Search results for: Bayesian probability

Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

Abstract:

Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

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Authors: Fiona Browne, Huiru Zheng, Haiying Wang, Francisco Azuaje

Abstract:

Recent years have seen a growing trend towards the integration of multiple information sources to support large-scale prediction of protein-protein interaction (PPI) networks in model organisms. Despite advances in computational approaches, the combination of multiple “omic" datasets representing the same type of data, e.g. different gene expression datasets, has not been rigorously studied. Furthermore, there is a need to further investigate the inference capability of powerful approaches, such as fullyconnected Bayesian networks, in the context of the prediction of PPI networks. This paper addresses these limitations by proposing a Bayesian approach to integrate multiple datasets, some of which encode the same type of “omic" data to support the identification of PPI networks. The case study reported involved the combination of three gene expression datasets relevant to human heart failure (HF). In comparison with two traditional methods, Naive Bayesian and maximum likelihood ratio approaches, the proposed technique can accurately identify known PPI and can be applied to infer potentially novel interactions.

Keywords: Bayesian network, Classification, Data integration, Protein interaction networks.

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Authors: Wojciech P. Gajewski

Abstract:

The problem of spam has been seriously troubling the Internet community during the last few years and currently reached an alarming scale. Observations made at CERN (European Organization for Nuclear Research located in Geneva, Switzerland) show that spam mails can constitute up to 75% of daily SMTP traffic. A naïve Bayesian classifier based on a Bag Of Words representation of an email is widely used to stop this unwanted flood as it combines good performance with simplicity of the training and classification processes. However, facing the constantly changing patterns of spam, it is necessary to assure online adaptability of the classifier. This work proposes combining such a classifier with another NBC (naïve Bayesian classifier) based on pairs of adjacent words. Only the latter will be retrained with examples of spam reported by users. Tests are performed on considerable sets of mails both from public spam archives and CERN mailboxes. They suggest that this architecture can increase spam recall without affecting the classifier precision as it happens when only the NBC based on single words is retrained.

Keywords: Text classification, naïve Bayesian classification, spam, email.

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Authors: Elizabeth Stojanovski

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Associations between life events and various forms of cancers have been identified. The purpose of a recent random-effects meta-analysis was to identify studies that examined the association between adverse events associated with changes to financial status including decreased income and breast cancer risk. The same association was studied in four separate studies which displayed traits that were not consistent between studies such as the study design, location, and time frame. It was of interest to pool information from various studies to help identify characteristics that differentiated study results. Two random-effects Bayesian meta-analysis models are proposed to combine the reported estimates of the described studies. The proposed models allow major sources of variation to be taken into account, including study level characteristics, between study variance and within study variance, and illustrate the ease with which uncertainty can be incorporated using a hierarchical Bayesian modelling approach.

Keywords: Random-effects, meta-analysis, Bayesian, variation.

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Authors: Sagir M. Yusuf, Chris Baber

Abstract:

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

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

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Authors: Quratulain N. Rajput, Sajjad Haider

Abstract:

This paper applies Bayesian Networks to support information extraction from unstructured, ungrammatical, and incoherent data sources for semantic annotation. A tool has been developed that combines ontologies, machine learning, and information extraction and probabilistic reasoning techniques to support the extraction process. Data acquisition is performed with the aid of knowledge specified in the form of ontology. Due to the variable size of information available on different data sources, it is often the case that the extracted data contains missing values for certain variables of interest. It is desirable in such situations to predict the missing values. The methodology, presented in this paper, first learns a Bayesian network from the training data and then uses it to predict missing data and to resolve conflicts. Experiments have been conducted to analyze the performance of the presented methodology. The results look promising as the methodology achieves high degree of precision and recall for information extraction and reasonably good accuracy for predicting missing values.

Keywords: Information Extraction, Bayesian Network, ontology, Machine Learning

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Authors: Arkady Bolotin

Abstract:

If a possibility distribution and a probability distribution are describing values x of one and the same system or process x(t), can they relate to each other? Though in general the possibility and probability distributions might be not connected at all, we can assume that in some particular cases there is an association linked them. In the presented paper, we consider distributions of bloodstream concentrations of physiologically active substances and propose that the probability to observe a concentration x of a substance X can be produced from the possibility of the event X = x . The proposed assumptions and resulted theoretical distributions are tested against the data obtained from various panel studies of the bloodstream concentrations of the different physiologically active substances in patients and healthy adults as well.

Keywords: Possibility distributions, possibility-probability relationship.

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Authors: Kevin Fong-Rey Liu, Ken Yeh, Cheng-Wu Chen, Han-Hsi Liang

Abstract:

This paper proposes the use of Bayesian belief networks (BBN) as a higher level of health risk assessment for a dumping site of lead battery smelter factory. On the basis of the epidemiological studies, the actual hospital attendance records and expert experiences, the BBN is capable of capturing the probabilistic relationships between the hazardous substances and their adverse health effects, and accordingly inferring the morbidity of the adverse health effects. The provision of the morbidity rates of the related diseases is more informative and can alleviate the drawbacks of conventional methods.

