Search results for: Bayesian reasoning
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 602

Search results for: Bayesian reasoning

572 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

Procedia PDF Downloads 323
571 Financial Assets Return, Economic Factors and Investor's Behavioral Indicators Relationships Modeling: A Bayesian Networks Approach

Authors: Nada Souissi, Mourad Mroua

Abstract:

The main purpose of this study is to examine the interaction between financial asset volatility, economic factors and investor's behavioral indicators related to both the company's and the markets stocks for the period from January 2000 to January2020. Using multiple linear regression and Bayesian Networks modeling, results show a positive and negative relationship between investor's psychology index, economic factors and predicted stock market return. We reveal that the application of the Bayesian Discrete Network contributes to identify the different cause and effect relationships between all economic, financial variables and psychology index.

Keywords: Financial asset return predictability, Economic factors, Investor's psychology index, Bayesian approach, Probabilistic networks, Parametric learning

Procedia PDF Downloads 115
570 A Relational Case-Based Reasoning Framework for Project Delivery System Selection

Authors: Yang Cui, Yong Qiang Chen

Abstract:

An appropriate project delivery system (PDS) is crucial to the success of a construction project. Case-based reasoning (CBR) is a useful support for PDS selection. However, the traditional CBR approach represents cases as attribute-value vectors without taking relations among attributes into consideration, and could not calculate the similarity when the structures of cases are not strictly same. Therefore, this paper solves this problem by adopting the relational case-based reasoning (RCBR) approach for PDS selection, considering both the structural similarity and feature similarity. To develop the feature terms of the construction projects, the criteria and factors governing PDS selection process are first identified. Then, feature terms for the construction projects are developed. Finally, the mechanism of similarity calculation and a case study indicate how RCBR works for PDS selection. The adoption of RCBR in PDS selection expands the scope of application of traditional CBR method and improves the accuracy of the PDS selection system.

Keywords: relational cased-based reasoning, case-based reasoning, project delivery system, PDS selection

Procedia PDF Downloads 400
569 Design of Bayesian MDS Sampling Plan Based on the Process Capability Index

Authors: Davood Shishebori, Mohammad Saber Fallah Nezhad, Sina Seifi

Abstract:

In this paper, a variable multiple dependent state (MDS) sampling plan is developed based on the process capability index using Bayesian approach. The optimal parameters of the developed sampling plan with respect to constraints related to the risk of consumer and producer are presented. Two comparison studies have been done. First, the methods of double sampling model, sampling plan for resubmitted lots and repetitive group sampling (RGS) plan are elaborated and average sample numbers of the developed MDS plan and other classical methods are compared. A comparison study between the developed MDS plan based on Bayesian approach and the exact probability distribution is carried out.

Keywords: MDS sampling plan, RGS plan, sampling plan for resubmitted lots, process capability index (PCI), average sample number (ASN), Bayesian approach

Procedia PDF Downloads 275
568 Analysis of Conditional Effects of Forms of Upward versus Downward Counterfactual Reasoning on Gambling Cognition and Decision of Nigerians

Authors: Larry O. Awo, George N. Duru

Abstract:

There are growing public and mental health concerns over the availability of gambling platforms and shops in Nigeria and the high level of youth involvement in gambling. Early theorizing maintained that gambling involvement was driven by a quest for resource gains. However, evidence shows that the economic model of gambling tends to explain the involvement of the gambling business owners (sport lottery operators: SLOs) as most gamblers lose more than they win. This loss, according to the law of effect, ought to discourage decisions to gamble. However, the quest to recover losses has often initiated prolonged gambling sessions. Therefore, the need to investigate mental contemplations (such as counterfactual reasoning (upward versus downward) of what “would, should, or could” have been, and feeling of the illusion of control; IOC) over gambling outcomes as risk or protective factors in gambling decisions became pertinent. The present study sought to understand the differential contributions and conditional effects of upward versus downward counterfactual reasoning as pathways through which the association between IOC and gambling decisions of Nigerian youths (N = 120, mean age = 18.05, SD = 3.81) could be explained. The study adopted a randomized group design, and data were obtained by means of stimulus material (the Gambling Episode; GE) and self-report measures of IOC and Gambling Decision. One-way analysis of variance (ANOVA) result showed that participants in the upward counterfactual reasoning group (M = 22.08) differed from their colleagues in the downward counterfactual reasoning group (M = 17.33) on the decision to gamble, and this difference was significant [F(1,112) = 23, P < .01]. HAYES PROCESS macro moderation analysis results showed that 1) IOC and upward counterfactual reasoning were positively associated with the decision to gamble (B = 14.21, t = 6.10, p < .01 and B = 7.22, t = 2.07, p <.05, respectively), 2) downward counterfactual reasoning was negatively associated with the decision to gamble more to recover losses (B = 10.03, t = 3.21, p < .01), 3) upward counterfactual reasoning did not moderate the association between IOC and gambling decision (p > .05), and 4) downward counterfactual reasoning negatively moderated the association between IOC and gambling decision (B = 07, t = 2.18, p < .05) such that the association was strong at the low level of downward counterfactual, but wane at high levels of downward counterfactual reasoning. The implication of these findings is that IOC and upward counterfactual reasoning were risk factors and promoted gambling behavior, while downward counterfactual reasoning protects individuals from gambling activities. Thus, it is concluded that downward counterfactual reasoning strategies should be included in gambling therapy and treatment packages as it could diminish feelings of both IOC and negative feelings of missed positive outcomes and the urge to gamble.

