Search results for: beta binomial posterior predictive (BBPP) distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6503

Search results for: beta binomial posterior predictive (BBPP) distribution

6473 Synthesis of a Model Predictive Controller for Artificial Pancreas

Authors: Mohamed El Hachimi, Abdelhakim Ballouk, Ilyas Khelafa, Abdelaziz Mouhou

Abstract:

Introduction: Type 1 diabetes occurs when beta cells are destroyed by the body's own immune system. Treatment of type 1 diabetes mellitus could be greatly improved by applying a closed-loop control strategy to insulin delivery, also known as an Artificial Pancreas (AP). Method: In this paper, we present a new formulation of the cost function for a Model Predictive Control (MPC) utilizing a technic which accelerates the speed of control of the AP and tackles the nonlinearity of the control problem via asymmetric objective functions. Finding: The finding of this work consists in a new Model Predictive Control algorithm that leads to good performances like decreasing the time of hyperglycaemia and avoiding hypoglycaemia. Conclusion: These performances are validated under in silico trials.

Keywords: artificial pancreas, control algorithm, biomedical control, MPC, objective function, nonlinearity

Procedia PDF Downloads 276
6472 Design Manufacture and Testing of a Combined Alpha-Beta Double Piston Stirling Engine

Authors: A. Calvin Antony, Sakthi Kumar Arul Prakash, V. R. Sanal Kumar

Abstract:

In this paper a unique alpha-beta double piston 'stirling engine' is designed, manufactured and conducted laboratory test to ameliorate the efficiency of the stirling engine. The paper focuses on alpha and beta type engines, capturing their benefits and eradicating their short comings; along with the output observed from the flywheel. In this model alpha engine is kinematically with a piston cylinder arrangement which works quite like a beta engine. The piston of the new cylinder is so designed that it replicates a glued displacer and power piston as similar to that of beta engine. The bigger part of the piston is the power piston, which has a gap around it, while the smaller part of the piston is tightly fit in the cylinder and acts like the displacer piston. We observed that the alpha-beta double piston stirling engine produces 25% increase in power compare to a conventional alpha stirling engine. This working model is a pointer towards for the design and development of an alpha-beta double piston Stirling engine for industrial applications for producing electricity from the heat producing exhaust gases.

Keywords: alpha-beta double piston stirling engine , alpha stirling engine , beta double piston stirling engine , electricity from stirling engine

Procedia PDF Downloads 511
6471 Statistical Analysis for Overdispersed Medical Count Data

Authors: Y. N. Phang, E. F. Loh

Abstract:

Many researchers have suggested the use of zero inflated Poisson (ZIP) and zero inflated negative binomial (ZINB) models in modeling over-dispersed medical count data with extra variations caused by extra zeros and unobserved heterogeneity. The studies indicate that ZIP and ZINB always provide better fit than using the normal Poisson and negative binomial models in modeling over-dispersed medical count data. In this study, we proposed the use of Zero Inflated Inverse Trinomial (ZIIT), Zero Inflated Poisson Inverse Gaussian (ZIPIG) and zero inflated strict arcsine models in modeling over-dispersed medical count data. These proposed models are not widely used by many researchers especially in the medical field. The results show that these three suggested models can serve as alternative models in modeling over-dispersed medical count data. This is supported by the application of these suggested models to a real life medical data set. Inverse trinomial, Poisson inverse Gaussian, and strict arcsine are discrete distributions with cubic variance function of mean. Therefore, ZIIT, ZIPIG and ZISA are able to accommodate data with excess zeros and very heavy tailed. They are recommended to be used in modeling over-dispersed medical count data when ZIP and ZINB are inadequate.

Keywords: zero inflated, inverse trinomial distribution, Poisson inverse Gaussian distribution, strict arcsine distribution, Pearson’s goodness of fit

Procedia PDF Downloads 512
6470 Optimal Design of Step-Stress Partially Life Test Using Multiply Censored Exponential Data with Random Removals

Authors: Showkat Ahmad Lone, Ahmadur Rahman, Ariful Islam

Abstract:

The major assumption in accelerated life tests (ALT) is that the mathematical model relating the lifetime of a test unit and the stress are known or can be assumed. In some cases, such life–stress relationships are not known and cannot be assumed, i.e. ALT data cannot be extrapolated to use condition. So, in such cases, partially accelerated life test (PALT) is a more suitable test to be performed for which tested units are subjected to both normal and accelerated conditions. This study deals with estimating information about failure times of items under step-stress partially accelerated life tests using progressive failure-censored hybrid data with random removals. The life data of the units under test is considered to follow exponential life distribution. The removals from the test are assumed to have binomial distributions. The point and interval maximum likelihood estimations are obtained for unknown distribution parameters and tampering coefficient. An optimum test plan is developed using the D-optimality criterion. The performances of the resulting estimators of the developed model parameters are evaluated and investigated by using a simulation algorithm.

