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Bayesian Data Analysis by Andrew Gelman

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1Surveying Experts’ Opinion On Bayesian Data Analysis

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2The Utility Of A Bayesian Analysis Of Complex Models And The Study Of Archeological ${}^{14}$C Data

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The paper presents a critical introduction to the complex statistical models used in ${}^{14}$C dating. The emphasis is on the estimation of the transit time between a sequence of archeological layers. Although a frequentist estimation of the parameters is relatively simple, confidence intervals constructions are not standard as the models are not regular. I argue that that the Bayesian paradigm is a natural approach to these models. It is simple, and gives immediate solutions to credible sets, with natural interpretation and simple construction. Indeed it is the standard tool of ${}^{14}$C analysis. However and necessarily, the Bayesian approach is based on technical assumptions that may dominate the scientific conclusion in a hard to predict way. I exemplify the discussion in two ways. Firstly, I simulate toy models. Secondly, I analyze a particular data set from the Iron Age period in Tel Rehov. These data are important to the debate on the absolute time of the Iron Age I/IIA transition in the Levant, and in particular to the feasibility of the Bible story about the United Monarchy of David and Solomon. Our conclusion is that the data in question cannot resolve this debate.

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3The Zig-Zag Process And Super-Efficient Sampling For Bayesian Analysis Of Big Data

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Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational burden, but with the drawback that these algorithms no longer target the true posterior distribution. We introduce a new family of Monte Carlo methods based upon a multi-dimensional version of the Zig-Zag process of (Bierkens, Roberts, 2016), a continuous time piecewise deterministic Markov process. While traditional MCMC methods are reversible by construction the Zig-Zag process offers a flexible non-reversible alternative. The dynamics of the Zig-Zag process correspond to a constant velocity model, with the velocity of the process switching at events from a point process. The rate of this point process can be related to the invariant distribution of the process. If we wish to target a given posterior distribution, then rates need to be set equal to the gradient of the log of the posterior. Unlike traditional MCMC, We show how the Zig-Zag process can be simulated without discretisation error, and give conditions for the process to be ergodic. Most importantly, we introduce a sub-sampling version of the Zig-Zag process that is an example of an exact approximate scheme. That is, if we replace the true gradient of the log posterior with an unbiased estimator, obtained by sub-sampling, then the resulting approximate process still has the posterior as its stationary distribution. Furthermore, if we use a control-variate idea to reduce the variance of our unbiased estimator, then both heuristic arguments and empirical observations show that Zig-Zag can be super-efficient: after an initial pre-processing step, essentially independent samples from the posterior distribution are obtained at a computational cost which does not depend on the size of the data.

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4The Bayesian Analysis Of Contingency Table Data Using The Bayesloglin R Package

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For log-linear analysis, the hyper Dirichlet conjugate prior is available to work in the Bayesian paradigm. With this prior, the MC3 algorithm allows for exploration of the space of models to try to find those with the highest posterior probability. Once top models have been identified, a block Gibbs sampler can be constructed to sample from the posterior distribution and to estimate parameters of interest. Our aim in this paper, is to introduce the bayesloglin R package \citep{R} which contains functions to carry out these tasks.

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5Physiologically Informed Bayesian Analysis Of ASL FMRI Data

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Arterial Spin Labelling (ASL) functional Magnetic Resonance Imaging (fMRI) data provides a quantitative measure of blood perfusion, that can be correlated to neuronal activation. In contrast to BOLD measure, it is a direct measure of cerebral blood flow. However, ASL data has a lower SNR and resolution so that the recovery of the perfusion response of interest suffers from the contamination by a stronger hemodynamic component in the ASL signal. In this work we consider a model of both hemodynamic and perfusion components within the ASL signal. A physiological link between these two components is analyzed and used for a more accurate estimation of the perfusion response function in particular in the usual ASL low SNR conditions.

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6Bayesian Analysis Of Immune Response Dynamics With Sparse Time Series Data

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In vaccine development, the temporal profiles of relative abundance of subtypes of immune cells (T-cells) is key to understanding vaccine efficacy. Complex and expensive experimental studies generate very sparse time series data on this immune response. Fitting multi-parameter dynamic models of the immune response dynamics-- central to evaluating mechanisms underlying vaccine efficacy-- is challenged by data sparsity. The research reported here addresses this challenge. For HIV/SIV vaccine studies in macaques, we: (a) introduce novel dynamic models of progression of cellular populations over time with relevant, time-delayed components reflecting the vaccine response; (b) define an effective Bayesian model fitting strategy that couples Markov chain Monte Carlo (MCMC) with Approximate Bayesian Computation (ABC)-- building on the complementary strengths of the two approaches, neither of which is effective alone; (c) explore questions of information content in the sparse time series for each of the model parameters, linking into experimental design and model simplification for future experiments; and (d) develop, apply and compare the analysis with samples from a recent HIV/SIV experiment, with novel insights and conclusions about the progressive response to the vaccine, and how this varies across subjects.

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7Bayesian Analysis Of Matrix Data With Rstiefel

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We illustrate the use of the R-package "rstiefel" for matrix-variate data analysis in the context of two examples. The first example considers estimation of a reduced-rank mean matrix in the presence of normally distributed noise. The second example considers the modeling of a social network of friendships among teenagers. Bayesian estimation for these models requires the ability to simulate from the matrix-variate von Mises-Fisher distributions and the matrix-variate Bingham distributions on the Stiefel manifold.

