Search results for: Bayesian analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 27141

Search results for: Bayesian analysis

27021 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

Procedia PDF Downloads 123
27020 Bayesian System and Copula for Event Detection and Summarization of Soccer Videos

Authors: Dhanuja S. Patil, Sanjay B. Waykar

Abstract:

Event detection is a standout amongst the most key parts for distinctive sorts of area applications of video data framework. Recently, it has picked up an extensive interest of experts and in scholastics from different zones. While detecting video event has been the subject of broad study efforts recently, impressively less existing methodology has considered multi-model data and issues related efficiency. Start of soccer matches different doubtful circumstances rise that can't be effectively judged by the referee committee. A framework that checks objectively image arrangements would prevent not right interpretations because of some errors, or high velocity of the events. Bayesian networks give a structure for dealing with this vulnerability using an essential graphical structure likewise the probability analytics. We propose an efficient structure for analysing and summarization of soccer videos utilizing object-based features. The proposed work utilizes the t-cherry junction tree, an exceptionally recent advancement in probabilistic graphical models, to create a compact representation and great approximation intractable model for client’s relationships in an interpersonal organization. There are various advantages in this approach firstly; the t-cherry gives best approximation by means of junction trees class. Secondly, to construct a t-cherry junction tree can be to a great extent parallelized; and at last inference can be performed utilizing distributed computation. Examination results demonstrates the effectiveness, adequacy, and the strength of the proposed work which is shown over a far reaching information set, comprising more soccer feature, caught at better places.

Keywords: summarization, detection, Bayesian network, t-cherry tree

Procedia PDF Downloads 297
27019 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

Procedia PDF Downloads 348
27018 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

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

Abstract:

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

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

Procedia PDF Downloads 414
27017 Diagnostic Assessment for Mastery Learning of Engineering Students with a Bayesian Network Model

Authors: Zhidong Zhang, Yingchen Yang

Abstract:

In this study, a diagnostic assessment model for Mastery Engineering Learning was established based on a group of undergraduate students who studied in an engineering course. A diagnostic assessment model can examine both students' learning process and report achievement results. One very unique characteristic is that the diagnostic assessment model can recognize the errors and anything blocking students in their learning processes. The feedback is provided to help students to know how to solve the learning problems with alternative strategies and help the instructor to find alternative pedagogical strategies in the instructional designs. Dynamics is a core course in which is a common course being shared by several engineering programs. This course is a very challenging for engineering students to solve the problems. Thus knowledge acquisition and problem-solving skills are crucial for student success. Therefore, developing an effective and valid assessment model for student learning are of great importance. Diagnostic assessment is such a model which can provide effective feedback for both students and instructor in the mastery of engineering learning.

Keywords: diagnostic assessment, mastery learning, engineering, bayesian network model, learning processes

Procedia PDF Downloads 131
27016 Application of Mathematical Models for Conducting Long-Term Metal Fume Exposure Assessments for Workers in a Shipbuilding Factory

Authors: Shu-Yu Chung, Ying-Fang Wang, Shih-Min Wang

Abstract:

To conduct long-term exposure assessments are important for workers exposed to chemicals with chronic effects. However, it usually encounters with several constrains, including cost, workers' willingness, and interference to work practice, etc., leading to inadequate long-term exposure data in the real world. In this study, an integrated approach was developed for conducting long-term exposure assessment for welding workers in a shipbuilding factory. A laboratory study was conducted to yield the fume generation rates under various operating conditions. The results and the measured environmental conditions were applied to the near field/far field (NF/FF) model for predicting long term fume exposures via the Monte Carlo simulation. Then, the predicted long-term concentrations were used to determine the prior distribution in Bayesian decision analysis (BDA). Finally, the resultant posterior distributions were used to assess the long-term exposure and serve as basis for initiating control strategies for shipbuilding workers. Results show that the NF/FF model was a suitable for predicting the exposures of metal contents containing in welding fume. The resultant posterior distributions could effectively assess the long-term exposures of shipbuilding welders. Welders' long-term Fe, Mn and Pb exposures were found with high possibilities to exceed the action level indicating preventive measures should be taken for reducing welders' exposures immediately. Though the resultant posterior distribution can only be regarded as the best solution based on the currently available predicting and monitoring data, the proposed integrated approach can be regarded as a possible solution for conducting long term exposure assessment in the field.