Keywords: binomial distribution, d-optimality, multiple censoring, optimal design, partially accelerated life testing, simulation study

Procedia PDF Downloads 297
6469 Conservation Planning of Paris Polyphylla Smith, an Important Medicinal Herb of the Indian Himalayan Region Using Predictive Distribution Modelling

Authors: Mohd Tariq, Shyamal K. Nandi, Indra D. Bhatt

Abstract:

Paris polyphylla Smith (Family- Liliaceae; English name-Love apple: Local name- Satuwa) is an important folk medicinal herb of the Indian subcontinent, being a source of number of bioactive compounds for drug formulation. The rhizomes are widely used as antihelmintic, antispasmodic, digestive stomachic, expectorant and vermifuge, antimicrobial, anti-inflammatory, heart and vascular malady, anti-fertility and sedative. Keeping in view of this, the species is being constantly removed from nature for trade and various pharmaceuticals purpose, as a result, the availability of the species in its natural habitat is decreasing. In this context, it would be pertinent to conserve this species and reintroduce them in its natural habitat. Predictive distribution modelling of this species was performed in Western Himalayan Region. One such recent method is Ecological Niche Modelling, also popularly known as Species distribution modelling, which uses computer algorithms to generate predictive maps of species distributions in a geographic space by correlating the point distributional data with a set of environmental raster data. In case of P. polyphylla, and to understand its potential distribution zones and setting up of artificial introductions, or selecting conservation sites, and conservation and management of their native habitat. Among the different districts of Uttarakhand (28°05ˈ-31°25ˈ N and 77°45ˈ-81°45ˈ E) Uttarkashi, Rudraprayag, Chamoli, Pauri Garhwal and some parts of Bageshwar, 'Maximum Entropy' (Maxent) has predicted wider potential distribution of P. polyphylla Smith. Distribution of P. polyphylla is mainly governed by Precipitation of Driest Quarter and Mean Diurnal Range i.e., 27.08% and 18.99% respectively which indicates that humidity (27%) and average temperature (19°C) might be suitable for better growth of Paris polyphylla.

Keywords: biodiversity conservation, Indian Himalayan region, Paris polyphylla, predictive distribution modelling

Procedia PDF Downloads 305
6468 Use of Beta Blockers in Patients with Reactive Airway Disease and Concomitant Hypertension or Ischemic Heart Disease

Authors: Bharti Chogtu Magazine, Dhanya Soodana Mohan, Shruti Nair, Tanwi Trushna

Abstract:

The study was undertaken to analyse the cardiovascular drugs being prescribed in patients with concomitant reactive airway disease and hypertension or ischemic heart diseases (IHD). Also, the effect of beta-blockers on respiratory symptoms in these patients was recorded. Data was collected from medical records of patients with reactive airway disease and concomitant hypertension and IHD. It included demographic details of the patients, diagnosis, drugs prescribed and the patient outcome regarding the exacerbation of asthma symptoms with intake of beta blockers. Medical records of 250 patients were analysed.13% of patients were prescribed beta-blockers. 12% of hypertensive patients, 16.6% of IHD patients and 20% of patients with concomitant hypertension and IHD were prescribed beta blockers. Of the 33 (13%) patients who were on beta-blockers, only 3 patients had an exacerbation of bronchial asthma symptoms. Cardioselective beta-blockers under supervision appear to be safe in patients with reactive airway disease and concomitant hypertension and IHD.

Keywords: beta blockers, hypertension, ischemic heart disease, asthma

Procedia PDF Downloads 421
6467 An EWMA P-Chart Based on Improved Square Root Transformation

Authors: Saowanit Sukparungsee

Abstract:

Generally, the traditional Shewhart p chart has been developed by for charting the binomial data. This chart has been developed using the normal approximation with condition as low defect level and the small to moderate sample size. In real applications, however, are away from these assumptions due to skewness in the exact distribution. In this paper, a modified Exponentially Weighted Moving Average (EWMA) control chat for detecting a change in binomial data by improving square root transformations, namely ISRT p EWMA control chart. The numerical results show that ISRT p EWMA chart is superior to ISRT p chart for small to moderate shifts, otherwise, the latter is better for large shifts.

