Search

Summary Bayesian mixture modelling is widely used for density estimation and clustering. The Dirichlet process mixture model (DPMM) is the most popular Bayesian non‐parametric mixture modelling approach. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels are adopted. Typically, in the relevant literature, the assessment of mixture models is done by considering observations in a space of only a handful of dimensions. Instead, we are concerned with more realistic problems of higher dimensionality, in a space of up to 20 dimensions. We observe that the choice of prior is increasingly important as the dimensionality of the problem increases. After identifying certain undesirable properties of standard priors in problems of higher dimensionality, we review and implement possible alternative priors. The most promising priors are identified, as well as other factors that affect the convergence of MCMC samplers. Our results show that the choice of prior is critical for deriving reliable posterior inferences. This manuscript offers a thorough overview and comparative investigation into possible priors, with detailed guidelines for their implementation. Although our work focuses on the use of the DPMM in clustering, it is also applicable to density estimation. [ABSTRACT FROM AUTHOR]

We propose a multivariate GARCH model for non‐stationary health time series by modifying the observation‐level variance of the standard state space model. The proposed model provides an intuitive and novel way of dealing with heteroskedastic data using the conditional nature of state‐space models. We follow the Bayesian paradigm to perform the inference procedure. In particular, we use Markov chain Monte Carlo methods to obtain samples from the resultant posterior distribution. We use the forward filtering backward sampling algorithm to efficiently obtain samples from the posterior distribution of the latent state. The proposed model also handles missing data in a fully Bayesian fashion. We validate our model on synthetic data and analyze a data set obtained from an intensive care unit in a Montreal hospital and the MIMIC dataset. We further show that our proposed models offer better performance, in terms of WAIC than standard state space models. The proposed model provides a new way to model multivariate heteroskedastic non‐stationary time series data. Model comparison can then be easily performed using the WAIC. [ABSTRACT FROM AUTHOR]

A metric tensor for Riemann manifold Monte Carlo particularly suited for nonlinear Bayesian hierarchical models is proposed. The metric tensor is built from symmetric positive semidefinite log‐density gradient covariance (LGC) matrices, which are also proposed and further explored here. The LGCs generalize the Fisher information matrix by measuring the joint information content and dependence structure of both a random variable and the parameters of said variable. Consequently, positive definite Fisher/LGC‐based metric tensors may be constructed not only from the observation likelihoods as is current practice, but also from arbitrarily complicated nonlinear prior/latent variable structures, provided the LGC may be derived for each conditional distribution used to construct said structures. The proposed methodology is highly automatic and allows for exploitation of any sparsity associated with the model in question. When implemented in conjunction with a Riemann manifold variant of the recently proposed numerical generalized randomized Hamiltonian Monte Carlo processes, the proposed methodology is highly competitive, in particular for the more challenging target distributions associated with Bayesian hierarchical models. [ABSTRACT FROM AUTHOR]

We propose a Bayesian nonparametric clustering approach to study the spatial heterogeneity effect for functional data observed at spatially correlated locations. We consider a geographically weighted Chinese restaurant process equipped with a conditional autoregressive prior to capture fully the spatial correlation of function curves. To sample efficiently from our model, we customize a prior called Quadratic Gamma, which ensures conjugacy. We design a Markov chain Monte Carlo algorithm to infer simultaneously the posterior distributions of the number of groups and the grouping configurations. The superior numerical performance of the proposed method over competing methods is demonstrated using simulated examples and a U.S. annual precipitation study. [ABSTRACT FROM AUTHOR]

Optimizing structural designs is crucial today, with additive manufacturing, particularly selective laser melting, gaining prominence. Thorough mechanical characterization of new materials remains vital. This paper investigates fatigue crack growth behavior in SLM 316L specimens under cyclic loading conditions. The study addresses result uncertainties by using CT specimens aligned along three building directions per ASTM E647 standards and a constant loading ratio (R = 0.1), necessitating mean value and confidence interval predictions. Departing from linear prediction models, innovative Bootstrap Polynomial and Power Regression Models and Bayesian Nonlinear Regression Model updated posterior distribution by Markov Chain Monte Carlo are employed. These approaches leverage bootstrapping to construct confidence intervals, offering robustness and flexibility in handling non‐normal data behavior and limited sample sizes. They provide tailored fits to data curvature, revealing limitations of linear prediction models in capturing observed nonlinear behavior, enhancing reliability in additive manufacturing applications, and advancing material science and engineering. Highlights: Fatigue crack growth in SLM316L is evaluated.Robust nonlinear regression techniques are utilized.Distribution approximation is done using Kernel estimator.Confidence intervals are estimated employing Bootstrap and Bayesian regression models. [ABSTRACT FROM AUTHOR]