Keywords: Bayesian belief networks, lead battery smelter factory, health risk assessment.

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Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong

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This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.

Keywords: Defective autoparts products, Bayesian framework, Generalized linear mixed model (GLMM), Risk factors.

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Authors: Nasıf Ekiz, Tara Salih, Sibel Küçüköner, Kemal Fidanboylu

Abstract:

Continuation of an active call is one of the most important quality measurements in the cellular systems. Handoff process enables a cellular system to provide such a facility by transferring an active call from one cell to another. Different approaches are proposed and applied in order to achieve better handoff service. The principal parameters used to evaluate handoff techniques are: forced termination probability and call blocking probability. The mechanisms such as guard channels and queuing handoff calls decrease the forced termination probability while increasing the call blocking probability. In this paper we present an overview about the issues related to handoff initiation and decision and discuss about different types of handoff techniques available in the literature.

Keywords: Handoff, Forced Termination Probability, Blocking probability, Handoff Initiation, Handoff Decision, Handoff Prioritization Schemes.

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Authors: Essam Al-Daoud

Abstract:

Several combinations of the preprocessing algorithms, feature selection techniques and classifiers can be applied to the data classification tasks. This study introduces a new accurate classifier, the proposed classifier consist from four components: Signal-to- Noise as a feature selection technique, support vector machine, Bayesian neural network and AdaBoost as an ensemble algorithm. To verify the effectiveness of the proposed classifier, seven well known classifiers are applied to four datasets. The experiments show that using the suggested classifier enhances the classification rates for all datasets.

Keywords: AdaBoost, Bayesian neural network, Signal-to-Noise, support vector machine, MCMC.

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Authors: Ashutosh Kumar Singh, Anand Mohan

Abstract:

This paper deals with efficient computation of probability coefficients which offers computational simplicity as compared to spectral coefficients. It eliminates the need of inner product evaluations in determination of signature of a combinational circuit realizing given Boolean function. The method for computation of probability coefficients using transform matrix, fast transform method and using BDD is given. Theoretical relations for achievable computational advantage in terms of required additions in computing all 2n probability coefficients of n variable function have been developed. It is shown that for n ≥ 5, only 50% additions are needed to compute all probability coefficients as compared to spectral coefficients. The fault detection techniques based on spectral signature can be used with probability signature also to offer computational advantage.

Keywords: Binary Decision Diagrams, Spectral Coefficients, Fault detection

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Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

Abstract:

In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, multivariate Bayesian control.

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Authors: N. A. Salim, M. M. Othman, I. Musirin, M. S. Serwan

Abstract:

Protection system hidden failures have been identified as one of the main causes of system cascading collapse resulting to power system instability. In this paper, a systematic approach is presented in order to identify the probability of a system cascading collapse by taking into consideration the effect of protection system hidden failure. This includes the accurate calculation of the probability of hidden failure as it will provide significant impinge on the findings of the probability of system cascading collapse. The probability of a system cascading collapse is then used to identify the initial tripping of sensitive transmission lines which will contribute to a critical system cascading collapse. Based on the results obtained from this study, it is important to decide on the accurate value of the hidden failure probability as it will affect the probability of a system cascading collapse.

Keywords: Critical system cascading collapse, hidden failure, probability of cascading collapse, sensitive transmission lines.

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Authors: Yuan-Lin Chen

Abstract:

This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.

Keywords: Approaching index, forward collision probability, time to collision, time headway.

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Authors: Dongdong Zhang, Deran Zhang

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In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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Authors: Ching Louis Liu, Edmund Kazmierczak, Tim Miller

Abstract:

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

Keywords: Multi-agent system, safety analysis, safety model.

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Authors: Rawaa H. El-Bidweihy, Hisham M. Abdelsalam, Ihab A. El-Khodary

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In an era where machines run and shape our world, the need for a stable, non-ending source of energy emerges. In this study, the focus was on the solar energy in Egypt as a renewable source, the most important factors that could affect the solar energy’s market share throughout its life cycle production were analyzed and filtered, the relationships between them were derived before structuring a Bayesian network. Also, forecasted models were built for multiple factors to predict the states in Egypt by 2035, based on historical data and patterns, to be used as the nodes’ states in the network. 37 factors were found to might have an impact on the use of solar energy and then were deducted to 12 factors that were chosen to be the most effective to the solar energy’s life cycle in Egypt, based on surveying experts and data analysis, some of the factors were found to be recurring in multiple stages. The presented Bayesian network could be used later for scenario and decision analysis of using solar energy in Egypt, as a stable renewable source for generating any type of energy needed.

Keywords: ARIMA, auto correlation, Bayesian network, forecasting models, life cycle, partial correlation, renewable energy, SARIMA, solar energy.