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8Bayesian Analysis Of White Noise Levels In The 5-year WMAP Data

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We develop a new Bayesian method for estimating white noise levels in CMB sky maps, and apply this algorithm to the 5-year WMAP data. We assume that the amplitude of the noise RMS is scaled by a constant value, alpha, relative to a pre-specified noise level. We then derive the corresponding conditional density, P(alpha | s, Cl, d), which is subsequently integrated into a general CMB Gibbs sampler. We first verify our code by analyzing simulated data sets, and then apply the framework to the WMAP data. For the foreground-reduced 5-year WMAP sky maps and the nominal noise levels initially provided in the 5-year data release, we find that the posterior means typically range between alpha=1.005 +- 0.001 and alpha=1.010 +- 0.001 depending on differencing assembly, indicating that the noise level of these maps are biased low by 0.5-1.0%. The same problem is not observed for the uncorrected WMAP sky maps. After the preprint version of this letter appeared on astro-ph., the WMAP team has corrected the values presented on their web page, noting that the initially provided values were in fact estimates from the 3-year data release, not from the 5-year estimates. However, internally in their 5-year analysis the correct noise values were used, and no cosmological results are therefore compromised by this error. Thus, our method has already been demonstrated in practice to be both useful and accurate.

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9Bayesian Angular Power Spectrum Analysis Of Interferometric Data

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We present a Bayesian angular power spectrum and signal map inference engine which can be adapted to interferometric observations of anisotropies inthe cosmic microwave background, 21 cm emission line mapping of galactic brightness fluctuations, or 21 cm absorption line mapping of neutral hydrogen in the dark ages. The method uses Gibbs sampling to generate a sampled representation of the angular power spectrum posterior and the posterior of signal maps given a set of measured visibilities in the uv-plane. We use a mock interferometric CMB observation to demonstrate the validity of this method in the flat-sky approximation when adapted to take into account arbitrary coverage of the uv-plane, mode-mode correlations due to observations on a finite patch, and heteroschedastic visibility errors. The computational requirements scale as O(n_p log n_p) where n_p measures the ratio of the size of the detector array to the inter-detector spacing, meaning that Gibbs sampling is a promising technique for meeting the data analysis requirements of future cosmology missions.

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10Bayesian Analysis Of Ambulatory Blood Pressure Dynamics With Application To Irregularly Spaced Sparse Data

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Ambulatory cardiovascular (CV) measurements provide valuable insights into individuals' health conditions in "real-life," everyday settings. Current methods of modeling ambulatory CV data do not consider the dynamic characteristics of the full data set and their relationships with covariates such as caffeine use and stress. We propose a stochastic differential equation (SDE) in the form of a dual nonlinear Ornstein--Uhlenbeck (OU) model with person-specific covariates to capture the morning surge and nighttime dipping dynamics of ambulatory CV data. To circumvent the data analytic constraint that empirical measurements are typically collected at irregular and much larger time intervals than those evaluated in simulation studies of SDEs, we adopt a Bayesian approach with a regularized Brownian Bridge sampler (RBBS) and an efficient multiresolution (MR) algorithm to fit the proposed SDE. The MR algorithm can produce more efficient MCMC samples that is crucial for valid parameter estimation and inference. Using this model and algorithm to data from the Duke Behavioral Investigation of Hypertension Study, results indicate that age, caffeine intake, gender and race have effects on distinct dynamic characteristics of the participants' CV trajectories.

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11Modelling And Bayesian Analysis Of The Abakaliki Smallpox Data

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The celebrated Abakaliki smallpox data have appeared numerous times in the epidemic modelling literature, but in almost all cases only a specific subset of the data is considered. There is one previous analysis of the full data set, but this relies on approximation methods to derive a likelihood. The data themselves continue to be of interest due to concerns about the possible re-emergence of smallpox as a bioterrorism weapon. We present the first full Bayesian analysis using data-augmentation Markov chain Monte Carlo methods which avoid the need for likelihood approximations. Results include estimates of basic model parameters as well as reproduction numbers and the likely path of infection. Model assessment is carried out using simulation-based methods.

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12Application Of Bayesian Graphs To SN Ia Data Analysis And Compression

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Bayesian graphical models are an efficient tool for modelling complex data and derive self-consistent expressions of the posterior distribution of model parameters. We apply Bayesian graphs to perform statistical analyses of Type Ia supernova (SN Ia) luminosity distance measurements from the joint light-curve analysis (JLA) data set. In contrast to the $\chi^2$ approach used in previous studies, the Bayesian inference allows us to fully account for the standard-candle parameter dependence of the data covariance matrix. Comparing with $\chi^2$ analysis results, we find a systematic offset of the marginal model parameter bounds. We demonstrate that the bias is statistically significant in the case of the SN Ia standardization parameters with a maximal 6 $\sigma$ shift of the SN light-curve colour correction. In addition, we find that the evidence for a host galaxy correction is now only 2.4 $\sigma$. Systematic offsets on the cosmological parameters remain small, but may increase by combining constraints from complementary cosmological probes. The bias of the $\chi^2$ analysis is due to neglecting the parameter-dependent log-determinant of the data covariance, which gives more statistical weight to larger values of the standardization parameters. We find a similar effect on compressed distance modulus data. To this end, we implement a fully consistent compression method of the JLA data set that uses a Gaussian approximation of the posterior distribution for fast generation of compressed data. Overall, the results of our analysis emphasize the need for a fully consistent Bayesian statistical approach in the analysis of future large SN Ia data sets.

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13Maximum Entropy And Bayesian Data Analysis: Entropic Priors

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The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is inspired and guided by intuition gained from the successful use of ME methods in statistical mechanics. For experiments that cannot be repeated the resulting "entropic prior" is formally identical with the Einstein fluctuation formula. For repeatable experiments, however, the expected value of the entropy of the likelihood turns out to be relevant information that must be included in the analysis. The important case of a Gaussian likelihood is treated in detail.