Keywords: counterfactual reasoning, gambling cognition, gambling decision, Nigeria, youths

Procedia PDF Downloads 66
567 Moderation Role of Effects of Forms of Upward versus Downward Counterfactual Reasoning on Gambling Cognition and Decision of Nigerians

Authors: Larry O. Awo, George N. Duru

Abstract:

There is growing public and mental health concerns over the availability of gambling platforms and shops in Nigeria and the high level of youth involvement in gambling. Early theorizing maintained that gambling involvement driven by the quest for resource gains. However, evidences show that the economic model of gambling tend to explain the involvement of the gambling business owners (sport lottery operators: SLOs) as most gamblers lose more than they win. This loss, according to the law of effect, ought to discourage decisions to gamble. However, the quest to recover loses has often initiated and prolonged gambling sessions. Therefore, the need to investigate mental contemplations (such as counterfactual reasoning (upward versus downward) of what “would, should, or could” have been, and feeling of the illusion of control; IOC) over gambling outcome as risk or protective factors in gambling decisions became pertinent. The present study sought to understand the differential contributions and conditional effects of upward versus downward counterfactual reasoning as pathways through which the association between IOC and gambling decision of Nigerian youths (N = 120, mean age = 18.05, SD = 3.81) could be explained. The study adopted a randomized group design, and data were obtained by means of stimulus material (the Gambling Episode; GE) and self-report measures of IOC and Gambling Decision. One-way analysis of variance (ANOVA) result showed that participants in the upward counterfactual reasoning group (M = 22.08) differed from their colleagues in the downward counterfactual reasoning group (M = 17.33) on the decision to gamble, and this difference was significant [F(1,112) = 23, P < .01]. HAYES PROCESS macro moderation analysis results showed that 1) IOC and upward counterfactual reasoning were positively associated with the decision to gamble (B = 14.21, t = 6.10, p < .01 and B = 7.22, t = 2.07, p < .01), 3) upward counterfactual reasoning did not moderate the association between IOC and gambling decision (p > .05), and 4) downward counterfactual reasoning negatively moderated the association between IOC and gambling decision (B = 07, t = 2.18, p < .05) such that the association was strong at a low level of downward counterfactual, but wane at high levels of downward counterfactual reasoning. The implication of these findings are that IOC and upward counterfactual reasoning were risk factors and promote gambling behavior, while downward counterfactual reasoning protects individuals from gambling activities. Thus, it is concluded that downward counterfactual reasoning strategies should be included in gambling therapy and treatment packages as it could diminish feelings of both IOC and negative feelings of missed positive outcomes and the urge to gamble.

Keywords: counterfactual reasoning, gambling cognition, gambling decision, nigeria, youths

Procedia PDF Downloads 81
566 Educase–Intelligent System for Pedagogical Advising Using Case-Based Reasoning

Authors: Elionai Moura, José A. Cunha, César Analide

Abstract:

This work introduces a proposal scheme for an Intelligent System applied to Pedagogical Advising using Case-Based Reasoning, to find consolidated solutions before used for the new problems, making easier the task of advising students to the pedagogical staff. We do intend, through this work, introduce the motivation behind the choices for this system structure, justifying the development of an incremental and smart web system who learns bests solutions for new cases when it’s used, showing technics and technology.