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Authors: Panpan Xu, Shulin Sui

Abstract:

The crossover probability and mutation probability are the two important factors in genetic algorithm. The adaptive genetic algorithm can improve the convergence performance of genetic algorithm, in which the crossover probability and mutation probability are adaptively designed with the changes of fitness value. We apply adaptive genetic algorithm into a function optimization problem. The numerical experiment represents that adaptive genetic algorithm improves the convergence speed and avoids local convergence.

Keywords: Genetic algorithm, Adaptive genetic algorithm, Function optimization.

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Authors: Mario Mastriani, Alberto E. Giraldez

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In this paper, a new probability density function (pdf) is proposed to model the statistics of wavelet coefficients, and a simple Kalman-s filter is derived from the new pdf using Bayesian estimation theory. Specifically, we decompose the speckled image into wavelet subbands, we apply the Kalman-s filter to the high subbands, and reconstruct a despeckled image from the modified detail coefficients. Experimental results demonstrate that our method compares favorably to several other despeckling methods on test synthetic aperture radar (SAR) images.

Keywords: Kalman's filter, shrinkage, speckle, wavelets.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best-fit probability distribution of annual rainfall based on 50 years sample (1966-2015) in the Karkheh river basin at Iran using six probability distributions: Normal, 2-Parameter Log Normal, 3-Parameter Log Normal, Pearson Type 3, Log Pearson Type 3 and Gumbel distribution. The best fit probability distribution was selected using Stormwater Management and Design Aid (SMADA) software and based on the Residual Sum of Squares (R.S.S) between observed and estimated values Based on the R.S.S values of fit tests, the Log Pearson Type 3 and then Pearson Type 3 distributions were found to be the best-fit probability distribution at the Jelogir Majin and Pole Zal rainfall gauging station. The annual values of expected rainfall were calculated using the best fit probability distributions and can be used by hydrologists and design engineers in future research at studied region and other region in the world.

Keywords: Log Pearson Type 3, SMADA, rainfall, Karkheh River.

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Authors: Komeil Valipourian

Abstract:

Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.

Keywords: Numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method, FDM.

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Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Keywords: adaptive filtering, Bayesian approach Kalman filtering approach, variance tracking

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Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich

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The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.

Keywords: global optimization, probability theory, probability of globality

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Authors: M. Bastanfard, S. Jafari, B.Jalaeian

Abstract:

Ultrasound images are very useful diagnostic tool to distinguish benignant from malignant masses of the breast. However, there is a considerable overlap between benignancy and malignancy in ultrasonic images which makes it difficult to interpret. In this paper, a new noise removal algorithm was used to improve the images and classification process. The masses are classified by wavelet transform's coefficients, morphological and textural features as a novel feature set for this goal. The Bayesian estimation theory is used to classify the tissues in three classes according to their features.

Keywords: Bayesian estimation theory, breast, ultrasound, wavelet.

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Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.

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Authors: Yeonsoo Jang, Dongweon Yoon, Ki Ho Kwon, Jaeyoon Lee, Wooju Lee

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Phase error in communications systems degrades error performance. In this paper, we present a simple approximation for the average error probability of the binary phase shift keying (BPSK) in the presence of phase error having a uniform distribution on arbitrary intervals. For the simple approximation, we use symmetry and periodicity of a sinusoidal function. Approximate result for the average error probability is derived, and the performance is verified through comparison with simulation result.

Keywords: Average error probability, Phase shift keying, Phase error

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Authors: Yilun Shang

Abstract:

In this paper, we investigate the appearance of the giant component in random subgraphs G(p) of a given large finite graph family Gn = (Vn, En) in which each edge is present independently with probability p. We show that if the graph Gn satisfies a weak isoperimetric inequality and has bounded degree, then the probability p under which G(p) has a giant component of linear order with some constant probability is bounded away from zero and one. In addition, we prove the probability of abnormally large order of the giant component decays exponentially. When a contact graph is modeled as Gn, our result is of special interest in the study of the spread of infectious diseases or the identification of community in various social networks.

Keywords: subgraph, expander, random graph, giant component, percolation.

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Authors: Darren Zou

Abstract:

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

Keywords: Bayesian, Forecast, Stock, BART.

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Authors: Paula Simões, Isabel Natário

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This paper reviews a number of theoretical aspects for implementing an explicit spatial perspective in econometrics for modelling non-continuous data, in general, and count data, in particular. It provides an overview of the several spatial econometric approaches that are available to model data that are collected with reference to location in space, from the classical spatial econometrics approaches to the recent developments on spatial econometrics to model count data, in a Bayesian hierarchical setting. Considerable attention is paid to the inferential framework, necessary for structural consistent spatial econometric count models, incorporating spatial lag autocorrelation, to the corresponding estimation and testing procedures for different assumptions, to the constrains and implications embedded in the various specifications in the literature. This review combines insights from the classical spatial econometrics literature as well as from hierarchical modeling and analysis of spatial data, in order to look for new possible directions on the processing of count data, in a spatial hierarchical Bayesian econometric context.

Keywords: Spatial data analysis, spatial econometrics, Bayesian hierarchical models, count data.

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