Catastrophe bonds (cat bond in short) are an alternative risk‐transfer instrument used to transfer peril‐specific financial risk from governments, financial institutions, or (re)insurers, to the capital market. Current approaches for cat bond pricing are calibrated on seismic mainshocks, and thus do not account for potential effects induced by earthquake sequences. This simplifying assumption implies that damage arises from mainshocks only, while aftershocks yield no damage. Postearthquake field surveys reveal that this assumption is inaccurate. For example, in the 2011 Christchurch Earthquake sequence and 2016–2017 Central Italy Earthquake sequence, aftershocks were responsible for higher economic losses when compared to those caused by mainshocks. This article proposes a time‐dependent aggregate loss model that takes into account seismicity clustering and damage accumulation effects in the computation of damage. The model is calibrated on the seismic events recorded during the recent 2016–2017 Central Italy Earthquake sequence. Furthermore, the effects of earthquake sequence on cat bond pricing is explored by implementing the proposed model on five Italian municipalities. The investigation showed that neglecting time‐dependency may lead to higher difference (up to 45%) in the cat bond price when compared to standard approaches. [ABSTRACT FROM AUTHOR]

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV parameters. Inference for GEV‐GP models is typically carried out using Markov Chain Monte Carlo (MCMC) methods, or using approximate inference methods such as the integrated nested Laplace approximation (INLA). However, MCMC becomes prohibitively slow as the number of spatial locations increases, whereas INLA is applicable in practice only to a limited subset of GEV‐GP models. In this article, we revisit the original Laplace approximation for fitting spatial GEV models. In combination with a popular sparsity‐inducing spatial covariance approximation technique, we show through simulations that our approach accurately estimates the Bayesian predictive distribution of extreme weather events, is scalable to several thousand spatial locations, and is several orders of magnitude faster than MCMC. A case study in forecasting extreme snowfall across Canada is presented. [ABSTRACT FROM AUTHOR]

The joint progressive Type‐II censoring scheme is an advantageous cost‐saving strategy. In this paper, investigated classical and Bayesian methodologies for estimating the combined parameters of two distinct Lomax distributions employing the joint progressive Type‐II censoring scheme. Maximum likelihood estimators have been derived, and asymptotic confidence intervals are presented. Bayesian estimates and their corresponding credible intervals are calculated, incorporating both symmetry and asymmetry loss functions through the utilization of the Markov Chain Monte Carlo (MCMC) method. The simulation aspect has employed the MCMC approximation method. Furthermore, discussed the practical application of these methods, providing illustration through the analysis of a real dataset. [ABSTRACT FROM AUTHOR]

Quantification of non‐uniqueness and uncertainty is important for transient electromagnetism (TEM). To address this issue, we develop a trans‐dimensional Bayesian inversion schema for TEM data interpretation. The trans‐dimensional posterior probability density (PPD) offers a solution to model selection and quantifies parameter uncertainty resulting from the model selection from all possible models rather than determining a single model. We use the reversible‐jump Markov chain Monte Carlo sampler to draw ensembles of models to approximate PPD. In addition to providing reasonable model selection, we address the reliability of the inversion results for uncertainty analysis. This strategy offers reasonable guidance when interpreting the inversion results. We make the following improvements in this paper. First, in terms of algorithmic acceleration, we use the nonlinear optimization inversion results as the initial model and implement the multi‐chain parallel method. Second, we develop double factors to control the sampling step size of the proposed distribution, so that the sampling models cover the high‐probability region of the parameter space as much as possible. Finally, we provide the potential scale reduction factor‐η convergence criteria to assess the convergence of the samples and ensure the rationality of the output models. The proposed methodology is first tested on synthetic data and subsequently applied to a field dataset. The TEM inversion results show that probability inversion can provide reliable references for data interpretation through uncertainty analysis. [ABSTRACT FROM AUTHOR]

This research incorporates realized volatility and overnight information into risk models, wherein the overnight return often contributes significantly to the total return volatility. Extending a semiparametric regression model based on asymmetric Laplace distribution, we propose a family of RES‐CAViaR‐oc models by adding overnight return and realized measures as a nowcasting technique for simultaneously forecasting Value‐at‐Risk (VaR) and expected shortfall (ES). We utilize Bayesian methods to estimate unknown parameters and forecast VaR and ES jointly for the proposed model family. We also conduct extensive backtests based on joint elicitability of the pair of VaR and ES during the out‐of‐sample period. Our empirical study on four international stock indices confirms that overnight return and realized volatility are vital in tail risk forecasting. [ABSTRACT FROM AUTHOR]

