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Bayesian Methods in Gaussian Graphical ModelsMitsakakis, Nikolaos 31 August 2010 (has links)
This thesis contributes to the field of Gaussian Graphical Models by exploring either numerically or theoretically various topics of Bayesian Methods in Gaussian Graphical Models and by providing a number of interesting results, the further exploration of which would be promising, pointing to numerous future research directions.
Gaussian Graphical Models are statistical methods for the investigation and representation of interdependencies between components of continuous random vectors. This thesis aims to investigate some issues related to the application of Bayesian methods for Gaussian Graphical Models. We adopt the popular $G$-Wishart conjugate prior $W_G(\delta,D)$ for the precision matrix. We propose an efficient sampling method for the $G$-Wishart distribution based on the Metropolis Hastings algorithm and show its validity through a number of numerical experiments. We show that this method can be easily used to estimate the Deviance Information Criterion, providing a computationally inexpensive approach for model selection.
In addition, we look at the marginal likelihood of a graphical model given a set of data. This is proportional to the ratio of the posterior over the prior normalizing constant. We explore methods for the estimation of this ratio, focusing primarily on applying the Monte Carlo simulation method of path sampling. We also explore numerically the effect of the completion of the incomplete matrix $D^{\mathcal{V}}$, hyperparameter of the $G$-Wishart distribution, for the estimation of the normalizing constant.
We also derive a series of exact and approximate expressions for the Bayes Factor between two graphs that differ by one edge. A new theoretical result regarding the limit of the normalizing constant multiplied by the hyperparameter $\delta$ is given and its implications to the validity of an improper prior and of the subsequent Bayes Factor are discussed.
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Bayesian Methods in Gaussian Graphical ModelsMitsakakis, Nikolaos 31 August 2010 (has links)
This thesis contributes to the field of Gaussian Graphical Models by exploring either numerically or theoretically various topics of Bayesian Methods in Gaussian Graphical Models and by providing a number of interesting results, the further exploration of which would be promising, pointing to numerous future research directions.
Gaussian Graphical Models are statistical methods for the investigation and representation of interdependencies between components of continuous random vectors. This thesis aims to investigate some issues related to the application of Bayesian methods for Gaussian Graphical Models. We adopt the popular $G$-Wishart conjugate prior $W_G(\delta,D)$ for the precision matrix. We propose an efficient sampling method for the $G$-Wishart distribution based on the Metropolis Hastings algorithm and show its validity through a number of numerical experiments. We show that this method can be easily used to estimate the Deviance Information Criterion, providing a computationally inexpensive approach for model selection.
In addition, we look at the marginal likelihood of a graphical model given a set of data. This is proportional to the ratio of the posterior over the prior normalizing constant. We explore methods for the estimation of this ratio, focusing primarily on applying the Monte Carlo simulation method of path sampling. We also explore numerically the effect of the completion of the incomplete matrix $D^{\mathcal{V}}$, hyperparameter of the $G$-Wishart distribution, for the estimation of the normalizing constant.
We also derive a series of exact and approximate expressions for the Bayes Factor between two graphs that differ by one edge. A new theoretical result regarding the limit of the normalizing constant multiplied by the hyperparameter $\delta$ is given and its implications to the validity of an improper prior and of the subsequent Bayes Factor are discussed.
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Additive Latent Variable (ALV) Modeling: Assessing Variation in Intervention Impact in Randomized Field TrialsToyinbo, Peter Ayo 23 October 2009 (has links)
In order to personalize or tailor treatments to maximize impact among different
subgroups, there is need to model not only the main effects of intervention but also the variation
in intervention impact by baseline individual level risk characteristics. To this end a suitable
statistical model will allow researchers to answer a major research question: who benefits or is
harmed by this intervention program? Commonly in social and psychological research, the
baseline risk may be unobservable and have to be estimated from observed indicators that are
measured with errors; also it may have nonlinear relationship with the outcome. Most of the
existing nonlinear structural equation models (SEM’s) developed to address such problems
employ polynomial or fully parametric nonlinear functions to define the structural equations.
These methods are limited because they require functional forms to be specified beforehand and
even if the models include higher order polynomials there may be problems when the focus of
interest relates to the function over its whole domain.