Keywords: Bayesian decision analysis, exposure assessment, near field and far field model, shipbuilding industry, welding fume

Procedia PDF Downloads 115
27015 Unlocking the Puzzle of Borrowing Adult Data for Designing Hybrid Pediatric Clinical Trials

Authors: Rajesh Kumar G

Abstract:

A challenging aspect of any clinical trial is to carefully plan the study design to meet the study objective in optimum way and to validate the assumptions made during protocol designing. And when it is a pediatric study, there is the added challenge of stringent guidelines and difficulty in recruiting the necessary subjects. Unlike adult trials, there is not much historical data available for pediatrics, which is required to validate assumptions for planning pediatric trials. Typically, pediatric studies are initiated as soon as approval is obtained for a drug to be marketed for adults, so with the adult study historical information and with the available pediatric pilot study data or simulated pediatric data, the pediatric study can be well planned. Generalizing the historical adult study for new pediatric study is a tedious task; however, it is possible by integrating various statistical techniques and utilizing the advantage of hybrid study design, which will help to achieve the study objective in a smoother way even with the presence of many constraints. This research paper will explain how well the hybrid study design can be planned along with integrated technique (SEV) to plan the pediatric study; In brief the SEV technique (Simulation, Estimation (using borrowed adult data and applying Bayesian methods)) incorporates the use of simulating the planned study data and getting the desired estimates to Validate the assumptions.This method of validation can be used to improve the accuracy of data analysis, ensuring that results are as valid and reliable as possible, which allow us to make informed decisions well ahead of study initiation. With professional precision, this technique based on the collected data allows to gain insight into best practices when using data from historical study and simulated data alike.

Keywords: adaptive design, simulation, borrowing data, bayesian model

Procedia PDF Downloads 53
27014 Hope as a Predictor for Complicated Grief and Anxiety: A Bayesian Structural Equational Modeling Study

Authors: Bo Yan, Amy Y. M. Chow

Abstract:

Bereavement is recognized as a universal challenging experience. It is important to gather research evidence on protective factors in bereavement. Hope is considered as one of the protective factors in previous coping studies. The present study aims to add knowledge by investigating hope at the first month after death to predict psychological symptoms altogether including complicated grief (CG), anxiety, and depressive symptoms at the seventh month. The data were collected via one-on-one interview survey in a longitudinal project with Hong Kong hospice users (sample size 105). Most participants were at their middle age (49-year-old on average), female (72%), with no religious affiliation (58%). Bayesian Structural Equation Modeling (BSEM) analysis was conducted on the longitudinal dataset. The BSEM findings show that hope at the first month of bereavement negatively predicts both CG and anxiety symptoms at the seventh month but not for depressive symptoms. Age and gender are controlled in the model. The overall model fit is good. The current study findings suggest assessing hope at the first month of bereavement. Hope at the first month after the loss is identified as an excellent predictor for complicated grief and anxiety symptoms at the seventh month. The result from this sample is clear, so it encourages cross-cultural research on replicated modeling and development of further clinical application. Particularly, practical consideration for early intervention to increase the level of hope has the potential to reduce the psychological symptoms and thus to improve the bereaved persons’ wellbeing in the long run.

Keywords: anxiety, complicated grief, depressive symptoms, hope, structural equational modeling

Procedia PDF Downloads 176
27013 Comparative Study on Daily Discharge Estimation of Soolegan River

Authors: Redvan Ghasemlounia, Elham Ansari, Hikmet Kerem Cigizoglu

Abstract:

Hydrological modeling in arid and semi-arid regions is very important. Iran has many regions with these climate conditions such as Chaharmahal and Bakhtiari province that needs lots of attention with an appropriate management. Forecasting of hydrological parameters and estimation of hydrological events of catchments, provide important information that used for design, management and operation of water resources such as river systems, and dams, widely. Discharge in rivers is one of these parameters. This study presents the application and comparison of some estimation methods such as Feed-Forward Back Propagation Neural Network (FFBPNN), Multi Linear Regression (MLR), Gene Expression Programming (GEP) and Bayesian Network (BN) to predict the daily flow discharge of the Soolegan River, located at Chaharmahal and Bakhtiari province, in Iran. In this study, Soolegan, station was considered. This Station is located in Soolegan River at 51° 14՜ Latitude 31° 38՜ longitude at North Karoon basin. The Soolegan station is 2086 meters higher than sea level. The data used in this study are daily discharge and daily precipitation of Soolegan station. Feed Forward Back Propagation Neural Network(FFBPNN), Multi Linear Regression (MLR), Gene Expression Programming (GEP) and Bayesian Network (BN) models were developed using the same input parameters for Soolegan's daily discharge estimation. The results of estimation models were compared with observed discharge values to evaluate performance of the developed models. Results of all methods were compared and shown in tables and charts.