The probabilistic prediction of monthly precipitation events, specifically more‐than‐normal (MN), normal (N), and less‐than‐normal (LN) events, holds significant importance in the field of water resource management. In this paper, we employ the Bayesian Joint Probability (BJP) modeling approach to generate monthly probabilistic forecasts for LN, N, and MN events in Northwest Iran. To model the joint distribution of observed precipitation and model precipitation, we propose the utilization of a log‐sinh transformed multivariate normal distribution. The prior distribution for the parameters of this multivariate normal distribution is established as the normal‐inverse‐Wishart, which is known to be the conjugate of the multivariate normal distribution. Bayesian inference of model parameters and associated uncertainties is conducted using STAN Markov Chain Monte Carlo (MCMC) sampling. The methodology is applied to the outputs of four North American Multi‐Model Ensemble (NMME) models, namely CanCM4i, CCSM4, NEMO, and NASA, spanning the period from 1982 to 2017 for a 4‐month forecast horizon. The accuracy of predictions is assessed through various statistical measures and graphical methods using a 12‐fold cross‐validation strategy. The results demonstrate that (a) BJP probabilistic predictions of precipitation consistently outperform raw predictions across all models, months, lead times. (b) The BJP‐NASA model exhibits superior discrimination and reliability compared to other models. (c) May and November show the least amount of discrimination. This observation may be attributed to the fact that these months serve as transitional periods in Iran. (d) Fall forecasts are the most reliable, while summer forecasts are the least reliable. Key Points: Bayesian joint probability (BJP) probabilistic predictions of precipitation have more Ranked Probability Skill Score (RPSS) than raw predictions for all models, months, and lead times, and generally outperform the raw predictionsThe BJP‐NASA models have better discrimination and higher reliability compared to othersSpring and fall have lower discrimination compared to summer and winter. On the other hand, summer is less reliable, and the fall is the most [ABSTRACT FROM AUTHOR]

The power law is useful in describing count phenomena such as network degrees and word frequencies. With a single parameter, it captures the main feature that the frequencies are linear on the log‐log scale. Nevertheless, there have been criticisms of the power law, for example, that a threshold needs to be preselected without its uncertainty quantified, that the power law is simply inadequate, and that subsequent hypothesis tests are required to determine whether the data could have come from the power law. We propose a modeling framework that combines two different generalizations of the power law, namely the generalized Pareto distribution and the Zipf‐polylog distribution, to resolve these issues. The proposed mixture distributions are shown to fit the data well and quantify the threshold uncertainty in a natural way. A model selection step embedded in the Bayesian inference algorithm further answers the question whether the power law is adequate. [ABSTRACT FROM AUTHOR]

In this study, we define a series system with n$n$ non‐independent and non‐identical components using a shock model with n+1$n+1$ sources of fatal shocks. Here, it is assumed that the shocks happen randomly and independently, following a Weibull distribution with various scale and shape parameters. A dependability model with 2(n+1)$2(n+1)$ unknown parameters is produced by this process. Making statistical conclusions about the model parameters is the main objective of this research. We apply the maximum likelihood and Bayes approaches to determine the model parameters' point and interval estimates. We shall demonstrate that no analytical solutions to the likelihood equations must be solved to obtain the parameters' maximum likelihood estimates. As a result, we will use the R program to approximate the parameter point and interval estimates. Additionally, we will use the bootstrap‐t and bootstrap‐p methods to approximate the confidence intervals. About the Bayesian approach, we presume that each model parameter is independent and follows a gamma prior distribution with a range of attached hyperparameter values. The model parameters' posterior distribution does not take a practical form. We are unable to derive the Bayes estimates in closed forms as a result. To solve this issue, we use the Gibbs sampler from the Metropolis‐Hasting algorithm based on the Markov chain Monte Carlo method to condense the posterior distribution. To demonstrate the relevance of this research, a real data set application is detailed. [ABSTRACT FROM AUTHOR]

The blue shark Prionace glauca plays a critical role as a predator in marine ecosystems but is threatened by by‐catch. To obtain more precise biological data, a Bayesian approach was used, and 536 vertebrae samples collected during 1 year at the landing stage called "Playita Mía" Manta, Ecuador, were analysed. The objective was to estimate the age and growth parameters of the species. The size of the specimens varied between 116 and 310 cm in total length (TL). Using a Bayesian approach based on the Markov Chain Monte Carlo (MCMC) method, growth parameters were evaluated. The von Bertalanffy model was the one that best fitted the data and provided more adequate estimates (females: L∞ = 325.50 cm, L0 = 53.23 cm, and k = 0.12 years; males: L∞ = 331.47 cm, L0 = 51.59 cm, k = 0.12 years −1; combined sexes: L∞ = 329.65 cm, L0 = 53.64 cm, k = 0.11 year−1). The results indicated that females and males have a similar growth, and that the species has a slow growth. Further studies using multi‐model Bayesian approaches and covering a broader range of sizes in the Pacific Ocean are suggested. These studies will provide crucial information for the management and conservation of this species. [ABSTRACT FROM AUTHOR]

