Search results for: bayesian statistics

Authors: Niya Chen, Jennifer Chan

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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

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Authors: Sunghae Jun

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Technology management (TM) is important issue in a company improving the competitiveness. Among many activities of TM, technology analysis (TA) is important factor, because most decisions for management of technology are decided by the results of TA. TA is to analyze the developed results of target technology using statistics or Delphi. TA based on Delphi is depended on the experts’ domain knowledge, in comparison, TA by statistics and machine learning algorithms use objective data such as patent or paper instead of the experts’ knowledge. Many quantitative TA methods based on statistics and machine learning have been studied, and these have been used for technology forecasting, technological innovation, and management of technology. They applied diverse computing tools and many analytical methods case by case. It is not easy to select the suitable software and statistical method for given TA work. So, in this paper, we propose a methodology for quantitative TA using statistical computing software called R and data science to construct a general framework of TA. From the result of case study, we also show how our methodology is applied to real field. This research contributes to R&D planning and technology valuation in TM areas.

Keywords: technology management, R system, R data science, statistics, machine learning

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Authors: S. Nandagopalan, N. Pradeep

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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

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Authors: Abdelli Soulaima, Belhadj Besma

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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

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Authors: Thomas Monahan, Nicolas Gorius, Thanh Nguyen

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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

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Authors: Danielle M. Barna, Kolbjørn Engeland, Thordis Thorarinsdottir, Chong-Yu Xu

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Design flood values give estimates of flood magnitude within a given return period and are essential to making adaptive decisions around land use planning, infrastructure design, and disaster mitigation. Often design flood values are needed at locations with insufficient data. Additionally, in hydrologic applications where flood retention is important (e.g., floodplain management and reservoir design), design flood values are required at different flood durations. A statistical approach to this problem is a development of a regression model for extremes where some of the parameters are dependent on flood duration in addition to being covariate-dependent. In hydrology, this is called a regional flood-duration-frequency (regional-QDF) model. Typically, the underlying statistical distribution is chosen to be the Generalized Extreme Value (GEV) distribution. However, as the support of the GEV distribution depends on both its parameters and the range of the data, special care must be taken with the development of the regional model. In particular, we find that the GEV is problematic when developing a GAMLSS-type analysis due to the difficulty of proposing a link function that is independent of the unknown parameters and the observed data. We discuss these challenges in the context of developing a regional QDF model for Norway.

Keywords: design flood values, bayesian statistics, regression modeling of extremes, extreme value analysis, GEV

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Authors: Priya Kedia, Kiranmoy Das

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There is a rich literature on variable selection in regression setting. However, most of these methods assume normality for the response variable under consideration for implementing the methodology and establishing the statistical properties of the estimates. In many real applications, the distribution for the response variable may be non-Gaussian, and one might be interested in finding the best subset of covariates at some predetermined quantile level. We develop dynamic Bayesian approach for variable selection in quantile regression framework. We use a zero-inflated mixture prior for the regression coefficients, and consider the asymmetric Laplace distribution for the response variable for modeling different quantiles of its distribution. An efficient Gibbs sampler is developed for our computation. Our proposed approach is assessed through extensive simulation studies, and real application of the proposed approach is also illustrated. We consider the data from health and retirement study conducted by the University of Michigan, and select the important predictors when the outcome of interest is out-of-pocket medical cost, which is considered as an important measure for financial risk. Our analysis finds important predictors at different quantiles of the outcome, and thus enhance our understanding on the effects of different predictors on the out-of-pocket medical cost.

Keywords: variable selection, quantile regression, Gibbs sampler, asymmetric Laplace distribution

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Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

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

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

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Authors: Ioanna Taouki, Marie Lallier, David Soto

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

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

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Authors: Lichung Jen, Yi Chun Liu, Kuan-Wei Lee

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Fruitful data has been accumulated in database nowadays and is commonly used as support for decision-making. In the healthcare industry, hospital, for instance, ordering pharmacy inventory is one of the key decision. With large drug inventory, the current cost increases and its expiration dates might lead to future issue, such as drug disposal and recycle. In contrast, underestimating demand of the pharmacy inventory, particularly standing drugs, affects the medical treatment and possibly hospital reputation. Prescription behaviour of hospital physicians is one of the critical factor influencing this decision, particularly irregular prescription behaviour. If a drug’s usage amount in the month is irregular and less than the regular usage, it may cause the trend of subsequent stockpiling. On the contrary, if a drug has been prescribed often than expected, it may result in insufficient inventory. We proposed a hierarchical Bayesian mixture model with two components to identify physicians’ regular/irregular prescription patterns with probabilities. Heterogeneity of hospital is considered in our proposed hierarchical Bayes model. The result suggested that modeling the prescription patterns of physician is beneficial for estimating the order quantity of medication and pharmacy inventory management of the hospital. Managerial implication and future research are discussed.