Keywords: number of defects, exponentially weighted moving average, average run length, square root transformations

Procedia PDF Downloads 412
6466 Effects of Sn and Al on Phase Stability and Mechanical Properties of Metastable Beta Ti Alloys

Authors: Yonosuke Murayama

Abstract:

We have developed and studied a metastable beta Ti alloy, which shows super-elasticity and low Young’s modulus according to the phase stability of its beta phase. The super-elasticity and low Young’s modulus are required in a wide range of applications in various industrial fields. For example, the metallic implant with low Young’s modulus and non-toxicity is desirable because the large difference of Young’s modulus between the human bone and the implant material may cause a stress-shielding phenomenon. We have investigated the role of Sn and Al in metastable beta Ti-Cr-Sn, Ti-Cr-Al, Ti-V-Sn, and Ti-V-Al alloys. The metastable beta Ti-Cr-Sn, Ti-Cr-Al, Ti-V-Sn, and Ti-V-Al alloys form during quenching from the beta field at high temperature. While Cr and V act as beta stabilizers, Sn and Al are considered as elements to suppress the athermal omega phase produced during quenching. The athermal omega phase degrades the properties of super-elasticity and Young’s modulus. Although Al and Sn as single elements are considered as an alpha stabilizer and neutral, respectively, Sn and Al acted also as beta stabilizers when added simultaneously with beta stabilized element of Cr or V in this experiment. The quenched microstructure of Ti-Cr-Sn, Ti-Cr-Al, Ti-V-Sn, and Ti-V-Al alloys shifts from martensitic structure to beta single-phase structure with increasing Cr or V. The Young’s modulus of Ti-Cr-Sn, Ti-Cr-Al, Ti-V-Sn, and Ti-V-Al alloys decreased and then increased with increasing Cr or V, each showing its own minimum value of Young's modulus respectively. The composition of the alloy with the minimum Young’s modulus is a near border composition where the quenched microstructure shifts from martensite to beta. The border composition of Ti-Cr-Sn and Ti-V-Sn alloys required only less amount of each beta stabilizer, Cr or V, than Ti-Cr-Al and Ti-V-Al alloys. This indicates that the effect of Sn as a beta stabilizer is stronger than Al. Sn and Al influenced the competitive relation between stress-induced martensitic transformation and slip deformation. Thus, super-elastic properties of metastable beta Ti-Cr-Sn, Ti-Cr-Al, Ti-V-Sn, and Ti-V-Al alloys varied depending on the alloyed element, Sn or Al.

Keywords: metastable beta Ti alloy, super-elasticity, low Young’s modulus, stress-induced martensitic transformation, beta stabilized element

Procedia PDF Downloads 115
6465 Nonlinear Model Predictive Control of Water Quality in Drinking Water Distribution Systems with DBPs Objetives

Authors: Mingyu Xie, Mietek Brdys

Abstract:

The paper develops a non-linear model predictive control (NMPC) of water quality in drinking water distribution systems (DWDS) based on the advanced non-linear quality dynamics model including disinfections by-products (DBPs). A special attention is paid to the analysis of an impact of the flow trajectories prescribed by an upper control level of the recently developed two-time scale architecture of an integrated quality and quantity control in DWDS. The new quality controller is to operate within this architecture in the fast time scale as the lower level quality controller. The controller performance is validated by a comprehensive simulation study based on an example case study DWDS.

Keywords: model predictive control, hierarchical control structure, genetic algorithm, water quality with DBPs objectives

Procedia PDF Downloads 289
6464 Mixture statistical modeling for predecting mortality human immunodeficiency virus (HIV) and tuberculosis(TB) infection patients

Authors: Mohd Asrul Affendi Bi Abdullah, Nyi Nyi Naing

Abstract:

The purpose of this study was to identify comparable manner between negative binomial death rate (NBDR) and zero inflated negative binomial death rate (ZINBDR) with died patients with (HIV + T B+) and (HIV + T B−). HIV and TB is a serious world wide problem in the developing country. Data were analyzed with applying NBDR and ZINBDR to make comparison which a favorable model is better to used. The ZINBDR model is able to account for the disproportionately large number of zero within the data and is shown to be a consistently better fit than the NBDR model. Hence, as a results ZINBDR model is a superior fit to the data than the NBDR model and provides additional information regarding the died mechanisms HIV+TB. The ZINBDR model is shown to be a use tool for analysis death rate according age categorical.