Genetic diversity is an important biological trait for a successful invasion. During the expansion across a new territory, an invasive species may face unprecedented ecological conditions that will determine its demography and genetic diversity. The first record of the yellow‐legged hornet (Vespa velutina) in Europe dates back to 2004 in France, from where it has successfully spread through a large territory in the continent, including Italy, Spain and Portugal. Integrative approaches offer a powerful strategy to detect and understand patterns of genetic variation in central and marginal populations. Here, we have analysed the relationship between genetic diversity parameters inferred from 15 V. velutina nuclear DNA microsatellite loci, and geographical and environmental drivers, such as the distance to the introduction focus, environmental suitability and distance to native and invasive niche centroids. Our results revealed a central–marginal dynamic, where allelic richness decreased towards the edge of the expansion range. The low environmental suitability of the territories invaded by marginal populations could prevent a diverse population from establishing and reducing the genetic diversity in populations at the expansion edge. Moreover, Markov chain Monte Carlo analysis showed both geographical and environmental distances were influencing population genetic differentiation. This study highlights the importance of combining genetic analysis with geographical and environmental drivers to understand genetic trends of invasive species to new environment. [ABSTRACT FROM AUTHOR]

This paper presents a novel Bayesian method for backcalculation of pavement dynamic modulus, stiffness, thickness, and damping using falling weight deflectometer (FWD) data. The backcalculation procedure yields estimates and uncertainties for each pavement property of interest. As a by‐product of the Bayesian procedure, information about measurement error is recovered. The Bayesian method is tested on simulated FWD backcalculations and compared with a state‐of‐the‐art trust‐region optimization algorithm, and it achieves estimation errors that are nearly an order of magnitude lower than the trust‐region solver. Confidence intervals are computed from thousands of simulated backcalculations and are shown to quantify uncertainty in estimated pavement properties. To cope with the computational expense of backcalculation, a fully parallel transitional Markov chain Monte Carlo procedure is developed. The fully parallel algorithm scales well to computation with many processor cores, and it yields up to a 50% reduction in computation time when compared to existing parallel implementations. [ABSTRACT FROM AUTHOR]

Degradation modeling serves as a valuable tool for assessing the lifetime information of highly reliable products. One frequently employed approach for describing the degradation phenomenon involves the use of a degradation model that relies on stochastic processes. In a stochastic‐process‐based degradation model, it is assumed that the increments follow a distribution with the additivity property. This property makes the further inferences mathematically and statistically tractable. However, it limits the choices of the distributions. This paper aims to use those distributions without the additivity property to model the increments and explores distributions from the log‐location‐scale family. Under the frame of Bayesian analysis, Markov Chain Monte Carlo algorithms are developed for executing the necessary computations. Given that the proposed degradation models do not adhere to the additivity property, this paper tackles the challenges involved in predicting the lifetime of both on‐line and off‐line products. Two illustrative examples are subsequently analyzed to demonstrate the procedural steps outlined. The suitability of the proposed model is finally validated through a simulation study. [ABSTRACT FROM AUTHOR]

To accommodate linkage effects of individuals, we develop a new linkage vector autoregressive (LAR) model for dynamic panel data. A main feature of the LAR model is incorporating dynamic network information in autoregressive time series modeling. The dynamic network can be given, or we can formulate the network links as a function of historical data, where unknown parameters of the function can be estimated from the data. We propose a simulation technique to check the stationarity condition of the LAR model and suggest a Bayesian Markov chain Monte Carlo method for estimation. Empirical results for the quarterly growth rates of gross domestic product (GDP) in 45 countries indicate that (i) the autoregressive (AR) coefficient for the aggregated growth rate is hard to distinguish from zero; (ii) a panel AR model with individual effects has a positive autocorrelation; and (iii) the alternative LAR models are preferred to the panel AR model. Depending on the specification of the linkage variables, the sign and size of the linkage effect can differ. The logistic linkage function has a flexible structure to accommodate the size of the linkage of individual GDP growth rates, and it strengthens the dynamics. [ABSTRACT FROM AUTHOR]