Keywords: hierarchical Bayesian model, poission mixture model, medicines prescription behavior, irregular behavior

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Authors: Xinyuan Y. Song, Kai Kang

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Joint models for analyzing longitudinal and survival data are widely used to investigate the relationship between a failure time process and time-variant predictors. A common assumption in conventional joint models in the survival analysis literature is that all predictors are observable. However, this assumption may not always be supported because unobservable traits, namely, latent variables, which are indirectly observable and should be measured through multiple observed variables, are commonly encountered in the medical, behavioral, and financial research settings. In this study, a joint modeling approach to deal with this feature is proposed. The proposed model comprises three parts. The first part is a dynamic factor analysis model for characterizing latent variables through multiple observed indicators over time. The second part is a random coefficient trajectory model for describing the individual trajectories of latent variables. The third part is a proportional hazard model for examining the effects of time-invariant predictors and the longitudinal trajectories of time-variant latent risk factors on hazards of interest. A Bayesian approach coupled with a Markov chain Monte Carlo algorithm to perform statistical inference. An application of the proposed joint model to a study on the Alzheimer's disease neuroimaging Initiative is presented.

Keywords: Bayesian analysis, joint model, longitudinal data, time-to-event data

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Authors: Clement Yeboah, Eva Laryea

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A pretest-posttest within subjects experimental design was employed to examine the effects of a computerized basic statistics learning game on achievement and statistics-related anxiety of students enrolled in introductory graduate statistics course. Participants (N = 34) were graduate students in a variety of programs at state-funded research university in the Southeast United States. We analyzed pre-test posttest differences using paired samples t-tests for achievement and for statistics anxiety. The results of the t-test for knowledge in statistics were found to be statistically significant, indicating significant mean gains for statistical knowledge as a function of the game-based intervention. Likewise, the results of the t-test for statistics-related anxiety were also statistically significant, indicating a decrease in anxiety from pretest to posttest. The implications of the present study are significant for both teachers and students. For teachers, using computer games developed by the researchers can help to create a more dynamic and engaging classroom environment, as well as improve student learning outcomes. For students, playing these educational games can help to develop important skills such as problem solving, critical thinking, and collaboration. Students can develop an interest in the subject matter and spend quality time to learn the course as they play the game without knowing that they are even learning the presupposed hard course. The future directions of the present study are promising as technology continues to advance and become more widely available. Some potential future developments include the integration of virtual and augmented reality into educational games, the use of machine learning and artificial intelligence to create personalized learning experiences, and the development of new and innovative game-based assessment tools. It is also important to consider the ethical implications of computer game-based pedagogy, such as the potential for games to perpetuate harmful stereotypes and biases. As the field continues to evolve, it will be crucial to address these issues and work towards creating inclusive and equitable learning experiences for all students. This study has the potential to revolutionize the way basic statistics graduate students learn and offers exciting opportunities for future development and research. It is an important area of inquiry for educators, researchers, and policymakers and will continue to be a dynamic and rapidly evolving field for years to come.

Keywords: pretest-posttest within subjects, computer game-based learning, statistics achievement, statistics anxiety

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Authors: Benyelles Zakaria, Yousfi Djaafar, Karoui Moussa Sofiane

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Agriculture is fundamental and remains an important objective in the Algerian economy, based on traditional techniques and structures, it generally has a purpose of consumption. Collection of agricultural statistics in Algeria is done using traditional methods, which consists of investigating the use of land through survey and field survey. These statistics suffer from problems such as poor data quality, the long delay between collection of their last final availability and high cost compared to their limited use. The objective of this work is to develop a processing chain for a reliable inventory of agricultural land by trying to develop and implement a new method of extracting information. Indeed, this methodology allowed us to combine data from remote sensing and field data to collect statistics on areas of different land. The contribution of remote sensing in the improvement of agricultural statistics, in terms of area, has been studied in the wilaya of Sidi Bel Abbes. It is in this context that we applied a method for extracting information from satellite images. This method is called the non-negative matrix factorization, which does not consider the pixel as a single entity, but will look for components the pixel itself. The results obtained by the application of the MNF were compared with field data and the results obtained by the method of maximum likelihood. We have seen a rapprochement between the most important results of the FMN and those of field data. We believe that this method of extracting information from satellite data leads to interesting results of different types of land uses.

