Search results for: hierarchical Bayesian model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17308

Search results for: hierarchical Bayesian model

17248 The Persistence of Abnormal Return on Assets: An Exploratory Analysis of the Differences between Industries and Differences between Firms by Country and Sector

Authors: José Luis Gallizo, Pilar Gargallo, Ramon Saladrigues, Manuel Salvador

Abstract:

This study offers an exploratory statistical analysis of the persistence of annual profits across a sample of firms from different European Union (EU) countries. To this end, a hierarchical Bayesian dynamic model has been used which enables the annual behaviour of those profits to be broken down into a permanent structural and a transitory component, while also distinguishing between general effects affecting the industry as a whole to which each firm belongs and specific effects affecting each firm in particular. This breakdown enables the relative importance of those fundamental components to be more accurately evaluated by country and sector. Furthermore, Bayesian approach allows for testing different hypotheses about the homogeneity of the behaviour of the above components with respect to the sector and the country where the firm develops its activity. The data analysed come from a sample of 23,293 firms in EU countries selected from the AMADEUS data-base. The period analysed ran from 1999 to 2007 and 21 sectors were analysed, chosen in such a way that there was a sufficiently large number of firms in each country sector combination for the industry effects to be estimated accurately enough for meaningful comparisons to be made by sector and country. The analysis has been conducted by sector and by country from a Bayesian perspective, thus making the study more flexible and realistic since the estimates obtained do not depend on asymptotic results. In general terms, the study finds that, although the industry effects are significant, more important are the firm specific effects. That importance varies depending on the sector or the country in which the firm carries out its activity. The influence of firm effects accounts for around 81% of total variation and display a significantly lower degree of persistence, with adjustment speeds oscillating around 34%. However, this pattern is not homogeneous but depends on the sector and country analysed. Industry effects depends also on sector and country analysed have a more marginal importance, being significantly more persistent, with adjustment speeds oscillating around 7-8% with this degree of persistence being very similar for most of sectors and countries analysed.

Keywords: dynamic models, Bayesian inference, MCMC, abnormal returns, persistence of profits, return on assets

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17247 Why Do We Need Hierachical Linear Models?

Authors: Mustafa Aydın, Ali Murat Sunbul

Abstract:

Hierarchical or nested data structures usually are seen in many research areas. Especially, in the field of education, if we examine most of the studies, we can see the nested structures. Students in classes, classes in schools, schools in cities and cities in regions are similar nested structures. In a hierarchical structure, students being in the same class, sharing the same physical conditions and similar experiences and learning from the same teachers, they demonstrate similar behaviors between them rather than the students in other classes.

Keywords: hierarchical linear modeling, nested data, hierarchical structure, data structure

Procedia PDF Downloads 651
17246 A Bayesian Network Approach to Customer Loyalty Analysis: A Case Study of Home Appliances Industry in Iran

Authors: Azam Abkhiz, Abolghasem Nasir

Abstract:

To achieve sustainable competitive advantage in the market, it is necessary to provide and improve customer satisfaction and Loyalty. To reach this objective, companies need to identify and analyze their customers. Thus, it is critical to measure the level of customer satisfaction and Loyalty very carefully. This study attempts to build a conceptual model to provide clear insights of customer loyalty. Using Bayesian networks (BNs), a model is proposed to evaluate customer loyalty and its consequences, such as repurchase and positive word-of-mouth. BN is a probabilistic approach that predicts the behavior of a system based on observed stochastic events. The most relevant determinants of customer loyalty are identified by the literature review. Perceived value, service quality, trust, corporate image, satisfaction, and switching costs are the most important variables that explain customer loyalty. The data are collected by use of a questionnaire-based survey from 1430 customers of a home appliances manufacturer in Iran. Four scenarios and sensitivity analyses are performed to run and analyze the impact of different determinants on customer loyalty. The proposed model allows businesses to not only set their targets but proactively manage their customer behaviors as well.