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14Comment On "Bayesian Analysis Of Pentaquark Signals From CLAS Data", With Response To The Reply By Ireland And Protopopsecu

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The CLAS Collaboration has published an analysis using Bayesian model selection. My Comment criticizing their use of arbitrary prior probability density functions, and a Reply by D.G. Ireland and D. Protopopsecu, have now been published as well. This paper responds to the Reply and discusses the issues in more detail, with particular emphasis on the problems of priors in Bayesian model selection.

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15EPITOME Study: Evaluating The Effect Of The Hostile Environment Policy On Mental Health Outcomes: A Bayesian Interrupted Time Series Analysis Of UK Household Longitudinal Survey Data

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From 2012 onwards the UK Government announced a series of immigration policy reforms known as the “hostile environment” policy, which led to the so-called Windrush Scandal. Several hundred Commonwealth citizens who settled legally in the UK were falsely identified as undocumented - and in many cases deported. Aside from deportation, many people from minoritised ethnic groups in the UK lost livelihoods, jobs, incomes and benefits as a result of the hostile environment policy. We would expect the social and economic stressors introduced by the hostile environment policy to result in increases in mental health problems. Using data from the UK Household Longitudinal Study we plan to compare the change in psychological distress before and after the implementation of the 2014 Immigration Act, and before and after the 2017 Windrush Scandal media coverage, between people from minoritised ethnic groups and people of White ethnicity. We will do this using an interrupted time series design embedded in a Bayesian framework which accounts for fixed and time-varying confounders, as well as spatial and temporal uncertainty.

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16Using $\Lambda_b\to \Lambda\mu^+\mu^-$ Data Within A Bayesian Analysis Of $|\Delta B| = |\Delta S| = 1$ Decays

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We study the impact of including the baryonic decay $\Lambda_b\to \Lambda(\to p \pi^-)\mu^+\mu^-$ in a Bayesian analysis of $|\Delta B | = |\Delta S| = 1$ transitions. We perform fits of the Wilson coefficients $C_{9}$, $C_{9'}$, $C_{10}$ and $C_{10'}$, in addition to the relevant nuisance parameters. Our analysis combines data for the differential branching fraction and three angular observables of $\Lambda_b\to \Lambda(\to p \pi^-)\mu^+\mu^-$ with data for the branching ratios of $B_s \to \mu^+\mu^-$ and inclusive $b \to s\ell^+\ell^-$ decays. Newly available precise lattice QCD results for the full set of $\Lambda_b \to \Lambda$ form factors are used to evaluate the observables of the baryonic decay. Our fits prefer shifts to $C_{9}$ that are opposite in sign compared to those found in global fits of only mesonic decays, and the posterior odds show no evidence of physics beyond the Standard Model. We investigate a possible hadronic origin of the observed tensions between theory and experiment.

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17Bayesian Analysis Of Hybrid EoS Based On Astrophysical Observational Data

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We perform a Bayesian analysis of probability measures for compact star equations of state using new, disjunct constraints for mass and radius. The analysis uses a simple parametrization for hybrid equations of state to investigate the possibility of a first order deconfinement transition in compact stars. The latter question is relevant for the possible existence of a critical endpoint in the QCD phase diagram under scrutiny in heavy-ion collisions.

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18Bayesian Analysis Of Small Domain Data In Repeated Surveys

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We perform a Bayesian analysis of probability measures for compact star equations of state using new, disjunct constraints for mass and radius. The analysis uses a simple parametrization for hybrid equations of state to investigate the possibility of a first order deconfinement transition in compact stars. The latter question is relevant for the possible existence of a critical endpoint in the QCD phase diagram under scrutiny in heavy-ion collisions.

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19Bayesian Foreground Analysis With CMB Data

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The quality of CMB observations has improved dramatically in the last few years, and will continue to do so in the coming decade. Over a wide range of angular scales, the uncertainty due to instrumental noise is now small compared to the cosmic variance. One may claim with some justification that we have entered the era of precision CMB cosmology. However, some caution is still warranted: The errors due to residual foreground contamination in the CMB power spectrum and cosmological parameters remain largely unquantified, and the effect of these errors on important cosmological parameters such as the optical depth tau and spectral index n_s is not obvious. A major goal for current CMB analysis efforts must therefore be to develop methods that allows us to propagate such uncertainties from the raw data through to the final products. Here we review a recently proposed method that may be a first step towards that goal.

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20Analysis Of KATRIN Data Using Bayesian Inference

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The KATRIN (KArlsruhe TRItium Neutrino) experiment will be analyzing the tritium beta-spectrum to determine the mass of the neutrino with a sensitivity of 0.2 eV (90% C.L.). This approach to a measurement of the absolute value of the neutrino mass relies only on the principle of energy conservation and can in some sense be called model-independent as compared to cosmology and neutrino-less double beta decay. However by model independent we only mean in case of the minimal extension of the standard model. One should therefore also analyse the data for non-standard couplings to e.g. righthanded or sterile neutrinos. As an alternative to the frequentist minimization methods used in the analysis of the earlier experiments in Mainz and Troitsk we have been investigating Markov Chain Monte Carlo (MCMC) methods which are very well suited for probing multi-parameter spaces. We found that implementing the KATRIN chi squared function in the COSMOMC package - an MCMC code using Bayesian parameter inference - solved the task at hand very nicely.

