A class of loss functions of catenary form

The catenary form of loss function is considered in the framework of Bayesian decision theory. The mathematical tractability of this form seems to be unrecognized; it contains quadratic loss as a limiting case. For various probability distributions expressions are given for posterior analysis, and limiting properties are investigated.     

Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes

Starting from the definitions and the properties of reinforced renewal processes and reinforced Markov renewal processes, we characterize, via exchangeability and de Finetti’s representation theorem, a prior that consists of a family of Dirichlet distributions on the space of Markov transition matrices and beta-Stacy processes on distribution functions. Then, we show that this family is conjugate and give some estimate results.

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Multivariate dynamic modeling for Bayesian forecasting of business revenue

Forecasting enterprise-wide revenue is critical to many companies and presents several challenges and opportunities for significant business impact. This case study is based on model developments to address these challenges for forecasting in a large-scale retail company. Focused on multivariate revenue forecasting across collections of supermarkets and product categories, hierarchical dynamic models are natural: these are able to couple revenue streams in an integrated forecasting model, while allowing conditional decoupling to enable relevant and sensitive analysis together with scalable computation. Structured models exploit multi-scale modeling to cascade information on price and promotion activities as predictors relevant across categories and groups of stores. With a context-relevant focus on forecasting revenue 12 weeks ahead, the study highlights product categories that benefit from multi-scale information, defines insights into when, how, and why multivariate models improve forecast accuracy, and shows how cross-category dependencies can relate to promotion decisions in one category impacting others. Bayesian modeling developments underlying the case study are accessible in custom code for interested readers.     

A directed topic model applied to call center improvement

We propose subject matter expert refined topic (SMERT) allocation, a generative probabilistic model applicable to clustering freestyle text. SMERT models are three‐level hierarchical Bayesian models in which each item is modeled as a finite mixture over a set of topics. In addition to discrete data inputs, we introduce binomial inputs. These ‘high‐level’ data inputs permit the ‘boosting’ or affirming of terms in the topic definitions and the ‘zapping’ of other terms. We also present a collapsed Gibbs sampler for efficient estimation. The methods are illustrated using real world data from a call center. Also, we compare SMERT with three alternative approaches and two criteria. Copyright © 2015 John Wiley & Sons, Ltd.     

Zero Expectile Processes and Bayesian Spatial Regression

We introduce new classes of stationary spatial processes with asymmetric, sub-Gaussian marginal distributions using the idea of expectiles. We derive theoretical properties of the proposed processes. Moreover, we use the proposed spatial processes to formulate a spatial regression model for point-referenced data where the spatially correlated errors have skewed marginal distribution. We introduce a Bayesian computational procedure for model fitting and inference for this class of spatial regression models. We compare the performance of the proposed method with the traditional Gaussian process-based spatial regression through simulation studies and by applying it to a dataset on air pollution in California.     

Hierarchical Bayesian autoregressive models for large space–time data with applications to ozone concentration modelling

Increasingly large volumes of space–time data are collected everywhere by mobile computing applications, and in many of these cases, temporal data are obtained by registering events, for example, telecommunication or Web traffic data. Having both the spatial and temporal dimensions adds substantial complexity to data analysis and inference tasks. The computational complexity increases rapidly for fitting Bayesian hierarchical models, as such a task involves repeated inversion of large matrices. The primary focus of this paper is on developing space–time autoregressive models under the hierarchical Bayesian setup. To handle large data sets, a recently developed Gaussian predictive process approximation method is extended to include autoregressive terms of latent space–time processes. Specifically, a space–time autoregressive process, supported on a set of a smaller number of knot locations, is spatially interpolated to approximate the original space–time process. The resulting model is specified within a hierarchical Bayesian framework, and Markov chain Monte Carlo techniques are used to make inference. The proposed model is applied for analysing the daily maximum 8‐h average ground level ozone concentration data from 1997 to 2006 from a large study region in the Eastern United States. The developed methods allow accurate spatial prediction of a temporally aggregated ozone summary, known as the primary ozone standard, along with its uncertainty, at any unmonitored location during the study period. Trends in spatial patterns of many features of the posterior predictive distribution of the primary standard, such as the probability of noncompliance with respect to the standard, are obtained and illustrated. Copyright © 2012 John Wiley & Sons, Ltd.     

Detection and tracking strategy for license plate detection in video

In this paper, we present a novel method to detect license plates in video sequences automatically. The framework mainly integrates the cascade detectors method and the Tracking Learning Detection (TLD) algorithm. The cascade detectors are used to detect license plates, and the TLD algorithm is adopted to track the license plate regions. The license plates in the first frame image are detected by the cascade detectors to build the original tracking list, the tracking results and the detection results in following frames will be compared, and the newly appearing license plate information will be added to the tracking list. Meanwhile, the tracking results existing in the current tracking list would be replaced by the corresponding detection results with higher degree of confidence. We demonstrate the effectiveness of our algorithm for license plate detection task on a road intersection dataset, and the experimental evaluation shows the detection performance has been greatly improved by synthetically using the detection and tracking strategy.     

Some estimation theory on the sphere

Summary We consider distributions with densities of the formf(μ′x) andf(‖x _v ‖) where μ andx are unit vectors inR ^q and ‖x _v ‖ is the norm of the part ofx in somes dimensional subspaceV ofR ^q . For several loss functions, optimal Bayesian and Pitman estimators of μ andV are given. When uniform priors are used, these estimators are identical. Then the infinitesimal robustness characteristics of several special cases of these estimators are calculated.     

Bayesian approach to electron correlation in density functional theory

In the present communication we applied the Bayesian conditional probability approach to the wave function of a many‐electron system that resulted in the appearance of a quantum vector potential in the DFT Schrödinger equation due to electron correlation, apart from the correlation energy term. Mathematically, the effect of this vector potential is equivalent to a magnetic field that corresponds in particular to a conservative irrotational one if it is considered in connection with the correlation potential. An analysis of the effect of the correlation momentum on the electronic transitions suggested that the electron correlation increases the transition probability.     

Multi-objective Bayesian Artificial Immune System: Empirical Evaluation and Comparative Analyses

Recently, we have proposed a Multi-Objective Bayesian Artificial Immune System (MOBAIS) to deal effectively with building blocks (high-quality partial solutions coded in the solution vector) in combinatorial multi-objective problems. By replacing the mutation and cloning operators with a probabilistic model, more specifically a Bayesian network representing the joint distribution of promising solutions, MOBAIS takes into account the relationships among the variables of the problem, avoiding the disruption of already obtained high-quality partial solutions. The preliminary results have indicated that our proposal is able to properly build the Pareto front. Motivated by this scenario, this paper better formalizes the proposal and investigates its usefulness on more challenging problems. In addition, an important enhancement regarding the Bayesian network learning was incorporated into the algorithm in order to speed up its execution. To conclude, we compare MOBAIS with state-of-the-art algorithms taking into account quantitative aspects of the Pareto front found by the algorithms. MOBAIS outperforms the contenders in terms of the quality of the obtained solutions and requires an amount of computational resource inferior or compatible with the contenders.