Keywords: customer satisfaction, customer loyalty, Bayesian networks, home appliances industry

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17245 Hydrothermally Fabricated 3-D Nanostructure Metal Oxide Sensors

Authors: Mohammad Alenezi

Abstract:

Hierarchical nanostructures with higher dimensionality, consisting of nanostructure building blocks such as nanowires, nanotubes, or nanosheets are very attractive. They hold great properties like the high surface-to-volume ratio and well-ordered porous structures, which can be very challenging to attain for other mono-morphological nanostructures. Well-ordered hierarchical nanostructures with high surface-to-volume ratios facilitate gas diffusion into their surfaces as well as scattering of light. Therefore, hierarchical nanostructures are expected to perform highly as gas sensors. A multistage controlled hydrothermal synthesis method to fabricate high-performance single ZnO brushlike hierarchical nanostructure gas sensor from initial nanowires is reported. The performance of the sensor based on brush-like hierarchical nanostructure is analyzed and compared to that of a nanowire gas sensor. The hierarchical gas sensor demonstrated high sensitivity toward low concentration of acetone at high speed of response. The enhancement in the hierarchical sensor performance is attributed to the increased surface to volume ratio, reduction in dimensionality of the nanowire building blocks, formation of junctions between the initial nanowire and the secondary nanowires, and enhanced gas diffusion into the surfaces of the hierarchical nanostructures.

Keywords: metal oxide, nanostructure, hydrothermal, sensor

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17244 Bayesian Structural Identification with Systematic Uncertainty Using Multiple Responses

Authors: André Jesus, Yanjie Zhu, Irwanda Laory

Abstract:

Structural health monitoring is one of the most promising technologies concerning aversion of structural risk and economic savings. Analysts often have to deal with a considerable variety of uncertainties that arise during a monitoring process. Namely the widespread application of numerical models (model-based) is accompanied by a widespread concern about quantifying the uncertainties prevailing in their use. Some of these uncertainties are related with the deterministic nature of the model (code uncertainty) others with the variability of its inputs (parameter uncertainty) and the discrepancy between a model/experiment (systematic uncertainty). The actual process always exhibits a random behaviour (observation error) even when conditions are set identically (residual variation). Bayesian inference assumes that parameters of a model are random variables with an associated PDF, which can be inferred from experimental data. However in many Bayesian methods the determination of systematic uncertainty can be problematic. In this work systematic uncertainty is associated with a discrepancy function. The numerical model and discrepancy function are approximated by Gaussian processes (surrogate model). Finally, to avoid the computational burden of a fully Bayesian approach the parameters that characterise the Gaussian processes were estimated in a four stage process (modular Bayesian approach). The proposed methodology has been successfully applied on fields such as geoscience, biomedics, particle physics but never on the SHM context. This approach considerably reduces the computational burden; although the extent of the considered uncertainties is lower (second order effects are neglected). To successfully identify the considered uncertainties this formulation was extended to consider multiple responses. The efficiency of the algorithm has been tested on a small scale aluminium bridge structure, subjected to a thermal expansion due to infrared heaters. Comparison of its performance with responses measured at different points of the structure and associated degrees of identifiability is also carried out. A numerical FEM model of the structure was developed and the stiffness from its supports is considered as a parameter to calibrate. Results show that the modular Bayesian approach performed best when responses of the same type had the lowest spatial correlation. Based on previous literature, using different types of responses (strain, acceleration, and displacement) should also improve the identifiability problem. Uncertainties due to parametric variability, observation error, residual variability, code variability and systematic uncertainty were all recovered. For this example the algorithm performance was stable and considerably quicker than Bayesian methods that account for the full extent of uncertainties. Future research with real-life examples is required to fully access the advantages and limitations of the proposed methodology.

