Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userGeneralizing Tree Probability Estimation via Bayesian Networks
126
0
0.0
(
0
)
Added by
Cheng Zhang
Publication date
2018
fields
Mathematical Statistics
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we derive a general Bayesian network formulation for probability estimation on leaf-labeled trees that enables flexible approximations which can generalize beyond observations. We show that efficient algorithms for learning Bayesian networks can be easily extended to probability estimation on this challenging structured space. Experiments on both synthetic and real data show that our methods greatly outperform the current practice of using the empirical distribution, as well as a previous effort for probability estimation on trees.
rate research
Read More
This paper deals with the following problem: modify a Bayesian network to satisfy a given set of probability constraints by only change its conditional probability tables, and the probability distribution of the resulting network should be as close as possible to that of the original network. We propose to solve this problem by extending IPFP (iterative proportional fitting procedure) to probability distributions represented by Bayesian networks. The resulting algorithm E-IPFP is further developed to D-IPFP, which reduces the computational cost by decomposing a global EIPFP into a set of smaller local E-IPFP problems. Limited analysis is provided, including the convergence proofs of the two algorithms. Computer experiments were conducted to validate the algorithms. The results are consistent with the theoretical analysis.
The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model parameters, which ignores the inherent uncertainty that arises from estimating these from historical earthquake catalogs, resulting in misleadingly optimistic forecasts. In contrast, Bayesian statistics allows parameter uncertainty to be explicitly represented, and fed into the forecast distribution. Despite its growing popularity in seismology, the application of Bayesian statistics to the ETAS model has been limited by the complex nature of the resulting posterior distribution which makes it infeasible to apply on catalogs containing more than a few hundred earthquakes. To combat this, we develop a new framework for estimating the ETAS model in a fully Bayesian manner, which can be efficiently scaled up to large catalogs containing thousands of earthquakes. We also provide easy-to-use software which implements our method.
In this paper we present a novel approach for firm default probability estimation. The methodology is based on multivariate contingent claim analysis and pair copula constructions. For each considered firm, balance sheet data are used to assess the asset value, and to compute its default probability. The asset pricing function is expressed via a pair copula construction, and it is approximated via Monte Carlo simulations. The methodology is illustrated through an application to the analysis of both operative and defaulted firms.
Crime prevention strategies based on early intervention depend on accurate risk assessment instruments for identifying high risk youth. It is important in this context that the instruments be convenient to administer, which means, in particular, that they must be reasonably brief; adaptive screening tests are useful for this purpose. Although item response theory (IRT) bears a long and rich history in producing reliable adaptive tests, adaptive tests constructed using classification and regression trees are becoming a popular alternative to the traditional IRT approach for item selection. On the upside, unlike IRT, tree-based questionnaires require no real-time parameter estimation during administration. On the downside, while item response theory provides robust criteria for terminating the exam, the stopping criterion for a tree-based adaptive test (the maximum tree depth) is unclear. We present a Bayesian decision theory approach for characterizing the trade-offs of administering tree-based questionnaires of different lengths. This formalism involves specifying 1) a utility function measuring the goodness of the assessment; 2) a target population over which this utility should be maximized; 3) an action space comprised of different-length assessments, populated via a tree-fitting algorithm. Using this framework, we provide uncertainty estimates for the trade-offs of shortening the exam, allowing practitioners to determine an optimal exam length in a principled way. The method is demonstrated through an application to youth delinquency risk assessment in Honduras.
A new method is proposed for estimating the rate of fugitive emissions of particulate matter from multiple time-dependent sources via measurements of deposition and concentration. We cast this source inversion problem within the Bayesian framework, and use a forward model based on a Gaussian plume solution. We present three alternate models for constructing the prior distribution on the emission rates as functions of time. Next, we present an industrial case study in which our framework is applied to estimate the rate of fugitive emissions of lead particulates from a smelter in Trail, British Columbia, Canada. The Bayesian framework not only provides an approximate solution to the inverse problem, but also quantifies the uncertainty in the solution. Using this information we perform an uncertainty propagation study in order to assess the impact of the estimated sources on the area surrounding the industrial site.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