Keywords: ANN, multi linear regression, Bayesian network, forecasting, discharge, gene expression programming

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27012 Design and Development of High Strength Aluminium Alloy from Recycled 7xxx-Series Material Using Bayesian Optimisation

Authors: Alireza Vahid, Santu Rana, Sunil Gupta, Pratibha Vellanki, Svetha Venkatesh, Thomas Dorin

Abstract:

Aluminum is the preferred material for lightweight applications and its alloys are constantly improving. The high strength 7xxx alloys have been extensively used for structural components in aerospace and automobile industries for the past 50 years. In the next decade, a great number of airplanes will be retired, providing an obvious source of valuable used metals and great demand for cost-effective methods to re-use these alloys. The design of proper aerospace alloys is primarily based on optimizing strength and ductility, both of which can be improved by controlling the additional alloying elements as well as heat treatment conditions. In this project, we explore the design of high-performance alloys with 7xxx as a base material. These designed alloys have to be optimized and improved to compare with modern 7xxx-series alloys and to remain competitive for aircraft manufacturing. Aerospace alloys are extremely complex with multiple alloying elements and numerous processing steps making optimization often intensive and costly. In the present study, we used Bayesian optimization algorithm, a well-known adaptive design strategy, to optimize this multi-variable system. An Al alloy was proposed and the relevant heat treatment schedules were optimized, using the tensile yield strength as the output to maximize. The designed alloy has a maximum yield strength and ultimate tensile strength of more than 730 and 760 MPa, respectively, and is thus comparable to the modern high strength 7xxx-series alloys. The microstructure of this alloy is characterized by electron microscopy, indicating that the increased strength of the alloy is due to the presence of a high number density of refined precipitates.

Keywords: aluminum alloys, Bayesian optimization, heat treatment, tensile properties

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27011 Fem Models of Glued Laminated Timber Beams Enhanced by Bayesian Updating of Elastic Moduli

Authors: L. Melzerová, T. Janda, M. Šejnoha, J. Šejnoha

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Two finite element (FEM) models are presented in this paper to address the random nature of the response of glued timber structures made of wood segments with variable elastic moduli evaluated from 3600 indentation measurements. This total database served to create the same number of ensembles as was the number of segments in the tested beam. Statistics of these ensembles were then assigned to given segments of beams and the Latin Hypercube Sampling (LHS) method was called to perform 100 simulations resulting into the ensemble of 100 deflections subjected to statistical evaluation. Here, a detailed geometrical arrangement of individual segments in the laminated beam was considered in the construction of two-dimensional FEM model subjected to in four-point bending to comply with the laboratory tests. Since laboratory measurements of local elastic moduli may in general suffer from a significant experimental error, it appears advantageous to exploit the full scale measurements of timber beams, i.e. deflections, to improve their prior distributions with the help of the Bayesian statistical method. This, however, requires an efficient computational model when simulating the laboratory tests numerically. To this end, a simplified model based on Mindlin’s beam theory was established. The improved posterior distributions show that the most significant change of the Young’s modulus distribution takes place in laminae in the most strained zones, i.e. in the top and bottom layers within the beam center region. Posterior distributions of moduli of elasticity were subsequently utilized in the 2D FEM model and compared with the original simulations.

Keywords: Bayesian inference, FEM, four point bending test, laminated timber, parameter estimation, prior and posterior distribution, Young’s modulus

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27010 Yawning Computing Using Bayesian Networks

Authors: Serge Tshibangu, Turgay Celik, Zenzo Ncube

Abstract:

Road crashes kill nearly over a million people every year, and leave millions more injured or permanently disabled. Various annual reports reveal that the percentage of fatal crashes due to fatigue/driver falling asleep comes directly after the percentage of fatal crashes due to intoxicated drivers. This percentage is higher than the combined percentage of fatal crashes due to illegal/Un-Safe U-turn and illegal/Un-Safe reversing. Although a relatively small percentage of police reports on road accidents highlights drowsiness and fatigue, the importance of these factors is greater than we might think, hidden by the undercounting of their events. Some scenarios show that these factors are significant in accidents with killed and injured people. Thus the need for an automatic drivers fatigue detection system in order to considerably reduce the number of accidents owing to fatigue.This research approaches the drivers fatigue detection problem in an innovative way by combining cues collected from both temporal analysis of drivers’ faces and environment. Monotony in driving environment is inter-related with visual symptoms of fatigue on drivers’ faces to achieve fatigue detection. Optical and infrared (IR) sensors are used to analyse the monotony in driving environment and to detect the visual symptoms of fatigue on human face. Internal cues from drivers faces and external cues from environment are combined together using machine learning algorithms to automatically detect fatigue.

Keywords: intelligent transportation systems, bayesian networks, yawning computing, machine learning algorithms

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27009 Estimating the Probability of Winning the Best Actor/Actress Award Conditional on the Best Picture Nomination with Bayesian Hierarchical Models

Authors: Svetlana K. Eden

Abstract:

Movies and TV shows have long become part of modern culture. We all have our preferred genre, story, actors, and actresses. However, can we objectively discern good acting from the bad? As laymen, we are probably not objective, but what about the Oscar academy members? Are their votes based on objective measures? Oscar academy members are probably also biased due to many factors, including their professional affiliations or advertisement exposure. Heavily advertised films bring more publicity to their cast and are likely to have bigger budgets. Because a bigger budget may also help earn a Best Picture (BP) nomination, we hypothesize that best actor/actress (BA) nominees from BP-nominated movies would have higher chances of winning the award than those BA nominees from non-BP-nominated films. To test this hypothesis, three Bayesian hierarchical models are proposed, and their performance is evaluated. The results from all three models largely support our hypothesis. Depending on the proportion of BP nominations among BA nominees, the odds ratios (estimated over expected) of winning the BA award conditional on BP nomination vary from 2.8 [0.8-7.0] to 4.3 [2.0, 15.8] for actors and from 1.5 [0.0, 12.2] to 5.4 [2.7, 14.2] for actresses.

