Search results for: beta binomial posterior predictive (BBPP) distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6737

Search results for: beta binomial posterior predictive (BBPP) distribution

6737 A Posterior Predictive Model-Based Control Chart for Monitoring Healthcare

Authors: Yi-Fan Lin, Peter P. Howley, Frank A. Tuyl

Abstract:

Quality measurement and reporting systems are used in healthcare internationally. In Australia, the Australian Council on Healthcare Standards records and reports hundreds of clinical indicators (CIs) nationally across the healthcare system. These CIs are measures of performance in the clinical setting, and are used as a screening tool to help assess whether a standard of care is being met. Existing analysis and reporting of these CIs incorporate Bayesian methods to address sampling variation; however, such assessments are retrospective in nature, reporting upon the previous six or twelve months of data. The use of Bayesian methods within statistical process control for monitoring systems is an important pursuit to support more timely decision-making. Our research has developed and assessed a new graphical monitoring tool, similar to a control chart, based on the beta-binomial posterior predictive (BBPP) distribution to facilitate the real-time assessment of health care organizational performance via CIs. The BBPP charts have been compared with the traditional Bernoulli CUSUM (BC) chart by simulation. The more traditional “central” and “highest posterior density” (HPD) interval approaches were each considered to define the limits, and the multiple charts were compared via in-control and out-of-control average run lengths (ARLs), assuming that the parameter representing the underlying CI rate (proportion of cases with an event of interest) required estimation. Preliminary results have identified that the BBPP chart with HPD-based control limits provides better out-of-control run length performance than the central interval-based and BC charts. Further, the BC chart’s performance may be improved by using Bayesian parameter estimation of the underlying CI rate.

Keywords: average run length (ARL), bernoulli cusum (BC) chart, beta binomial posterior predictive (BBPP) distribution, clinical indicator (CI), healthcare organization (HCO), highest posterior density (HPD) interval

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6736 Moment Estimators of the Parameters of Zero-One Inflated Negative Binomial Distribution

Authors: Rafid Saeed Abdulrazak Alshkaki

Abstract:

In this paper, zero-one inflated negative binomial distribution is considered, along with some of its structural properties, then its parameters were estimated using the method of moments. It is found that the method of moments to estimate the parameters of the zero-one inflated negative binomial models is not a proper method and may give incorrect conclusions.

Keywords: zero one inflated models, negative binomial distribution, moments estimator, non negative integer sampling

Procedia PDF Downloads 294
6735 Application of Hyperbinomial Distribution in Developing a Modified p-Chart

Authors: Shourav Ahmed, M. Gulam Kibria, Kais Zaman

Abstract:

Control charts graphically verify variation in quality parameters. Attribute type control charts deal with quality parameters that can only hold two states, e.g., good or bad, yes or no, etc. At present, p-control chart is most commonly used to deal with attribute type data. In construction of p-control chart using binomial distribution, the value of proportion non-conforming must be known or estimated from limited sample information. As the probability distribution of fraction non-conforming (p) is considered in hyperbinomial distribution unlike a constant value in case of binomial distribution, it reduces the risk of false detection. In this study, a statistical control chart is proposed based on hyperbinomial distribution when prior estimate of proportion non-conforming is unavailable and is estimated from limited sample information. We developed the control limits of the proposed modified p-chart using the mean and variance of hyperbinomial distribution. The proposed modified p-chart can also utilize additional sample information when they are available. The study also validates the use of modified p-chart by comparing with the result obtained using cumulative distribution function of hyperbinomial distribution. The study clearly indicates that the use of hyperbinomial distribution in construction of p-control chart yields much accurate estimate of quality parameters than using binomial distribution.