Integration of Bayesian parameter estimation (BPE) with model‐based design of experiments (MBDoE) aims to estimate process parameters efficiently and systematically. To achieve more efficient use of resources by iteratively selecting informative experiments based on current knowledge about the parameters, an integrated method with BPE and MBDoE is proposed in this article. A built‐in Markov Chain Monte Carlo is also developed to yield not only the distribution profile of the estimated parameters but also aid in the determination of stopping criteria and the estimation of noise. Two applications of dynamic batch reactor systems are presented. Comparative analysis substantiates the superior performance of this approach in terms of parameter accuracy and the efficiency of experimentation. [ABSTRACT FROM AUTHOR]

The primary goal of this study is to effectively measure the impact of a severe random shock, such as the COVID-19 pandemic on aggregate economic activity in Greece, seven other euro area economies, three Scandinavian countries, and the United States. The class of linear and quantile predictive regression models is proposed for the analysis of real gross domestic product (GDP) growth, and a Bayesian approach for model selection is developed, by using a computationally flexible Markov chain Monte Carlo stochastic search algorithm that explores the posterior distribution of linear and quantile models, and identifies the relevant predictor variables. Penalized likelihood regression models are also implemented to tackle the issue of model selection. The model confidence set approach is applied and verifies that the selected models identified by the stochastic search algorithm belong to the set of superior models. Our analysis confirms that the outbreak of the pandemic had a profound effect on the economies under study, and reveals that different predictor variables are able to explain different quantiles of the underlying real GDP growth distribution for analyzed countries, suggesting that the quantile modeling approach improves the ability to adequately explain real GDP series compared with the standard conditional mean approach that explains only the average of the relationship between real GDP growth and several predictor variables. [ABSTRACT FROM AUTHOR]

Seawater intrusion (SI) poses a substantial threat to water security in coastal regions, where numerical models play a pivotal role in supporting groundwater management and protection. However, the inherent heterogeneity of coastal aquifers introduces significant uncertainties into SI predictions, potentially diminishing their effectiveness in management decisions. Data assimilation (DA) offers a solution by integrating various types of observational data with the model to characterize heterogeneous coastal aquifers. Traditional DA techniques, like ensemble smoother using the Kalman formula (ESK) and Markov chain Monte Carlo, face challenges when confronted with the non‐linearity, non‐Gaussianity, and high‐dimensionality issues commonly encountered in aquifer characterization. In this study, we introduce a novel DA approach rooted in deep learning (DL), referred to as ESDL, aimed at effectively characterizing coastal aquifers with varying levels of heterogeneity. We systematically investigate a range of factors that impact the performance of ESDL, including the number and types of observations, the degree of aquifer heterogeneity, the structure and training options of the DL models. Our findings reveal that ESDL excels in characterizing heterogeneous aquifers under non‐linear and non‐Gaussian conditions. Comparison between ESDL and ESK under different experimentation settings underscores the robustness of ESDL. Conversely, in certain scenarios, ESK displays noticeable biases in the characterization results, especially when measurement data from non‐linear and discontinuous processes are used. To optimize the efficacy of ESDL, attention must be given to the design of the DL model and the selection of observational data, which are crucial to ensure the universal applicability of this DA method. Key Points: Non‐linearity and non‐Gaussianity in coastal aquifer characterization problems pose challenges to traditional data assimilation (DA) methodsWe propose to address these issues with a deep learning‐based DA method called ESDLVarious factors influencing the performance of ESDL are systematically investigated [ABSTRACT FROM AUTHOR]

Summary: A finite element model was established using SAP2000 software for the C1 tower, a super high‐rise building in the second phase of the Nanjing Financial City project, and the construction process of the tower was simulated. The C1 tower adopts a frame core tube extension arm and ring truss structure system, with 87 floors above ground and five floors underground. The roof structure has an elevation of 416.6 m. Precise measurements of inter‐story compression deformation were conducted using advanced surveying equipment. Sensitivity analysis, based on the finite difference method, identified the shear wall elastic modulus, frame column elastic modulus, steel beam elastic modulus, and shear wall unit weight as four highly influential parameters. Employing the Bayesian principle, the Markov Chain Monte Carlo (MCMC) method was applied to determine the posterior density probability function of the parameters targeted for modification. Subsequently, the Metropolis–Hastings (MH) sampling algorithm was employed to refine the C1 Tower model. This refinement significantly reduced the root mean square error between the measured and simulated vertical displacements, achieving an error reduction of approximately 10% from 6.082 to around 2.160. The modified material parameters, for the most part, adhered to a normal distribution assumption and exhibited mean values in the posterior probability density functions for the elastic modulus of Q345 steel beams, C70 frame columns, and C60 shear walls. Compared to the initial finite element parameters, the variation range was approximately 13% to 17%. These results serve as a validation of the effectiveness of the proposed method. [ABSTRACT FROM AUTHOR]