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21Brane Inflation And The WMAP Data: A Bayesian Analysis

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The Wilkinson Microwave Anisotropy Probe (WMAP) constraints on string inspired ''brane inflation'' are investigated. Here, the inflaton field is interpreted as the distance between two branes placed in a flux-enriched background geometry and has a Dirac-Born-Infeld (DBI) kinetic term. Our method relies on an exact numerical integration of the inflationary power spectra coupled to a Markov-Chain Monte-Carlo exploration of the parameter space. This analysis is valid for any perturbative value of the string coupling constant and of the string length, and includes a phenomenological modelling of the reheating era to describe the post-inflationary evolution. It is found that the data favour a scenario where inflation stops by violation of the slow-roll conditions well before brane annihilation, rather than by tachyonic instability. Concerning the background geometry, it is established that log(v) > -10 at 95% confidence level (CL), where "v" is the dimensionless ratio of the five-dimensional sub-manifold at the base of the six-dimensional warped conifold geometry to the volume of the unit five-sphere. The reheating energy scale remains poorly constrained, Treh > 20 GeV at 95% CL, for an extreme equation of state (wreh ~ -1/3) only. Assuming the string length is known, the favoured values of the string coupling and of the Ramond-Ramond total background charge appear to be correlated. Finally, the stochastic regime (without and with volume effects) is studied using a perturbative treatment of the Langevin equation. The validity of such an approximate scheme is discussed and shown to be too limited for a full characterisation of the quantum effects.

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22Bayesian Analysis For MiRNA And MRNA Interactions Using Expression Data

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MicroRNAs (miRNAs) are small RNA molecules composed of 19-22 nt playing important regulatory roles in post-transcriptional gene regulation by inhibiting the translation of the mRNA into proteins or otherwise cleaving the target mRNA. Inferring miRNA targets provides useful information for understanding the roles of miRNA involving in biological processes which may result in diagnosing complex diseases. Statistical methodologies of point estimates such as the LASSO algorithm have been proposed to identify the interactions of miRNA and mRNA based on sequence and expression data. In this paper, we propose Bayesian LASSO and non-negative Bayesian LASSO to analyze the interactions between miRNA and mRNA using the expression data. The proposed Bayesian methods explore the posterior distributions for those parameters required in the model depicting the miRNA-mRNA interactions. For comparison purposes, we applied the Least Square Regression (LSR), Ridge Regression (RR), LASSO, non-negative LASSO (nLASSO), and the Bayesian approaches to four public data sets which have the known interaction pairs of miRNA and mRNA. Comparing to the point estimate algorithms, the Bayesian methods are able to infer more known interactions and are more meaningful to provide credible intervals to take into account the uncertainty of the interactions of miRNA and mRNA. The Bayesian approaches are useful for graphing the inferred effects of the miRNAs on the targets by plotting the posterior distributions of those parameters, and while the point estimate algorithm only provides a single estimate for those parameters.

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23Automatic Bayesian Inference For LISA Data Analysis Strategies

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We demonstrate the use of automatic Bayesian inference for the analysis of LISA data sets. In particular we describe a new automatic Reversible Jump Markov Chain Monte Carlo method to evaluate the posterior probability density functions of the a priori unknown number of parameters that describe the gravitational wave signals present in the data. We apply the algorithm to a simulated LISA data set containing overlapping signals from white dwarf binary systems (DWD) and to a separate data set containing a signal from an extreme mass ratio inspiral (EMRI). We demonstrate that the approach works well in both cases and can be regarded as a viable approach to tackle LISA data analysis challenges.

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24BFDA: A Matlab Toolbox For Bayesian Functional Data Analysis

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We provide a MATLAB toolbox, BFDA, that implements a Bayesian hierarchical model to smooth multiple functional data with the assumptions of the same underlying Gaussian process distribution, a Gaussian process prior for the mean function, and an Inverse-Wishart process prior for the covariance function. This model-based approach can borrow strength from all functional data to increase the smoothing accuracy, as well as estimate the mean-covariance functions simultaneously. An option of approximating the Bayesian inference process using cubic B-spline basis functions is integrated in BFDA, which allows for efficiently dealing with high-dimensional functional data. Examples of using BFDA in various scenarios and conducting follow-up functional regression are provided. The advantages of BFDA include: (1) Simultaneously smooths multiple functional data and estimates the mean-covariance functions in a nonparametric way; (2) flexibly deals with sparse and high-dimensional functional data with stationary and nonstationary covariance functions, and without the requirement of common observation grids; (3) provides accurately smoothed functional data for follow-up analysis.

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25Additional Keplerian Signals In The HARPS Data For Gliese 667C From A Bayesian Re-analysis

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A re-analysis of Gliese 667C HARPS precision radial velocity data was carried out with a Bayesian multi-planet Kepler periodogram (from 0 to 7 planets) based on a fusion Markov chain Monte Carlo algorithm. The most probable number of signals detected is 6 with a Bayesian false alarm probability of 0.012. The residuals are shown to be consistent with white noise. The 6 signals detected include two previously reported with periods of 7.198 (b) and 28.14 (c) days, plus additional periods of 30.82 (d), 38.82 (e), 53.22, and 91.3 (f) days. The 53 day signal is probably the second harmonic of the stellar rotation period and is likely the result of surface activity. The existence of the additonal Keplerian signals suggest the possibilty of further planets, two of which (d and e) could join Gl 667Cc in the central region of the habitable zone. N-body simulations are required to determine which of these signals are consistent with a stable planetary system. $M \sin i$ values corresponding to signals b, c, d, e, and f are $\sim$ 5.4, 4.8, 3.1, 2.4, and 5.4 M$_{\earth}$, respectively.

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26On Bayesian Data Analysis

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This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic arguments in favour of using Bayes estimators. The testing aspects of Bayesian inference are also examined in details.

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27BADER: Bayesian Analysis Of Differential Expression In RNA Sequencing Data

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Identifying differentially expressed genes from RNA sequencing data remains a challenging task because of the considerable uncertainties in parameter estimation and the small sample sizes in typical applications. Here we introduce Bayesian Analysis of Differential Expression in RNA-sequencing data (BADER). Due to our choice of data and prior distributions, full posterior inference for BADER can be carried out efficiently. The method appropriately takes uncertainty in gene variance into account, leading to higher power than existing methods in detecting differentially expressed genes. Moreover, we show that the posterior samples can be naturally integrated into downstream gene set enrichment analyses, with excellent performance in detecting enriched sets. An open-source R package (BADER) that provides a user-friendly interface to a C++ back-end is available on Bioconductor.