Keywords: case-based reasoning, pedagogical advising, educational data-mining (EDM), machine learning

Procedia PDF Downloads 390
565 A Two-Stage Bayesian Variable Selection Method with the Extension of Lasso for Geo-Referenced Data

Authors: Georgiana Onicescu, Yuqian Shen

Abstract:

Due to the complex nature of geo-referenced data, multicollinearity of the risk factors in public health spatial studies is a commonly encountered issue, which leads to low parameter estimation accuracy because it inflates the variance in the regression analysis. To address this issue, we proposed a two-stage variable selection method by extending the least absolute shrinkage and selection operator (Lasso) to the Bayesian spatial setting, investigating the impact of risk factors to health outcomes. Specifically, in stage I, we performed the variable selection using Bayesian Lasso and several other variable selection approaches. Then, in stage II, we performed the model selection with only the selected variables from stage I and compared again the methods. To evaluate the performance of the two-stage variable selection methods, we conducted a simulation study with different distributions for the risk factors, using geo-referenced count data as the outcome and Michigan as the research region. We considered the cases when all candidate risk factors are independently normally distributed, or follow a multivariate normal distribution with different correlation levels. Two other Bayesian variable selection methods, Binary indicator, and the combination of Binary indicator and Lasso were considered and compared as alternative methods. The simulation results indicated that the proposed two-stage Bayesian Lasso variable selection method has the best performance for both independent and dependent cases considered. When compared with the one-stage approach, and the other two alternative methods, the two-stage Bayesian Lasso approach provides the highest estimation accuracy in all scenarios considered.

Keywords: Lasso, Bayesian analysis, spatial analysis, variable selection

Procedia PDF Downloads 110
564 The Application of Bayesian Heuristic for Scheduling in Real-Time Private Clouds

Authors: Sahar Sohrabi

Abstract:

The emergence of Cloud data centers has revolutionized the IT industry. Private Clouds in specific provide Cloud services for certain group of customers/businesses. In a real-time private Cloud each task that is given to the system has a deadline that desirably should not be violated. Scheduling tasks in a real-time private CLoud determine the way available resources in the system are shared among incoming tasks. The aim of the scheduling policy is to optimize the system outcome which for a real-time private Cloud can include: energy consumption, deadline violation, execution time and the number of host switches. Different scheduling policies can be used for scheduling. Each lead to a sub-optimal outcome in a certain settings of the system. A Bayesian Scheduling strategy is proposed for scheduling to further improve the system outcome. The Bayesian strategy showed to outperform all selected policies. It also has the flexibility in dealing with complex pattern of incoming task and has the ability to adapt.

Keywords: cloud computing, scheduling, real-time private cloud, bayesian

Procedia PDF Downloads 335
563 Hybrid Structure Learning Approach for Assessing the Phosphate Laundries Impact

Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

Abstract:

Bayesian Network (BN) is one of the most efficient classification methods. It is widely used in several fields (i.e., medical diagnostics, risk analysis, bioinformatics research). The BN is defined as a probabilistic graphical model that represents a formalism for reasoning under uncertainty. This classification method has a high-performance rate in the extraction of new knowledge from data. The construction of this model consists of two phases for structure learning and parameter learning. For solving this problem, the K2 algorithm is one of the representative data-driven algorithms, which is based on score and search approach. In addition, the integration of the expert's knowledge in the structure learning process allows the obtainment of the highest accuracy. In this paper, we propose a hybrid approach combining the improvement of the K2 algorithm called K2 algorithm for Parents and Children search (K2PC) and the expert-driven method for learning the structure of BN. The evaluation of the experimental results, using the well-known benchmarks, proves that our K2PC algorithm has better performance in terms of correct structure detection. The real application of our model shows its efficiency in the analysis of the phosphate laundry effluents' impact on the watershed in the Gafsa area (southwestern Tunisia).