Keywords: binomial distribution, control charts, cumulative distribution function, hyper binomial distribution

Procedia PDF Downloads 279
6734 The Beta-Fisher Snedecor Distribution with Applications to Cancer Remission Data

Authors: K. A. Adepoju, O. I. Shittu, A. U. Chukwu

Abstract:

In this paper, a new four-parameter generalized version of the Fisher Snedecor distribution called Beta- F distribution is introduced. The comprehensive account of the statistical properties of the new distributions was considered. Formal expressions for the cumulative density function, moments, moment generating function and maximum likelihood estimation, as well as its Fisher information, were obtained. The flexibility of this distribution as well as its robustness using cancer remission time data was demonstrated. The new distribution can be used in most applications where the assumption underlying the use of other lifetime distributions is violated.

Keywords: fisher-snedecor distribution, beta-f distribution, outlier, maximum likelihood method

Procedia PDF Downloads 347
6733 Estimation and Forecasting with a Quantile AR Model for Financial Returns

Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

Procedia PDF Downloads 347
6732 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence

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6731 Wet Polymeric Precipitation Synthesis for Monophasic Tricalcium Phosphate

Authors: I. Grigoraviciute-Puroniene, K. Tsuru, E. Garskaite, Z. Stankeviciute, A. Beganskiene, K. Ishikawa, A. Kareiva

Abstract:

Tricalcium phosphate (β-Ca3(PO4)2, β-TCP) powders were synthesized using wet polymeric precipitation method for the first time to our best knowledge. The results of X-ray diffraction analysis showed the formation of almost single a Ca-deficient hydroxyapatite (CDHA) phase of a poor crystallinity already at room temperature. With continuously increasing the calcination temperature up to 800 °C, the crystalline β-TCP was obtained as the main phase. It was demonstrated that infrared spectroscopy is very effective method to characterize the formation of β-TCP. The SEM results showed that β-TCP solids were homogeneous having a small particle size distribution. The β-TCP powders consisted of spherical particles varying in size from 100 to 300 nm. Fabricated β-TCP specimens were placed to the bones of the rats and maintained for 1-2 months.

Keywords: Tricalcium phosphate (β-Ca3(PO4)2, bone regeneration, wet chemical processing, polymeric precipitation

Procedia PDF Downloads 298
6730 Human Action Recognition Using Variational Bayesian HMM with Dirichlet Process Mixture of Gaussian Wishart Emission Model

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

In this paper, we present the human action recognition method using the variational Bayesian HMM with the Dirichlet process mixture (DPM) of the Gaussian-Wishart emission model (GWEM). First, we define the Bayesian HMM based on the Dirichlet process, which allows an infinite number of Gaussian-Wishart components to support continuous emission observations. Second, we have considered an efficient variational Bayesian inference method that can be applied to drive the posterior distribution of hidden variables and model parameters for the proposed model based on training data. And then we have derived the predictive distribution that may be used to classify new action. Third, the paper proposes a process of extracting appropriate spatial-temporal feature vectors that can be used to recognize a wide range of human behaviors from input video image. Finally, we have conducted experiments that can evaluate the performance of the proposed method. The experimental results show that the method presented is more efficient with human action recognition than existing methods.

Keywords: human action recognition, Bayesian HMM, Dirichlet process mixture model, Gaussian-Wishart emission model, Variational Bayesian inference, prior distribution and approximate posterior distribution, KTH dataset

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6729 Assessing Significance of Correlation with Binomial Distribution

Authors: Vijay Kumar Singh, Pooja Kushwaha, Prabhat Ranjan, Krishna Kumar Ojha, Jitendra Kumar

Abstract:

Present day high-throughput genomic technologies, NGS/microarrays, are producing large volume of data that require improved analysis methods to make sense of the data. The correlation between genes and samples has been regularly used to gain insight into many biological phenomena including, but not limited to, co-expression/co-regulation, gene regulatory networks, clustering and pattern identification. However, presence of outliers and violation of assumptions underlying Pearson correlation is frequent and may distort the actual correlation between the genes and lead to spurious conclusions. Here, we report a method to measure the strength of association between genes. The method assumes that the expression values of a gene are Bernoulli random variables whose outcome depends on the sample being probed. The method considers the two genes as uncorrelated if the number of sample with same outcome for both the genes (Ns) is equal to certainly expected number (Es). The extent of correlation depends on how far Ns can deviate from the Es. The method does not assume normality for the parent population, fairly unaffected by the presence of outliers, can be applied to qualitative data and it uses the binomial distribution to assess the significance of association. At this stage, we would not claim about the superiority of the method over other existing correlation methods, but our method could be another way of calculating correlation in addition to existing methods. The method uses binomial distribution, which has not been used until yet, to assess the significance of association between two variables. We are evaluating the performance of our method on NGS/microarray data, which is noisy and pierce by the outliers, to see if our method can differentiate between spurious and actual correlation. While working with the method, it has not escaped our notice that the method could also be generalized to measure the association of more than two variables which has been proven difficult with the existing methods.

Keywords: binomial distribution, correlation, microarray, outliers, transcriptome

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6728 Detecting Overdispersion for Mortality AIDS in Zero-inflated Negative Binomial Death Rate (ZINBDR) Co-infection Patients in Kelantan

Authors: Mohd Asrul Affedi, Nyi Nyi Naing

Abstract:

Overdispersion is present in count data, and basically when a phenomenon happened, a Negative Binomial (NB) is commonly used to replace a standard Poisson model. Analysis of count data event, such as mortality cases basically Poisson regression model is appropriate. Hence, the model is not appropriate when existing a zero values. The zero-inflated negative binomial model is appropriate. In this article, we modelled the mortality cases as a dependent variable by age categorical. The objective of this study to determine existing overdispersion in mortality data of AIDS co-infection patients in Kelantan.

Keywords: negative binomial death rate, overdispersion, zero-inflation negative binomial death rate, AIDS

Procedia PDF Downloads 463
6727 Regression for Doubly Inflated Multivariate Poisson Distributions

Authors: Ishapathik Das, Sumen Sen, N. Rao Chaganty, Pooja Sengupta

Abstract:

Dependent multivariate count data occur in several research studies. These data can be modeled by a multivariate Poisson or Negative binomial distribution constructed using copulas. However, when some of the counts are inflated, that is, the number of observations in some cells are much larger than other cells, then the copula based multivariate Poisson (or Negative binomial) distribution may not fit well and it is not an appropriate statistical model for the data. There is a need to modify or adjust the multivariate distribution to account for the inflated frequencies. In this article, we consider the situation where the frequencies of two cells are higher compared to the other cells, and develop a doubly inflated multivariate Poisson distribution function using multivariate Gaussian copula. We also discuss procedures for regression on covariates for the doubly inflated multivariate count data. For illustrating the proposed methodologies, we present a real data containing bivariate count observations with inflations in two cells. Several models and linear predictors with log link functions are considered, and we discuss maximum likelihood estimation to estimate unknown parameters of the models.

Keywords: copula, Gaussian copula, multivariate distributions, inflated distributios

Procedia PDF Downloads 156
6726 Integrated Nested Laplace Approximations For Quantile Regression

Authors: Kajingulu Malandala, Ranganai Edmore

Abstract:

The asymmetric Laplace distribution (ADL) is commonly used as the likelihood function of the Bayesian quantile regression, and it offers different families of likelihood method for quantile regression. Notwithstanding their popularity and practicality, ADL is not smooth and thus making it difficult to maximize its likelihood. Furthermore, Bayesian inference is time consuming and the selection of likelihood may mislead the inference, as the Bayes theorem does not automatically establish the posterior inference. Furthermore, ADL does not account for greater skewness and Kurtosis. This paper develops a new aspect of quantile regression approach for count data based on inverse of the cumulative density function of the Poisson, binomial and Delaporte distributions using the integrated nested Laplace Approximations. Our result validates the benefit of using the integrated nested Laplace Approximations and support the approach for count data.