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28Robust And Scalable Bayesian Analysis Of Spatial Neural Tuning Function Data

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A common analytical problem in neuroscience is the interpretation of neural activity with respect to sensory input or behavioral output. This is typically achieved by regressing measured neural activity against known stimuli or behavioral variables to produce a "tuning function" for each neuron. Unfortunately, because this approach handles neurons individually, it cannot take advantage of simultaneous measurements from spatially adjacent neurons that often have similar tuning properties. On the other hand, sharing information between adjacent neurons can errantly degrade estimates of tuning functions across space if there are sharp discontinuities in tuning between nearby neurons. In this paper, we develop a computationally efficient block Gibbs sampler that effectively pools information between neurons to de-noise tuning function estimates while simultaneously preserving sharp discontinuities that might exist in the organization of tuning across space. This method is fully Bayesian and its computational cost per iteration scales sub-quadratically with total parameter dimensionality. We demonstrate the robustness and scalability of this approach by applying it to both real and synthetic datasets. In particular, an application to data from the spinal cord illustrates that the proposed methods can dramatically decrease the experimental time required to accurately estimate tuning functions.

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29Bayesian Joint Analysis Of Cluster Weak Lensing And Sunyaev-Zel'dovich Effect Data

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As the quality of the available galaxy cluster data improves, the models fitted to these data might be expected to become increasingly complex. Here we present the Bayesian approach to the problem of cluster data modelling: starting from simple, physically motivated parameterised functions to describe the cluster's gas density, gravitational potential and temperature, we explore the high-dimensional parameter spaces with a Markov-Chain Monte-Carlo sampler, and compute the Bayesian evidence in order to make probabilistic statements about the models tested. In this way sufficiently good data will enable the models to be distinguished, enhancing our astrophysical understanding; in any case the models may be marginalised over in the correct way when estimating global, perhaps cosmological, parameters. In this work we apply this methodology to two sets of simulated interferometric Sunyaev-Zel'dovich effect and gravitational weak lensing data, corresponding to current and next-generation telescopes. We calculate the expected precision on the measurement of the cluster gas fraction from such experiments, and investigate the effect of the primordial CMB fluctuations on their accuracy. We find that data from instruments such as AMI, when combined with wide-field ground-based weak lensing data, should allow both cluster model selection and estimation of gas fractions to a precision of better than 30 percent for a given cluster.

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30Bayesian_data_analysis

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31Suitability Of Teaching Bayesian Inference In Data Analysis Courses Directed To Psychologists By Carmen Díaz Batanero [2007]

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pdf of article Suitability of teaching Bayesian inference in data analysis courses directed to psychologists by Carmen Díaz Batanero [2007]

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32Spatial Bayesian Latent Factor Regression Modeling Of Coordinate-based Meta-analysis Data

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Now over 20 years old, functional MRI (fMRI) has a large and growing literature that is best synthesised with meta-analytic tools. As most authors do not share image data, only the peak activation coordinates (foci) reported in the paper are available for Coordinate-based Meta-analysis (CBMA). Neuroimaging meta-analysis is used to 1) identify areas of consistent activation; and 2) build a predictive model of task type or cognitive process for new studies (reverse inference). To simultaneously address these aims, we propose a Bayesian point process hierarchical model for CBMA. We model the foci from each study as a doubly stochastic Poisson process, where the study-specific log intensity function is characterised as a linear combination of a high-dimensional basis set. A sparse representation of the intensities is guaranteed through latent factor modeling of the basis coefficients. Within our framework, it is also possible to account for the effect of study-level covariates (meta-regression), significantly expanding the capabilities of the current neuroimaging meta-analysis methods available. We apply our methodology to synthetic data and a neuroimaging meta-analysis dataset.

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33On The Theory And Practice Of Privacy-Preserving Bayesian Data Analysis

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Bayesian inference has great promise for the privacy-preserving analysis of sensitive data, as posterior sampling automatically preserves differential privacy, an algorithmic notion of data privacy, under certain conditions (Dimitrakakis et al., 2014; Wang et al., 2015). While this one posterior sample (OPS) approach elegantly provides privacy "for free," it is data inefficient in the sense of asymptotic relative efficiency (ARE). We show that a simple alternative based on the Laplace mechanism, the workhorse of differential privacy, is as asymptotically efficient as non-private posterior inference, under general assumptions. This technique also has practical advantages including efficient use of the privacy budget for MCMC. We demonstrate the practicality of our approach on a time-series analysis of sensitive military records from the Afghanistan and Iraq wars disclosed by the Wikileaks organization.

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34Hyper-efficient Model-independent Bayesian Method For The Analysis Of Pulsar Timing Data

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A new model independent method is presented for the analysis of pulsar timing data and the estimation of the spectral properties of an isotropic gravitational wave background (GWB). We show that by rephrasing the likelihood we are able to eliminate the most costly aspects of computation normally associated with this type of data analysis. When applied to the International Pulsar Timing Array Mock Data Challenge data sets this results in speedups of approximately 2 to 3 orders of magnitude compared to established methods. We present three applications of the new likelihood. In the low signal to noise regime we sample directly from the power spectrum coefficients of the GWB signal realization. In the high signal to noise regime, where the data can support a large number of coefficients, we sample from the joint probability density of the power spectrum coefficients for the individual pulsars and the GWB signal realization. Critically in both these cases we need make no assumptions about the form of the power spectrum of the GWB, or the individual pulsars. Finally we present a method for characterizing the spatial correlation between pulsars on the sky, making no assumptions about the form of that correlation, and therefore providing the only truly general Bayesian method of confirming a GWB detection from pulsar timing data.