Keywords: bayesian, calibration, numerical model, system identification, systematic uncertainty, Gaussian process

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17243 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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17242 BART Matching Method: Using Bayesian Additive Regression Tree for Data Matching

Authors: Gianna Zou

Abstract:

Propensity score matching (PSM), introduced by Paul R. Rosenbaum and Donald Rubin in 1983, is a popular statistical matching technique which tries to estimate the treatment effects by taking into account covariates that could impact the efficacy of study medication in clinical trials. PSM can be used to reduce the bias due to confounding variables. However, PSM assumes that the response values are normally distributed. In some cases, this assumption may not be held. In this paper, a machine learning method - Bayesian Additive Regression Tree (BART), is used as a more robust method of matching. BART can work well when models are misspecified since it can be used to model heterogeneous treatment effects. Moreover, it has the capability to handle non-linear main effects and multiway interactions. In this research, a BART Matching Method (BMM) is proposed to provide a more reliable matching method over PSM. By comparing the analysis results from PSM and BMM, BMM can perform well and has better prediction capability when the response values are not normally distributed.

Keywords: BART, Bayesian, matching, regression

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17241 An E-Assessment Website to Implement Hierarchical Aggregate Assessment

Authors: M. Lesage, G. Raîche, M. Riopel, F. Fortin, D. Sebkhi

Abstract:

This paper describes a Web server implementation of the hierarchical aggregate assessment process in the field of education. This process describes itself as a field of teamwork assessment where teams can have multiple levels of hierarchy and supervision. This process is applied everywhere and is part of the management, education, assessment and computer science fields. The E-Assessment website named “Cluster” records in its database the students, the course material, the teams and the hierarchical relationships between the students. For the present research, the hierarchical relationships are team member, team leader and group administrator appointments. The group administrators have the responsibility to supervise team leaders. The experimentation of the application has been performed by high school students in geology courses and Canadian army cadets for navigation patrols in teams. This research extends the work of Nance that uses a hierarchical aggregation process similar as the one implemented in the “Cluster” application.

Keywords: e-learning, e-assessment, teamwork assessment, hierarchical aggregate assessment

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17240 Metacognitive Processing in Early Readers: The Role of Metacognition in Monitoring Linguistic and Non-Linguistic Performance and Regulating Students' Learning

Authors: Ioanna Taouki, Marie Lallier, David Soto

Abstract:

Metacognition refers to the capacity to reflect upon our own cognitive processes. Although there is an ongoing discussion in the literature on the role of metacognition in learning and academic achievement, little is known about its neurodevelopmental trajectories in early childhood, when children begin to receive formal education in reading. Here, we evaluate the metacognitive ability, estimated under a recently developed Signal Detection Theory model, of a cohort of children aged between 6 and 7 (N=60), who performed three two-alternative-forced-choice tasks (two linguistic: lexical decision task, visual attention span task, and one non-linguistic: emotion recognition task) including trial-by-trial confidence judgements. Our study has three aims. First, we investigated how metacognitive ability (i.e., how confidence ratings track accuracy in the task) relates to performance in general standardized tasks related to students' reading and general cognitive abilities using Spearman's and Bayesian correlation analysis. Second, we assessed whether or not young children recruit common mechanisms supporting metacognition across the different task domains or whether there is evidence for domain-specific metacognition at this early stage of development. This was done by examining correlations in metacognitive measures across different task domains and evaluating cross-task covariance by applying a hierarchical Bayesian model. Third, using robust linear regression and Bayesian regression models, we assessed whether metacognitive ability in this early stage is related to the longitudinal learning of children in a linguistic and a non-linguistic task. Notably, we did not observe any association between students’ reading skills and metacognitive processing in this early stage of reading acquisition. Some evidence consistent with domain-general metacognition was found, with significant positive correlations between metacognitive efficiency between lexical and emotion recognition tasks and substantial covariance indicated by the Bayesian model. However, no reliable correlations were found between metacognitive performance in the visual attention span and the remaining tasks. Remarkably, metacognitive ability significantly predicted children's learning in linguistic and non-linguistic domains a year later. These results suggest that metacognitive skill may be dissociated to some extent from general (i.e., language and attention) abilities and further stress the importance of creating educational programs that foster students’ metacognitive ability as a tool for long term learning. More research is crucial to understand whether these programs can enhance metacognitive ability as a transferable skill across distinct domains or whether unique domains should be targeted separately.