Keywords: quantile regression, Delaporte distribution, count data, integrated nested Laplace approximation

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6725 Bayesian Analysis of Change Point Problems Using Conditionally Specified Priors

Authors: Golnaz Shahtahmassebi, Jose Maria Sarabia

Abstract:

In this talk, we introduce a new class of conjugate prior distributions obtained from conditional specification methodology. We illustrate the application of such distribution in Bayesian change point detection in Poisson processes. We obtain the posterior distribution of model parameters using a general bivariate distribution with gamma conditionals. Simulation from the posterior is readily implemented using a Gibbs sampling algorithm. The Gibbs sampling is implemented even when using conditional densities that are incompatible or only compatible with an improper joint density. The application of such methods will be demonstrated using examples of simulated and real data.

Keywords: change point, bayesian inference, Gibbs sampler, conditional specification, gamma conditional distributions

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6724 Residual Lifetime Estimation for Weibull Distribution by Fusing Expert Judgements and Censored Data

Authors: Xiang Jia, Zhijun Cheng

Abstract:

The residual lifetime of a product is the operation time between the current time and the time point when the failure happens. The residual lifetime estimation is rather important in reliability analysis. To predict the residual lifetime, it is necessary to assume or verify a particular distribution that the lifetime of the product follows. And the two-parameter Weibull distribution is frequently adopted to describe the lifetime in reliability engineering. Due to the time constraint and cost reduction, a life testing experiment is usually terminated before all the units have failed. Then the censored data is usually collected. In addition, other information could also be obtained for reliability analysis. The expert judgements are considered as it is common that the experts could present some useful information concerning the reliability. Therefore, the residual lifetime is estimated for Weibull distribution by fusing the censored data and expert judgements in this paper. First, the closed-forms concerning the point estimate and confidence interval for the residual lifetime under the Weibull distribution are both presented. Next, the expert judgements are regarded as the prior information and how to determine the prior distribution of Weibull parameters is developed. For completeness, the cases that there is only one, and there are more than two expert judgements are both focused on. Further, the posterior distribution of Weibull parameters is derived. Considering that it is difficult to derive the posterior distribution of residual lifetime, a sample-based method is proposed to generate the posterior samples of Weibull parameters based on the Monte Carlo Markov Chain (MCMC) method. And these samples are used to obtain the Bayes estimation and credible interval for the residual lifetime. Finally, an illustrative example is discussed to show the application. It demonstrates that the proposed method is rather simple, satisfactory, and robust.

Keywords: expert judgements, information fusion, residual lifetime, Weibull distribution

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6723 The Influence of Beta Shape Parameters in Project Planning

Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

Abstract:

Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.

Keywords: beta distribution, PERT, Monte Carlo simulation, skewness, project completion time distribution

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6722 A Comparative Analysis of Geometric and Exponential Laws in Modelling the Distribution of the Duration of Daily Precipitation

Authors: Mounia El Hafyani, Khalid El Himdi

Abstract:

Precipitation is one of the key variables in water resource planning. The importance of modeling wet and dry durations is a crucial pointer in engineering hydrology. The objective of this study is to model and analyze the distribution of wet and dry durations. For this purpose, the daily rainfall data from 1967 to 2017 of the Moroccan city of Kenitra’s station are used. Three models are implemented for the distribution of wet and dry durations, namely the first-order Markov chain, the second-order Markov chain, and the truncated negative binomial law. The adherence of the data to the proposed models is evaluated using Chi-square and Kolmogorov-Smirnov tests. The Akaike information criterion is applied to assess the most effective model distribution. We go further and study the law of the number of wet and dry days among k consecutive days. The calculation of this law is done through an algorithm that we have implemented based on conditional laws. We complete our work by comparing the observed moments of the numbers of wet/dry days among k consecutive days to the calculated moment of the three estimated models. The study shows the effectiveness of our approach in modeling wet and dry durations of daily precipitation.