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35Localization Of GRBs By Bayesian Analysis Of Data From The HETE WXM

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We describe a new method of transient point source localization for coded-aperture X-ray detectors that we have applied to data from the HETE Wide-Field X-Ray Monitor (WXM). The method is based upon the calculation of the likelihood function and its interpretation as a probability density for the transient source location by an application of Bayes' Theorem. The method gives a point estimate of the source location by finding the maximum of this probability density, and credible regions for the source location by choosing suitable contours of constant probability density. We describe the application of this method to data from the WXM, and give examples of GRB localizations which illustrate the results that can be obtained using this method.

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36Data And Code For Analysis And Simulation Done In The Paper: 'Tableware Trade In The Roman East: Exploring Cultural And Economic Transmission With Agent-based Modelling And Approximate Bayesian Computation'

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This project gather together all code and data used to simulate and analysis the models used in the paper : "Tableware trade in the Roman East: exploring cultural and economic transmission with agent-based modelling and approximate Bayesian computation"

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37Bayesian Regression Discontinuity Designs: Incorporating Clinical Knowledge In The Causal Analysis Of Primary Care Data

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The regression discontinuity (RD) design is a quasi-experimental design that estimates the causal effects of a treatment by exploiting naturally occurring treatment rules. It can be applied in any context where a particular treatment or intervention is administered according to a pre-specified rule linked to a continuous variable. Such thresholds are common in primary care drug prescription where the RD design can be used to estimate the causal effect of medication in the general population. Such results can then be contrasted to those obtained from randomised controlled trials (RCTs) and inform prescription policy and guidelines based on a more realistic and less expensive context. In this paper we focus on statins, a class of cholesterol-lowering drugs, however, the methodology can be applied to many other drugs provided these are prescribed in accordance to pre-determined guidelines. NHS guidelines state that statins should be prescribed to patients with 10 year cardiovascular disease risk scores in excess of 20%. If we consider patients whose scores are close to this threshold we find that there is an element of random variation in both the risk score itself and its measurement. We can thus consider the threshold a randomising device assigning the prescription to units just above the threshold and withholds it from those just below. Thus we are effectively replicating the conditions of an RCT in the area around the threshold, removing or at least mitigating confounding. We frame the RD design in the language of conditional independence which clarifies the assumptions necessary to apply it to data, and which makes the links with instrumental variables clear. We also have context specific knowledge about the expected sizes of the effects of statin prescription and are thus able to incorporate this into Bayesian models by formulating informative priors on our causal parameters.

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38Convergence Analysis Of The Data Augmentation Algorithm For Bayesian Linear Regression With Non-Gaussian Errors

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Gaussian errors are sometimes inappropriate in a multivariate linear regression setting because, for example, the data contain outliers. In such situations, it is often assumed that the error density is a scale mixture of multivariate normal densities that takes the form $f(\varepsilon) = \int_0^\infty |\Sigma|^{-\frac{1}{2}} u^{\frac{d}{2}} \, \phi_d \big( \Sigma^{-\frac{1}{2}} \sqrt{u} \, \varepsilon \big) \, h(u) \, du$, where $d$ is the dimension of the response, $\phi_d(\cdot)$ is the standard $d$-variate normal density, $\Sigma$ is an unknown $d \times d$ positive definite scale matrix, and $h(\cdot)$ is some fixed mixing density. Combining this alternative regression model with a default prior on the unknown parameters results in a highly intractable posterior density. Fortunately, there is a simple data augmentation (DA) algorithm and a corresponding Haar PX-DA algorithm that can be used to explore this posterior. This paper provides conditions (on $h$) for geometric ergodicity of the Markov chains underlying these Markov chain Monte Carlo (MCMC) algorithms. These results are extremely important from a practical standpoint because geometric ergodicity guarantees the existence of the central limit theorems that form the basis of all the standard methods of calculating valid asymptotic standard errors for MCMC-based estimators. The main result is that, if $h$ converges to 0 at the origin at an appropriate rate, and $\int_0^\infty u^{\frac{d}{2}} \, h(u) \, du < \infty$, then the DA and Haar PX-DA Markov chains are both geometrically ergodic. This result is quite far-reaching. For example, it implies the geometric ergodicity of the DA and Haar PX-DA Markov chains whenever $h$ is generalized inverse Gaussian, log-normal, inverted gamma (with shape parameter larger than $d/2$), or Fr\'{e}chet (with shape parameter larger than $d/2$).

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39New Class Of Hybrid EoS And Bayesian M-R Data Analysis

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We explore systematically a new class of two-phase equations of state (EoS) for hybrid stars that is characterized by three main features : (1) stiffening of the nuclear EoS at supersaturation densities due to quark exchange effects (Pauli blocking) between hadrons, modelled by an excluded volume correction, (2) stiffening of the quark matter EoS at high densities due to multiquark interactions and (3) possibility for a strong first order phase transition with an early onset and large density jump. The third feature results from a Maxwell construction for the possible transition from the nuclear to a quark matter phase and its properties depend on the two parameters used for (1) and (2), respectively. Varying these two parameters one obtains a class of hybrid EoS that yields solutions of the Tolman-Oppenheimer-Volkoff (TOV) equations for sequences of hadronic and hybrid stars in the mass-radius diagram which cover the full range of patterns according to the Alford-Han-Prakash classification following which a hybrid star branch can be either absent, connected or disconnected with the hadronic one. The latter case often includes a tiny connected branch. The disconnected hybrid star branch, also called "third family", corresponds to high-mass twin stars characterized by the same gravitational mass but different radii. We perform a Bayesian analysis and demonstrate that the observation of such a pair of high-mass twin stars would have a sufficient discriminating power to favor hybrid EoS with a strong first order phase transition over alternative EoS.