Keywords: Oscar, best picture, best actor/actress, bias

Procedia PDF Downloads 199
27008 PostureCheck with the Kinect and Proficio: Posture Modeling for Exercise Assessment

Authors: Elham Saraee, Saurabh Singh, Margrit Betke

Abstract:

Evaluation of a person’s posture while exercising is important in physical therapy. During a therapy session, a physical therapist or a monitoring system must assure that the person is performing an exercise correctly to achieve the desired therapeutic effect. In this work, we introduce a system called POSTURECHECK for exercise assessment in physical therapy. POSTURECHECK assesses the posture of a person who is exercising with the Proficio robotic arm while being recorded by the Microsoft Kinect interface. POSTURECHECK extracts unique features from the person’s upper body during the exercise, and classifies the sequence of postures as correct or incorrect using Bayesian estimation and majority voting. If POSTURECHECK recognizes an incorrect posture, it specifies what the user can do to correct it. The result of our experiment shows that POSTURECHECK is capable of recognizing the incorrect postures in real time while the user is performing an exercise.

Keywords: Bayesian estimation, majority voting, Microsoft Kinect, PostureCheck, Proficio robotic arm, upper body physical therapy

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27007 Electromyography Pattern Classification with Laplacian Eigenmaps in Human Running

Authors: Elnaz Lashgari, Emel Demircan

Abstract:

Electromyography (EMG) is one of the most important interfaces between humans and robots for rehabilitation. Decoding this signal helps to recognize muscle activation and converts it into smooth motion for the robots. Detecting each muscle’s pattern during walking and running is vital for improving the quality of a patient’s life. In this study, EMG data from 10 muscles in 10 subjects at 4 different speeds were analyzed. EMG signals are nonlinear with high dimensionality. To deal with this challenge, we extracted some features in time-frequency domain and used manifold learning and Laplacian Eigenmaps algorithm to find the intrinsic features that represent data in low-dimensional space. We then used the Bayesian classifier to identify various patterns of EMG signals for different muscles across a range of running speeds. The best result for vastus medialis muscle corresponds to 97.87±0.69 for sensitivity and 88.37±0.79 for specificity with 97.07±0.29 accuracy using Bayesian classifier. The results of this study provide important insight into human movement and its application for robotics research.

Keywords: electromyography, manifold learning, ISOMAP, Laplacian Eigenmaps, locally linear embedding

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27006 Parameter Estimation of Additive Genetic and Unique Environment (AE) Model on Diabetes Mellitus Type 2 Using Bayesian Method

Authors: Andi Darmawan, Dewi Retno Sari Saputro, Purnami Widyaningsih

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Diabetes mellitus (DM) is a chronic disease in human that occurred if pancreas cannot produce enough of insulin hormone or the body uses ineffectively insulin hormone which causes increasing level of glucose in the blood, or it was called hyperglycemia. In Indonesia, DM is a serious disease on health because it can cause blindness, kidney disease, diabetic feet (gangrene), and stroke. The type of DM criteria can also be divided based on the main causes; they are DM type 1, type 2, and gestational. Diabetes type 1 or previously known as insulin-independent diabetes is due to a lack of production of insulin hormone. Diabetes type 2 or previously known as non-insulin dependent diabetes is due to ineffective use of insulin while gestational diabetes is a hyperglycemia that found during pregnancy. The most one type commonly found in patient is DM type 2. The main factors of this disease are genetic (A) and life style (E). Those disease with 2 factors can be constructed with additive genetic and unique environment (AE) model. In this article was discussed parameter estimation of AE model using Bayesian method and the inheritance character simulation on parent-offspring. On the AE model, there are response variable, predictor variables, and parameters were capable of representing the number of population on research. The population can be measured through a taken random sample. The response and predictor variables can be determined by sample while the parameters are unknown, so it was required to estimate the parameters based on the sample. Estimation of AE model parameters was obtained based on a joint posterior distribution. The simulation was conducted to get the value of genetic variance and life style variance. The results of simulation are 0.3600 for genetic variance and 0.0899 for life style variance. Therefore, the variance of genetic factor in DM type 2 is greater than life style.

Keywords: AE model, Bayesian method, diabetes mellitus type 2, genetic, life style

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27005 Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference

Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

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27004 Internal Migration and Poverty Dynamic Analysis Using a Bayesian Approach: The Tunisian Case

Authors: Amal Jmaii, Damien Rousseliere, Besma Belhadj

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We explore the relationship between internal migration and poverty in Tunisia. We present a methodology combining potential outcomes approach with multiple imputation to highlight the effect of internal migration on poverty states. We find that probability of being poor decreases when leaving the poorest regions (the west areas) to the richer regions (greater Tunis and the east regions).