Keywords: zero inflated negative binomial death rate, HIV and TB, AIC and BIC, death rate

Procedia PDF Downloads 405
6463 Molecular Dynamics Simulation of Beta-Glucosidase of Streptomyces

Authors: Adam Abate, Elham Rasti, Philip Romero

Abstract:

Beta-glucosidase is the key enzyme component present in cellulase and completes the final step during cellulose hydrolysis by converting the cellobiose to glucose. The regulatory properties of beta-glucosidases are most commonly found for the retaining and inverting enzymes. Hydrolysis of a glycoside typically occurs with general acid and general base assistance from two amino acid side chains, normally glutamic or aspartic acids. In order to obtain more detailed information on the dynamic events origination from the interaction with enzyme active site, we carried out molecular dynamics simulations of beta-glycosidase in protonated state (Glu-H178) and deprotonated state (Glu178). The theoretical models generated from our molecular dynamics simulations complement and advance the structural information currently available, leading to a more detailed understanding of Beta-glycosidase structure and function. This article presents the important role of Asn307 in enzyme activity of beta-glucosidase

Keywords: Beta-glucosidase, GROMACS, molecular dynamics simulation, structural parameters

Procedia PDF Downloads 372
6462 Smart Beta Portfolio Optimization

Authors: Saud Al Mahdi

Abstract:

Traditionally,portfolio managers have been discouraged from timing the market. This means, for example, that equity managers have been forced to adhere strictly to a benchmark with static or relatively stable components, such as the SP 500 or the Russell 3000. This means that the portfolio’s exposures to all risk factors should mimic as closely as possible the corresponding exposures of the benchmark. The main risk factor, of course, is the market itself. Effectively, a long-only portfolio would be constrained to have a beta 1. More recently, however, managers have been given greater discretion to adjust their portfolio’s risk exposures (in particular, the beta of their portfolio) dynamically to match the manager’s beliefs about future performance of the risk factors themselves. This freedom translates into the manager’s ability to adjust the portfolio’s beta dynamically. These strategies have come to be known as smart beta strategies. Adjusting beta dynamically amounts to attempting to "time" the market; that is, to increase exposure when one anticipates that the market will rise, and to decrease it when one anticipates that the market will fall. Traditionally, market timing has been believed to be impossible to perform effectively and consistently. Moreover, if a majority of market participants do it, their combined actions could destabilize the market. The aim of this project is to investigate so-called smart beta strategies to determine if they really can add value, or if they are merely marketing gimmicks used to sell dubious investment strategies.

Keywords: beta, alpha, active portfolio management, trading strategies

Procedia PDF Downloads 331
6461 Unpleasant Symptom Clusters Influencing Quality of Life among Patients with Chronic Kidney Disease

Authors: Anucha Taiwong, Nirobol Kanogsunthornrat

Abstract:

This predictive research aimed to investigate the symptom clusters that influence the quality of life among patients with chronic kidney disease, as indicated in the Theory of Unpleasant Symptoms. The purposive sample consisted of 150 patients with stage 3-4 chronic kidney disease who received care at an outpatient chronic kidney disease clinic of a tertiary hospital in Roi-Et province. Data were collected from January to March 2016 by using a patient general information form, unpleasant symptom form, and quality of life (SF-36) and were analyzed by using descriptive statistics, factor analysis, and multiple regression analysis. Findings revealed six core symptom clusters including symptom cluster of the mental and emotional conditions, peripheral nerves abnormality, fatigue, gastro-intestinal tract, pain and, waste congestion. Significant predictors for quality of life were the two symptom clusters of pain (Beta = -.220; p < .05) and the mental and emotional conditions (Beta=-.204; p<.05) which had predictive value of 19.10% (R2=.191, p<.05). This study indicated that the symptom cluster of pain and the mental and emotional conditions would worsen the patients’ quality of life. Nurses should be attentive in managing the two symptom clusters to facilitate the quality of life among patients with chronic kidney disease.