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40Characterization Of The Initial State And QGP Medium From A Combined Bayesian Analysis Of LHC Data At 2.76 And 5.02 TeV

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We perform a global Bayesian analysis of a modern event-by-event heavy-ion collision model and LHC data at $\sqrt s$ = 2.76 and 5.02 TeV. After calibration, the model simultaneously describes multiplicity, transverse momentum, and flow data at both beam energies. We report new constraints on the scaling of initial-state entropy deposition and QGP transport coefficients, including a quantitative estimate of the temperature-dependent shear viscosity $(\eta/s)(T)$.

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41Topographic Factor Analysis: A Bayesian Model For Inferring Brain Networks From Neural Data.

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This article is from PLoS ONE , volume 9 . Abstract The neural patterns recorded during a neuroscientific experiment reflect complex interactions between many brain regions, each comprising millions of neurons. However, the measurements themselves are typically abstracted from that underlying structure. For example, functional magnetic resonance imaging (fMRI) datasets comprise a time series of three-dimensional images, where each voxel in an image (roughly) reflects the activity of the brain structure(s)–located at the corresponding point in space–at the time the image was collected. FMRI data often exhibit strong spatial correlations, whereby nearby voxels behave similarly over time as the underlying brain structure modulates its activity. Here we develop topographic factor analysis (TFA), a technique that exploits spatial correlations in fMRI data to recover the underlying structure that the images reflect. Specifically, TFA casts each brain image as a weighted sum of spatial functions. The parameters of those spatial functions, which may be learned by applying TFA to an fMRI dataset, reveal the locations and sizes of the brain structures activated while the data were collected, as well as the interactions between those structures.

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42A Genetic Algorithm-Bayesian Network Approach For The Analysis Of Metabolomics And Spectroscopic Data: Application To The Rapid Identification Of Bacillus Spores And Classification Of Bacillus Species.

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This article is from BMC Bioinformatics , volume 12 . Abstract Background: The rapid identification of Bacillus spores and bacterial identification are paramount because of their implications in food poisoning, pathogenesis and their use as potential biowarfare agents. Many automated analytical techniques such as Curie-point pyrolysis mass spectrometry (Py-MS) have been used to identify bacterial spores giving use to large amounts of analytical data. This high number of features makes interpretation of the data extremely difficult We analysed Py-MS data from 36 different strains of aerobic endospore-forming bacteria encompassing seven different species. These bacteria were grown axenically on nutrient agar and vegetative biomass and spores were analyzed by Curie-point Py-MS. Results: We develop a novel genetic algorithm-Bayesian network algorithm that accurately identifies sand selects a small subset of key relevant mass spectra (biomarkers) to be further analysed. Once identified, this subset of relevant biomarkers was then used to identify Bacillus spores successfully and to identify Bacillus species via a Bayesian network model specifically built for this reduced set of features. Conclusions: This final compact Bayesian network classification model is parsimonious, computationally fast to run and its graphical visualization allows easy interpretation of the probabilistic relationships among selected biomarkers. In addition, we compare the features selected by the genetic algorithm-Bayesian network approach with the features selected by partial least squares-discriminant analysis (PLS-DA). The classification accuracy results show that the set of features selected by the GA-BN is far superior to PLS-DA.

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43Bayesian Analysis Of Spatially Distorted Cosmic Signals From Poissonian Data

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Reconstructing the matter density field from galaxy counts is a problem frequently addressed in current literature. Two main sources of error are shot noise from galaxy counts and insufficient knowledge of the correct galaxy position caused by peculiar velocities and redshift measurement uncertainty. Here we address the reconstruction problem of a Poissonian sampled log-normal density field with velocity distortions in a Bayesian way via a maximum a posteriory method. We test our algorithm on a 1D toy case and find significant improvement compared to simple data inversion. In particular, we address the following problems: photometric redshifts, mapping of extended sources in coded mask systems, real space reconstruction from redshift space galaxy distribution and combined analysis of data with different point spread functions.

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44Data Analysis : A Bayesian Tutorial

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Reconstructing the matter density field from galaxy counts is a problem frequently addressed in current literature. Two main sources of error are shot noise from galaxy counts and insufficient knowledge of the correct galaxy position caused by peculiar velocities and redshift measurement uncertainty. Here we address the reconstruction problem of a Poissonian sampled log-normal density field with velocity distortions in a Bayesian way via a maximum a posteriory method. We test our algorithm on a 1D toy case and find significant improvement compared to simple data inversion. In particular, we address the following problems: photometric redshifts, mapping of extended sources in coded mask systems, real space reconstruction from redshift space galaxy distribution and combined analysis of data with different point spread functions.

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45Bayesian Power Spectrum Analysis Of The First-Year WMAP Data

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We present the first results from a Bayesian analysis of the WMAP first year data using a Gibbs sampling technique. Using two independent, parallel supercomputer codes we analyze the WMAP Q, V and W bands. The analysis results in a full probabilistic description of the information the WMAP data set contains about the power spectrum and the all-sky map of the cosmic microwave background anisotropies. We present the complete probability distributions for each C_l including any non-Gaussianities of the power spectrum likelihood. While we find good overall agreement with the previously published WMAP spectrum, our analysis uncovers discrepancies in the power spectrum estimates at low l multipoles. For example we claim the best-fit Lambda-CDM model is consistent with the C_2 inferred from our combined Q+V+W analysis with a 10% probability of an even larger theoretical C_2. Based on our exact analysis we can therefore attribute the "low quadrupole issue" to a statistical fluctuation.

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46Bayesian Network Prior: Network Analysis Of Biological Data Using External Knowledge.

