of the saccadic endpoint. For this, we used a condition where the saccadic goal randomly changed from one trial to the next between locations on, above or below the horizontal meridian. We modulated the prior probability of the alternate-goal location by showing cues prior to stimulus onset. The results showed that expectation about the possible positions of the saccadic goal is sufficient to bias saccadic endpoints and can account for at least part of this phenomenon of 'alternate-goal bias'.
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The historical context in which saccades are made influences their latency and error rates, but less is known about how context influences their spatial parameters. We recently described a novel spatial bias for antisaccades, in which the endpoints of these responses deviate towards alternative goal locations used in the same experimental block, and showed that expectancy (prior probability) is at least partly responsible for this 'alternate-goal bias'. In this report we asked whether trial history also plays a role. Subjects performed antisaccades to a stimulus randomly located on the horizontal meridian, on a 40° angle downwards from the horizontal meridian, or on a 40° upward angle, with all three locations equally probable on any given trial. We found that the endpoints of antisaccades were significantly displaced towards the goal location of not only the immediately preceding trial (n - 1) but also the penultimate (n - 2) trial. Furthermore, this bias was mainly present for antisaccades with a short latency of <250 ms and was rapidly corrected by secondary saccades. We conclude that the location of recent antisaccades biases the spatial programming of upcoming antisaccades, that this historical effect persists over many seconds, and that it influences mainly rapidly generated eye movements. Because corrective saccades eliminate the historical bias, we suggest that the bias arises in processes generating the response vector, rather than processes generating the perceptual estimate of goal location.
Resumo:
A recent article in this journal (Ioannidis JP (2005) Why most published research findings are false. PLoS Med 2: e124) argued that more than half of published research findings in the medical literature are false. In this commentary, we examine the structure of that argument, and show that it has three basic components: 1)An assumption that the prior probability of most hypotheses explored in medical research is below 50%. 2)Dichotomization of P-values at the 0.05 level and introduction of a “bias” factor (produced by significance-seeking), the combination of which severely weakens the evidence provided by every design. 3)Use of Bayes theorem to show that, in the face of weak evidence, hypotheses with low prior probabilities cannot have posterior probabilities over 50%. Thus, the claim is based on a priori assumptions that most tested hypotheses are likely to be false, and then the inferential model used makes it impossible for evidence from any study to overcome this handicap. We focus largely on step (2), explaining how the combination of dichotomization and “bias” dilutes experimental evidence, and showing how this dilution leads inevitably to the stated conclusion. We also demonstrate a fallacy in another important component of the argument –that papers in “hot” fields are more likely to produce false findings. We agree with the paper’s conclusions and recommendations that many medical research findings are less definitive than readers suspect, that P-values are widely misinterpreted, that bias of various forms is widespread, that multiple approaches are needed to prevent the literature from being systematically biased and the need for more data on the prevalence of false claims. But calculating the unreliability of the medical research literature, in whole or in part, requires more empirical evidence and different inferential models than were used. The claim that “most research findings are false for most research designs and for most fields” must be considered as yet unproven.
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We present a novel approach to the inference of spectral functions from Euclidean time correlator data that makes close contact with modern Bayesian concepts. Our method differs significantly from the maximum entropy method (MEM). A new set of axioms is postulated for the prior probability, leading to an improved expression, which is devoid of the asymptotically flat directions present in the Shanon-Jaynes entropy. Hyperparameters are integrated out explicitly, liberating us from the Gaussian approximations underlying the evidence approach of the maximum entropy method. We present a realistic test of our method in the context of the nonperturbative extraction of the heavy quark potential. Based on hard-thermal-loop correlator mock data, we establish firm requirements in the number of data points and their accuracy for a successful extraction of the potential from lattice QCD. Finally we reinvestigate quenched lattice QCD correlators from a previous study and provide an improved potential estimation at T2.33TC.