The step‐stress procedure is a popular accelerated test used to analyze the lifetime of highly reliable components. This paper considers a simple step‐stress accelerated test assuming a cumulative exposure model with uncensored lifetime data following a Weibull distribution. The maximum likelihood approach is often used to analyze accelerated stress test data. Another approach is to use the Bayesian inference, which is useful when there is limited data available. In this paper, the parameters of the model are estimated based on the objective Bayesian viewpoint using non‐informative priors. Our main aim is to propose the maximal data information prior (MDIP) presented by Zellner (1984) as an alternative prior to the conventional independent gamma priors for the unknown parameters, in situations where there is little or no a priori knowledge about the parameters. We also obtain the Bayes estimators based on both classes of priors, assuming three different loss functions: square error loss function (SELF), linear‐exponential loss function (LINEX), and generalized entropy loss function (GELF). The proposed MDIP prior is compared with the gamma priors via Monte Carlo simulations by examining their biases and mean square errors under the three loss functions, and coverage probability. Additionally, we employ the Markov Chain Monte Carlo (MCMC) algorithm to extract characteristics of marginal posterior distributions, such as the Bayes estimator and credible intervals. Finally, a real lifetime data is presented to illustrate the proposed methodology. [ABSTRACT FROM AUTHOR]

Wildlife telemetry data may be used to answer a diverse range of questions relevant to wildlife ecology and management. One challenge to modeling telemetry data is that animal movement often varies greatly in pattern over time, and current continuous‐time modeling approaches to handle such nonstationarity require bespoke and often complex models that may pose barriers to practitioner implementation. We demonstrate a novel application of treed Gaussian process (TGP) modeling, a Bayesian machine learning approach that automatically captures the nonstationarity and abrupt transitions present in animal movement. The machine learning formulation of TGPs enables modeling to be nearly automated, while their Bayesian formulation allows for the derivation of movement descriptors with associated uncertainty measures. We demonstrate the use of an existing R package to implement TGPs using the familiar Markov chain Monte Carlo algorithm. We then use estimated movement trajectories to derive movement descriptors that can be compared across individuals and populations. We applied the TGP model to a case study of lesser prairie‐chickens (Tympanuchus pallidicinctus) to demonstrate the benefits of TGP modeling and compared distance traveled and residence times across lesser prairie‐chicken individuals and populations. For broad usability, we outline all steps necessary for practitioners to specify relevant movement descriptors (e.g., turn angles, speed, contact points) and apply TGP modeling and trajectory comparison to their own telemetry datasets. Combining the predictive power of machine learning and the statistical inference of Bayesian methods to model movement trajectories allows for the estimation of statistically comparable movement descriptors from telemetry studies. Our use of an accessible R package allows practitioners to model trajectories and estimate movement descriptors, facilitating the use of telemetry data to answer applied management questions. [ABSTRACT FROM AUTHOR]

Hidden Markov models (HMMs), which can characterize dynamic heterogeneity, are valuable tools for analyzing longitudinal data. The order of HMMs (ie, the number of hidden states) is typically assumed to be known or predetermined by some model selection criterion in conventional analysis. As prior information about the order frequently lacks, pairwise comparisons under criterion‐based methods become computationally expensive with the model space growing. A few studies have conducted order selection and parameter estimation simultaneously, but they only considered homogeneous parametric instances. This study proposes a Bayesian double penalization (BDP) procedure for simultaneous order selection and parameter estimation of heterogeneous semiparametric HMMs. To overcome the difficulties in updating the order, we create a brand‐new Markov chain Monte Carlo algorithm coupled with an effective adjust‐bound reversible jump strategy. Simulation results reveal that the proposed BDP procedure performs well in estimation and works noticeably better than the conventional criterion‐based approaches. Application of the suggested method to the Alzheimer's Disease Neuroimaging Initiative research further supports its usefulness. [ABSTRACT FROM AUTHOR]

This article discusses the phylogenetic placement of the Karschiellidae family of earwigs, which has been a subject of debate due to a lack of DNA-grade material for analysis. The study successfully sequenced representatives of the Karschiellidae family for the first time and proposed a probable evolutionary scheme and natural classification based on a constructed multigene phylogeny. The study found that the Karschiellidae family is nested within the Protodermaptera infraorder in the Pygidicranidae family. The article provides detailed information on the methodology and results of the study, including phylogenetic trees and morphological support for the inclusion of Karschiellidae in Pygidicranidae. [Extracted from the article]