To develop a more flexible statistical modeling technique for assessing complex
relationships between a proximal/distal outcome and 1) baseline characteristics measured with
errors, and 2) baseline-treatment interaction; such that the shapes of these relationships are data
driven and there is no need for the shapes to be determined a priori.
In the ALV model structure
the nonlinear components of the regression equations are represented as generalized additive
model (GAM), or generalized additive mixed-effects model (GAMM).
Replication study results show that the ALV model estimates of underlying relationships
in the data are sufficiently close to the true pattern. The ALV modeling technique allows
researchers to assess how an intervention affects individuals differently as a function of baseline
risk that is itself measured with error, and uncover complex relationships in the data that might
otherwise be missed. Although the ALV approach is computationally intensive, it relieves its
users from the need to decide functional forms before the model is run. It can be extended to
examine complex nonlinearity between growth factors and distal outcomes in a longitudinal
study.
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Estimation bayésienne nonparamétrique de copulesGuillotte, Simon January 2008 (has links)
Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal
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They who part the grass: the Japanese government and early nikkei immigration to Canada, 1877–1908Nomura, Kazuko 04 April 2012 (has links)
This paper provides an account of early Japanese immigration to Canada in the years between 1877 and 1908 from the point of view of the Japanese Imperial government of the time. Drawing on Japanese diplomatic correspondence uncovered by Toshiji Sasaki in his 1999 work "Nihon-jin Kanada imin-shi" and accounts from Japanese-language newspapers published in Vancouver during the period, I examine the Japanese experience in Canada and describe how Japanese officials and emigrants responded to Canadian efforts to restrict Japanese emigration to Canada, culminating in the Vancouver Riot of 1907. I show how, when faced with this diplomatic crisis, Japanese officials reacted only reluctantly and, for the most part, ineffectually to limit emigration to Canada. The result of such restrictions as ultimately were imposed on the emigration of Japanese workers was not the end of Japanese emigration but the beginning of permanent settlement by Japanese families in Canada.
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They who part the grass: the Japanese government and early nikkei immigration to Canada, 1877–1908Nomura, Kazuko 04 April 2012 (has links)
This paper provides an account of early Japanese immigration to Canada in the years between 1877 and 1908 from the point of view of the Japanese Imperial government of the time. Drawing on Japanese diplomatic correspondence uncovered by Toshiji Sasaki in his 1999 work "Nihon-jin Kanada imin-shi" and accounts from Japanese-language newspapers published in Vancouver during the period, I examine the Japanese experience in Canada and describe how Japanese officials and emigrants responded to Canadian efforts to restrict Japanese emigration to Canada, culminating in the Vancouver Riot of 1907. I show how, when faced with this diplomatic crisis, Japanese officials reacted only reluctantly and, for the most part, ineffectually to limit emigration to Canada. The result of such restrictions as ultimately were imposed on the emigration of Japanese workers was not the end of Japanese emigration but the beginning of permanent settlement by Japanese families in Canada.
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Modelagem estoc?stica da distribui??o de probabilidade da precipita??o pluvial via m?todos computacionalmente intensivosSantos, Marconio Silva dos 24 November 2017 (has links)
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Previous issue date: 2017-11-24 / Neste trabalho, ? feita uma modelagem estat?stica da precipita??o pluvial. Este ?
um trabalho metodol?gico que utiliza simula??es estoc?sticas para estimar as distribui??es
de probabilidades envolvidas na modelagem dessa vari?vel atmosf?rica. A fim de estimar
os par?metros dessas distribui??es, foram utilizados m?todos de Monte Carlo via cadeias
de Markov para gerar amostras sint?ticas de tamanho grande a partir de dados observados.
Os m?todos utilizados foram o algoritmo de Metropolis-Hastings e o amostrador de
Gibbs. As simula??es foram feitas sob a hip?tese de que os dias de um mesmo per?odo do
ano (m?s ou esta??o chuvosa) podem ser considerados como identicamente distribu?dos
em rela??o ? probabilidade de ocorrer precipita??o. Essa pesquisa possibilitou a produ??o
de quatro artigos. O primeiro artigo utilizou o algoritmo de Metropolis-Hastings para
modelar a probabilidade de ocorr?ncia de precipita??o em um dia qualquer do m?s. As
simula??es desse artigo foram feitas com dados observados de algumas cidades brasileiras.