Keywords: blind source separation, hyper-spectral image, non-negative matrix factorization, remote sensing

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Authors: Sekkal Nawel

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The Web of Things (WoT), integration of smart technologies from the Internet or network to Web architecture or application, is becoming more complex, larger, and dynamic. The WoT is associated with various elements such as sensors, devices, networks, protocols, data, functionalities, and architectures to perform services for stakeholders. These services operate in the context of the interaction of stakeholders and the WoT elements. Such context is becoming a key information source from which data are of various nature and uncertain, thus leading to complex situations. In this paper, we take interest in the development of intelligent Web services. The key ingredients of this “intelligent” notion are the context diversity, the necessity of a semantic representation to manage complex situations and the capacity to reason with uncertain data. In this perspective, we introduce a multi-layered architecture based on a generic intelligent Web service model dealing with various contexts, which proactively predict future situations and reactively respond to real-time situations in order to support decision-making. For semantic context data representation, we use PR-OWL, which is a probabilistic ontology based on Multi-Entity Bayesian Networks (MEBN). PR-OWL is flexible enough to represent complex, dynamic, and uncertain contexts, the key requirements of the development for the intelligent Web services. A case study was carried out using the proposed architecture for intelligent plant watering to show the role of proactive and reactive contextual reasoning in terms of WoT.

Keywords: smart web service, the web of things, context reasoning, proactive, reactive, multi-entity bayesian networks, PR-OWL

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Authors: E. Krishna

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An Extended form of exponential distribution using Marshall and Olkin method is introduced.The location scale family of these distributions is considered. For location scale free family, exact expressions for single and product moments of upper record statistics are derived. The mean, variance and covariance of record values are computed for various values of the shape parameter. Using these the BLUE's of location and scale parameters are derived.The variances and covariance of estimates are obtained.Through Monte Carlo simulation the condence intervals for location and scale parameters are constructed.The Best liner unbiased Predictor (BLUP) of future records are also discussed.

Keywords: BLUE, BLUP, condence interval, Marshall-Olkin distribution, Monte Carlo simulation, prediction of future records, record statistics

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Authors: Sofia M. Karadimitriou, Kostas Triantafyllopoulos, Timothy Heaton

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Reduced dimension Dynamic Spatio-Temporal Models (DSTMs) jointly describe the spatial and temporal evolution of a function observed subject to noise. A basic state space model is adopted for the discrete temporal variation, while a continuous autoregressive structure describes the continuous spatial evolution. Application of such a DSTM relies upon the pre-selection of a suitable reduced set of basic functions and this can present a challenge in practice. In this talk, we propose an online estimation method for high dimensional spatio-temporal data based upon DSTM and we attempt to resolve this issue by allowing the basis to adapt to the observed data. Specifically, we present a wavelet decomposition in order to obtain a parsimonious approximation of the spatial continuous process. This parsimony can be achieved by placing a Laplace prior distribution on the wavelet coefficients. The aim of using the Laplace prior, is to filter wavelet coefficients with low contribution, and thus achieve the dimension reduction with significant computation savings. We then propose a Hierarchical Bayesian State Space model, for the estimation of which we offer an appropriate particle filter algorithm. The proposed methodology is illustrated using real environmental data.

Keywords: multidimensional Laplace prior, particle filtering, spatio-temporal modelling, wavelets

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Authors: Isha Saxena, Behzad Kazemtabrizi, Matthias C. M. Troffaes, Christopher Crabtree

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The calculations done at the beginning of the life of a wind farm are rarely reliable, which makes it important to conduct research and study the failure and repair rates of the wind turbines under various conditions. This miscalculation happens because the current models make a simplifying assumption that the failure/repair rate remains constant over time. This means that the reliability function is exponential in nature. This research aims to create a more accurate model using sensory data and a data-driven approach. The data cleaning and data processing is done by comparing the Power Curve data of the wind turbines with SCADA data. This is then converted to times to repair and times to failure timeseries data. Several different mathematical functions are fitted to the times to failure and times to repair data of the wind turbine components using Maximum Likelihood Estimation and the Posterior expectation method for Bayesian Parameter Estimation. Initial results indicate that two parameter Weibull function and exponential function produce almost identical results. Further analysis is being done using the complex system analysis considering the failures of each electrical and mechanical component of the wind turbine. The aim of this project is to perform a more accurate reliability analysis that can be helpful for the engineers to schedule maintenance and repairs to decrease the downtime of the turbine.