Keywords: chronic kidney disease, symptom clusters, predictors of quality of life, pre-dialysis

Procedia PDF Downloads 284
6460 Prenatal Diagnosis of Beta Thalassemia Intermedia in Vietnamese Family: Case Report

Authors: Ha T. T. Ly, Truc B. Truc, Hai N. Truong, Mai P. T. Nguyen, Ngoc D. Ngo, Khanh V. Tran, Hai T. Le

Abstract:

Beta thalassemia is one of the most common inherited blood disorders, which is characterized by decreased or absent in beta globin expression. Patients with Beta thalassemia whose anemia is not so severe as to necessitate transfusions are said to have thalassemia intermedia. Objective: The goal of this study is prenatal diagnosis for pregnancy woman with Beta thalassemia intermedia and her husband with Beta thalassemia carrier at high risk of Beta thalassemia major in Northern of Vietnam. Material and method: The family has a 6 years-old compound heterozygous thalassemia major for CD71/72(+A) and Hbb:c. -78A>G/nt-28(A>G) male child. The father was heterozygous for CD71/72(+A) mutation which is Beta plus type and the mother was compound heterozygosity of two different variants, namely, Hbb: c. -78A>G/nt-28(A>G) and CD26(A-G) HbE. Prenatal Beta thalassemia mutation detection in fetal DNA was carried out using multiplex Amplification-refractory mutation system ARMS-PCR and confirmed by direct Sanger-sequencing Hbb gene. Prenatal diagnoses were perfomed by amniotic fluid sampling from pregnant woman in the 16-18th week of pregnancy after the genotypes of parents of the probands were identified. Result: When amniotic fluid sample was analyzed for Beta globin gene (Hbb), we found that the genotype is heterozygous for CD71/72(+A) and CD26(A-G) HbE. This genotype is different from the 1st child of this family. Conclusion: Prenatal diagnosis helps the parents to know the genotype and the thalassemia status of the fetus, so they can have early decision on their pregnancy. Genetic diagnosis provided a useful method in diagnosis for familial members in pedigree, genetic counseling and prenatal diagnosis.

Keywords: beta thalassemia intermedia, Hbb gene, pedigree, prenatal diagnosis

Procedia PDF Downloads 360
6459 Forecasting for Financial Stock Returns Using a Quantile Function Model

Authors: Yuzhi Cai

Abstract:

In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, financial returns, predictive distribution, quantile function model

Procedia PDF Downloads 346
6458 Investigating the Relationship between Growth, Beta and Liquidity

Authors: Zahra Amirhosseini, Mahtab Nameni

Abstract:

The aim of this study was to investigate the relationship between growth, beta, and Company's cash. We calculate cash as dependent variable and growth opportunity and beta as independent variables. This study was based on an analysis of panel data. Population of the study is the companies which listed in Tehran Stock exchange and a financial data of 215 companies during the period 2010 to 2015 have been selected as the sample through systematic sampling. The results of the first hypothesis showed there is a significant relationship between growth opportunities cash holdings. Also according to the analysis done in the second hypothesis, we determined that there is an inverse relation between company risk and cash holdings.

Keywords: growth, beta, liquidity, company

Procedia PDF Downloads 365
6457 Count Data Regression Modeling: An Application to Spontaneous Abortion in India

Authors: Prashant Verma, Prafulla K. Swain, K. K. Singh, Mukti Khetan

Abstract:

Objective: In India, around 20,000 women die every year due to abortion-related complications. In the modelling of count variables, there is sometimes a preponderance of zero counts. This article concerns the estimation of various count regression models to predict the average number of spontaneous abortion among women in the Punjab state of India. It also assesses the factors associated with the number of spontaneous abortions. Materials and methods: The study included 27,173 married women of Punjab obtained from the DLHS-4 survey (2012-13). Poisson regression (PR), Negative binomial (NB) regression, zero hurdle negative binomial (ZHNB), and zero-inflated negative binomial (ZINB) models were employed to predict the average number of spontaneous abortions and to identify the determinants affecting the number of spontaneous abortions. Results: Statistical comparisons among four estimation methods revealed that the ZINB model provides the best prediction for the number of spontaneous abortions. Antenatal care (ANC) place, place of residence, total children born to a woman, woman's education and economic status were found to be the most significant factors affecting the occurrence of spontaneous abortion. Conclusions: The study offers a practical demonstration of techniques designed to handle count variables. Statistical comparisons among four estimation models revealed that the ZINB model provided the best prediction for the number of spontaneous abortions and is recommended to be used to predict the number of spontaneous abortions. The study suggests that women receive institutional Antenatal care to attain limited parity. It also advocates promoting higher education among women in Punjab, India.

