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Register a new userA Bayesian Approach to Detection of Small Low Emission Sources
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The article addresses the problem of detecting presence and location of a small low emission source inside of an object, when the background noise dominates. This problem arises, for instance, in some homeland security applications. The goal is to reach the signal-to-noise ratio (SNR) levels on the order of $10^{-3}$. A Bayesian approach to this problem is implemented in 2D. The method allows inference not only about the existence of the source, but also about its location. We derive Bayes factors for model selection and estimation of location based on Markov Chain Monte Carlo (MCMC) simulation. A simulation study shows that with sufficiently high total emission level, our method can effectively locate the source.
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The article is devoted to a further study of the Compton camera method of passive detection of small amounts of special nuclear materials, developed by the authors in their previous work. Various cargo scenarios, detector errors, and other issues are addressed.
For in vivo research experiments with small sample sizes and available historical data, we propose a sequential Bayesian method for the Behrens-Fisher problem. We consider it as a model choice question with two models in competition: one for which the two expectations are equal and one for which they are different. The choice between the two models is performed through a Bayesian analysis, based on a robust choice of combined objective and subjective priors, set on the parameters space and on the models space. Three steps are necessary to evaluate the posterior probability of each model using two historical datasets similar to the one of interest. Starting from the Jeffreys prior, a posterior using a first historical dataset is deduced and allows to calibrate the Normal-Gamma informative priors for the second historical dataset analysis, in addition to a uniform prior on the model space. From this second step, a new posterior on the parameter space and the models space can be used as the objective informative prior for the last Bayesian analysis. Bayesian and frequentist methods have been compared on simulated and real data. In accordance with FDA recommendations, control of type I and type II error rates has been evaluated. The proposed method controls them even if the historical experiments are not completely similar to the one of interest.
A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework.
Conditional heteroscedastic (CH) models are routinely used to analyze financial datasets. The classical models such as ARCH-GARCH with time-invariant coefficients are often inadequate to describe frequent changes over time due to market variability. However we can achieve significantly better insight by considering the time-varying analogues of these models. In this paper, we propose a Bayesian approach to the estimation of such models and develop computationally efficient MCMC algorithm based on Hamiltonian Monte Carlo (HMC) sampling. We also established posterior contraction rates with increasing sample size in terms of the average Hellinger metric. The performance of our method is compared with frequentist estimates and estimates from the time constant analogues. To conclude the paper we obtain time-varying parameter estimates for some popular Forex (currency conversion rate) and stock market datasets.
In some scientific fields, it is common to have certain variables of interest that are of particular importance and for which there are many studies indicating a relationship with a different explanatory variable. In such cases, particularly those where no relationships are known among explanatory variables, it is worth asking under what conditions it is possible for all such claimed effects to exist simultaneously. This paper addresses this question by reviewing some theorems from multivariate analysis that show, unless the explanatory variables also have sizable effects on each other, it is impossible to have many such large effects. We also discuss implications for the replication crisis in social science.
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