Bayesian inference in non-Gaussian factor analysis

2008 ◽  
Vol 19 (4) ◽  
pp. 451-463 ◽  
Author(s):  
Cinzia Viroli
2004 ◽  
Vol 11 (7) ◽  
pp. 597-600 ◽  
Author(s):  
Z.-Y. Liu ◽  
K.-C. Chiu ◽  
L. Xu
Keyword(s):  

2019 ◽  
Vol 12 (5) ◽  
pp. 2009-2032 ◽  
Author(s):  
Ahmed S. Elshall ◽  
Ming Ye ◽  
Guo-Yue Niu ◽  
Greg A. Barron-Gafford

Abstract. Bayesian inference of microbial soil respiration models is often based on the assumptions that the residuals are independent (i.e., no temporal or spatial correlation), identically distributed (i.e., Gaussian noise), and have constant variance (i.e., homoscedastic). In the presence of model discrepancy, as no model is perfect, this study shows that these assumptions are generally invalid in soil respiration modeling such that residuals have high temporal correlation, an increasing variance with increasing magnitude of CO2 efflux, and non-Gaussian distribution. Relaxing these three assumptions stepwise results in eight data models. Data models are the basis of formulating likelihood functions of Bayesian inference. This study presents a systematic and comprehensive investigation of the impacts of data model selection on Bayesian inference and predictive performance. We use three mechanistic soil respiration models with different levels of model fidelity (i.e., model discrepancy) with respect to the number of carbon pools and the explicit representations of soil moisture controls on carbon degradation; therefore, we have different levels of model complexity with respect to the number of model parameters. The study shows that data models have substantial impacts on Bayesian inference and predictive performance of the soil respiration models such that the following points are true: (i) the level of complexity of the best model is generally justified by the cross-validation results for different data models; (ii) not accounting for heteroscedasticity and autocorrelation might not necessarily result in biased parameter estimates or predictions, but will definitely underestimate uncertainty; (iii) using a non-Gaussian data model improves the parameter estimates and the predictive performance; and (iv) accounting for autocorrelation only or joint inversion of correlation and heteroscedasticity can be problematic and requires special treatment. Although the conclusions of this study are empirical, the analysis may provide insights for selecting appropriate data models for soil respiration modeling.


2013 ◽  
Vol 141 (7) ◽  
pp. 2347-2367 ◽  
Author(s):  
Ihab Sraj ◽  
Mohamed Iskandarani ◽  
Ashwanth Srinivasan ◽  
W. Carlisle Thacker ◽  
Justin Winokur ◽  
...  

Abstract The authors introduce a three-parameter characterization of the wind speed dependence of the drag coefficient and apply a Bayesian formalism to infer values for these parameters from airborne expendable bathythermograph (AXBT) temperature data obtained during Typhoon Fanapi. One parameter is a multiplicative factor that amplifies or attenuates the drag coefficient for all wind speeds, the second is the maximum wind speed at which drag coefficient saturation occurs, and the third is the drag coefficient's rate of change with increasing wind speed after saturation. Bayesian inference provides optimal estimates of the parameters as well as a non-Gaussian probability distribution characterizing the uncertainty of these estimates. The efficiency of this approach stems from the use of adaptive polynomial expansions to build an inexpensive surrogate for the high-resolution numerical model that couples simulated winds to the oceanic temperature data, dramatically reducing the computational burden of the Markov chain Monte Carlo sampling. These results indicate that the most likely values for the drag coefficient saturation and the corresponding wind speed are about 2.3 × 10−3 and 34 m s−1, respectively; the data were not informative regarding the drag coefficient behavior at higher wind speeds.


2019 ◽  
Vol 89 (9) ◽  
pp. 1555-1573
Author(s):  
Maengseok Noh ◽  
Youngjo Lee ◽  
Johan H.L. Oud ◽  
Toni Toharudin

2018 ◽  
Author(s):  
Ahmed S. Elshall ◽  
Ming Ye ◽  
Guo-Yue Niu ◽  
Greg A. Barron-Gafford

Abstract. Bayesian inference of microbial soil respiration models is often based on the assumptions that the residuals are independent (i.e. no temporal or spatial correlation), identically distributed (i.e. Gaussian noise) and with constant variance (i.e. homoscedastic). In the presence of model discrepancy, since no model is perfect, this study shows that these assumptions are generally invalid in soil respiration modeling such that residuals have high temporal correlation, an increasing variance with increasing magnitude of CO2 efflux, and non-Gaussian distribution. Relaxing these three assumptions stepwise results in eight data models. Data models are the basis of formulating likelihood functions of Bayesian inference. This study presents a systematic and comprehensive investigation of the impacts data model selection on Bayesian inference and predictive performance. We use three mechanistic soil respiration models with different levels of model fidelity (i.e. model discrepancy) with respect to number of carbon pools and explicit representations of soil moisture controls on carbon degradation, and accordingly have different levels of model complexity with respect to the number of model parameters. The study shows data models have substantial impacts on Bayesian inference and predictive performance of the soil respiration models such that: (i) the level of complexity of the best model is generally justified by the cross-validation results for different data models; (ii) not accounting for heteroscedasticity and autocorrelation might not necessarily result in biased parameter estimates or predictions, but will definitely underestimate uncertainty; (iii) using a non-Gaussian data model improves the parameter estimates and the predictive performance; and (iv) separate accounting for autocorrelation or joint inversion of correlation and heteroscedasticity can be problematic and requires special treatment. Although the conclusions of this study are empirical, the analysis may provide insights for selecting appropriate data models for soil respiration models.


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