Keywords: count data, spontaneous abortion, Poisson model, negative binomial model, zero hurdle negative binomial, zero-inflated negative binomial, regression

Procedia PDF Downloads 126
6456 Ensemble Sampler For Infinite-Dimensional Inverse Problems

Authors: Jeremie Coullon, Robert J. Webber

Abstract:

We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

Procedia PDF Downloads 129
6455 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

Procedia PDF Downloads 331
6454 Role of Pro-Inflammatory and Regulatory Cytokines in Pathogenesis of Graves’ Disease in Association with Autoantibody Thyroid and Regulatory FoxP3 T-Cells

Authors: Dwitya Elvira, Eryati Darwin

Abstract:

Background: Graves’ disease (GD) is an autoimmune thyroid disease. Imbalance of Th1/Th2 cells and T-regulatory (Treg)/Th17 cells was thought to play pivotal role in the pathogenesis of GD. Treg FoxP3 produced TGF-β to maintain regulatory function, and Th17 cells produced IL-17 as cytokines that were thought in mediating several autoimmune diseases. The aim of this study is to assess the role of IL-17 and TGF-β in the pathogenesis of GD and to investigate its correlation with Thyroid Stimulating Hormone Receptor Antibody (TRAb) and Treg FoxP3 expression. Method: 30 GD patients and 27 age and sex-matched controls were enrolled in this study. Diagnosis of GD was based on clinical and biochemical of GD. Serum IL-17, TGF-β, TRAb, and FoxP3 were measured by enzyme-linked immunosorbent assay (ELISA). Data were analyzed by using SPSS 21.0 (SPSS Inc.). Spearman rank correlation test was used for assessment of correlation. The statistical significance was accepted as P<0.05. Result: There was no significant correlation between IL-17 and TGF-β serum with expression of FoxP3 level in GD, but there was significant correlation between TGF-β and TRAb serum level (P<0.05). Serum levels of IL-17 and TGF-β were found to be elevated in patient group compared to control, where mean values of IL-17 were 14.43±2.15 pg/mL and TGF-β were 10.44±3.19 pg/mL in patients group; and in control group, level of IL-17 were 7.1±1.45 pg/mL and TGF-β were 4.95±1.35 pg/mL. Conclusion: Serum Il-17 and TGF-β were elevated in GD patients that reflect the role of inflammatory and regulatory cytokines activation in pathogenesis of GD. There was significant correlation between TGF-β and TRAb, revealing that Treg cytokines may play a role in pathogenesis of GD.

Keywords: IL-17, TGF-B, FoxP3, TRAb, Graves’ disease

Procedia PDF Downloads 249
6453 Study on Beta-Ray Detection System in Water Using a MCNP Simulation

Authors: Ki Hyun Park, Hye Min Park, Jeong Ho Kim, Chan Jong Park, Koan Sik Joo

Abstract:

In the modern days, the use of radioactive substances is on the rise in the areas like chemical weaponry, industrial usage, and power plants. Although there are various technologies available to detect and monitor radioactive substances in the air, the technologies to detect underwater radioactive substances are scarce. In this study, computer simulation of the underwater detection system measuring beta-ray, a radioactive substance, has been done through MCNP. CaF₂, YAP(Ce) and YAG(Ce) have been used in the computer simulation to detect beta-ray as scintillator. Also, the source used in the computer simulation is Sr-90 and Y-90, both of them emitting only pure beta-ray. The distance between the source and the detector was shifted from 1mm to 10mm by 1 mm in the computer simulation. The result indicated that Sr-90 was impossible to measure below 1 mm since its emission energy is low while Y-90 was able to be measured up to 10mm underwater. In addition, the detector designed with CaF₂ had the highest efficiency among 3 scintillators used in the computer simulation. Since it was possible to verify the detectable range and the detection efficiency according to modeling through MCNP simulation, it is expected that such result will reduce the time and cost in building the actual beta-ray detector and evaluating its performances, thereby contributing the research and development.

Keywords: Beta-ray, CaF₂, detector, MCNP simulation, scintillator

Procedia PDF Downloads 471
6452 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 513
6451 Application of Fractional Model Predictive Control to Thermal System

Authors: Aymen Rhouma, Khaled Hcheichi, Sami Hafsi

Abstract:

The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the corresponding control law is obtained by solving a quadratic cost function. Experiment results onto a thermal system are presented to emphasize the performances and the effectiveness of the proposed predictive controller.