Keywords: internal migration, potential outcomes approach, poverty dynamics, Tunisia

Procedia PDF Downloads 285
27003 Assessing the Macroeconomic Effects of Fiscal Policy Changes in Egypt: A Bayesian Structural Vector Autoregression Approach

Authors: Walaa Diab, Baher Atlam, Nadia El Nimer

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Egypt faces many obvious economic challenges, and it is so clear that a real economic transformation is needed to address those problems, especially after the recent decisions of floating the Egyptian pound and the gradual subsidy cuts that are trying to meet the needed conditions to get the IMF support of (a £12bn loan) for its economic reform program. Following the post-2008 revival of the interest in the fiscal policy and its vital role in speeding up or slowing down the economic growth. Here comes the value of this paper as it seeks to analyze the macroeconomic effects of fiscal policy in Egypt by applying A Bayesian SVAR Approach. The study uses the Bayesian method because it includes the prior information and no relevant information is omitted and so it is well suited for rational, evidence-based decision-making. Since the study aims to define the effects of fiscal policy shocks in Egypt to help the decision-makers in determining the proper means to correct the structural problems in the Egyptian economy, it has to study the period of 1990s economic reform, but unfortunately; the available data is on an annual frequency. Thus, it uses annual time series to study the period 1991: 2005 And quarterly data over the period 2006–2016. It uses a set of six main variables includes government expenditure and net tax revenues as fiscal policy arms affecting real GDP, unemployment, inflation and the interest rate. The study also tries to assess the 'crowding out' effects by considering the effects of government spending and government revenue shocks on the composition of GDP, namely, on private consumption and private investment. Last but not least the study provides its policy implications regarding the needed role of fiscal policy in Egypt in the upcoming economic reform building on the results it concludes from the previous reform program.

Keywords: fiscal policy, government spending, structural vector autoregression, taxation

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27002 An Infinite Mixture Model for Modelling Stutter Ratio in Forensic Data Analysis

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

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Forensic DNA analysis has received much attention over the last three decades, due to its incredible usefulness in human identification. The statistical interpretation of DNA evidence is recognised as one of the most mature fields in forensic science. Peak heights in an Electropherogram (EPG) are approximately proportional to the amount of template DNA in the original sample being tested. A stutter is a minor peak in an EPG, which is not masking as an allele of a potential contributor, and considered as an artefact that is presumed to be arisen due to miscopying or slippage during the PCR. Stutter peaks are mostly analysed in terms of stutter ratio that is calculated relative to the corresponding parent allele height. Analysis of mixture profiles has always been problematic in evidence interpretation, especially with the presence of PCR artefacts like stutters. Unlike binary and semi-continuous models; continuous models assign a probability (as a continuous weight) for each possible genotype combination, and significantly enhances the use of continuous peak height information resulting in more efficient reliable interpretations. Therefore, the presence of a sound methodology to distinguish between stutters and real alleles is essential for the accuracy of the interpretation. Sensibly, any such method has to be able to focus on modelling stutter peaks. Bayesian nonparametric methods provide increased flexibility in applied statistical modelling. Mixture models are frequently employed as fundamental data analysis tools in clustering and classification of data and assume unidentified heterogeneous sources for data. In model-based clustering, each unknown source is reflected by a cluster, and the clusters are modelled using parametric models. Specifying the number of components in finite mixture models, however, is practically difficult even though the calculations are relatively simple. Infinite mixture models, in contrast, do not require the user to specify the number of components. Instead, a Dirichlet process, which is an infinite-dimensional generalization of the Dirichlet distribution, is used to deal with the problem of a number of components. Chinese restaurant process (CRP), Stick-breaking process and Pólya urn scheme are frequently used as Dirichlet priors in Bayesian mixture models. In this study, we illustrate an infinite mixture of simple linear regression models for modelling stutter ratio and introduce some modifications to overcome weaknesses associated with CRP.

Keywords: Chinese restaurant process, Dirichlet prior, infinite mixture model, PCR stutter

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27001 Statistical Comparison of Ensemble Based Storm Surge Forecasting Models

Authors: Amin Salighehdar, Ziwen Ye, Mingzhe Liu, Ionut Florescu, Alan F. Blumberg

Abstract:

Storm surge is an abnormal water level caused by a storm. Accurate prediction of a storm surge is a challenging problem. Researchers developed various ensemble modeling techniques to combine several individual forecasts to produce an overall presumably better forecast. There exist some simple ensemble modeling techniques in literature. For instance, Model Output Statistics (MOS), and running mean-bias removal are widely used techniques in storm surge prediction domain. However, these methods have some drawbacks. For instance, MOS is based on multiple linear regression and it needs a long period of training data. To overcome the shortcomings of these simple methods, researchers propose some advanced methods. For instance, ENSURF (Ensemble SURge Forecast) is a multi-model application for sea level forecast. This application creates a better forecast of sea level using a combination of several instances of the Bayesian Model Averaging (BMA). An ensemble dressing method is based on identifying best member forecast and using it for prediction. Our contribution in this paper can be summarized as follows. First, we investigate whether the ensemble models perform better than any single forecast. Therefore, we need to identify the single best forecast. We present a methodology based on a simple Bayesian selection method to select the best single forecast. Second, we present several new and simple ways to construct ensemble models. We use correlation and standard deviation as weights in combining different forecast models. Third, we use these ensembles and compare with several existing models in literature to forecast storm surge level. We then investigate whether developing a complex ensemble model is indeed needed. To achieve this goal, we use a simple average (one of the simplest and widely used ensemble model) as benchmark. Predicting the peak level of Surge during a storm as well as the precise time at which this peak level takes place is crucial, thus we develop a statistical platform to compare the performance of various ensemble methods. This statistical analysis is based on root mean square error of the ensemble forecast during the testing period and on the magnitude and timing of the forecasted peak surge compared to the actual time and peak. In this work, we analyze four hurricanes: hurricanes Irene and Lee in 2011, hurricane Sandy in 2012, and hurricane Joaquin in 2015. Since hurricane Irene developed at the end of August 2011 and hurricane Lee started just after Irene at the beginning of September 2011, in this study we consider them as a single contiguous hurricane event. The data set used for this study is generated by the New York Harbor Observing and Prediction System (NYHOPS). We find that even the simplest possible way of creating an ensemble produces results superior to any single forecast. We also show that the ensemble models we propose generally have better performance compared to the simple average ensemble technique.

Keywords: Bayesian learning, ensemble model, statistical analysis, storm surge prediction

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27000 Bayesian Estimation under Different Loss Functions Using Gamma Prior for the Case of Exponential Distribution

Authors: Md. Rashidul Hasan, Atikur Rahman Baizid

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The Bayesian estimation approach is a non-classical estimation technique in statistical inference and is very useful in real world situation. The aim of this paper is to study the Bayes estimators of the parameter of exponential distribution under different loss functions and then compared among them as well as with the classical estimator named maximum likelihood estimator (MLE). In our real life, we always try to minimize the loss and we also want to gather some prior information (distribution) about the problem to solve it accurately. Here the gamma prior is used as the prior distribution of exponential distribution for finding the Bayes estimator. In our study, we also used different symmetric and asymmetric loss functions such as squared error loss function, quadratic loss function, modified linear exponential (MLINEX) loss function and non-linear exponential (NLINEX) loss function. Finally, mean square error (MSE) of the estimators are obtained and then presented graphically.

Keywords: Bayes estimator, maximum likelihood estimator (MLE), modified linear exponential (MLINEX) loss function, Squared Error (SE) loss function, non-linear exponential (NLINEX) loss function

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26999 A Bayesian Population Model to Estimate Reference Points of Bombay-Duck (Harpadon nehereus) in Bay of Bengal, Bangladesh Using CMSY and BSM

Authors: Ahmad Rabby

Abstract:

The demographic trend analyses of Bombay-duck from time series catch data using CMSY and BSM for the first time in Bangladesh. During 2000-2018, CMSY indicates average lowest production in 2000 and highest in 2018. This has been used in the estimation of prior biomass by the default rules. Possible 31030 viable trajectories for 3422 r-k pairs were found by the CMSY analysis and the final estimates for intrinsic rate of population increase (r) was 1.19 year-1 with 95% CL= 0.957-1.48 year-1. The carrying capacity(k) of Bombay-duck was 283×103 tons with 95% CL=173×103 - 464×103 tons and MSY was 84.3×103tons year-1, 95% CL=49.1×103-145×103 tons year-1. Results from Bayesian state-space implementation of the Schaefer production model (BSM) using catch & CPUE data, found catchabilitiy coefficient(q) was 1.63 ×10-6 from lcl=1.27×10-6 to ucl=2.10×10-6 and r= 1.06 year-1 with 95% CL= 0.727 - 1.55 year-1, k was 226×103 tons with 95% CL=170×103-301×103 tons and MSY was 60×103 tons year-1 with 95% CL=49.9 ×103- 72.2 ×103 tons year-1. Results for Bombay-duck fishery management based on BSM assessment from time series catch data illustrated that, Fmsy=0.531 with 95% CL =0.364 - 0.775 (if B > 1/2 Bmsy then Fmsy =0.5r); Fmsy=0.531 with 95% CL =0.364-0.775 (r and Fmsy are linearly reduced if B < 1/2Bmsy). Biomass in 2018 was 110×103 tons with 2.5th to 97.5th percentile=82.3-155×103 tons. Relative biomass (B/Bmsy) in last year was 0.972 from 2.5th percentile to 97.5th percentile=0.728 -1.37. Fishing mortality in last year was 0.738 with 2.5th-97.5th percentile=0.525-1.37. Exploitation F/Fmsy was 1.39, from 2.5th to 97.5th percentile it was 0.988 -1.86. The biological reference points of B/BMSY was smaller than 1.0, while F/FMSY was higher than 1.0 revealed an over-exploitation of the fishery, indicating that more conservative management strategies are required for Bombay-duck fishery.