Keywords: confidence ratings, development, metacognitive efficiency, reading acquisition

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17239 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

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17238 A Safety Analysis Method for Multi-Agent Systems

Authors: Ching Louis Liu, Edmund Kazmierczak, Tim Miller

Abstract:

Safety analysis for multi-agent systems is complicated by the, potentially nonlinear, interactions between agents. This paper proposes a method for analyzing the safety of multi-agent systems by explicitly focusing on interactions and the accident data of systems that are similar in structure and function to the system being analyzed. The method creates a Bayesian network using the accident data from similar systems. A feature of our method is that the events in accident data are labeled with HAZOP guide words. Our method uses an Ontology to abstract away from the details of a multi-agent implementation. Using the ontology, our methods then constructs an “Interaction Map,” a graphical representation of the patterns of interactions between agents and other artifacts. Interaction maps combined with statistical data from accidents and the HAZOP classifications of events can be converted into a Bayesian Network. Bayesian networks allow designers to explore “what it” scenarios and make design trade-offs that maintain safety. We show how to use the Bayesian networks, and the interaction maps to improve multi-agent system designs.

Keywords: multi-agent system, safety analysis, safety model, integration map

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17237 Agglomerative Hierarchical Clustering Using the Tθ Family of Similarity Measures

Authors: Salima Kouici, Abdelkader Khelladi

Abstract:

In this work, we begin with the presentation of the Tθ family of usual similarity measures concerning multidimensional binary data. Subsequently, some properties of these measures are proposed. Finally, the impact of the use of different inter-elements measures on the results of the Agglomerative Hierarchical Clustering Methods is studied.

Keywords: binary data, similarity measure, Tθ measures, agglomerative hierarchical clustering

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17236 Effect of Progressive Type-I Right Censoring on Bayesian Statistical Inference of Simple Step–Stress Acceleration Life Testing Plan under Weibull Life Distribution

Authors: Saleem Z. Ramadan

Abstract:

This paper discusses the effects of using progressive Type-I right censoring on the design of the Simple Step Accelerated Life testing using Bayesian approach for Weibull life products under the assumption of cumulative exposure model. The optimization criterion used in this paper is to minimize the expected pre-posterior variance of the PTH percentile time of failures. The model variables are the stress changing time and the stress value for the first step. A comparison between the conventional and the progressive Type-I right censoring is provided. The results have shown that the progressive Type-I right censoring reduces the cost of testing on the expense of the test precision when the sample size is small. Moreover, the results have shown that using strong priors or large sample size reduces the sensitivity of the test precision to the censoring proportion. Hence, the progressive Type-I right censoring is recommended in these cases as progressive Type-I right censoring reduces the cost of the test and doesn't affect the precision of the test a lot. Moreover, the results have shown that using direct or indirect priors affects the precision of the test.

Keywords: reliability, accelerated life testing, cumulative exposure model, Bayesian estimation, progressive type-I censoring, Weibull distribution

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17235 Unseen Classes: The Paradigm Shift in Machine Learning

Authors: Vani Singhal, Jitendra Parmar, Satyendra Singh Chouhan

Abstract:

Unseen class discovery has now become an important part of a machine-learning algorithm to judge new classes. Unseen classes are the classes on which the machine learning model is not trained on. With the advancement in technology and AI replacing humans, the amount of data has increased to the next level. So while implementing a model on real-world examples, we come across unseen new classes. Our aim is to find the number of unseen classes by using a hierarchical-based active learning algorithm. The algorithm is based on hierarchical clustering as well as active sampling. The number of clusters that we will get in the end will give the number of unseen classes. The total clusters will also contain some clusters that have unseen classes. Instead of first discovering unseen classes and then finding their number, we directly calculated the number by applying the algorithm. The dataset used is for intent classification. The target data is the intent of the corresponding query. We conclude that when the machine learning model will encounter real-world data, it will automatically find the number of unseen classes. In the future, our next work would be to label these unseen classes correctly.

