Search results for: Bayesian
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 296

Search results for: Bayesian

206 Modern Machine Learning Conniptions for Automatic Speech Recognition

Authors: S. Jagadeesh Kumar

Abstract:

This expose presents a luculent of recent machine learning practices as employed in the modern and as pertinent to prospective automatic speech recognition schemes. The aspiration is to promote additional traverse ablution among the machine learning and automatic speech recognition factions that have transpired in the precedent. The manuscript is structured according to the chief machine learning archetypes that are furthermore trendy by now or have latency for building momentous hand-outs to automatic speech recognition expertise. The standards offered and convoluted in this article embraces adaptive and multi-task learning, active learning, Bayesian learning, discriminative learning, generative learning, supervised and unsupervised learning. These learning archetypes are aggravated and conferred in the perspective of automatic speech recognition tools and functions. This manuscript bequeaths and surveys topical advances of deep learning and learning with sparse depictions; further limelight is on their incessant significance in the evolution of automatic speech recognition.

Keywords: automatic speech recognition, deep learning methods, machine learning archetypes, Bayesian learning, supervised and unsupervised learning

Procedia PDF Downloads 412
205 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)

Procedia PDF Downloads 176
204 Stock Market Developments, Income Inequality, Wealth Inequality

Authors: Quang Dong Dang

Abstract:

This paper examines the possible effects of stock market developments by channels on income and wealth inequality. We use the Bayesian Multilevel Model with the explanatory variables of the market’s channels, such as accessibility, efficiency, and market health in six selected countries: the US, UK, Japan, Vietnam, Thailand, and Malaysia. We found that generally, the improvements in the stock market alleviate income inequality. However, stock market expansions in higher-income countries are likely to trigger income inequality. We also found that while enhancing the quality of channels of the stock market has counter-effects on wealth equality distributions, open accessibilities help reduce wealth inequality distributions within the scope of the study. In addition, the inverted U-shaped hypothesis seems not to be valid in six selected countries between the period from 2006 to 2020.

Keywords: Bayesian multilevel model, income inequality, inverted u-shaped hypothesis, stock market development, wealth inequality

Procedia PDF Downloads 64
203 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

Procedia PDF Downloads 374
202 Application of Bayesian Model Averaging and Geostatistical Output Perturbation to Generate Calibrated Ensemble Weather Forecast

Authors: Muhammad Luthfi, Sutikno Sutikno, Purhadi Purhadi

Abstract:

Weather forecast has necessarily been improved to provide the communities an accurate and objective prediction as well. To overcome such issue, the numerical-based weather forecast was extensively developed to reduce the subjectivity of forecast. Yet the Numerical Weather Predictions (NWPs) outputs are unfortunately issued without taking dynamical weather behavior and local terrain features into account. Thus, NWPs outputs are not able to accurately forecast the weather quantities, particularly for medium and long range forecast. The aim of this research is to aid and extend the development of ensemble forecast for Meteorology, Climatology, and Geophysics Agency of Indonesia. Ensemble method is an approach combining various deterministic forecast to produce more reliable one. However, such forecast is biased and uncalibrated due to its underdispersive or overdispersive nature. As one of the parametric methods, Bayesian Model Averaging (BMA) generates the calibrated ensemble forecast and constructs predictive PDF for specified period. Such method is able to utilize ensemble of any size but does not take spatial correlation into account. Whereas space dependencies involve the site of interest and nearby site, influenced by dynamic weather behavior. Meanwhile, Geostatistical Output Perturbation (GOP) reckons the spatial correlation to generate future weather quantities, though merely built by a single deterministic forecast, and is able to generate an ensemble of any size as well. This research conducts both BMA and GOP to generate the calibrated ensemble forecast for the daily temperature at few meteorological sites nearby Indonesia international airport.