Keywords: Bayesian network, classification, expert knowledge, structure learning, surface water analysis

Procedia PDF Downloads 98
562 Value-Based Argumentation Frameworks and Judicial Moral Reasoning

Authors: Sonia Anand Knowlton

Abstract:

As the use of Artificial Intelligence is becoming increasingly integrated in virtually every area of life, the need and interest to logically formalize the law and judicial reasoning is growing tremendously. The study of argumentation frameworks (AFs) provides promise in this respect. AF’s provide a way of structuring human reasoning using a formal system of non-monotonic logic. P.M. Dung first introduced this framework and demonstrated that certain arguments must prevail and certain arguments must perish based on whether they are logically “attacked” by other arguments. Dung labelled the set of prevailing arguments as the “preferred extension” of the given argumentation framework. Trevor Bench-Capon’s Value-based Argumentation Frameworks extended Dung’s AF system by allowing arguments to derive their force from the promotion of “preferred” values. In VAF systems, the success of an attack from argument A to argument B (i.e., the triumph of argument A) requires that argument B does not promote a value that is preferred to argument A. There has been thorough discussion of the application of VAFs to the law within the computer science literature, mainly demonstrating that legal cases can be effectively mapped out using VAFs. This article analyses VAFs from a jurisprudential standpoint to provide a philosophical and theoretical analysis of what VAFs tell the legal community about the judicial reasoning, specifically distinguishing between legal and moral reasoning. It highlights the limitations of using VAFs to account for judicial moral reasoning in theory and in practice.

Keywords: nonmonotonic logic, legal formalization, computer science, artificial intelligence, morality

Procedia PDF Downloads 46
561 Bayesian Meta-Analysis to Account for Heterogeneity in Studies Relating Life Events to Disease

Authors: Elizabeth Stojanovski

Abstract:

Associations between life events and various forms of cancers have been identified. The purpose of a recent random-effects meta-analysis was to identify studies that examined the association between adverse events associated with changes to financial status including decreased income and breast cancer risk. The same association was studied in four separate studies which displayed traits that were not consistent between studies such as the study design, location and time frame. It was of interest to pool information from various studies to help identify characteristics that differentiated study results. Two random-effects Bayesian meta-analysis models are proposed to combine the reported estimates of the described studies. The proposed models allow major sources of variation to be taken into account, including study level characteristics, between study variance, and within study variance and illustrate the ease with which uncertainty can be incorporated using a hierarchical Bayesian modelling approach.

Keywords: random-effects, meta-analysis, Bayesian, variation

Procedia PDF Downloads 133
560 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

Procedia PDF Downloads 157
559 Active Learning Role on Strategic I-Map Thinking in Developing Reasoning Thinking and the Intrinsic-Motivation Orientation

Authors: Khaled Alotaibi

Abstract:

This paper deals with developing reasoning thinking and the intrinsic-extrinsic motivation for learning, and enhancing the academic achievement of a sample of students at Teachers' College in King Saud University. The study sample included 58 students who were divided randomly into two groups; one was an experimental group with 20 students and the other was a control group with 22 students. The following tools were used: e-courses by using I-map, Reasoning Thinking Tes, questionnaire to measure the intrinsic-extrinsic motivation for learning and an academic achievement test. Experimental group was taught using e-courses by using I-map, while the control group was taught by using traditional education. The results showed that: - There were no statistically significant differences between the experimental group and the control group in Reasoning thinking skills. - There were statistically significant differences between the experimental group and the control group in the intrinsic-extrinsic motivation for learning in favor of the experimental group. - There were statistically significant differences between the experimental group and the control group in academic achievement in favor of the experimental group.

Keywords: reasoning, thinking, intrinsic motivation, active learning

Procedia PDF Downloads 397
558 A Validation Technique for Integrated Ontologies

Authors: Neli P. Zlatareva

Abstract:

Ontology validation is an important part of web applications’ development, where knowledge integration and ontological reasoning play a fundamental role. It aims to ensure the consistency and correctness of ontological knowledge and to guarantee that ontological reasoning is carried out in a meaningful way. Existing approaches to ontology validation address more or less specific validation issues, but the overall process of validating web ontologies has not been formally established yet. As the size and the number of web ontologies continue to grow, the necessity to validate and ensure their consistency and interoperability is becoming increasingly important. This paper presents a validation technique intended to test the consistency of independent ontologies utilized by a common application.