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This article is from Bioinformatics , volume 30 . Abstract Motivation: Reverse engineering GI networks from experimental data is a challenging task due to the complex nature of the networks and the noise inherent in the data. One way to overcome these hurdles would be incorporating the vast amounts of external biological knowledge when building interaction networks. We propose a framework where GI networks are learned from experimental data using Bayesian networks (BNs) and the incorporation of external knowledge is also done via a BN that we call Bayesian Network Prior (BNP). BNP depicts the relation between various evidence types that contribute to the event ‘gene interaction’ and is used to calculate the probability of a candidate graph (G) in the structure learning process.Results: Our simulation results on synthetic, simulated and real biological data show that the proposed approach can identify the underlying interaction network with high accuracy even when the prior information is distorted and outperforms existing methods.Availability: Accompanying BNP software package is freely available for academic use at http://bioe.bilgi.edu.tr/BNP.Contact:[email protected] Information:Supplementary data are available at Bioinformatics online.

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47Data And Code For Analysis And Simulation Done In The Paper: 'Tableware Trade In The Roman East: Exploring Cultural And Economic Transmission With Agent-based Modelling And Approximate Bayesian Computation'

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This project gather together all code and data used to simulate and analyse the different models explored in the paper : "Tableware trade in the Roman East: exploring cultural and economic transmission with agent-based modelling and approximate Bayesian computation"

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48Inferring Genetic Architecture Of Complex Traits Using Bayesian Integrative Analysis Of Genome And Transcriptome Data.

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This article is from BMC Genomics , volume 13 . Abstract Background: To understand the genetic architecture of complex traits and bridge the genotype-phenotype gap, it is useful to study intermediate -omics data, e.g. the transcriptome. The present study introduces a method for simultaneous quantification of the contributions from single nucleotide polymorphisms (SNPs) and transcript abundances in explaining phenotypic variance, using Bayesian whole-omics models. Bayesian mixed models and variable selection models were used and, based on parameter samples from the model posterior distributions, explained variances were further partitioned at the level of chromosomes and genome segments. Results: We analyzed three growth-related traits: Body Weight (BW), Feed Intake (FI), and Feed Efficiency (FE), in an F2 population of 440 mice. The genomic variation was covered by 1806 tag SNPs, and transcript abundances were available from 23,698 probes measured in the liver. Explained variances were computed for models using pedigree, SNPs, transcripts, and combinations of these. Comparison of these models showed that for BW, a large part of the variation explained by SNPs could be covered by the liver transcript abundances; this was less true for FI and FE. For BW, the main quantitative trait loci (QTLs) are found on chromosomes 1, 2, 9, 10, and 11, and the QTLs on 1, 9, and 10 appear to be expression Quantitative Trait Locus (eQTLs) affecting gene expression in the liver. Chromosome 9 is the case of an apparent eQTL, showing that genomic variance disappears, and that a tri-modal distribution of genomic values collapses, when gene expressions are added to the model. Conclusions: With increased availability of various -omics data, integrative approaches are promising tools for understanding the genetic architecture of complex traits. Partitioning of explained variances at the chromosome and genome-segment level clearly separated regulatory and structural genomic variation as the areas where SNP effects disappeared/remained after adding transcripts to the model. The models that include transcripts explained more phenotypic variance and were better at predicting phenotypes than a model using SNPs alone. The predictions from these Bayesian models are generally unbiased, validating the estimates of explained variances.

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49Bayesian Pathway Analysis Of Cancer Microarray Data.

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This article is from PLoS ONE , volume 9 . Abstract High Throughput Biological Data (HTBD) requires detailed analysis methods and from a life science perspective, these analysis results make most sense when interpreted within the context of biological pathways. Bayesian Networks (BNs) capture both linear and nonlinear interactions and handle stochastic events in a probabilistic framework accounting for noise making them viable candidates for HTBD analysis. We have recently proposed an approach, called Bayesian Pathway Analysis (BPA), for analyzing HTBD using BNs in which known biological pathways are modeled as BNs and pathways that best explain the given HTBD are found. BPA uses the fold change information to obtain an input matrix to score each pathway modeled as a BN. Scoring is achieved using the Bayesian-Dirichlet Equivalent method and significance is assessed by randomization via bootstrapping of the columns of the input matrix. In this study, we improve on the BPA system by optimizing the steps involved in “Data Preprocessing and Discretization”, “Scoring”, “Significance Assessment”, and “Software and Web Application”. We tested the improved system on synthetic data sets and achieved over 98% accuracy in identifying the active pathways. The overall approach was applied on real cancer microarray data sets in order to investigate the pathways that are commonly active in different cancer types. We compared our findings on the real data sets with a relevant approach called the Signaling Pathway Impact Analysis (SPIA).

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50Meta-analysis Of Functional Neuroimaging Data Using Bayesian Nonparametric Binary Regression

This article is from PLoS ONE , volume 9 . Abstract High Throughput Biological Data (HTBD) requires detailed analysis methods and from a life science perspective, these analysis results make most sense when interpreted within the context of biological pathways. Bayesian Networks (BNs) capture both linear and nonlinear interactions and handle stochastic events in a probabilistic framework accounting for noise making them viable candidates for HTBD analysis. We have recently proposed an approach, called Bayesian Pathway Analysis (BPA), for analyzing HTBD using BNs in which known biological pathways are modeled as BNs and pathways that best explain the given HTBD are found. BPA uses the fold change information to obtain an input matrix to score each pathway modeled as a BN. Scoring is achieved using the Bayesian-Dirichlet Equivalent method and significance is assessed by randomization via bootstrapping of the columns of the input matrix. In this study, we improve on the BPA system by optimizing the steps involved in “Data Preprocessing and Discretization”, “Scoring”, “Significance Assessment”, and “Software and Web Application”. We tested the improved system on synthetic data sets and achieved over 98% accuracy in identifying the active pathways. The overall approach was applied on real cancer microarray data sets in order to investigate the pathways that are commonly active in different cancer types. We compared our findings on the real data sets with a relevant approach called the Signaling Pathway Impact Analysis (SPIA).

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