Keywords: reliability, bayesian parameter inference, maximum likelihood estimation, weibull function, SCADA data

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Authors: Gurcharan Singh Buttar

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It has been discovered that although these two areas, statistics, and information theory, are independent in their nature, they can be combined to create applications in multidisciplinary mathematics. This is due to the fact that where in the field of statistics, statistical parameters (measures) play an essential role in reference to the population (distribution) under investigation. Information measure is crucial in the study of ambiguity, assortment, and unpredictability present in an array of phenomena. The following communication is a link between the two, and it has been demonstrated that the well-known conventional statistical measures can be used as a measure of information.

Keywords: probability distribution, entropy, concavity, symmetry, variance, central tendency

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Authors: Ghulam Haider Haidaree, Nsenda Lukumwena

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Today the world of research enjoys abundant data, available in virtually any field, technology, science, and business, politics, etc. This is commonly referred to as big data. This offers a great deal of precision and accuracy, supportive of an in-depth look at any decision-making process. When and if well used, Big Data affords its users with the opportunity to produce substantially well supported and good results. This paper leans extensively on big data to investigate possible smart solutions to urban mobility and related issues, namely road traffic accidents, its casualties, and fatalities based on multiple factors, including age, gender, location occurrences of accidents, etc. Multiple technologies were used in combination to produce an Information Communication Technology (ICT) based solution with embedded technology. Those technologies include principally Geographic Information System (GIS), Orange Data Mining Software, Bayesian Statistics, to name a few. The study uses the Leeds accident 2016 to illustrate the thinking process and extracts thereof a model that can be tested, evaluated, and replicated. The authors optimistically believe that the proposed model will significantly and smartly help to flatten the curve of road traffic accidents in the fast-growing population densities, which increases considerably motor-based mobility.

Keywords: accident factors, geographic information system, information communication technology, mobility

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Authors: Angela U. Makolo, Temitayo A. Olagunju

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The knowledge of signaling pathways is central to understanding the biological mechanisms of organisms since it has been identified that in eukaryotic organisms, the number of signaling pathways determines the number of ways the organism will react to external stimuli. Signaling pathways are studied using protein interaction networks constructed from protein-protein interaction data obtained using high throughput experimental procedures. However, these high throughput methods are known to produce very high rates of false positive and negative interactions. In order to construct a useful protein interaction network from this noisy data, computational methods are applied to validate the protein-protein interactions. In this study, a computational technique to identify signaling pathways from a protein interaction network constructed using validated protein-protein interaction data was designed. A weighted interaction graph of the Saccharomyces cerevisiae (Baker’s Yeast) organism using the proteins as the nodes and interactions between them as edges was constructed. The weights were obtained using Bayesian probabilistic network to estimate the posterior probability of interaction between two proteins given the gene expression measurement as biological evidence. Only interactions above a threshold were accepted for the network model. A pathway was formalized as a simple path in the interaction network from a starting protein and an ending protein of interest. We were able to identify some pathway segments, one of which is a segment of the pathway that signals the start of the process of meiosis in S. cerevisiae.

Keywords: Bayesian networks, protein interaction networks, Saccharomyces cerevisiae, signalling pathways

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Authors: Brahim Boukabcha, Amar Rebbouh

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The bootstrap method based on the idea of exploiting all the information provided by the initial sample, allows us to study the properties of estimators. In this article we will present a theoretical study on the different methods of bootstrapping and using the technique of re-sampling in statistics inference to calculate the standard error of means of an estimator and determining a confidence interval for an estimated parameter. We apply these methods tested in the regression models and Pareto model, giving the best approximations.