Keywords: knowledge engineering, ontological reasoning, ontology validation, semantic web

Procedia PDF Downloads 299
557 Similarity Based Retrieval in Case Based Reasoning for Analysis of Medical Images

Authors: M. Dasgupta, S. Banerjee

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Content Based Image Retrieval (CBIR) coupled with Case Based Reasoning (CBR) is a paradigm that is becoming increasingly popular in the diagnosis and therapy planning of medical ailments utilizing the digital content of medical images. This paper presents a survey of some of the promising approaches used in the detection of abnormalities in retina images as well in mammographic screening and detection of regions of interest in MRI scans of the brain. We also describe our proposed algorithm to detect hard exudates in fundus images of the retina of Diabetic Retinopathy patients.

Keywords: case based reasoning, exudates, retina image, similarity based retrieval

Procedia PDF Downloads 324
556 Development of Terrorist Threat Prediction Model in Indonesia by Using Bayesian Network

Authors: Hilya Mudrika Arini, Nur Aini Masruroh, Budi Hartono

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There are more than 20 terrorist threats from 2002 to 2012 in Indonesia. Despite of this fact, preventive solution through studies in the field of national security in Indonesia has not been conducted comprehensively. This study aims to provide a preventive solution by developing prediction model of the terrorist threat in Indonesia by using Bayesian network. There are eight stages to build the model, started from literature review, build and verify Bayesian belief network to what-if scenario. In order to build the model, four experts from different perspectives are utilized. This study finds several significant findings. First, news and the readiness of terrorist group are the most influent factor. Second, according to several scenarios of the news portion, it can be concluded that the higher positive news proportion, the higher probability of terrorist threat will occur. Therefore, the preventive solution to reduce the terrorist threat in Indonesia based on the model is by keeping the positive news portion to a maximum of 38%.

Keywords: Bayesian network, decision analysis, national security system, text mining

Procedia PDF Downloads 364
555 Investigation of Compressive Strength of Fly Ash-Based Geopolymer Bricks with Hierarchical Bayesian Path Analysis

Authors: Ersin Sener, Ibrahim Demir, Hasan Aykut Karaboga, Kadir Kilinc

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Bayesian methods, which have very wide range of applications, are implemented to the data obtained from the production of F class fly ash-based geopolymer bricks’ experimental design. In this study, dependent variable is compressive strength, independent variables are treatment type (oven and steam), treatment time, molding time, temperature, water absorbtion ratio and density. The effect of independent variables on compressive strength is investigated. There is no difference among treatment types, but there is a correlation between independent variables. Therefore, hierarchical Bayesian path analysis is applied. In consequence of analysis we specified that treatment time, temperature and density effects on compressive strength is higher, molding time, and water absorbtion ratio is relatively low.

Keywords: experimental design, F class fly ash, geopolymer bricks, hierarchical Bayesian path analysis

Procedia PDF Downloads 362
554 Risk Factors for Defective Autoparts Products Using Bayesian Method in Poisson Generalized Linear Mixed Model

Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong

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This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.

Keywords: defective autoparts products, Bayesian framework, generalized linear mixed model (GLMM), risk factors

Procedia PDF Downloads 545
553 Application of Sub-health Diagnosis and Reasoning Method for Avionics

Authors: Weiran An, Junyou Shi

Abstract:

Health management has become one of the design goals in the research and development of new generation avionics systems, and is an important complement and development for the testability and fault diagnosis technology. Currently, the research and application for avionics system health dividing and diagnosis technology is still at the starting stage, lack of related technologies and methods reserve. In this paper, based on the health three-state dividing of avionics products, state lateral transfer coupling modeling and diagnosis reasoning method considering sub-health are researched. With the study of typical case application, the feasibility and correctness of the method and the software are verified.

Keywords: sub-health, diagnosis reasoning, three-valued coupled logic, extended dependency model, avionics

Procedia PDF Downloads 304
552 Case-Based Reasoning Approach for Process Planning of Internal Thread Cold Extrusion

Authors: D. Zhang, H. Y. Du, G. W. Li, J. Zeng, D. W. Zuo, Y. P. You

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For the difficult issues of process selection, case-based reasoning technology is applied to computer aided process planning system for cold form tapping of internal threads on the basis of similarity in the process. A model is established based on the analysis of process planning. Case representation and similarity computing method are given. Confidence degree is used to evaluate the case. Rule-based reuse strategy is presented. The scheme is illustrated and verified by practical application. The case shows the design results with the proposed method are effective.