Resumo:
Inbred strains of three species of fishes of the genus Xiphophorus (platyfish and swordtails) were crossed to produce intra- and interspecific F(,1) hybrids, which were then backcrossed to one or both parental stocks. Backcross hybrids were used for the analysis of segregation and linkage of 33 protein-coding loci (whose products were visualized by starch gel electrophoresis) and a sex-linked pigment pattern gene. Segregation was Mendelian for all loci with the exception of one instance of segregation distortion. Six linkage groups of enzyme-coding loci were established: LG I, ADA --6%-- G(,6)PD --24%-- 6PGD; LG II, Est-2 --27%-- Est-3 --0%-- Est-5 --23%-- LDH-1 --16%-- MPI; LG III, AcPh --38%-- G(,3)PD-1 (GUK-2 --14%-- G(,3)PD-1 is also in LG III, but the position of GUK-2 with respect to AcPh has not yet been determined); LG IV, GPI-1 --41%-- IDH-1; LG V, Est-1 --38%-- MDH-2; and LG VI, P1P --7%-- UMPK-1 (P1P is a plasma protein, very probably transferrin).^ Sex-specific recombination appeared absent in LG II and LG IV locus pairs; significantly higher male recombination was demonstrated in LG I but significantly higher female recombination was detected in LG V. Only one significant population-specific difference in recombination was detected, in the G(,6)PD - 6PGD region of LG I; the notable absence of such effects implies close correspondence of the genomes of the species used in the study. Two cases of possible evolutionary conservation of linkage groups in fishes and mammals were described, involving the G(,6)PD - 6PGD linkage in LG I and the cluster of esterase loci in LG II. One clear case of divergence was observed, that of the linkage of ADA in LG I. It was estimated that a minimum of (TURN)50% of the Xiphophorus genome was marked by the loci studied. Therefore, the prior probability that a new locus will assort independently from the markers already established is estimated to be less than 0.5. A maximum of 21 of the 24 pairs of chromosomes could be marked with at least one locus.^ Only the two LG V loci showed a significant association with a postulated gene controlling the severity of a genetically controlled melanoma caused by abnormal proliferation of macromelanophore pigment pattern cells. The independence of melanotic severity from all other informative markers implies that one or at most a few major genes are involved in control of melanotic severity in this system. ^
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Bayesian phylogenetic analyses are now very popular in systematics and molecular evolution because they allow the use of much more realistic models than currently possible with maximum likelihood methods. There are, however, a growing number of examples in which large Bayesian posterior clade probabilities are associated with very short edge lengths and low values for non-Bayesian measures of support such as nonparametric bootstrapping. For the four-taxon case when the true tree is the star phylogeny, Bayesian analyses become increasingly unpredictable in their preference for one of the three possible resolved tree topologies as data set size increases. This leads to the prediction that hard (or near-hard) polytomies in nature will cause unpredictable behavior in Bayesian analyses, with arbitrary resolutions of the polytomy receiving very high posterior probabilities in some cases. We present a simple solution to this problem involving a reversible-jump Markov chain Monte Carlo (MCMC) algorithm that allows exploration of all of tree space, including unresolved tree topologies with one or more polytomies. The reversible-jump MCMC approach allows prior distributions to place some weight on less-resolved tree topologies, which eliminates misleadingly high posteriors associated with arbitrary resolutions of hard polytomies. Fortunately, assigning some prior probability to polytomous tree topologies does not appear to come with a significant cost in terms of the ability to assess the level of support for edges that do exist in the true tree. Methods are discussed for applying arbitrary prior distributions to tree topologies of varying resolution, and an empirical example showing evidence of polytomies is analyzed and discussed.
Resumo:
Bayesian phylogenetic analyses are now very popular in systematics and molecular evolution because they allow the use of much more realistic models than currently possible with maximum likelihood methods. There are, however, a growing number of examples in which large Bayesian posterior clade probabilities are associated with very short edge lengths and low values for non-Bayesian measures of support such as nonparametric bootstrapping. For the four-taxon case when the true tree is the star phylogeny, Bayesian analyses become increasingly unpredictable in their preference for one of the three possible resolved tree topologies as data set size increases. This leads to the prediction that hard (or near-hard) polytomies in nature will cause unpredictable behavior in Bayesian analyses, with arbitrary resolutions of the polytomy receiving very high posterior probabilities in some cases. We present a simple solution to this problem involving a reversible-jump Markov chain Monte Carlo (MCMC) algorithm that allows exploration of all of tree space, including unresolved tree topologies with one or more polytomies. The reversible-jump MCMC approach allows prior distributions to place some weight on less-resolved tree topologies, which eliminates misleadingly high posteriors associated with arbitrary resolutions of hard polytomies. Fortunately, assigning some prior probability to polytomous tree topologies does not appear to come with a significant cost in terms of the ability to assess the level of support for edges that do exist in the true tree. Methods are discussed for applying arbitrary prior distributions to tree topologies of varying resolution, and an empirical example showing evidence of polytomies is analyzed and discussed.