Os demais artigos utilizaram o amostrador de Gibbs e os m?todos propostos foram
aplicados em cidades da regi?o Nordeste do Brasil. No segundo artigo, as distribui??es
Beta e Binomial foram utilizadas para modelar o n?mero de dias do m?s com ocorr?ncia
de precipita??o. No terceiro artigo, a distribui??o de Poisson foi utilizada para modelar
o n?mero de dias com valores extremos de precipita??o na esta??o chuvosa. Um m?todo
alternativo para estimar esses valores extremos e sua distribui??o ? apresentado no quarto
artigo, utilizando a distribui??o Gama. De acordo com os resultados dessas pesquisas,
amostrador de Gibbs foi considerado adequado para estimar as distribui??es na modelagem
da precipita??o em cidades para as quais h? poucos dados hist?ricos. / In this work, it was made a statistical modeling of precipitation. This is a methodological
work that uses stochastic simulations to estimate the probability distributions
related to this atmospheric variable. In order to estimate the parameters of these distributions,
Markov chain Monte Carlo methods were used to generate large size synthetic
samples from observed data. The used methods were the Metropolis-Hastings algorithm
and the Gibbs sampler. The simulations were performed under the hypothesis that the
days of of the same period of the year (month or rainy season) can be considered to be
identically distributed concernig the probability of precipitation. This research allowed
the production of four papers. The first paper used the Metropolis-Hastings algorithm
to model the probability of occurrence of precipitation on any day of the month. The
simulations of this paper were perfomed with observed data of some Brazilian cities. The
other papers used the Gibbs sampler and the proposed methods were applied to data from
cities in the Northeast Brazil. In the second paper, Beta and Binomial distributions were
used to model the number of days of the month with occurrence of precipitation. In the
third paper, the Poisson distribution was used to model the number of days with precipitation
extreme values in the rainy season. An alternative method for estimating these
extreme values and their distribution is presented in the fourth paper, using the Gamma
distribution. According to the results obtained by these researches, the Gibbs sampler
was considered to be adequate to estimate distributions in the modeling of precipitation
on cities for which there are few historical data.
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A Monte-Carlo approach to dominant scatterer tracking of a single extended target in high range-resolution radarDe Freitas, Allan January 2013 (has links)
In high range-resolution (HRR) radar systems, the returns from a single target may fall in multiple
adjacent range bins which individually vary in amplitude. A target following this representation is
commonly referred to as an extended target and results in more information about the target. However,
extracting this information from the radar returns is challenging due to several complexities.
These complexities include the single dimensional nature of the radar measurements, complexities
associated with the scattering of electromagnetic waves, and complex environments in which radar
systems are required to operate. There are several applications of HRR radar systems which extract
target information with varying levels of success. A commonly used application is that of imaging
referred to as synthetic aperture radar (SAR) and inverse SAR (ISAR) imaging. These techniques
combine multiple single dimension measurements in order to obtain a single two dimensional image.
These techniques rely on rotational motion between the target and the radar occurring during the
collection of the single dimension measurements. In the case of ISAR, the radar is stationary while
motion is induced by the target.
There are several difficulties associated with the unknown motion of the target when standard Doppler
processing techniques are used to synthesise ISAR images. In this dissertation, a non-standard Dop-pler approach, based on Bayesian inference techniques, was considered to address the difficulties.