Effective monitoring of the control charts requires the establishment of appropriate control limits. Various methods have been proposed to determine the fixed control limits (FCLs) based on a specified in‐control average run‐length value, such as Markov chains, integral equations, and Monte Carlo simulations.With the FCLs, the conditional false alarm rate (CFAR) of a control chart varies over time in an unexpected and undesirable way, where the CFAR refers to the probability of a false alarm at a particular time given no previous false alarm. To address this issue, dynamic probability control limits (DPCLs) can be employed to keep the CFAR constant over time. In this study, we determine the DPCLs using fixed and time‐varying sample sizes for the adaptive multivariate EWMA chart when the underlying process is assumed to follow a multivariate normal distribution. The DPCLs are designed to automatically adjust to changes in the probability distribution of the sample size, while maintaining a consistent CFAR. This results in a closely matched run‐length performance for an in‐control process compared to that of the geometric distribution. [ABSTRACT FROM AUTHOR]

Summary: Generalised linear mixed regression models are fundamental in statistics. Modelling random effects that are shared by individuals allows for correlation among those individuals. There are many methods and statistical packages available for analysing data using these models. Most require some form of numerical or analytic approximation because the likelihood function generally involves intractable integrals over the latents. The Bayesian approach avoids this issue by iteratively sampling the full conditional distributions for various blocks of parameters and latent random effects. Depending on the choice of the prior, some full conditionals are recognisable while others are not. In this paper we develop a novel normal approximation for the random effects full conditional, establish its asymptotic correctness and evaluate how well it performs. We make the case for hierarchical binomial and Poisson regression models with canonical link functions, for hierarchical gamma regression models with log link and for other cases. We also develop what we term a sufficient reduction (SR) approach to the Markov Chain Monte Carlo algorithm that allows for making inferences about all model parameters by replacing the full conditional for the latent variables with a considerably reduced dimensional function of the latents. We expect that this approximation could be quite useful in situations where there are a very large number of latent effects, which may be occurring in an increasingly 'Big Data' world. In the sequel, we compare our methods with INLA, which is a particularly popular method and which has been shown to be excellent in terms of speed and accuracy across a variety of settings. Our methods appear to be comparable to theirs in terms of accuracy, while INLA was faster, for the settings we considered. In addition, we note that our methods and those of others that involve Gibbs sampling trivially handle parameters that are functions of multiple parameters, while INLA approximations do not. Our primary illustration is for a three‐level hierarchical binomial regression model for data on health outcomes for patients who are clustered within physicians who are clustered within particular hospitals or hospital systems. [ABSTRACT FROM AUTHOR]

The latent position model (LPM) is a popular method used in network data analysis where nodes are assumed to be positioned in a p$$ p $$‐dimensional latent space. The latent shrinkage position model (LSPM) is an extension of the LPM which automatically determines the number of effective dimensions of the latent space via a Bayesian nonparametric shrinkage prior. However, the LSPM's reliance on Markov chain Monte Carlo for inference, while rigorous, is computationally expensive, making it challenging to scale to networks with large numbers of nodes. We introduce a variational inference approach for the LSPM, aiming to reduce computational demands while retaining the model's ability to intrinsically determine the number of effective latent dimensions. The performance of the variational LSPM is illustrated through simulation studies and its application to real‐world network data. To promote wider adoption and ease of implementation, we also provide open‐source code. [ABSTRACT FROM AUTHOR]