Keywords: active sampling, hierarchical clustering, open world learning, unseen class discovery

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17234 Application of the Tripartite Model to the Link between Non-Suicidal Self-Injury and Suicidal Risk

Authors: Ashley Wei-Ting Wang, Wen-Yau Hsu

Abstract:

Objectives: The current study applies and expands the Tripartite Model to elaborate the link between non-suicidal self-injury (NSSI) and suicidal behavior. We propose a structural model of NSSI and suicidal risk, in which negative affect (NA) predicts both anxiety and depression, positive affect (PA) predicts depression only, anxiety is linked to NSSI, and depression is linked to suicidal risk. Method: Four hundreds and eighty seven undergraduates participated. Data were collected by administering self-report questionnaires. We performed hierarchical regression and structural equation modeling to test the proposed structural model. Results: The results largely support the proposed structural model, with one exception: anxiety was strongly associated with NSSI and to a lesser extent with suicidal risk. Conclusions: We conclude that the co-occurrence of NSSI and suicidal risk is due to NA and anxiety, and suicidal risk can be differentiated by depression. Further theoretical and practical implications are discussed.

Keywords: non-suicidal self-injury, suicidal risk, anxiety, depression, the tripartite model, hierarchical relationship

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17233 The Use of Layered Neural Networks for Classifying Hierarchical Scientific Fields of Study

Authors: Colin Smith, Linsey S Passarella

Abstract:

Due to the proliferation and decentralized nature of academic publication, no widely accepted scheme exists for organizing papers by their scientific field of study (FoS) to the author’s best knowledge. While many academic journals require author provided keywords for papers, these keywords range wildly in scope and are not consistent across papers, journals, or field domains, necessitating alternative approaches to paper classification. Past attempts to perform field-of-study (FoS) classification on scientific texts have largely used a-hierarchical FoS schemas or ignored the schema’s inherently hierarchical structure, e.g. by compressing the structure into a single layer for multi-label classification. In this paper, we introduce an application of a Layered Neural Network (LNN) to the problem of performing supervised hierarchical classification of scientific fields of study (FoS) on research papers. In this approach, paper embeddings from a pretrained language model are fed into a top-down LNN. Beginning with a single neural network (NN) for the highest layer of the class hierarchy, each node uses a separate local NN to classify the subsequent subfield child node(s) for an input embedding of concatenated paper titles and abstracts. We compare our LNN-FOS method to other recent machine learning methods using the Microsoft Academic Graph (MAG) FoS hierarchy and find that the LNN-FOS offers increased classification accuracy at each FoS hierarchical level.

Keywords: hierarchical classification, layer neural network, scientific field of study, scientific taxonomy

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17232 Forecasting Stock Indexes Using Bayesian Additive Regression Tree

Authors: Darren Zou

Abstract:

Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: BART, Bayesian, predict, stock

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17231 Bayesian Locally Approach for Spatial Modeling of Visceral Leishmaniasis Infection in Northern and Central Tunisia

Authors: Kais Ben-Ahmed, Mhamed Ali-El-Aroui

Abstract:

This paper develops a Local Generalized Linear Spatial Model (LGLSM) to describe the spatial variation of Visceral Leishmaniasis (VL) infection risk in northern and central Tunisia. The response from each region is a number of affected children less than five years of age recorded from 1996 through 2006 from Tunisian pediatric departments and treated as a poison county level data. The model includes climatic factors, namely averages of annual rainfall, extreme values of low temperatures in winter and high temperatures in summer to characterize the climate of each region according to each continentality index, the pluviometric quotient of Emberger (Q2) to characterize bioclimatic regions and component for residual extra-poison variation. The statistical results show the progressive increase in the number of affected children in regions with high continentality index and low mean yearly rainfull. On the other hand, an increase in pluviometric quotient of Emberger contributed to a significant increase in VL incidence rate. When compared with the original GLSM, Bayesian locally modeling is improvement and gives a better approximation of the Tunisian VL risk estimation. According to the Bayesian approach inference, we use vague priors for all parameters model and Markov Chain Monte Carlo method.