Keywords: fractional model predictive control, fractional order systems, thermal system, predictive control

Procedia PDF Downloads 387
6450 Optimal Hedging of a Portfolio of European Options in an Extended Binomial Model under Proportional Transaction Costs

Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya

Abstract:

Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.

Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs

Procedia PDF Downloads 230
6449 Beta Titanium Alloys: The Lowest Elastic Modulus for Biomedical Applications: A Review

Authors: Mohsin Talib Mohammed, Zahid A. Khan, Arshad N. Siddiquee

Abstract:

Biometallic materials are the most important materials for use in biomedical applications especially in manufacturing a variety of biological artificial replacements in a modern worlds, e.g. hip, knee or shoulder joints, due to their advanced characteristics. Titanium (Ti) and its alloys are used extensively in biomedical applications based on their high specific strength and excellent corrosion resistance. Beta-Ti alloys containing completely biocompatible elements are exceptionally prospective materials for manufacturing of bioimplants. They have superior mechanical, chemical and electrochemical properties for use as biomaterials. These biomaterials have the ability to introduce the most important property of biochemical compatibility which is low elastic modulus. This review examines current information on the recent developments in alloying elements leading to improvements of beta Ti alloys for use as biomaterials. Moreover, this paper focuses mainly on the evolution, evaluation and development of the modulus of elasticity as an effective factor on the performance of beta alloys.

Keywords: beta alloys, biomedical applications, titanium alloys, Young's modulus

Procedia PDF Downloads 294
6448 Monte Carlo Methods and Statistical Inference of Multitype Branching Processes

Authors: Ana Staneva, Vessela Stoimenova

Abstract:

A parametric estimation of the MBP with Power Series offspring distribution family is considered in this paper. The MLE for the parameters is obtained in the case when the observable data are incomplete and consist only with the generation sizes of the family tree of MBP. The parameter estimation is calculated by using the Monte Carlo EM algorithm. The estimation for the posterior distribution and for the offspring distribution parameters are calculated by using the Bayesian approach and the Gibbs sampler. The article proposes various examples with bivariate branching processes together with computational results, simulation and an implementation using R.

Keywords: Bayesian, branching processes, EM algorithm, Gibbs sampler, Monte Carlo methods, statistical estimation

Procedia PDF Downloads 393
6447 Species Distribution Modelling for Assessing the Effect of Land Use Changes on the Habitat of Endangered Proboscis Monkey (Nasalis larvatus) in Kalimantan, Indonesia

Authors: Wardatutthoyyibah, Satyawan Pudyatmoko, Sena Adi Subrata, Muhammad Ali Imron

Abstract:

The proboscis monkey is an endemic species to the island of Borneo with conservation status IUCN (The International Union for Conservation of Nature) of endangered. The population of the monkey has a specific habitat and sensitive to habitat disturbances. As a consequence of increasing rates of land-use change in the last four decades, its population was reported significantly decreased. We quantified the effect of land use change on the proboscis monkey’s habitat through the species distribution modeling (SDM) approach with Maxent Software. We collected presence data and environmental variables, i.e., land cover, topography, bioclimate, distance to the river, distance to the road, and distance to the anthropogenic disturbance to generate predictive distribution maps of the monkeys. We compared two prediction maps for 2000 and 2015 data to represent the current habitat of the monkey. We overlaid the monkey’s predictive distribution map with the existing protected areas to investigate whether the habitat of the monkey is protected under the protected areas networks. The results showed that almost 50% of the monkey’s habitat reduced as the effect of land use change. And only 9% of the current proboscis monkey’s habitat within protected areas. These results are important for the master plan of conservation of the endangered proboscis monkey and provide scientific guidance for the future development incorporating biodiversity issue.

