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Academic literature on the topic 'Bayesian Moment Matching'
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Journal articles on the topic "Bayesian Moment Matching"
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Zhang, Qiong, and Yongjia Song. "Moment-Matching-Based Conjugacy Approximation for Bayesian Ranking and Selection." ACM Transactions on Modeling and Computer Simulation 27, no. 4 (2017): 1–23. http://dx.doi.org/10.1145/3149013.
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Franke, Reiner, Tae-Seok Jang, and Stephen Sacht. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model." North American Journal of Economics and Finance 31 (January 2015): 126–54. http://dx.doi.org/10.1016/j.najef.2014.11.001.
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Cao, Zhixing, and Ramon Grima. "Accuracy of parameter estimation for auto-regulatory transcriptional feedback loops from noisy data." Journal of The Royal Society Interface 16, no. 153 (2019): 20180967. http://dx.doi.org/10.1098/rsif.2018.0967.
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Bayesian and non-Bayesian moment-based inference methods are commonly used to estimate the parameters defining stochastic models of gene regulatory networks from noisy single cell or population snapshot data. However, a systematic investigation of the accuracy of the predictions of these methods remains missing. Here, we present the results of such a study using synthetic noisy data of a negative auto-regulatory transcriptional feedback loop, one of the most common building blocks of complex gene regulatory networks. We study the error in parameter estimation as a function of (i) number of cells in each sample; (ii) the number of time points; (iii) the highest-order moment of protein fluctuations used for inference; (iv) the moment-closure method used for likelihood approximation. We find that for sample sizes typical of flow cytometry experiments, parameter estimation by maximizing the likelihood is as accurate as using Bayesian methods but with a much reduced computational time. We also show that the choice of moment-closure method is the crucial factor determining the maximum achievable accuracy of moment-based inference methods. Common likelihood approximation methods based on the linear noise approximation or the zero cumulants closure perform poorly for feedback loops with large protein–DNA binding rates or large protein bursts; this is exacerbated for highly heterogeneous cell populations. By contrast, approximating the likelihood using the linear-mapping approximation or conditional derivative matching leads to highly accurate parameter estimates for a wide range of conditions.
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Nakagawa, Tomoyuki, and Shintaro Hashimoto. "On Default Priors for Robust Bayesian Estimation with Divergences." Entropy 23, no. 1 (2020): 29. http://dx.doi.org/10.3390/e23010029.
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This paper presents objective priors for robust Bayesian estimation against outliers based on divergences. The minimum γ-divergence estimator is well-known to work well in estimation against heavy contamination. The robust Bayesian methods by using quasi-posterior distributions based on divergences have been also proposed in recent years. In the objective Bayesian framework, the selection of default prior distributions under such quasi-posterior distributions is an important problem. In this study, we provide some properties of reference and moment matching priors under the quasi-posterior distribution based on the γ-divergence. In particular, we show that the proposed priors are approximately robust under the condition on the contamination distribution without assuming any conditions on the contamination ratio. Some simulation studies are also presented.
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Yiu, A., R. J. B. Goudie, and B. D. M. Tom. "Inference under unequal probability sampling with the Bayesian exponentially tilted empirical likelihood." Biometrika 107, no. 4 (2020): 857–73. http://dx.doi.org/10.1093/biomet/asaa028.
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Summary Fully Bayesian inference in the presence of unequal probability sampling requires stronger structural assumptions on the data-generating distribution than frequentist semiparametric methods, but offers the potential for improved small-sample inference and convenient evidence synthesis. We demonstrate that the Bayesian exponentially tilted empirical likelihood can be used to combine the practical benefits of Bayesian inference with the robustness and attractive large-sample properties of frequentist approaches. Estimators defined as the solutions to unbiased estimating equations can be used to define a semiparametric model through the set of corresponding moment constraints. We prove Bernstein–von Mises theorems which show that the posterior constructed from the resulting exponentially tilted empirical likelihood becomes approximately normal, centred at the chosen estimator with matching asymptotic variance; thus, the posterior has properties analogous to those of the estimator, such as double robustness, and the frequentist coverage of any credible set will be approximately equal to its credibility. The proposed method can be used to obtain modified versions of existing estimators with improved properties, such as guarantees that the estimator lies within the parameter space. Unlike existing Bayesian proposals, our method does not prescribe a particular choice of prior or require posterior variance correction, and simulations suggest that it provides superior performance in terms of frequentist criteria.