Keywords: Markov chain, rainfall, truncated negative binomial law, wet and dry durations

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6721 EGFR Signal Induced-Nuclear Translocation of Beta-catenin and PKM2 Promotes HCC Malignancy and Indicates Early Recurrence After Curative Resection

Authors: Fangtian Fan, Zhaoguo Liu, Yin Lu

Abstract:

Early recurrence (ER) (< 1 year) after liver resection is one of the most important factors that impacts the prognosis of patients with hepatocellular carcinoma (HCC). However, the molecular mechanisms and predictive indexes of ER after curative resection remain largely unknown. The present study aimed to exploit the role of EGFR signaling in EMT and early recurrence of HCC after curative resection and elucidate the molecular mechanisms. Our results showed that nuclear beta-catenin / PKM2 was a independent predictor of early recurrence after curative resection in EGFR-overexpressed HCC. Mechanistic investigation indicated that nuclear accumulation of beta-catenin and PKM2 induced by EGFR signal promoted HCC cell invasion and proliferation, which were required for early recurrence of HCC. These effects were mediated by PI3K/AKT and ERK pathways rather than the canonical Wnt signaling. In conclusions, EGFR signal induced-nuclear translocation of beta-catenin and PKM2 promotes HCC malignancy and indicates early recurrence after curative resection.

Keywords: beta-catenin, early recurrence, hepatocellular carcinoma, malignancy, PKM2

Procedia PDF Downloads 357
6720 Prediction of All-Beta Protein Secondary Structure Using Garnier-Osguthorpe-Robson Method

Authors: K. Tejasri, K. Suvarna Vani, S. Prathyusha, S. Ramya

Abstract:

Proteins are chained sequences of amino acids which are brought together by the peptide bonds. Many varying formations of the chains are possible due to multiple combinations of amino acids and rotation in numerous positions along the chain. Protein structure prediction is one of the crucial goals worked towards by the members of bioinformatics and theoretical chemistry backgrounds. Among the four different structure levels in proteins, we emphasize mainly the secondary level structure. Generally, the secondary protein basically comprises alpha-helix and beta-sheets. Multi-class classification problem of data with disparity is truly a challenge to overcome and has to be addressed for the beta strands. Imbalanced data distribution constitutes a couple of the classes of data having very limited training samples collated with other classes. The secondary structure data is extracted from the protein primary sequence, and the beta-strands are predicted using suitable machine learning algorithms.

Keywords: proteins, secondary structure elements, beta-sheets, beta-strands, alpha-helices, machine learning algorithms

Procedia PDF Downloads 94
6719 Predictive Analysis for Big Data: Extension of Classification and Regression Trees Algorithm

Authors: Ameur Abdelkader, Abed Bouarfa Hafida

Abstract:

Since its inception, predictive analysis has revolutionized the IT industry through its robustness and decision-making facilities. It involves the application of a set of data processing techniques and algorithms in order to create predictive models. Its principle is based on finding relationships between explanatory variables and the predicted variables. Past occurrences are exploited to predict and to derive the unknown outcome. With the advent of big data, many studies have suggested the use of predictive analytics in order to process and analyze big data. Nevertheless, they have been curbed by the limits of classical methods of predictive analysis in case of a large amount of data. In fact, because of their volumes, their nature (semi or unstructured) and their variety, it is impossible to analyze efficiently big data via classical methods of predictive analysis. The authors attribute this weakness to the fact that predictive analysis algorithms do not allow the parallelization and distribution of calculation. In this paper, we propose to extend the predictive analysis algorithm, Classification And Regression Trees (CART), in order to adapt it for big data analysis. The major changes of this algorithm are presented and then a version of the extended algorithm is defined in order to make it applicable for a huge quantity of data.

