A Fast and Simple Algorithm for Bayesian Adaptive Testing

2019 ◽  
Vol 45 (1) ◽  
pp. 58-85
Author(s):  
Wim J. van der Linden ◽  
Hao Ren
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Simple Algorithm ◽  
Adaptive Testing ◽  
Monte Carlo Algorithm ◽  
Rapid Convergence ◽  
Point Estimates ◽  
Item Parameters ◽  
Joint Posterior Distribution

The Bayesian way of accounting for the effects of error in the ability and item parameters in adaptive testing is through the joint posterior distribution of all parameters. An optimized Markov chain Monte Carlo algorithm for adaptive testing is presented, which samples this distribution in real time to score the examinee’s ability and optimally select the items. Thanks to extremely rapid convergence of the Markov chain and simple posterior calculations, the algorithm is ready for use in real-world adaptive testing with running times fully comparable with algorithms that fix all parameters at point estimates during testing.

scholarly journals Estimation of trace gas fluxes with objectively determined basis functions using reversible-jump Markov chain Monte Carlo

2016 ◽  
Vol 9 (9) ◽  
pp. 3213-3229 ◽  
Author(s):  
Mark F. Lunt ◽  
Matt Rigby ◽  
Anita L. Ganesan ◽  
Alistair J. Manning
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Parameter Space ◽  
Spatial Domain ◽  
Monte Carlo Algorithm ◽  
Trace Gas ◽  
Reversible Jump ◽  
Pseudo Data ◽  
Atmospheric Trace Gas

Abstract. Atmospheric trace gas inversions often attempt to attribute fluxes to a high-dimensional grid using observations. To make this problem computationally feasible, and to reduce the degree of under-determination, some form of dimension reduction is usually performed. Here, we present an objective method for reducing the spatial dimension of the parameter space in atmospheric trace gas inversions. In addition to solving for a set of unknowns that govern emissions of a trace gas, we set out a framework that considers the number of unknowns to itself be an unknown. We rely on the well-established reversible-jump Markov chain Monte Carlo algorithm to use the data to determine the dimension of the parameter space. This framework provides a single-step process that solves for both the resolution of the inversion grid, as well as the magnitude of fluxes from this grid. Therefore, the uncertainty that surrounds the choice of aggregation is accounted for in the posterior parameter distribution. The posterior distribution of this transdimensional Markov chain provides a naturally smoothed solution, formed from an ensemble of coarser partitions of the spatial domain. We describe the form of the reversible-jump algorithm and how it may be applied to trace gas inversions. We build the system into a hierarchical Bayesian framework in which other unknown factors, such as the magnitude of the model uncertainty, can also be explored. A pseudo-data example is used to show the usefulness of this approach when compared to a subjectively chosen partitioning of a spatial domain. An inversion using real data is also shown to illustrate the scales at which the data allow for methane emissions over north-west Europe to be resolved.

scholarly journals Fitting Spectral Energy Distributions of AGN A Markov Chain Monte Carlo Approach

2013 ◽  
Vol 9 (S304) ◽  
pp. 228-229
Author(s):  
Gabriela Calistro Rivera ◽  
Elisabeta Lusso ◽  
Joseph F. Hennawi ◽  
David W. Hogg
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Galactic Nuclei ◽  
Physical Models ◽  
Monte Carlo Algorithm ◽  
Spectral Energy ◽  
Spectral Energy Distributions ◽  
Energy Distributions ◽  
Multiple Parameters

AbstractWe present AGNfitter: a Markov Chain Monte Carlo algorithm developed to fit the spectral energy distributions (SEDs) of active galactic nuclei (AGN) with different physical models of AGN components. This code is well suited to determine in a robust way multiple parameters and their uncertainties, which quantify the physical processes responsible for the panchromatic nature of active galaxies and quasars. We describe the technicalities of the code and test its capabilities in the context of X-ray selected obscured AGN using multiwavelength data from the XMM-COSMOS survey.

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