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Dimas, Christos, Vassilis Alimisis, Nikolaos Uzunoglu, and Paul P. Sotiriadis. "A Point-Matching Method of Moment with Sparse Bayesian Learning Applied and Evaluated in Dynamic Lung Electrical Impedance Tomography." Bioengineering 8, no. 12 (2021): 191. http://dx.doi.org/10.3390/bioengineering8120191.
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Dynamic lung imaging is a major application of Electrical Impedance Tomography (EIT) due to EIT’s exceptional temporal resolution, low cost and absence of radiation. EIT however lacks in spatial resolution and the image reconstruction is very sensitive to mismatches between the actual object’s and the reconstruction domain’s geometries, as well as to the signal noise. The non-linear nature of the reconstruction problem may also be a concern, since the lungs’ significant conductivity changes due to inhalation and exhalation. In this paper, a recently introduced method of moment is combined with a sparse Bayesian learning approach to address the non-linearity issue, provide robustness to the reconstruction problem and reduce image artefacts. To evaluate the proposed methodology, we construct three CT-based time-variant 3D thoracic structures including the basic thoracic tissues and considering 5 different breath states from end-expiration to end-inspiration. The Graz consensus reconstruction algorithm for EIT (GREIT), the correlation coefficient (CC), the root mean square error (RMSE) and the full-reference (FR) metrics are applied for the image quality assessment. Qualitative and quantitative comparison with traditional and more advanced reconstruction techniques reveals that the proposed method shows improved performance in the majority of cases and metrics. Finally, the approach is applied to single-breath online in-vivo data to qualitatively verify its applicability.
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Heath, Anna, Ioanna Manolopoulou, and Gianluca Baio. "Estimating the Expected Value of Sample Information across Different Sample Sizes Using Moment Matching and Nonlinear Regression." Medical Decision Making 39, no. 4 (2019): 347–59. http://dx.doi.org/10.1177/0272989x19837983.
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Background. The expected value of sample information (EVSI) determines the economic value of any future study with a specific design aimed at reducing uncertainty about the parameters underlying a health economic model. This has potential as a tool for trial design; the cost and value of different designs could be compared to find the trial with the greatest net benefit. However, despite recent developments, EVSI analysis can be slow, especially when optimizing over a large number of different designs. Methods. This article develops a method to reduce the computation time required to calculate the EVSI across different sample sizes. Our method extends the moment-matching approach to EVSI estimation to optimize over different sample sizes for the underlying trial while retaining a similar computational cost to a single EVSI estimate. This extension calculates the posterior variance of the net monetary benefit across alternative sample sizes and then uses Bayesian nonlinear regression to estimate the EVSI across these sample sizes. Results. A health economic model developed to assess the cost-effectiveness of interventions for chronic pain demonstrates that this EVSI calculation method is fast and accurate for realistic models. This example also highlights how different trial designs can be compared using the EVSI. Conclusion. The proposed estimation method is fast and accurate when calculating the EVSI across different sample sizes. This will allow researchers to realize the potential of using the EVSI to determine an economically optimal trial design for reducing uncertainty in health economic models. Limitations. Our method involves rerunning the health economic model, which can be more computationally expensive than some recent alternatives, especially in complex models.
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Browning, Alexander P., Christopher Drovandi, Ian W. Turner, Adrianne L. Jenner, and Matthew J. Simpson. "Efficient inference and identifiability analysis for differential equation models with random parameters." PLOS Computational Biology 18, no. 11 (2022): e1010734. http://dx.doi.org/10.1371/journal.pcbi.1010734.