The target and observations were modelled with a non-linear state space model. Several different
Bayesian techniques were implemented to infer the hidden states of the model, which coincide with
the unknown characteristics of the target. A simulation platform was designed in order to analyse
the performance of the implemented techniques. The implemented techniques were capable of successfully
tracking a randomly generated target in a controlled environment. The influence of varying
several parameters, related to the characteristics of the target and the implemented techniques, was
explored. Finally, a comparison was made between standard Doppler processing and the Bayesian
methods proposed. / Dissertation (MEng)--University of Pretoria, 2013. / gm2014 / Electrical, Electronic and Computer Engineering / unrestricted
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Efficacité des distributions instrumentales en équilibre dans un algorithme de type Metropolis-HastingsBoisvert-Beaudry, Gabriel 08 1900 (has links)
Dans ce mémoire, nous nous intéressons à une nouvelle classe de distributions instrumentales informatives dans le cadre de l'algorithme Metropolis-Hastings. Ces distributions instrumentales, dites en équilibre, sont obtenues en ajoutant de l'information à propos de la distribution cible à une distribution instrumentale non informative. Une chaîne de Markov générée par une distribution instrumentale en équilibre est réversible par rapport à la densité cible sans devoir utiliser une probabilité d'acceptation dans deux cas extrêmes: le cas local lorsque la variance instrumentale tend vers 0 et le cas global lorsqu'elle tend vers l'infini. Il est nécessaire d'approximer les distributions instrumentales en équilibre afin de pouvoir les utiliser en pratique. Nous montrons que le cas local mène au Metropolis-adjusted Langevin algorithm (MALA), tandis que le cas global mène à une légère modification du MALA. Ces résultats permettent de concevoir un nouvel algorithme généralisant le MALA grâce à l'ajout d'un nouveau paramètre. En fonction de celui-ci, l'algorithme peut utiliser l'équilibre local ou global ou encore une interpolation entre ces deux cas. Nous étudions ensuite la paramétrisation optimale de cet algorithme en fonction de la dimension de la distribution cible sous deux régimes: le régime asymptotique puis le régime en dimensions finies. Diverses simulations permettent d'illustrer les résultats théoriques obtenus. De plus, une application du nouvel algorithme à un problème de régression logistique bayésienne permet de comparer son efficacité à des algorithmes existants. Les résultats obtenus sont satisfaisants autant d'un point de vue théorique que computationnel. / In this master's thesis, we are interested in a new class of informed proposal distributions for Metropolis-Hastings algorithms. These new proposals, called balanced proposals, are obtained by adding information about the target density to an uninformed proposal distribution. A Markov chain generated by a balanced proposal is reversible with respect to the target density without the need for an acceptance probability in two extreme cases: the local case, where the proposal variance tends to zero, and the global case, where it tends to infinity. The balanced proposals need to be approximated to be used in practice. We show that the local case leads to the Metropolis-adjusted Langevin algorithm (MALA), while the global case leads to a small modification of the MALA. These results are used to create a new algorithm that generalizes the MALA by adding a new parameter. Depending on the value of this parameter, the new algorithm will use a locally balanced proposal, a globally balanced proposal, or an interpolation between these two cases. We then study the optimal choice for this parameter as a function of the dimension of the target distribution under two regimes: the asymptotic regime and a finite-dimensional regime. Simulations are presented to illustrate the theoretical results. Finally, we apply the new algorithm to a Bayesian logistic regression problem and compare its efficiency to existing algorithms. The results are satisfying on a theoretical and computational standpoint.
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Raymond Crisara, A Trumpet Life: His Pedagogy, Philosophy and LegacyMcLaughlin, Paul E. 08 1900 (has links)
In this project I identify the pedagogical techniques, philosophy and legacy of Raymond Crisara. I examine how his pedagogical philosophy led to Crisara's personal success as a teacher and to his students' success in their performing and teaching careers. In much the same way that Ernest Williams's legacy has been passed on to his students, Crisara's legacy is now being handed down. I have examined Crisara's pedagogical concepts and philosophy through the eyes of four former students: Dr. Todd Hastings (Professor, Pittsburg State University), Billy Hunter (Principal Trumpet, Metropolitan Opera Orchestra), Dr. Gary Mortenson (Dean of the School of Music, Baylor University) and Keith Winking (Professor, Texas State University) as well as from transcripts of interviews Crisara gave. Crisara extended and modified William's pedagogy through the use of a multitude of étude methods. This modification and Crisara's experience as a leading New York freelance musician greatly influenced the teaching and success of the four subjects I interviewed. While these teachers have adopted Crisara's pedagogy and philosophy largely unchanged, I found that they modified his pedagogy slightly through the use of added teaching materials never used in Crisara's career or teaching studio.
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