Keywords: biological reference points, catchability coefficient, carrying capacity, intrinsic rate of population increase

Procedia PDF Downloads 105
26998 A General Framework for Knowledge Discovery from Echocardiographic and Natural Images

Authors: S. Nandagopalan, N. Pradeep

Abstract:

The aim of this paper is to propose a general framework for storing, analyzing, and extracting knowledge from two-dimensional echocardiographic images, color Doppler images, non-medical images, and general data sets. A number of high performance data mining algorithms have been used to carry out this task. Our framework encompasses four layers namely physical storage, object identification, knowledge discovery, user level. Techniques such as active contour model to identify the cardiac chambers, pixel classification to segment the color Doppler echo image, universal model for image retrieval, Bayesian method for classification, parallel algorithms for image segmentation, etc., were employed. Using the feature vector database that have been efficiently constructed, one can perform various data mining tasks like clustering, classification, etc. with efficient algorithms along with image mining given a query image. All these facilities are included in the framework that is supported by state-of-the-art user interface (UI). The algorithms were tested with actual patient data and Coral image database and the results show that their performance is better than the results reported already.

Keywords: active contour, Bayesian, echocardiographic image, feature vector

Procedia PDF Downloads 417
26997 Bayesian Value at Risk Forecast Using Realized Conditional Autoregressive Expectiel Mdodel with an Application of Cryptocurrency

Authors: Niya Chen, Jennifer Chan

Abstract:

In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

Procedia PDF Downloads 88
26996 A General Framework for Knowledge Discovery Using High Performance Machine Learning Algorithms

Authors: S. Nandagopalan, N. Pradeep

Abstract:

The aim of this paper is to propose a general framework for storing, analyzing, and extracting knowledge from two-dimensional echocardiographic images, color Doppler images, non-medical images, and general data sets. A number of high performance data mining algorithms have been used to carry out this task. Our framework encompasses four layers namely physical storage, object identification, knowledge discovery, user level. Techniques such as active contour model to identify the cardiac chambers, pixel classification to segment the color Doppler echo image, universal model for image retrieval, Bayesian method for classification, parallel algorithms for image segmentation, etc., were employed. Using the feature vector database that have been efficiently constructed, one can perform various data mining tasks like clustering, classification, etc. with efficient algorithms along with image mining given a query image. All these facilities are included in the framework that is supported by state-of-the-art user interface (UI). The algorithms were tested with actual patient data and Coral image database and the results show that their performance is better than the results reported already.

Keywords: active contour, bayesian, echocardiographic image, feature vector

Procedia PDF Downloads 392
26995 Comparison of Quality of Life One Year after Bariatric Intervention: Systematic Review of the Literature with Bayesian Network Meta-Analysis

Authors: Piotr Tylec, Alicja Dudek, Grzegorz Torbicz, Magdalena Mizera, Natalia Gajewska, Michael Su, Tanawat Vongsurbchart, Tomasz Stefura, Magdalena Pisarska, Mateusz Rubinkiewicz, Piotr Malczak, Piotr Major, Michal Pedziwiatr

Abstract:

Introduction: Quality of life after bariatric surgery is an important factor when evaluating the final result of the treatment. Considering the vast surgical options, we tried to globally compare available methods in terms of quality of following the surgery. The aim of the study is to compare the quality of life a year after bariatric intervention using network meta-analysis methods. Material and Methods: We performed a systematic review according to PRISMA guidelines with Bayesian network meta-analysis. Inclusion criteria were: studies comparing at least two methods of weight loss treatment of which at least one is surgical, assessment of the quality of life one year after surgery by validated questionnaires. Primary outcomes were quality of life one year after bariatric procedure. The following aspects of quality of life were analyzed: physical, emotional, general health, vitality, role physical, social, mental, and bodily pain. All questionnaires were standardized and pooled to a single scale. Lifestyle intervention was considered as a referenced point. Results: An initial reference search yielded 5636 articles. 18 studies were evaluated. In comparison of total score of quality of life, we observed that laparoscopic sleeve gastrectomy (LSG) (median (M): 3.606, Credible Interval 97.5% (CrI): 1.039; 6.191), laparoscopic Roux en-Y gastric by-pass (LRYGB) (M: 4.973, CrI: 2.627; 7.317) and open Roux en-Y gastric by-pass (RYGB) (M: 9.735, CrI: 6.708; 12.760) had better results than other bariatric intervention in relation to lifestyle interventions. In the analysis of the physical aspects of quality of life, we notice better results in LSG (M: 3.348, CrI: 0.548; 6.147) and in LRYGB procedure (M: 5.070, CrI: 2.896; 7.208) than control intervention, and worst results in open RYGB (M: -9.212, CrI: -11.610; -6.844). Analyzing emotional aspects, we found better results than control intervention in LSG, in LRYGB, in open RYGB, and laparoscopic gastric plication. In general health better results were in LSG (M: 9.144, CrI: 4.704; 13.470), in LRYGB (M: 6.451, CrI: 10.240; 13.830) and in single-anastomosis gastric by-pass (M: 8.671, CrI: 1.986; 15.310), and worst results in open RYGB (M: -4.048, CrI: -7.984; -0.305). In social and vital aspects of quality of life, better results were observed in LSG and LRYGB than control intervention. We did not find any differences between bariatric interventions in physical role, mental and bodily aspects of quality of life. Conclusion: The network meta-analysis revealed that better quality of life in total score one year after bariatric interventions were after LSG, LRYGB, open RYGB. In physical and general health aspects worst quality of life was in open RYGB procedure. Other interventions did not significantly affect the quality of life after a year compared to dietary intervention.