Keywords: Bayesian Model Averaging, ensemble forecast, geostatistical output perturbation, numerical weather prediction, temperature

Procedia PDF Downloads 243
201 Enhancing Predictive Accuracy in Pharmaceutical Sales through an Ensemble Kernel Gaussian Process Regression Approach

Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

Abstract:

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matern, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matern, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian process regression, ensemble kernels, bayesian optimization, pharmaceutical sales analysis, time series forecasting, data analysis

Procedia PDF Downloads 24
200 Don't Just Guess and Slip: Estimating Bayesian Knowledge Tracing Parameters When Observations Are Scant

Authors: Michael Smalenberger

Abstract:

Intelligent tutoring systems (ITS) are computer-based platforms which can incorporate artificial intelligence to provide step-by-step guidance as students practice problem-solving skills. ITS can replicate and even exceed some benefits of one-on-one tutoring, foster transactivity in collaborative environments, and lead to substantial learning gains when used to supplement the instruction of a teacher or when used as the sole method of instruction. A common facet of many ITS is their use of Bayesian Knowledge Tracing (BKT) to estimate parameters necessary for the implementation of the artificial intelligence component, and for the probability of mastery of a knowledge component relevant to the ITS. While various techniques exist to estimate these parameters and probability of mastery, none directly and reliably ask the user to self-assess these. In this study, 111 undergraduate students used an ITS in a college-level introductory statistics course for which detailed transaction-level observations were recorded, and users were also routinely asked direct questions that would lead to such a self-assessment. Comparisons were made between these self-assessed values and those obtained using commonly used estimation techniques. Our findings show that such self-assessments are particularly relevant at the early stages of ITS usage while transaction level data are scant. Once a user’s transaction level data become available after sufficient ITS usage, these can replace the self-assessments in order to eliminate the identifiability problem in BKT. We discuss how these findings are relevant to the number of exercises necessary to lead to mastery of a knowledge component, the associated implications on learning curves, and its relevance to instruction time.

Keywords: Bayesian Knowledge Tracing, Intelligent Tutoring System, in vivo study, parameter estimation

Procedia PDF Downloads 141
199 Breast Cancer Detection Using Machine Learning Algorithms

Authors: Jiwan Kumar, Pooja, Sandeep Negi, Anjum Rouf, Amit Kumar, Naveen Lakra

Abstract:

In modern times where, health issues are increasing day by day, breast cancer is also one of them, which is very crucial and really important to find in the early stages. Doctors can use this model in order to tell their patients whether a cancer is not harmful (benign) or harmful (malignant). We have used the knowledge of machine learning in order to produce the model. we have used algorithms like Logistic Regression, Random forest, support Vector Classifier, Bayesian Network and Radial Basis Function. We tried to use the data of crucial parts and show them the results in pictures in order to make it easier for doctors. By doing this, we're making ML better at finding breast cancer, which can lead to saving more lives and better health care.

Keywords: Bayesian network, radial basis function, ensemble learning, understandable, data making better, random forest, logistic regression, breast cancer

Procedia PDF Downloads 0
198 New Segmentation of Piecewise Linear Regression Models Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

Procedia PDF Downloads 486
197 Spatio-Temporal Analysis and Mapping of Malaria in Thailand

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

Abstract:

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

Procedia PDF Downloads 413
196 Development of an Automatic Calibration Framework for Hydrologic Modelling Using Approximate Bayesian Computation

Authors: A. Chowdhury, P. Egodawatta, J. M. McGree, A. Goonetilleke

Abstract:

Hydrologic models are increasingly used as tools to predict stormwater quantity and quality from urban catchments. However, due to a range of practical issues, most models produce gross errors in simulating complex hydraulic and hydrologic systems. Difficulty in finding a robust approach for model calibration is one of the main issues. Though automatic calibration techniques are available, they are rarely used in common commercial hydraulic and hydrologic modelling software e.g. MIKE URBAN. This is partly due to the need for a large number of parameters and large datasets in the calibration process. To overcome this practical issue, a framework for automatic calibration of a hydrologic model was developed in R platform and presented in this paper. The model was developed based on the time-area conceptualization. Four calibration parameters, including initial loss, reduction factor, time of concentration and time-lag were considered as the primary set of parameters. Using these parameters, automatic calibration was performed using Approximate Bayesian Computation (ABC). ABC is a simulation-based technique for performing Bayesian inference when the likelihood is intractable or computationally expensive to compute. To test the performance and usefulness, the technique was used to simulate three small catchments in Gold Coast. For comparison, simulation outcomes from the same three catchments using commercial modelling software, MIKE URBAN were used. The graphical comparison shows strong agreement of MIKE URBAN result within the upper and lower 95% credible intervals of posterior predictions as obtained via ABC. Statistical validation for posterior predictions of runoff result using coefficient of determination (CD), root mean square error (RMSE) and maximum error (ME) was found reasonable for three study catchments. The main benefit of using ABC over MIKE URBAN is that ABC provides a posterior distribution for runoff flow prediction, and therefore associated uncertainty in predictions can be obtained. In contrast, MIKE URBAN just provides a point estimate. Based on the results of the analysis, it appears as though ABC the developed framework performs well for automatic calibration.