Keywords: case-based reasoning, internal thread, cold extrusion, process planning

Procedia PDF Downloads 481
551 Knowledge Representation and Inconsistency Reasoning of Class Diagram Maintenance in Big Data

Authors: Chi-Lun Liu

Abstract:

Requirements modeling and analysis are important in successful information systems' maintenance. Unified Modeling Language (UML) class diagrams are useful standards for modeling information systems. To our best knowledge, there is a lack of a systems development methodology described by the organism metaphor. The core concept of this metaphor is adaptation. Using the knowledge representation and reasoning approach and ontologies to adopt new requirements are emergent in recent years. This paper proposes an organic methodology which is based on constructivism theory. This methodology is a knowledge representation and reasoning approach to analyze new requirements in the class diagrams maintenance. The process and rules in the proposed methodology automatically analyze inconsistencies in the class diagram. In the big data era, developing an automatic tool based on the proposed methodology to analyze large amounts of class diagram data is an important research topic in the future.

Keywords: knowledge representation, reasoning, ontology, class diagram, software engineering

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

Authors: Suparman Suparman

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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)

Procedia PDF Downloads 333
549 A Bayesian Model with Improved Prior in Extreme Value Problems

Authors: Eva L. Sanjuán, Jacinto Martín, M. Isabel Parra, Mario M. Pizarro

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In Extreme Value Theory, inference estimation for the parameters of the distribution is made employing a small part of the observation values. When block maxima values are taken, many data are discarded. We developed a new Bayesian inference model to seize all the information provided by the data, introducing informative priors and using the relations between baseline and limit parameters. Firstly, we studied the accuracy of the new model for three baseline distributions that lead to a Gumbel extreme distribution: Exponential, Normal and Gumbel. Secondly, we considered mixtures of Normal variables, to simulate practical situations when data do not adjust to pure distributions, because of perturbations (noise).

Keywords: bayesian inference, extreme value theory, Gumbel distribution, highly informative prior

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548 Understanding Mathematics Achievements among U. S. Middle School Students: A Bayesian Multilevel Modeling Analysis with Informative Priors

Authors: Jing Yuan, Hongwei Yang

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This paper aims to understand U.S. middle school students’ mathematics achievements by examining relevant student and school-level predictors. Through a variance component analysis, the study first identifies evidence supporting the use of multilevel modeling. Then, a multilevel analysis is performed under Bayesian statistical inference where prior information is incorporated into the modeling process. During the analysis, independent variables are entered sequentially in the order of theoretical importance to create a hierarchy of models. By evaluating each model using Bayesian fit indices, a best-fit and most parsimonious model is selected where Bayesian statistical inference is performed for the purpose of result interpretation and discussion. The primary dataset for Bayesian modeling is derived from the Program for International Student Assessment (PISA) in 2012 with a secondary PISA dataset from 2003 analyzed under the traditional ordinary least squares method to provide the information needed to specify informative priors for a subset of the model parameters. The dependent variable is a composite measure of mathematics literacy, calculated from an exploratory factor analysis of all five PISA 2012 mathematics achievement plausible values for which multiple evidences are found supporting data unidimensionality. The independent variables include demographics variables and content-specific variables: mathematics efficacy, teacher-student ratio, proportion of girls in the school, etc. Finally, the entire analysis is performed using the MCMCpack and MCMCglmm packages in R.

Keywords: Bayesian multilevel modeling, mathematics education, PISA, multilevel

Procedia PDF Downloads 305
547 The Bayesian Premium Under Entropy Loss

Authors: Farouk Metiri, Halim Zeghdoudi, Mohamed Riad Remita

Abstract:

Credibility theory is an experience rating technique in actuarial science which can be seen as one of quantitative tools that allows the insurers to perform experience rating, that is, to adjust future premiums based on past experiences. It is used usually in automobile insurance, worker's compensation premium, and IBNR (incurred but not reported claims to the insurer) where credibility theory can be used to estimate the claim size amount. In this study, we focused on a popular tool in credibility theory which is the Bayesian premium estimator, considering Lindley distribution as a claim distribution. We derive this estimator under entropy loss which is asymmetric and squared error loss which is a symmetric loss function with informative and non-informative priors. In a purely Bayesian setting, the prior distribution represents the insurer’s prior belief about the insured’s risk level after collection of the insured’s data at the end of the period. However, the explicit form of the Bayesian premium in the case when the prior is not a member of the exponential family could be quite difficult to obtain as it involves a number of integrations which are not analytically solvable. The paper finds a solution to this problem by deriving this estimator using numerical approximation (Lindley approximation) which is one of the suitable approximation methods for solving such problems, it approaches the ratio of the integrals as a whole and produces a single numerical result. Simulation study using Monte Carlo method is then performed to evaluate this estimator and mean squared error technique is made to compare the Bayesian premium estimator under the above loss functions.