Keywords: generalized linear spatial model, local model, extra-poisson variation, continentality index, visceral leishmaniasis, Tunisia

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17230 A Bayesian Parameter Identification Method for Thermorheological Complex Materials

Authors: Michael Anton Kraus, Miriam Schuster, Geralt Siebert, Jens Schneider

Abstract:

Polymers increasingly gained interest in construction materials over the last years in civil engineering applications. As polymeric materials typically show time- and temperature dependent material behavior, which is accounted for in the context of the theory of linear viscoelasticity. Within the context of this paper, the authors show, that some polymeric interlayers for laminated glass can not be considered as thermorheologically simple as they do not follow a simple TTSP, thus a methodology of identifying the thermorheologically complex constitutive bahavioir is needed. ‘Dynamical-Mechanical-Thermal-Analysis’ (DMTA) in tensile and shear mode as well as ‘Differential Scanning Caliometry’ (DSC) tests are carried out on the interlayer material ‘Ethylene-vinyl acetate’ (EVA). A navoel Bayesian framework for the Master Curving Process as well as the detection and parameter identification of the TTSPs along with their associated Prony-series is derived and applied to the EVA material data. To our best knowledge, this is the first time, an uncertainty quantification of the Prony-series in a Bayesian context is shown. Within this paper, we could successfully apply the derived Bayesian methodology to the EVA material data to gather meaningful Master Curves and TTSPs. Uncertainties occurring in this process can be well quantified. We found, that EVA needs two TTSPs with two associated Generalized Maxwell Models. As the methodology is kept general, the derived framework could be also applied to other thermorheologically complex polymers for parameter identification purposes.

Keywords: bayesian parameter identification, generalized Maxwell model, linear viscoelasticity, thermorheological complex

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17229 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

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17228 Spatio-Temporal Analysis and Mapping of Malaria in Thailand

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

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This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation

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17227 Semi-Supervised Hierarchical Clustering Given a Reference Tree of Labeled Documents

Authors: Ying Zhao, Xingyan Bin

Abstract:

Semi-supervised clustering algorithms have been shown effective to improve clustering process with even limited supervision. However, semi-supervised hierarchical clustering remains challenging due to the complexities of expressing constraints for agglomerative clustering algorithms. This paper proposes novel semi-supervised agglomerative clustering algorithms to build a hierarchy based on a known reference tree. We prove that by enforcing distance constraints defined by a reference tree during the process of hierarchical clustering, the resultant tree is guaranteed to be consistent with the reference tree. We also propose a framework that allows the hierarchical tree generation be aware of levels of levels of the agglomerative tree under creation, so that metric weights can be learned and adopted at each level in a recursive fashion. The experimental evaluation shows that the additional cost of our contraint-based semi-supervised hierarchical clustering algorithm (HAC) is negligible, and our combined semi-supervised HAC algorithm outperforms the state-of-the-art algorithms on real-world datasets. The experiments also show that our proposed methods can improve clustering performance even with a small number of unevenly distributed labeled data.

Keywords: semi-supervised clustering, hierarchical agglomerative clustering, reference trees, distance constraints

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17226 Ground Surface Temperature History Prediction Using Long-Short Term Memory Neural Network Architecture

Authors: Venkat S. Somayajula

Abstract:

Ground surface temperature history prediction model plays a vital role in determining standards for international nuclear waste management. International standards for borehole based nuclear waste disposal require paleoclimate cycle predictions on scale of a million forward years for the place of waste disposal. This research focuses on developing a paleoclimate cycle prediction model using Bayesian long-short term memory (LSTM) neural architecture operated on accumulated borehole temperature history data. Bayesian models have been previously used for paleoclimate cycle prediction based on Monte-Carlo weight method, but due to limitations pertaining model coupling with certain other prediction networks, Bayesian models in past couldn’t accommodate prediction cycle’s over 1000 years. LSTM has provided frontier to couple developed models with other prediction networks with ease. Paleoclimate cycle developed using this process will be trained on existing borehole data and then will be coupled to surface temperature history prediction networks which give endpoints for backpropagation of LSTM network and optimize the cycle of prediction for larger prediction time scales. Trained LSTM will be tested on past data for validation and then propagated for forward prediction of temperatures at borehole locations. This research will be beneficial for study pertaining to nuclear waste management, anthropological cycle predictions and geophysical features

Keywords: Bayesian long-short term memory neural network, borehole temperature, ground surface temperature history, paleoclimate cycle

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17225 Probabilistic Approach of Dealing with Uncertainties in Distributed Constraint Optimization Problems and Situation Awareness for Multi-agent Systems

Authors: Sagir M. Yusuf, Chris Baber

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In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.

Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence

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17224 Analytical Hierarchical Process for Multi-Criteria Decision-Making

Authors: Luis Javier Serrano Tamayo

Abstract:

This research on technology makes a first approach to the selection of an amphibious landing ship with strategic capabilities, through the implementation of a multi-criteria model using Analytical Hierarchical Process (AHP), in which a significant group of alternatives of latest technology has been considered. The variables were grouped at different levels to match design and performance characteristics, which affect the lifecycle as well as the acquisition, maintenance and operational costs. The model yielded an overall measure of effectiveness and an overall measure of cost of each kind of ship that was compared each other inside the model and showed in a Pareto chart. The modeling was developed using the Expert Choice software, based on AHP method.

Keywords: analytic hierarchy process, multi-criteria decision-making, Pareto analysis, Colombian Marine Corps, projection operations, expert choice, amphibious landing ship

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17223 Bayesian Analysis of Topp-Leone Generalized Exponential Distribution

Authors: Najrullah Khan, Athar Ali Khan

Abstract:

The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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17222 Bayesian Parameter Inference for Continuous Time Markov Chains with Intractable Likelihood

Authors: Randa Alharbi, Vladislav Vyshemirsky

Abstract:

Systems biology is an important field in science which focuses on studying behaviour of biological systems. Modelling is required to produce detailed description of the elements of a biological system, their function, and their interactions. A well-designed model requires selecting a suitable mechanism which can capture the main features of the system, define the essential components of the system and represent an appropriate law that can define the interactions between its components. Complex biological systems exhibit stochastic behaviour. Thus, using probabilistic models are suitable to describe and analyse biological systems. Continuous-Time Markov Chain (CTMC) is one of the probabilistic models that describe the system as a set of discrete states with continuous time transitions between them. The system is then characterised by a set of probability distributions that describe the transition from one state to another at a given time. The evolution of these probabilities through time can be obtained by chemical master equation which is analytically intractable but it can be simulated. Uncertain parameters of such a model can be inferred using methods of Bayesian inference. Yet, inference in such a complex system is challenging as it requires the evaluation of the likelihood which is intractable in most cases. There are different statistical methods that allow simulating from the model despite intractability of the likelihood. Approximate Bayesian computation is a common approach for tackling inference which relies on simulation of the model to approximate the intractable likelihood. Particle Markov chain Monte Carlo (PMCMC) is another approach which is based on using sequential Monte Carlo to estimate intractable likelihood. However, both methods are computationally expensive. In this paper we discuss the efficiency and possible practical issues for each method, taking into account the computational time for these methods. We demonstrate likelihood-free inference by performing analysing a model of the Repressilator using both methods. Detailed investigation is performed to quantify the difference between these methods in terms of efficiency and computational cost.

Keywords: Approximate Bayesian computation(ABC), Continuous-Time Markov Chains, Sequential Monte Carlo, Particle Markov chain Monte Carlo (PMCMC)

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17221 Troubleshooting Petroleum Equipment Based on Wireless Sensors Based on Bayesian Algorithm

Authors: Vahid Bayrami Rad

Abstract:

In this research, common methods and techniques have been investigated with a focus on intelligent fault finding and monitoring systems in the oil industry. In fact, remote and intelligent control methods are considered a necessity for implementing various operations in the oil industry, but benefiting from the knowledge extracted from countless data generated with the help of data mining algorithms. It is a avoid way to speed up the operational process for monitoring and troubleshooting in today's big oil companies. Therefore, by comparing data mining algorithms and checking the efficiency and structure and how these algorithms respond in different conditions, The proposed (Bayesian) algorithm using data clustering and their analysis and data evaluation using a colored Petri net has provided an applicable and dynamic model from the point of view of reliability and response time. Therefore, by using this method, it is possible to achieve a dynamic and consistent model of the remote control system and prevent the occurrence of leakage in oil pipelines and refineries and reduce costs and human and financial errors. Statistical data The data obtained from the evaluation process shows an increase in reliability, availability and high speed compared to other previous methods in this proposed method.