Keywords: automatic calibration framework, approximate bayesian computation, hydrologic and hydraulic modelling, MIKE URBAN software, R platform

Procedia PDF Downloads 272
195 Sea of Light: A Game 'Based Approach for Evidence-Centered Assessment of Collaborative Problem Solving

Authors: Svenja Pieritz, Jakab Pilaszanovich

Abstract:

Collaborative Problem Solving (CPS) is recognized as being one of the most important skills of the 21st century with having a potential impact on education, job selection, and collaborative systems design. Therefore, CPS has been adopted in several standardized tests, including the Programme for International Student Assessment (PISA) in 2015. A significant challenge of evaluating CPS is the underlying interplay of cognitive and social skills, which requires a more holistic assessment. However, the majority of the existing tests are using a questionnaire-based assessment, which oversimplifies this interplay and undermines ecological validity. Two major difficulties were identified: Firstly, the creation of a controllable, real-time environment allowing natural behaviors and communication between at least two people. Secondly, the development of an appropriate method to collect and synthesize both cognitive and social metrics of collaboration. This paper proposes a more holistic and automated approach to the assessment of CPS. To address these two difficulties, a multiplayer problem-solving game called Sea of Light was developed: An environment allowing students to deploy a variety of measurable collaborative strategies. This controlled environment enables researchers to monitor behavior through the analysis of game actions and chat. The according solution for the statistical model is a combined approach of Natural Language Processing (NLP) and Bayesian network analysis. Social exchanges via the in-game chat are analyzed through NLP and fed into the Bayesian network along with other game actions. This Bayesian network synthesizes evidence to track and update different subdimensions of CPS. Major findings focus on the correlations between the evidences collected through in- game actions, the participants’ chat features and the CPS self- evaluation metrics. These results give an indication of which game mechanics can best describe CPS evaluation. Overall, Sea of Light gives test administrators control over different problem-solving scenarios and difficulties while keeping the student engaged. It enables a more complete assessment based on complex, socio-cognitive information on actions and communication. This tool permits further investigations of the effects of group constellations and personality in collaborative problem-solving.

Keywords: bayesian network, collaborative problem solving, game-based assessment, natural language processing

Procedia PDF Downloads 101
194 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 291
193 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 336
192 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 403
191 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 122
190 A Hybrid Fuzzy Clustering Approach for Fertile and Unfertile Analysis

Authors: Shima Soltanzadeh, Mohammad Hosain Fazel Zarandi, Mojtaba Barzegar Astanjin

Abstract:

Diagnosis of male infertility by the laboratory tests is expensive and, sometimes it is intolerable for patients. Filling out the questionnaire and then using classification method can be the first step in decision-making process, so only in the cases with a high probability of infertility we can use the laboratory tests. In this paper, we evaluated the performance of four classification methods including naive Bayesian, neural network, logistic regression and fuzzy c-means clustering as a classification, in the diagnosis of male infertility due to environmental factors. Since the data are unbalanced, the ROC curves are most suitable method for the comparison. In this paper, we also have selected the more important features using a filtering method and examined the impact of this feature reduction on the performance of each methods; generally, most of the methods had better performance after applying the filter. We have showed that using fuzzy c-means clustering as a classification has a good performance according to the ROC curves and its performance is comparable to other classification methods like logistic regression.