Keywords: endemic species, land use change, maximum entropy, spatial distribution

Procedia PDF Downloads 124
6446 Bayesian Borrowing Methods for Count Data: Analysis of Incontinence Episodes in Patients with Overactive Bladder

Authors: Akalu Banbeta, Emmanuel Lesaffre, Reynaldo Martina, Joost Van Rosmalen

Abstract:

Including data from previous studies (historical data) in the analysis of the current study may reduce the sample size requirement and/or increase the power of analysis. The most common example is incorporating historical control data in the analysis of a current clinical trial. However, this only applies when the historical control dataare similar enough to the current control data. Recently, several Bayesian approaches for incorporating historical data have been proposed, such as the meta-analytic-predictive (MAP) prior and the modified power prior (MPP) both for single control as well as for multiple historical control arms. Here, we examine the performance of the MAP and the MPP approaches for the analysis of (over-dispersed) count data. To this end, we propose a computational method for the MPP approach for the Poisson and the negative binomial models. We conducted an extensive simulation study to assess the performance of Bayesian approaches. Additionally, we illustrate our approaches on an overactive bladder data set. For similar data across the control arms, the MPP approach outperformed the MAP approach with respect to thestatistical power. When the means across the control arms are different, the MPP yielded a slightly inflated type I error (TIE) rate, whereas the MAP did not. In contrast, when the dispersion parameters are different, the MAP gave an inflated TIE rate, whereas the MPP did not.We conclude that the MPP approach is more promising than the MAP approach for incorporating historical count data.

Keywords: count data, meta-analytic prior, negative binomial, poisson

Procedia PDF Downloads 91
6445 Simulating the Hot Hand Phenomenon in Basketball with Bayesian Hidden Markov Models

Authors: Gabriel Calvo, Carmen Armero, Luigi Spezia

Abstract:

A basketball player is said to have a hot hand if his/her performance is better than expected in different periods of time. A way to deal with this phenomenon is to make use of latent variables, which can indicate whether the player is ‘on fire’ or not. This work aims to model the hot hand phenomenon through a Bayesian hidden Markov model (HMM) with two states (cold and hot) and two different probability of success depending on the corresponding hidden state. This task is illustrated through a comprehensive simulation study. The simulated data sets emulate the field goal attempts in an NBA season from different profile players. This model can be a powerful tool to assess the ‘streakiness’ of each player, and it provides information about the general performance of the players during the match. Finally, the Bayesian HMM allows computing the posterior probability of any type of streak.

Keywords: Bernoulli trials, field goals, latent variables, posterior distribution

Procedia PDF Downloads 147
6444 Ponticuli of Atlas Vertebra: A Study in South Coastal Region of Andhra Pradesh

Authors: Hema Lattupalli

Abstract:

Introduction: A bony bridge extends from the lateral mass of the atlas to postero medial margin of vertebral artery groove, termed as a posterior bridge of atlas or posterior ponticulus. The foramen formed by the bridge is called as arcuate foramen or retroarticulare superior. Another bony bridge sometimes extends laterally from lateral mass to posterior root of transverse foramen forming and additional groove for vertebral artery, above and behind foramen transversarium called Lateral bridge or ponticulus lateralis. When both posterior and lateral are present together it is called as Posterolateral ponticuli. Aim and Objectives: The aim of the present study is to detect the presence of such Bridge or Ponticuli called as Lateral, Posterior and Posterolateral reported by earlier investigators in atlas vertebrae. Material and Methods: The study was done on 100 Atlas vertebrae from the Department of Anatomy Narayana Medical College Nellore, and also from SVIMS Tirupati was collected over a period of 2 years. The parameters that were studied include the presence of ponticuli, complete and incomplete and right and left side ponticuli. They were observed for all these parameters and the results were documented and photographed. Results: Ponticuli were observed in 25 (25%) of atlas vertebrae. Posterior ponticuli were found in 16 (16%), Lateral in 01 (01%) and Posterolateral in 08(08%) of the atlas vertebrae. Complete ponticuli were present in 09 (09%) and incomplete ponticuli in 16 (16%) of the atlas vertebrae. Bilateral ponticuli were seen in 10 (10%) and unilateral ponticuli were seen in 15 (15%) of the atlas vertebrae. Right side ponticuli were seen in 04 (04%) and Left side ponticuli in 05 (05%) of the atlas vertebrae respectively. Interpretation and Conclusion: In the present study posterior complete ponticuli were said to be more than the lateral complete ponticuli. The presence of Bilateral Incomplete Posterior ponticuli is higher and also Atlantic ponticuli. The present study is to say that knowledge of normal anatomy and variations in the atlas vertebra is very much essential to the neurosurgeons giving a message that utmost care is needed to perform surgeries related to craniovertebral regions. This is additional information to the Anatomists, Neurosurgeons and Radiologist. This adds an extra page to the literature.

Keywords: atlas vertebra, ponticuli, posterior arch, arcuate foramen

Procedia PDF Downloads 349