scholarly journals Clustering Results Interpretation of Continuous Variables Using Bayesian Inference

Author(s):  
Ksenia Balabaeva ◽  
Sergey Kovalchuk

The present study is devoted to interpretable artificial intelligence in medicine. In our previous work we proposed an approach to clustering results interpretation based on Bayesian Inference. As an application case we used clinical pathways clustering explanation. However, the approach was limited by working for only binary features. In this work, we expand the functionality of the method and adapt it for modelling posterior distributions of continuous features. To solve the task, we apply BEST algorithm to provide Bayesian t-testing and use NUTS algorithm for posterior sampling. The general results of both binary and continuous interpretation provided by the algorithm have been compared with the interpretation of two medical experts.

2018 ◽  
Vol 21 (08) ◽  
pp. 1850054 ◽  
Author(s):  
DAVID BAUDER ◽  
TARAS BODNAR ◽  
STEPAN MAZUR ◽  
YAREMA OKHRIN

In this paper, we consider the estimation of the weights of tangent portfolios from the Bayesian point of view assuming normal conditional distributions of the logarithmic returns. For diffuse and conjugate priors for the mean vector and the covariance matrix, we derive stochastic representations for the posterior distributions of the weights of tangent portfolio and their linear combinations. Separately, we provide the mean and variance of the posterior distributions, which are of key importance for portfolio selection. The analytic results are evaluated within a simulation study, where the precision of coverage intervals is assessed.


Stats ◽  
2019 ◽  
Vol 2 (1) ◽  
pp. 111-120 ◽  
Author(s):  
Dewi Rahardja

We construct a point and interval estimation using a Bayesian approach for the difference of two population proportion parameters based on two independent samples of binomial data subject to one type of misclassification. Specifically, we derive an easy-to-implement closed-form algorithm for drawing from the posterior distributions. For illustration, we applied our algorithm to a real data example. Finally, we conduct simulation studies to demonstrate the efficiency of our algorithm for Bayesian inference.


Proceedings ◽  
2019 ◽  
Vol 33 (1) ◽  
pp. 16
Author(s):  
Ali Mohammad-Djafari

Signale and image processing has always been the main tools in many area and in particular in Medical and Biomedical applications. Nowadays, there are great number of toolboxes, general purpose and very specialized, in which classical techniques are implemented and can be used: all the transformation based methods (Fourier, Wavelets, ...) as well as model based and iterative regularization methods. Statistical methods have also shown their success in some area when parametric models are available. Bayesian inference based methods had great success, in particular, when the data are noisy, uncertain, incomplete (missing values) or with outliers and where there is a need to quantify uncertainties. In some applications, nowadays, we have more and more data. To use these “Big Data” to extract more knowledge, the Machine Learning and Artificial Intelligence tools have shown success and became mandatory. However, even if in many domains of Machine Learning such as classification and clustering these methods have shown success, their use in real scientific problems are limited. The main reasons are twofold: First, the users of these tools cannot explain the reasons when the are successful and when they are not. The second is that, in general, these tools can not quantify the remaining uncertainties. Model based and Bayesian inference approach have been very successful in linear inverse problems. However, adjusting the hyper parameters is complex and the cost of the computation is high. The Convolutional Neural Networks (CNN) and Deep Learning (DL) tools can be useful for pushing farther these limits. At the other side, the Model based methods can be helpful for the selection of the structure of CNN and DL which are crucial in ML success. In this work, I first provide an overview and then a survey of the aforementioned methods and explore the possible interactions between them.


2017 ◽  
Vol 17 (7&8) ◽  
pp. 568-594
Author(s):  
Nathan Wiebe ◽  
Christopher Grandade

We examine the question of whether quantum mechanics places limitations on the ability of small quantum devices to learn. We specifically examine the question in the context of Bayesian inference, wherein the prior and posterior distributions are encoded in the quantum state vector. We conclude based on lower bounds from Grover’s search that an efficient blackbox method for updating the distribution is impossible. We then address this by providing a new adaptive form of approximate quantum Bayesian inference that is polynomially faster than its classical anolog and tractable if the quantum system is augmented with classical memory or if the low–order moments of the distribution are protected through redundant preparation. This work suggests that there may be a connection between fault tolerance and the capacity of a quantum system to learn from its surroundings.


2021 ◽  
Author(s):  
Alexander Kanonirov ◽  
Ksenia Balabaeva ◽  
Sergey Kovalchuk

The relevance of this study lies in improvement of machine learning models understanding. We present a method for interpreting clustering results and apply it to the case of clinical pathways modeling. This method is based on statistical inference and allows to get the description of the clusters, determining the influence of a particular feature on the difference between them. Based on the proposed approach, it is possible to determine the characteristic features for each cluster. Finally, we compare the method with the Bayesian inference explanation and with the interpretation of medical experts [1].