Keywords: bootstrap, error standard, bias, jackknife, mean, median, variance, confidence interval, regression models

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Authors: Saad M. Darwish, Mohamed A. El-Iskandarani, Guitar M. Shawkat

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Nowadays, the amount of available multimedia data is continuously on the rise. The need to find a required image for an ordinary user is a challenging task. Content based image retrieval (CBIR) computes relevance based on the visual similarity of low-level image features such as color, textures, etc. However, there is a gap between low-level visual features and semantic meanings required by applications. The typical method of bridging the semantic gap is through the automatic image annotation (AIA) that extracts semantic features using machine learning techniques. In this paper, a multi-label image annotation system guided by Firefly and Bayesian method is proposed. Firstly, images are segmented using the maximum variance intra cluster and Firefly algorithm, which is a swarm-based approach with high convergence speed, less computation rate and search for the optimal multiple threshold. Feature extraction techniques based on color features and region properties are applied to obtain the representative features. After that, the images are annotated using translation model based on the Net Bayes system, which is efficient for multi-label learning with high precision and less complexity. Experiments are performed using Corel Database. The results show that the proposed system is better than traditional ones for automatic image annotation and retrieval.

Keywords: feature extraction, feature selection, image annotation, classification

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Authors: Jiahui Yang, John Quigley, Lesley Walls

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In this paper, the authors develop a stochastic model regarding the investment in supplier delivery performance development from a buyer’s perspective. The authors propose a multivariate model through a Multinomial-Dirichlet distribution within an Empirical Bayesian inference framework, representing both the epistemic and aleatory uncertainties in deliveries. A closed form solution is obtained and the lower and upper bound for both optimal investment level and expected profit under uncertainty are derived. The theoretical properties provide decision makers with useful insights regarding supplier delivery performance improvement problems where multiple delivery statuses are involved. The authors also extend the model from a single supplier investment into a supplier portfolio, using a Lagrangian method to obtain a theoretical expression for an optimal investment level and overall expected profit. The model enables a buyer to know how the marginal expected profit/investment level of each supplier changes with respect to the budget and which supplier should be invested in when additional budget is available. An application of this model is illustrated in a simulation study. Overall, the main contribution of this study is to provide an optimal investment decision making framework for supplier development, taking into account multiple delivery statuses as well as multiple projects.

Keywords: decision making, empirical bayesian, portfolio optimization, supplier development, supply chain management

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Authors: Jack R. McKenzie, Peter A. Appleby, Thomas House, Neil Walton

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Cold-start is a notoriously difficult problem which can occur in recommendation systems, and arises when there is insufficient information to draw inferences for users or items. To address this challenge, a contextual bandit algorithm – the Fast Approximate Bayesian Contextual Cold Start Learning algorithm (FAB-COST) – is proposed, which is designed to provide improved accuracy compared to the traditionally used Laplace approximation in the logistic contextual bandit, while controlling both algorithmic complexity and computational cost. To this end, FAB-COST uses a combination of two moment projection variational methods: Expectation Propagation (EP), which performs well at the cold start, but becomes slow as the amount of data increases; and Assumed Density Filtering (ADF), which has slower growth of computational cost with data size but requires more data to obtain an acceptable level of accuracy. By switching from EP to ADF when the dataset becomes large, it is able to exploit their complementary strengths. The empirical justification for FAB-COST is presented, and systematically compared to other approaches on simulated data. In a benchmark against the Laplace approximation on real data consisting of over 670, 000 impressions from autotrader.co.uk, FAB-COST demonstrates at one point increase of over 16% in user clicks. On the basis of these results, it is argued that FAB-COST is likely to be an attractive approach to cold-start recommendation systems in a variety of contexts.

Keywords: cold-start learning, expectation propagation, multi-armed bandits, Thompson Sampling, variational inference

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

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

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

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Authors: Michael A. Kraus, Navid Pourmoghaddam, Martin Botz, Jens Schneider, Geralt Siebert

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Fragmentation analysis of tempered glass gives insight into the quality of the tempering process and defines a certain degree of safety as well. Different standard such as the European EN 12150-1 or the American ASTM C 1048/CPSC 16 CFR 1201 define a minimum number of fragments required for soda-lime safety glass on the basis of fragmentation test results for classification. This work presents an approach for the glass breakage pattern prediction using a Voronoi Tesselation over Random Fields. The random Voronoi tessellation is trained with and validated against data from several breakage patterns. The fragments in observation areas of 50 mm x 50 mm were used for training and validation. All glass specimen used in this study were commercially available soda-lime glasses at three different thicknesses levels of 4 mm, 8 mm and 12 mm. The results of this work form a Bayesian framework for the training and prediction of breakage patterns of tempered soda-lime glass using a Voronoi Random Field Tesselation. Uncertainties occurring in this process can be well quantified, and several statistical measures of the pattern can be preservation with this method. Within this work it was found, that different Random Fields as basis for the Voronoi Tesselation lead to differently well fitted statistical properties of the glass breakage patterns. As the methodology is derived and kept general, the framework could be also applied to other random tesselations and crack pattern modelling purposes.