Keywords: predictive analysis, big data, predictive analysis algorithms, CART algorithm

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6718 Normalizing Flow to Augmented Posterior: Conditional Density Estimation with Interpretable Dimension Reduction for High Dimensional Data

Authors: Cheng Zeng, George Michailidis, Hitoshi Iyatomi, Leo L. Duan

Abstract:

The conditional density characterizes the distribution of a response variable y given other predictor x and plays a key role in many statistical tasks, including classification and outlier detection. Although there has been abundant work on the problem of Conditional Density Estimation (CDE) for a low-dimensional response in the presence of a high-dimensional predictor, little work has been done for a high-dimensional response such as images. The promising performance of normalizing flow (NF) neural networks in unconditional density estimation acts as a motivating starting point. In this work, the authors extend NF neural networks when external x is present. Specifically, they use the NF to parameterize a one-to-one transform between a high-dimensional y and a latent z that comprises two components [zₚ, zₙ]. The zₚ component is a low-dimensional subvector obtained from the posterior distribution of an elementary predictive model for x, such as logistic/linear regression. The zₙ component is a high-dimensional independent Gaussian vector, which explains the variations in y not or less related to x. Unlike existing CDE methods, the proposed approach coined Augmented Posterior CDE (AP-CDE) only requires a simple modification of the common normalizing flow framework while significantly improving the interpretation of the latent component since zₚ represents a supervised dimension reduction. In image analytics applications, AP-CDE shows good separation of 𝑥-related variations due to factors such as lighting condition and subject id from the other random variations. Further, the experiments show that an unconditional NF neural network based on an unsupervised model of z, such as a Gaussian mixture, fails to generate interpretable results.

Keywords: conditional density estimation, image generation, normalizing flow, supervised dimension reduction

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6717 Primes as Sums and Differences of Two Binomial Coefficients and Two Powersums

Authors: Benjamin Lee Warren

Abstract:

Many problems exist in additive number theory which is essential to determine the primes that are the sum of two elements from a given single-variable polynomial sequence, and most of them are unattackable in the present day. Here, we determine solutions for this problem to a few certain sequences (certain binomial coefficients and power sums) using only elementary algebra and some algebraic factoring methods (as well as Euclid’s Lemma and Faulhaber’s Formula). In particular, we show that there are finitely many primes as sums of two of these types of elements. Several cases are fully illustrated, and bounds are presented for the cases not fully illustrated.

Keywords: binomial coefficients, power sums, primes, algebra

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6716 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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6715 New Segmentation of Piecewise Moving-Average Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

This paper addresses the problem of the signal segmentation within a Bayesian framework by using reversible jump MCMC algorithm. The signal is modelled by piecewise constant Moving-Average (MA) model where the numbers of segments, the position of change-point, the order and the coefficient of the MA model for each segment are unknown. The reversible jump MCMC algorithm is then used to generate samples distributed according to the joint posterior distribution of the unknown parameters. These samples allow calculating some interesting features of the posterior distribution. The performance of the methodology is illustrated via several simulation results.

Keywords: piecewise, moving-average model, reversible jump MCMC, signal segmentation

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6714 Novel Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

In this paper, we propose a novel inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multi-class. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.

Keywords: bayesian rule, gaussian process classification model with multiclass, gaussian process prior, human action classification, laplace approximation, variational EM algorithm

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6713 Performance and Limitations of Likelihood Based Information Criteria and Leave-One-Out Cross-Validation Approximation Methods

Authors: M. A. C. S. Sampath Fernando, James M. Curran, Renate Meyer

Abstract:

Model assessment, in the Bayesian context, involves evaluation of the goodness-of-fit and the comparison of several alternative candidate models for predictive accuracy and improvements. In posterior predictive checks, the data simulated under the fitted model is compared with the actual data. Predictive model accuracy is estimated using information criteria such as the Akaike information criterion (AIC), the Bayesian information criterion (BIC), the Deviance information criterion (DIC), and the Watanabe-Akaike information criterion (WAIC). The goal of an information criterion is to obtain an unbiased measure of out-of-sample prediction error. Since posterior checks use the data twice; once for model estimation and once for testing, a bias correction which penalises the model complexity is incorporated in these criteria. Cross-validation (CV) is another method used for examining out-of-sample prediction accuracy. Leave-one-out cross-validation (LOO-CV) is the most computationally expensive variant among the other CV methods, as it fits as many models as the number of observations. Importance sampling (IS), truncated importance sampling (TIS) and Pareto-smoothed importance sampling (PSIS) are generally used as approximations to the exact LOO-CV and utilise the existing MCMC results avoiding expensive computational issues. The reciprocals of the predictive densities calculated over posterior draws for each observation are treated as the raw importance weights. These are in turn used to calculate the approximate LOO-CV of the observation as a weighted average of posterior densities. In IS-LOO, the raw weights are directly used. In contrast, the larger weights are replaced by their modified truncated weights in calculating TIS-LOO and PSIS-LOO. Although, information criteria and LOO-CV are unable to reflect the goodness-of-fit in absolute sense, the differences can be used to measure the relative performance of the models of interest. However, the use of these measures is only valid under specific circumstances. This study has developed 11 models using normal, log-normal, gamma, and student’s t distributions to improve the PCR stutter prediction with forensic data. These models are comprised of four with profile-wide variances, four with locus specific variances, and three which are two-component mixture models. The mean stutter ratio in each model is modeled as a locus specific simple linear regression against a feature of the alleles under study known as the longest uninterrupted sequence (LUS). The use of AIC, BIC, DIC, and WAIC in model comparison has some practical limitations. Even though, IS-LOO, TIS-LOO, and PSIS-LOO are considered to be approximations of the exact LOO-CV, the study observed some drastic deviations in the results. However, there are some interesting relationships among the logarithms of pointwise predictive densities (lppd) calculated under WAIC and the LOO approximation methods. The estimated overall lppd is a relative measure that reflects the overall goodness-of-fit of the model. Parallel log-likelihood profiles for the models conditional on equal posterior variances in lppds were observed. This study illustrates the limitations of the information criteria in practical model comparison problems. In addition, the relationships among LOO-CV approximation methods and WAIC with their limitations are discussed. Finally, useful recommendations that may help in practical model comparisons with these methods are provided.

Keywords: cross-validation, importance sampling, information criteria, predictive accuracy

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6712 The Extended Skew Gaussian Process for Regression

Authors: M. T. Alodat

Abstract:

In this paper, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression(ESGPr) model. The ESGPR model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGPR model at a new input. Also we apply the ESGPR model to FOREX data and we find that it fits the Forex data better than the GPR model.

Keywords: extended skew normal distribution, Gaussian process for regression, predictive distribution, ESGPr model

Procedia PDF Downloads 553
6711 A Predictive MOC Solver for Water Hammer Waves Distribution in Network

Authors: A. Bayle, F. Plouraboué

Abstract:

Water Distribution Network (WDN) still suffers from a lack of knowledge about fast pressure transient events prediction, although the latter may considerably impact their durability. Accidental or planned operating activities indeed give rise to complex pressure interactions and may drastically modified the local pressure value generating leaks and, in rare cases, pipe’s break. In this context, a numerical predictive analysis is conducted to prevent such event and optimize network management. A couple of Python/FORTRAN 90, home-made software, has been developed using Method Of Characteristic (MOC) solving for water-hammer equations. The solver is validated by direct comparison with theoretical and experimental measurement in simple configurations whilst afterward extended to network analysis. The algorithm's most costly steps are designed for parallel computation. A various set of boundary conditions and energetic losses models are considered for the network simulations. The results are analyzed in both real and frequencies domain and provide crucial information on the pressure distribution behavior within the network.

