Dynamic Bayesian Nonlinear Calibration

Statistical calibration where the curve is nonlinear is important in many areas, such as analytical chemistry and radiometry. Especially in radiometry, instrument characteristics change over time, thus calibration is a process that must be conducted as long as the instrument is in use. We propose a dynamic Bayesian method to perform calibration in the presence of a curvilinear relationship between the reference measurements and the response variable. The dynamic calibration approach adequately derives time dependent calibration distributions in the presence of drifting regression parameters. The method is applied to microwave radiometer data and simulated spectroscopy data based on work by Lundberg and de Mar\'{e} (1980)

Bayesian Nonparametric Calibration and Combination of Predictive Distributions

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan, R. and Gneiting, T. (2010) and Gneiting, T. and Ranjan, R. (2013), we use infinite beta mixtures for the calibration. The proposed Bayesian nonparametric approach takes advantage of the flexibility of Dirichlet process mixtures to achieve any continuous deformation of linearly combined predictive distributions. The inference procedure is based on Gibbs sampling and allows accounting for uncertainty in the number of mixture components, mixture weights, and calibration parameters. The weak posterior consistency of the Bayesian nonparametric calibration is provided under suitable conditions for unknown true density. We study the methodology in simulation examples with fat tails and multimodal densities and apply it to density forecasts of daily S&P returns and daily maximum wind speed at the Frankfurt airport.Comment: arXiv admin note: text overlap with arXiv:1305.2026 by other author

Generative Modelling for Unsupervised Score Calibration

Score calibration enables automatic speaker recognizers to make cost-effective accept / reject decisions. Traditional calibration requires supervised data, which is an expensive resource. We propose a 2-component GMM for unsupervised calibration and demonstrate good performance relative to a supervised baseline on NIST SRE'10 and SRE'12. A Bayesian analysis demonstrates that the uncertainty associated with the unsupervised calibration parameter estimates is surprisingly small.Comment: Accepted for ICASSP 201

Integrating remote sensing datasets into ecological modelling: a Bayesian approach

Process-based models have been used to simulate 3-dimensional complexities of forest ecosystems and their temporal changes, but their extensive data requirement and complex parameterisation have often limited their use for practical management applications. Increasingly, information retrieved using remote sensing techniques can help in model parameterisation and data collection by providing spatially and temporally resolved forest information. In this paper, we illustrate the potential of Bayesian calibration for integrating such data sources to simulate forest production. As an example, we use the 3-PG model combined with hyperspectral, LiDAR, SAR and field-based data to simulate the growth of UK Corsican pine stands. Hyperspectral, LiDAR and SAR data are used to estimate LAI dynamics, tree height and above ground biomass, respectively, while the Bayesian calibration provides estimates of uncertainties to model parameters and outputs. The Bayesian calibration contrasts with goodness-of-fit approaches, which do not provide uncertainties to parameters and model outputs. Parameters and the data used in the calibration process are presented in the form of probability distributions, reflecting our degree of certainty about them. After the calibration, the distributions are updated. To approximate posterior distributions (of outputs and parameters), a Markov Chain Monte Carlo sampling approach is used (25 000 steps). A sensitivity analysis is also conducted between parameters and outputs. Overall, the results illustrate the potential of a Bayesian framework for truly integrative work, both in the consideration of field-based and remotely sensed datasets available and in estimating parameter and model output uncertainties

Computer model calibration with large non-stationary spatial outputs: application to the calibration of a climate model

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome this challenge, we employ a basis representation of the model outputs and observations: we match these decompositions to carry out the calibration efficiently. In the second step, we incorporate the non-stationary behaviour, in terms of spatial variations of both variance and correlations, in the calibration. We insert two integrated nested Laplace approximation-stochastic partial differential equation parameters into the calibration. A synthetic example and a climate model illustration highlight the benefits of our approach

Calibrated Tree Priors for Relaxed Phylogenetics and Divergence Time Estimation

The use of fossil evidence to calibrate divergence time estimation has a long history. More recently Bayesian MCMC has become the dominant method of divergence time estimation and fossil evidence has been re-interpreted as the specification of prior distributions on the divergence times of calibration nodes. These so-called "soft calibrations" have become widely used but the statistical properties of calibrated tree priors in a Bayesian setting has not been carefully investigated. Here we clarify that calibration densities, such as those defined in BEAST 1.5, do not represent the marginal prior distribution of the calibration node. We illustrate this with a number of analytical results on small trees. We also describe an alternative construction for a calibrated Yule prior on trees that allows direct specification of the marginal prior distribution of the calibrated divergence time, with or without the restriction of monophyly. This method requires the computation of the Yule prior conditional on the height of the divergence being calibrated. Unfortunately, a practical solution for multiple calibrations remains elusive. Our results suggest that direct estimation of the prior induced by specifying multiple calibration densities should be a prerequisite of any divergence time dating analysis

Bayesian correction for covariate measurement error: a frequentist evaluation and comparison with regression calibration

Bayesian approaches for handling covariate measurement error are well established, and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration (RC), arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to RC, and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next we describe the closely related maximum likelihood and multiple imputation approaches, and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of RC and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey

A Bayesian Estimator for Linear Calibration Error Effects in Thermal Remote Sensing

The Bayesian Land Surface Temperature estimator previously developed has been extended to include the effects of imperfectly known gain and offset calibration errors. It is possible to treat both gain and offset as nuisance parameters and, by integrating over an uninformative range for their magnitudes, eliminate the dependence of surface temperature and emissivity estimates upon the exact calibration error.Comment: 3 page