Author(s):  
Edward P. Herbst ◽  
Frank Schorfheide

This chapter provides a self-contained review of Bayesian inference and decision making. It begins with a discussion of Bayesian inference for a simple autoregressive (AR) model, which takes the form of a Gaussian linear regression. For this model, the posterior distribution can be characterized analytically and closed-form expressions for its moments are readily available. The chapter also examines how to turn posterior distributions into point estimates, interval estimates, forecasts, and how to solve general decision problems. The chapter shows how in a Bayesian setting, the calculus of probability is used to characterize and update an individual's state of knowledge or degree of beliefs with respect to quantities such as model parameters or future observations.


2018 ◽  
Vol 7 (2.3) ◽  
pp. 43
Author(s):  
Sunghae Jun

At present, artificial intelligence (AI) technology is receiving much attention and applied in each field of society. AI is one of the key technologies to lead the fourth industrial revolution along with the internet of things and big data. Therefore, many companies and research institutes are trying to systematically analyze AI technology in order to understand the AI itself correctly. In this paper, we also study on a method to analyze AI technology based on quantitative approach. We correct the patent documents related to AI technology, and analyze them using statistical modelling. We use Bayesian inference for neural networks to build our proposed method. To verify the validity of our research, we carry out a case study using the AI patent documents.


Author(s):  
B. Profir ◽  
M. H. Eres ◽  
J. P. Scanlan ◽  
R. Bates

This paper illustrates a probabilistic method of studying Fan Blade Off (FBO) events which is based upon Bayesian inference. Investigating this case study is of great interest from the point of view of the engineering team responsible with the dynamic modelling of the fan. The reason is because subsequent to an FBO event, the fan loses its axisymmetry and as a result of that, severe impacting can occur between the blades and the inner casing of the engine. The mechanical modelling (which is not the scope of this paper) involves studying the oscillation modes of the fan at various release speeds (defined as the speed at which an FBO event occurs) and at various amounts of damage (defined as the percentage of blade which gets released during an FBO event). However, it is virtually infeasible to perform the vibrational analysis for all combinations of release speed and damage. Consequently, the Bayesian updating which forms the foundation of the framework presented in the paper is used to identify the most likely combinations prone to occur after an FBO event which are then going to be used further for the mechanical analysis. The Bayesian inference engine presented here makes use of expert judgements which are updated using in-service data (which for the purposes of this paper are fictitious). The resulting inputs are then passed through 1,000,000 Monte Carlo iterations (which from a physical standpoint represent the number of FBO events simulated) in order to check which are the most common combinations of release speed and blade damage so as to report back to the mechanical engineering team. Therefore, the scope of the project outlined in this paper is to create a flexible model which changes every time data becomes available in order to reflect both the original expert judgements it was based on as well as the real data itself. The features of interest of the posterior distributions which can be seen in the Results section are the peaks of the probability distributions. The reason for this has already been outlined: only the most likely FBO events (i.e.: the peaks of the distributions) are of interest for the purposes of the dynamics analysis. Even though it may be noticed that the differences between prior and posterior distributions are not pronounced, it should be recalled that this is due to the particular data set used for the update; using another data set or adding to the existing one will produce different distributions.


2002 ◽  
Vol 39 (01) ◽  
pp. 91-99 ◽  
Author(s):  
Peter Eichelsbacher ◽  
Ayalvadi Ganesh

We consider the estimation of Markov transition matrices by Bayes’ methods. We obtain large and moderate deviation principles for the sequence of Bayesian posterior distributions.


1999 ◽  
Vol 56 (9) ◽  
pp. 1525-1533 ◽  
Author(s):  
Y Chen ◽  
D Fournier

Bayesian inference is increasingly used in fisheries. In formulating likelihood functions in Bayesian inference, data have been analyzed as if they are normally, identically, and independently distributed. It has come to be believed that the first two of the assumptions are frequently inappropriate in fisheries studies. In fact, data distributions are likely to be leptokurtic and (or) contaminated by occasional bad values giving rise to outliers in many fisheries studies. Despite the likelihood of having outliers in fisheries studies, the impacts of outliers on Bayesian inference have received little attention. In this study, using a simple growth model as an example, we evaluate the impacts of outliers on the derivation of posterior distributions in Bayesian analyses. Posterior distributions derived from the Bayesian method commonly used in fisheries are found to be sensitive to outliers. The distributions are severely biased in the presence of atypical values. The sensitivity of normality-based Bayesian analyses on atypical data may result from small "tails" of normal distribution so that the probability of occurrence of an event drops off quickly as one moves away from the mean a distance of a few standard deviations. A robust Bayesian method can be derived by including a mixture distribution that increases the size of tail so that the probability of occurrence of an event does not drop off too quickly as one moves away from the mean. The posterior distributions derived from this proposed approach are found to be robust to atypical data in this study. The proposed approach offers a potentially useful addition to Bayesian methods used in fisheries.


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