Keywords: glass breakage predicition, Voronoi Random Field Tessellation, fragmentation analysis, Bayesian parameter identification

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Authors: Carla Silva

Abstract:

The aim of this research is to study the relationship between the performance of humanities students in different statistics classes and their performance in their specific courses. Several factors are been studied, such as gender and final grades in statistics and math. Participants of this study comprised a sample of students at a Lisbon University during their academic year. A significant relationship tends to appear between these factors and the performance of these students. However this relationship tends to be stronger with students who had previous studied calculus and math.

Keywords: education, performance, statistic, humanities

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Authors: Eva Laryea, Clement Yeboah Authors

Abstract:

A pretest-posttest within subjects, experimental design was employed to examine the effects of a computerized basic statistics learning game on achievement and statistics-related anxiety of students enrolled in introductory graduate statistics course. Participants (N = 34) were graduate students in a variety of programs at state-funded research university in the Southeast United States. We analyzed pre-test posttest differences using paired samples t-tests for achievement and for statistics anxiety. The results of the t-test for knowledge in statistics were found to be statistically significant indicating significant mean gains for statistical knowledge as a function of the game-based intervention. Likewise, the results of the t-test for statistics-related anxiety were also statistically significant indicating a decrease in anxiety from pretest to posttest. The implications of the present study are significant for both teachers and students. For teachers, using computer games developed by the researchers can help to create a more dynamic and engaging classroom environment, as well as improve student learning outcomes. For students, playing these educational games can help to develop important skills such as problem solving, critical thinking, and collaboration. Students can develop interest in the subject matter and spend quality time to learn the course as they play the game without knowing that they are even learning the presupposed hard course. The future directions of the present study are promising, as technology continues to advance and become more widely available. Some potential future developments include the integration of virtual and augmented reality into educational games, the use of machine learning and artificial intelligence to create personalized learning experiences, and the development of new and innovative game-based assessment tools. It is also important to consider the ethical implications of computer game-based pedagogy, such as the potential for games to perpetuate harmful stereotypes and biases. As the field continues to evolve, it will be crucial to address these issues and work towards creating inclusive and equitable learning experiences for all students. This study has the potential to revolutionize the way basic statistics graduate students learn and offers exciting opportunities for future development and research. It is an important area of inquiry for educators, researchers, and policymakers, and will continue to be a dynamic and rapidly evolving field for years to come.

Keywords: pretest-posttest within subjects, experimental design, achievement, statistics-related anxiety

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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

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Authors: Hounyèmè Romuald, Maxime Logez, Mama Daouda, Argillier Christine

Abstract:

In view of the very strong degradation of aquatic ecosystems, it is urgent to set up monitoring systems that are best able to report on the effects of the stresses they undergo. This is particularly true in developing countries, where specific and relevant quality standards and funding for monitoring programs are lacking. The objective of this study was to make a relevant and objective choice of physicochemical parameters informative of the main stressors occurring on African lakes and to identify their alteration thresholds. Based on statistical analyses of the relationship between several driving forces and the physicochemical parameters of the Nokoué lagoon, relevant Physico-chemical parameters were selected for its monitoring. An innovative method based on Bayesian statistical modeling was used. Eleven Physico-chemical parameters were selected for their response to at least one stressor and their threshold quality standards were also established: Total Phosphorus (<4.5mg/L), Orthophosphates (<0.2mg/L), Nitrates (<0.5 mg/L), TKN (<1.85 mg/L), Dry Organic Matter (<5 mg/L), Dissolved Oxygen (>4 mg/L), BOD (<11.6 mg/L), Salinity (7.6 .), Water Temperature (<28.7 °C), pH (>6.2), and Transparency (>0.9 m). According to the System for the Evaluation of Coastal Water Quality, these thresholds correspond to” good to medium” suitability classes, except for total phosphorus. One of the original features of this study is the use of the bounds of the credibility interval of the fixed-effect coefficients as local weathering standards for the characterization of the Physico-chemical status of this anthropized African ecosystem.

Keywords: driving forces, alteration thresholds, acadjas, monitoring, modeling, human activities

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