Keywords: bayesian estimator, credibility theory, entropy loss, monte carlo simulation

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546 Detection of Change Points in Earthquakes Data: A Bayesian Approach

Authors: F. A. Al-Awadhi, D. Al-Hulail

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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.

Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode

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545 Improved Dynamic Bayesian Networks Applied to Arabic On Line Characters Recognition

Authors: Redouane Tlemsani, Abdelkader Benyettou

Abstract:

Work is in on line Arabic character recognition and the principal motivation is to study the Arab manuscript with on line technology. This system is a Markovian system, which one can see as like a Dynamic Bayesian Network (DBN). One of the major interests of these systems resides in the complete models training (topology and parameters) starting from training data. Our approach is based on the dynamic Bayesian Networks formalism. The DBNs theory is a Bayesians networks generalization to the dynamic processes. Among our objective, amounts finding better parameters, which represent the links (dependences) between dynamic network variables. In applications in pattern recognition, one will carry out the fixing of the structure, which obliges us to admit some strong assumptions (for example independence between some variables). Our application will relate to the Arabic isolated characters on line recognition using our laboratory database: NOUN. A neural tester proposed for DBN external optimization. The DBN scores and DBN mixed are respectively 70.24% and 62.50%, which lets predict their further development; other approaches taking account time were considered and implemented until obtaining a significant recognition rate 94.79%.

Keywords: Arabic on line character recognition, dynamic Bayesian network, pattern recognition, computer vision

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544 Intelligent Computing with Bayesian Regularization Artificial Neural Networks for a Nonlinear System of COVID-19 Epidemic Model for Future Generation Disease Control

Authors: Tahir Nawaz Cheema, Dumitru Baleanu, Ali Raza

Abstract:

In this research work, we design intelligent computing through Bayesian Regularization artificial neural networks (BRANNs) introduced to solve the mathematical modeling of infectious diseases (Covid-19). The dynamical transmission is due to the interaction of people and its mathematical representation based on the system's nonlinear differential equations. The generation of the dataset of the Covid-19 model is exploited by the power of the explicit Runge Kutta method for different countries of the world like India, Pakistan, Italy, and many more. The generated dataset is approximately used for training, testing, and validation processes for every frequent update in Bayesian Regularization backpropagation for numerical behavior of the dynamics of the Covid-19 model. The performance and effectiveness of designed methodology BRANNs are checked through mean squared error, error histograms, numerical solutions, absolute error, and regression analysis.

Keywords: mathematical models, beysian regularization, bayesian-regularization backpropagation networks, regression analysis, numerical computing

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543 Bayesian Semiparametric Geoadditive Modelling of Underweight Malnutrition of Children under 5 Years in Ethiopia

Authors: Endeshaw Assefa Derso, Maria Gabriella Campolo, Angela Alibrandi

Abstract:

Objectives:Early childhood malnutrition can have long-term and irreversible effects on a child's health and development. This study uses the Bayesian method with spatial variation to investigate the flexible trends of metrical covariates and to identify communities at high risk of injury. Methods: Cross-sectional data on underweight are collected from the 2016 Ethiopian Demographic and Health Survey (EDHS). The Bayesian geo-additive model is performed. Appropriate prior distributions were provided for scall parameters in the models, and the inference is entirely Bayesian, using Monte Carlo Markov chain (MCMC) stimulation. Results: The results show that metrical covariates like child age, maternal body mass index (BMI), and maternal age affect a child's underweight non-linearly. Lower and higher maternal BMI seem to have a significant impact on the child’s high underweight. There was also a significant spatial heterogeneity, and based on IDW interpolation of predictive values, the western, central, and eastern parts of the country are hotspot areas. Conclusion: Socio-demographic and community- based programs development should be considered compressively in Ethiopian policy to combat childhood underweight malnutrition.

Keywords: bayesX, Ethiopia, malnutrition, MCMC, semi-parametric bayesian analysis, spatial distribution, P- splines

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