Keywords: wireless sensors, petroleum equipment troubleshooting, Bayesian algorithm, colored Petri net, rapid miner, data mining-reliability

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17220 Bayesian Hidden Markov Modelling of Blood Type Distribution for COVID-19 Cases Using Poisson Distribution

Authors: Johnson Joseph Kwabina Arhinful, Owusu-Ansah Emmanuel Degraft Johnson, Okyere Gabrial Asare, Adebanji Atinuke Olusola

Abstract:

This paper proposes a model to describe the blood types distribution of new Coronavirus (COVID-19) cases using the Bayesian Poisson - Hidden Markov Model (BP-HMM). With the help of the Gibbs sampler algorithm, using OpenBugs, the study first identifies the number of hidden states fitting European (EU) and African (AF) data sets of COVID-19 cases by blood type frequency. The study then compares the state-dependent mean of infection within and across the two geographical areas. The study findings show that the number of hidden states and infection rates within and across the two geographical areas differ according to blood type.

Keywords: BP-HMM, COVID-19, blood types, GIBBS sampler

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17219 Comparison of Parametric and Bayesian Survival Regression Models in Simulated and HIV Patient Antiretroviral Therapy Data: Case Study of Alamata Hospital, North Ethiopia

Authors: Zeytu G. Asfaw, Serkalem K. Abrha, Demisew G. Degefu

Abstract:

Background: HIV/AIDS remains a major public health problem in Ethiopia and heavily affecting people of productive and reproductive age. We aimed to compare the performance of Parametric Survival Analysis and Bayesian Survival Analysis using simulations and in a real dataset application focused on determining predictors of HIV patient survival. Methods: A Parametric Survival Models - Exponential, Weibull, Log-normal, Log-logistic, Gompertz and Generalized gamma distributions were considered. Simulation study was carried out with two different algorithms that were informative and noninformative priors. A retrospective cohort study was implemented for HIV infected patients under Highly Active Antiretroviral Therapy in Alamata General Hospital, North Ethiopia. Results: A total of 320 HIV patients were included in the study where 52.19% females and 47.81% males. According to Kaplan-Meier survival estimates for the two sex groups, females has shown better survival time in comparison with their male counterparts. The median survival time of HIV patients was 79 months. During the follow-up period 89 (27.81%) deaths and 231 (72.19%) censored individuals registered. The average baseline cluster of differentiation 4 (CD4) cells count for HIV/AIDS patients were 126.01 but after a three-year antiretroviral therapy follow-up the average cluster of differentiation 4 (CD4) cells counts were 305.74, which was quite encouraging. Age, functional status, tuberculosis screen, past opportunistic infection, baseline cluster of differentiation 4 (CD4) cells, World Health Organization clinical stage, sex, marital status, employment status, occupation type, baseline weight were found statistically significant factors for longer survival of HIV patients. The standard error of all covariate in Bayesian log-normal survival model is less than the classical one. Hence, Bayesian survival analysis showed better performance than classical parametric survival analysis, when subjective data analysis was performed by considering expert opinions and historical knowledge about the parameters. Conclusions: Thus, HIV/AIDS patient mortality rate could be reduced through timely antiretroviral therapy with special care on the potential factors. Moreover, Bayesian log-normal survival model was preferable than the classical log-normal survival model for determining predictors of HIV patients survival.

Keywords: antiretroviral therapy (ART), Bayesian analysis, HIV, log-normal, parametric survival models

Procedia PDF Downloads 195