Keywords: classification, fuzzy c-means, logistic regression, Naive Bayesian, neural network, ROC curve

Procedia PDF Downloads 300
189 Geo-Additive Modeling of Family Size in Nigeria

Authors: Oluwayemisi O. Alaba, John O. Olaomi

Abstract:

The 2013 Nigerian Demographic Health Survey (NDHS) data was used to investigate the determinants of family size in Nigeria using the geo-additive model. The fixed effect of categorical covariates were modelled using the diffuse prior, P-spline with second-order random walk for the nonlinear effect of continuous variable, spatial effects followed Markov random field priors while the exchangeable normal priors were used for the random effects of the community and household. The Negative Binomial distribution was used to handle overdispersion of the dependent variable. Inference was fully Bayesian approach. Results showed a declining effect of secondary and higher education of mother, Yoruba tribe, Christianity, family planning, mother giving birth by caesarean section and having a partner who has secondary education on family size. Big family size is positively associated with age at first birth, number of daughters in a household, being gainfully employed, married and living with partner, community and household effects.

Keywords: Bayesian analysis, family size, geo-additive model, negative binomial

Procedia PDF Downloads 507
188 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

Procedia PDF Downloads 529
187 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

Procedia PDF Downloads 91
186 Fem Models of Glued Laminated Timber Beams Enhanced by Bayesian Updating of Elastic Moduli

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

Abstract:

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

Procedia PDF Downloads 250
185 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 191
184 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

Procedia PDF Downloads 251
183 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

Procedia PDF Downloads 327
182 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

Abstract:

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

Procedia PDF Downloads 240
181 Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference

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

Abstract:

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

Procedia PDF Downloads 556
180 Energy System Analysis Using Data-Driven Modelling and Bayesian Methods

Authors: Paul Rowley, Adam Thirkill, Nick Doylend, Philip Leicester, Becky Gough

Abstract:

The dynamic performance of all energy generation technologies is impacted to varying degrees by the stochastic properties of the wider system within which the generation technology is located. This stochasticity can include the varying nature of ambient renewable energy resources such as wind or solar radiation, or unpredicted changes in energy demand which impact upon the operational behaviour of thermal generation technologies. An understanding of these stochastic impacts are especially important in contexts such as highly distributed (or embedded) generation, where an understanding of issues affecting the individual or aggregated performance of high numbers of relatively small generators is especially important, such as in ESCO projects. Probabilistic evaluation of monitored or simulated performance data is one technique which can provide an insight into the dynamic performance characteristics of generating systems, both in a prognostic sense (such as the prediction of future performance at the project’s design stage) as well as in a diagnostic sense (such as in the real-time analysis of underperforming systems). In this work, we describe the development, application and outcomes of a new approach to the acquisition of datasets suitable for use in the subsequent performance and impact analysis (including the use of Bayesian approaches) for a number of distributed generation technologies. The application of the approach is illustrated using a number of case studies involving domestic and small commercial scale photovoltaic, solar thermal and natural gas boiler installations, and the results as presented show that the methodology offers significant advantages in terms of plant efficiency prediction or diagnosis, along with allied environmental and social impacts such as greenhouse gas emission reduction or fuel affordability.

Keywords: renewable energy, dynamic performance simulation, Bayesian analysis, distributed generation

Procedia PDF Downloads 465
179 Bayesian Estimation of Hierarchical Models for Genotypic Differentiation of Arabidopsis thaliana

Authors: Gautier Viaud, Paul-Henry Cournède

Abstract:

Plant growth models have been used extensively for the prediction of the phenotypic performance of plants. However, they remain most often calibrated for a given genotype and therefore do not take into account genotype by environment interactions. One way of achieving such an objective is to consider Bayesian hierarchical models. Three levels can be identified in such models: The first level describes how a given growth model describes the phenotype of the plant as a function of individual parameters, the second level describes how these individual parameters are distributed within a plant population, the third level corresponds to the attribution of priors on population parameters. Thanks to the Bayesian framework, choosing appropriate priors for the population parameters permits to derive analytical expressions for the full conditional distributions of these population parameters. As plant growth models are of a nonlinear nature, individual parameters cannot be sampled explicitly, and a Metropolis step must be performed. This allows for the use of a hybrid Gibbs--Metropolis sampler. A generic approach was devised for the implementation of both general state space models and estimation algorithms within a programming platform. It was designed using the Julia language, which combines an elegant syntax, metaprogramming capabilities and exhibits high efficiency. Results were obtained for Arabidopsis thaliana on both simulated and real data. An organ-scale Greenlab model for the latter is thus presented, where the surface areas of each individual leaf can be simulated. It is assumed that the error made on the measurement of leaf areas is proportional to the leaf area itself; multiplicative normal noises for the observations are therefore used. Real data were obtained via image analysis of zenithal images of Arabidopsis thaliana over a period of 21 days using a two-step segmentation and tracking algorithm which notably takes advantage of the Arabidopsis thaliana phyllotaxy. Since the model formulation is rather flexible, there is no need that the data for a single individual be available at all times, nor that the times at which data is available be the same for all the different individuals. This allows to discard data from image analysis when it is not considered reliable enough, thereby providing low-biased data in large quantity for leaf areas. The proposed model precisely reproduces the dynamics of Arabidopsis thaliana’s growth while accounting for the variability between genotypes. In addition to the estimation of the population parameters, the level of variability is an interesting indicator of the genotypic stability of model parameters. A promising perspective is to test whether some of the latter should be considered as fixed effects.

Keywords: bayesian, genotypic differentiation, hierarchical models, plant growth models

Procedia PDF Downloads 278
178 Assessment of Taiwan Railway Occurrences Investigations Using Causal Factor Analysis System and Bayesian Network Modeling Method

Authors: Lee Yan Nian

Abstract:

Safety investigation is different from an administrative investigation in that the former is conducted by an independent agency and the purpose of such investigation is to prevent accidents in the future and not to apportion blame or determine liability. Before October 2018, Taiwan railway occurrences were investigated by local supervisory authority. Characteristics of this kind of investigation are that enforcement actions, such as administrative penalty, are usually imposed on those persons or units involved in occurrence. On October 21, 2018, due to a Taiwan Railway accident, which caused 18 fatalities and injured another 267, establishing an agency to independently investigate this catastrophic railway accident was quickly decided. The Taiwan Transportation Safety Board (TTSB) was then established on August 1, 2019 to take charge of investigating major aviation, marine, railway and highway occurrences. The objective of this study is to assess the effectiveness of safety investigations conducted by the TTSB. In this study, the major railway occurrence investigation reports published by the TTSB are used for modeling and analysis. According to the classification of railway occurrences investigated by the TTSB, accident types of Taiwan railway occurrences can be categorized into: derailment, fire, Signal Passed at Danger and others. A Causal Factor Analysis System (CFAS) developed by the TTSB is used to identify the influencing causal factors and their causal relationships in the investigation reports. All terminologies used in the CFAS are equivalent to the Human Factors Analysis and Classification System (HFACS) terminologies, except for “Technical Events” which was added to classify causal factors resulting from mechanical failure. Accordingly, the Bayesian network structure of each occurrence category is established based on the identified causal factors in the CFAS. In the Bayesian networks, the prior probabilities of identified causal factors are obtained from the number of times in the investigation reports. Conditional Probability Table of each parent node is determined from domain experts’ experience and judgement. The resulting networks are quantitatively assessed under different scenarios to evaluate their forward predictions and backward diagnostic capabilities. Finally, the established Bayesian network of derailment is assessed using investigation reports of the same accident which was investigated by the TTSB and the local supervisory authority respectively. Based on the assessment results, findings of the administrative investigation is more closely tied to errors of front line personnel than to organizational related factors. Safety investigation can identify not only unsafe acts of individual but also in-depth causal factors of organizational influences. The results show that the proposed methodology can identify differences between safety investigation and administrative investigation. Therefore, effective intervention strategies in associated areas can be better addressed for safety improvement and future accident prevention through safety investigation.

Keywords: administrative investigation, bayesian network, causal factor analysis system, safety investigation

Procedia PDF Downloads 83
177 Assessing the Macroeconomic Effects of Fiscal Policy Changes in Egypt: A Bayesian Structural Vector Autoregression Approach

Authors: Walaa Diab, Baher Atlam, Nadia El Nimer

Abstract:

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

Procedia PDF Downloads 246