Keywords: energetic losses models, method of characteristic, numerical predictive analysis, water distribution network, water hammer

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6710 Synergistic Effect of Eugenol Acetate with Betalactam Antibiotic on Betalactamase and Its Bioinformatics Analysis

Authors: Vinod Nair, C. Sadasivan

Abstract:

Beta-lactam antibiotics are the most frequently prescribed medications in modern medicine. The antibiotic resistance by the production of enzyme beta-lactamase is an important mechanism seen in microorganisms. Resistance to beta-lactams mediated by beta-lactamases can be overcome successfully with the use of beta-lactamase inhibitors. New generations of the antibiotics contain mostly synthetic compounds, and many side effects have been reported for them. Combinations of beta-lactam and beta-lactamase inhibitors have become one of the most successful antimicrobial strategies in the current scenario of bacterial infections. Plant-based drugs are very cheap and having lesser adverse effect than synthetic compounds. The synergistic effect of eugenol acetate with beta-lactams restores the activity of beta-lactams, allowing their continued clinical use. It is reported here the enhanced inhibitory effect of phytochemical, eugenol acetate, isolated from the plant Syzygium aromaticum with beta-lactams on beta-lactamase. The compound was found to have synergistic effect with the antibiotic amoxicillin against antibiotic-resistant strain of S.aureus. The enzyme was purified from the organism and incubated with the compound. The assay showed that the compound could inhibit the enzymatic activity of beta-lactamase. Modeling and molecular docking studies indicated that the compound can fit into the active site of beta-lactamase and can mask the important residue for hydrolysis of beta-lactams. The synergistic effects of eugenol acetate with beta-lactam antibiotics may justify, the use of these plant compounds for the preparation of β-lactamase inhibitors against β-lactam resistant S.aureus.

Keywords: betalactamase, eugenol acetate, synergistic effect, molecular modeling

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6709 β-Lactamase Inhibitory Effects of Anchusa azurea Extracts

Authors: Naoual Boussoualim, Hayat Trabsa, Iman Krache, Lekhmici Arrar, Abderrahmane Baghiani

Abstract:

Resistance to antibiotics has emerged following their widespread use; the important mechanism of beta-lactam resistance in bacteria is the production of beta-lactamase. In order to find new bioactive beta-lactamase inhibitors, this study investigated the inhibition effect of the extracts of Anchusa azurea (AA) on a beta-lactamase from Bacillus cereus. The extracts exerted inhibitory effects on beta-lactamase in a dose-dependent manner, the results showed that the crude extract (BrE) and the ethyl acetate extract (AcE) of Anchusa azurea showed a very high inhibitory activity at a concentration of 10 mg, the percentage of inhibition was between 58% and 68%. Not all extracts were as potent as the original inhibitors such as clavulanic acid, the isolation and the structural elucidation of the active constituents in these extracts will provide useful means in the development of beta -lactamase inhibitors.

Keywords: Anchusa azurea, natural product, resistance, antibiotics, beta-lactamase, inhibitors

Procedia PDF Downloads 511
6708 A Hierarchical Method for Multi-Class Probabilistic Classification Vector Machines

Authors: P. Byrnes, F. A. DiazDelaO

Abstract:

The Support Vector Machine (SVM) has become widely recognised as one of the leading algorithms in machine learning for both regression and binary classification. It expresses predictions in terms of a linear combination of kernel functions, referred to as support vectors. Despite its popularity amongst practitioners, SVM has some limitations, with the most significant being the generation of point prediction as opposed to predictive distributions. Stemming from this issue, a probabilistic model namely, Probabilistic Classification Vector Machines (PCVM), has been proposed which respects the original functional form of SVM whilst also providing a predictive distribution. As physical system designs become more complex, an increasing number of classification tasks involving industrial applications consist of more than two classes. Consequently, this research proposes a framework which allows for the extension of PCVM to a multi class setting. Additionally, the original PCVM framework relies on the use of type II maximum likelihood to provide estimates for both the kernel hyperparameters and model evidence. In a high dimensional multi class setting, however, this approach has been shown to be ineffective due to bad scaling as the number of classes increases. Accordingly, we propose the application of Markov Chain Monte Carlo (MCMC) based methods to provide a posterior distribution over both parameters and hyperparameters. The proposed framework will be validated against current multi class classifiers through synthetic and real life implementations.

Keywords: probabilistic classification vector machines, multi class classification, MCMC, support vector machines

Procedia PDF Downloads 221