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Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data. Therefore, methods for exploring the identifiability of models that explicitly incorporate heterogeneity through variability in model parameters are relatively underdeveloped. We develop a new likelihood-based framework, based on moment matching, for inference and identifiability analysis of differential equation models that capture biological heterogeneity through parameters that vary according to probability distributions. As our novel method is based on an approximate likelihood function, it is highly flexible; we demonstrate identifiability analysis using both a frequentist approach based on profile likelihood, and a Bayesian approach based on Markov-chain Monte Carlo. Through three case studies, we demonstrate our method by providing a didactic guide to inference and identifiability analysis of hyperparameters that relate to the statistical moments of model parameters from independent observed data. Our approach has a computational cost comparable to analysis of models that neglect heterogeneity, a significant improvement over many existing alternatives. We demonstrate how analysis of random parameter models can aid better understanding of the sources of heterogeneity from biological data.
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Habibi, Reza. "Conditional Beta Approximation: Two Applications." Indonesian Journal of Mathematics and Applications 2, no. 1 (2024): 9–23. http://dx.doi.org/10.21776/ub.ijma.2024.002.01.2.
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Suppose that X,Y are two independent positive continuous random variables. Let P=\frac{X}{X+Y} and Z=X+Y. If X, Y have gamma distributions with the same scale parameter, then P distribution will be beta and P,\ Z are independent. In the case that the distributions of these two variables are not gamma, the P distribution is well approximated by the beta distribution. However, P,\ Z are dependent. According to matching moment method, it is necessary to compute the moments of conditional distribution for beta fitting. In this paper, some new methods for computing moments of conditional distribution of P given Z are proposed. First of all, it is suggested to consider the regression method. Then Monte Carlo simulation is advised. The Bayesian posterior distribution of P is suggested. Applications of differential equations are also reviewed. These results are applied in two applications namely variance change point detection and winning percentage of gambling game are proposed. The probability of change in variance in a sequence of variables, as a leading indicator of possible change, is proposed. Similarly, the probability of winning in a sequential gambling framework is proposed. The optimal time to exit of gambling game is proposed. A game theoretic approach to problem of optimal exit time is proposed. In all cases, beta approximations are proposed. Finally, a conclusion section is also given.
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Lu, Chi-Ken, and Patrick Shafto. "Conditional Deep Gaussian Processes: Empirical Bayes Hyperdata Learning." Entropy 23, no. 11 (2021): 1387. http://dx.doi.org/10.3390/e23111387.
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It is desirable to combine the expressive power of deep learning with Gaussian Process (GP) in one expressive Bayesian learning model. Deep kernel learning showed success as a deep network used for feature extraction. Then, a GP was used as the function model. Recently, it was suggested that, albeit training with marginal likelihood, the deterministic nature of a feature extractor might lead to overfitting, and replacement with a Bayesian network seemed to cure it. Here, we propose the conditional deep Gaussian process (DGP) in which the intermediate GPs in hierarchical composition are supported by the hyperdata and the exposed GP remains zero mean. Motivated by the inducing points in sparse GP, the hyperdata also play the role of function supports, but are hyperparameters rather than random variables. It follows our previous moment matching approach to approximate the marginal prior for conditional DGP with a GP carrying an effective kernel. Thus, as in empirical Bayes, the hyperdata are learned by optimizing the approximate marginal likelihood which implicitly depends on the hyperdata via the kernel. We show the equivalence with the deep kernel learning in the limit of dense hyperdata in latent space. However, the conditional DGP and the corresponding approximate inference enjoy the benefit of being more Bayesian than deep kernel learning. Preliminary extrapolation results demonstrate expressive power from the depth of hierarchy by exploiting the exact covariance and hyperdata learning, in comparison with GP kernel composition, DGP variational inference and deep kernel learning. We also address the non-Gaussian aspect of our model as well as way of upgrading to a full Bayes inference.