Keywords: bariatric surgery, network meta-analysis, quality of life, one year follow-up

Procedia PDF Downloads 138
26994 The Response of the Central Bank to the Exchange Rate Movement: A Dynamic Stochastic General Equilibrium-Vector Autoregressive Approach for Tunisian Economy

Authors: Abdelli Soulaima, Belhadj Besma

Abstract:

The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

Procedia PDF Downloads 274
26993 AI/ML Atmospheric Parameters Retrieval Using the “Atmospheric Retrievals conditional Generative Adversarial Network (ARcGAN)”

Authors: Thomas Monahan, Nicolas Gorius, Thanh Nguyen

Abstract:

Exoplanet atmospheric parameters retrieval is a complex, computationally intensive, inverse modeling problem in which an exoplanet’s atmospheric composition is extracted from an observed spectrum. Traditional Bayesian sampling methods require extensive time and computation, involving algorithms that compare large numbers of known atmospheric models to the input spectral data. Runtimes are directly proportional to the number of parameters under consideration. These increased power and runtime requirements are difficult to accommodate in space missions where model size, speed, and power consumption are of particular importance. The use of traditional Bayesian sampling methods, therefore, compromise model complexity or sampling accuracy. The Atmospheric Retrievals conditional Generative Adversarial Network (ARcGAN) is a deep convolutional generative adversarial network that improves on the previous model’s speed and accuracy. We demonstrate the efficacy of artificial intelligence to quickly and reliably predict atmospheric parameters and present it as a viable alternative to slow and computationally heavy Bayesian methods. In addition to its broad applicability across instruments and planetary types, ARcGAN has been designed to function on low power application-specific integrated circuits. The application of edge computing to atmospheric retrievals allows for real or near-real-time quantification of atmospheric constituents at the instrument level. Additionally, edge computing provides both high-performance and power-efficient computing for AI applications, both of which are critical for space missions. With the edge computing chip implementation, ArcGAN serves as a strong basis for the development of a similar machine-learning algorithm to reduce the downlinked data volume from the Compact Ultraviolet to Visible Imaging Spectrometer (CUVIS) onboard the DAVINCI mission to Venus.

Keywords: deep learning, generative adversarial network, edge computing, atmospheric parameters retrieval

Procedia PDF Downloads 149
26992 Modified Weibull Approach for Bridge Deterioration Modelling

Authors: Niroshan K. Walgama Wellalage, Tieling Zhang, Richard Dwight

Abstract:

State-based Markov deterioration models (SMDM) sometimes fail to find accurate transition probability matrix (TPM) values, and hence lead to invalid future condition prediction or incorrect average deterioration rates mainly due to drawbacks of existing nonlinear optimization-based algorithms and/or subjective function types used for regression analysis. Furthermore, a set of separate functions for each condition state with age cannot be directly derived by using Markov model for a given bridge element group, which however is of interest to industrial partners. This paper presents a new approach for generating Homogeneous SMDM model output, namely, the Modified Weibull approach, which consists of a set of appropriate functions to describe the percentage condition prediction of bridge elements in each state. These functions are combined with Bayesian approach and Metropolis Hasting Algorithm (MHA) based Markov Chain Monte Carlo (MCMC) simulation technique for quantifying the uncertainty in model parameter estimates. In this study, factors contributing to rail bridge deterioration were identified. The inspection data for 1,000 Australian railway bridges over 15 years were reviewed and filtered accordingly based on the real operational experience. Network level deterioration model for a typical bridge element group was developed using the proposed Modified Weibull approach. The condition state predictions obtained from this method were validated using statistical hypothesis tests with a test data set. Results show that the proposed model is able to not only predict the conditions in network-level accurately but also capture the model uncertainties with given confidence interval.

Keywords: bridge deterioration modelling, modified weibull approach, MCMC, metropolis-hasting algorithm, bayesian approach, Markov deterioration models

Procedia PDF Downloads 696