Background: Patients with chronic hepatitis C (CHC) can be cured with the new highly effective interferon‐free combination treatments (DAA) that were approved in 2014. However, CHC is a largely silent disease, and many individuals are unaware of their infections until the late stages of the disease. The impact of wider access to effective treatments and improved awareness of the disease on the number of infections and the number of patients who remain undiagnosed is not known in Canada. Such evidence can guide the development of strategies and interventions to reduce the burden of CHC and meet World Health Organization's (WHO) 2030 elimination targets. The purpose of this study is to use a back‐calculation framework informed by provincial population‐level health administrative data to estimate the prevalence of CHC and the proportion of cases that remain undiagnosed in the three most populated provinces in Canada: British Columbia (BC), Ontario and Quebec. Methods: We have conducted a population‐based retrospective analysis of health administrative data for the three provinces to generate the annual incidence of newly diagnosed CHC cases, decompensated cirrhosis (DC), hepatocellular carcinoma (HCC) and HCV treatment initiations. For each province, the data were stratified in three birth cohorts: individuals born prior to 1945, individuals born between 1945 and 1965 and individuals born after 1965. We used a back‐calculation modelling approach to estimate prevalence and the undiagnosed proportion of CHC. The historical prevalence of CHC was inferred through a calibration process based on a Bayesian Markov chain Monte Carlo (MCMC) algorithm. The algorithm constructs the historical prevalence of CHC for each cohort by comparing the model‐generated outcomes of the annual incidence of the CHC‐related health events against the data set of observed diagnosed cases generated in the retrospective analysis. Results: The results show a decreasing trend in both CHC prevalence and undiagnosed proportion in BC, Ontario and Quebec. In 2018, CHC prevalence was estimated to be 1.23% (95% CI:.96%–1.62%),.91% (95% CI:.82%–1.04%) and.57% (95% CI:.51%–.64%) in BC, Ontario and Quebec respectively. The CHC undiagnosed proportion was assessed to be 35.44% (95% CI: 27.07%–45.83%), 34.28% (95% CI: 26.74%–41.62%) and 46.32% (95% CI: 37.85%–52.80%) in BC, Ontario and Quebec, respectively, in 2018. Also, since the introduction of new DAA treatment in 2014, CHC prevalence decreased from 1.39% to 1.23%,.97% to.91% and.65% to.57% in BC, Ontario and Quebec respectively. Similarly, the CHC undiagnosed proportion decreased from 38.78% to 35.44%, 38.70% to 34.28% and 47.54% to 46.32% in BC, Ontario and Quebec, respectively, from 2014 to 2018. Conclusions: We estimated that the CHC prevalence and undiagnosed proportion have declined for all three provinces since the new DAA treatment has been approved in 2014. Yet, our findings show that a significant proportion of HCV cases remain undiagnosed across all provinces highlighting the need to increase investment in screening. Our findings provide essential evidence to guide decisions about current and future HCV strategies and help achieve the WHO goal of eliminating hepatitis C in Canada by 2030. [ABSTRACT FROM AUTHOR]

In this paper, we construct an approximation to the Pitman–Yor process by truncating its two‐parameter Poisson–Dirichlet representation. The truncation is based on a decreasing sequence of random weights, thus having a lower approximation error compared to the popular truncated stick‐breaking process. We develop an exact simulation algorithm to sample from the approximation process and provide an alternative MCMC algorithm for the parameter regime where the exact simulation algorithm becomes slow. The effectiveness of the simulation algorithms is demonstrated by the estimation of the functionals of a Pitman–Yor process. Then we adapt the approximation process into a Pitman–Yor process mixture model and devise a blocked Gibbs sampler for posterior inference. [ABSTRACT FROM AUTHOR]

We develop a non‐parametric technique framework for estimating firm‐level Total Factor Productivity (TFP). Our paper has two major novelties: first, we propose a modelling of productivity with both firm‐idiosyncratic factors and aggregate shocks. Second, we apply the Bayesian Markov Chain Monte Carlo (MCMC) technique that offers a numerical integration of productivity outside the posterior overcoming the restrictive assumptions about the relationship between productivity and variable production inputs. We implement our methodology in a group of 4,286 manufacturing firms from France, Germany, Italy, and the UK (2001–14). The results show that: (i) aggregate shocks matter for firm TFP evolution. The global financial crisis of 2008 caused severe, albeit short, adverse effects on TFP; (ii) there is substantial heterogeneity across countries in the way firms react to changes in R&D and taxation. German and UK firms are more sensitive to fiscal changes than R&D, while the opposite is true for Italian firms. R&D and taxation effects are symmetrical for French firms; (iii) the UK productivity handicap continues for years after the financial crisis; and (iv) there are substantial knowledge spillovers among German and Italian firms. [ABSTRACT FROM AUTHOR]

Big datasets are gathered daily from different remote sensing platforms. Recently, statistical co‐kriging models, with the help of scalable techniques, have been able to combine such datasets by using spatially varying bias corrections. The associated Bayesian inference for these models is usually facilitated via Markov chain Monte Carlo (MCMC) methods which present (sometimes prohibitively) slow mixing and convergence because they require the simulation of high‐dimensional random effect vectors from their posteriors given large datasets. To enable fast inference in big data spatial problems, we propose the recursive nearest neighbor co‐kriging (RNNC) model. Based on this model, we develop two computationally efficient inferential procedures: (a) the collapsed RNNC which reduces the posterior sampling space by integrating out the latent processes, and (b) the conjugate RNNC, an MCMC free inference which significantly reduces the computational time without sacrificing prediction accuracy. An important highlight of conjugate RNNC is that it enables fast inference in massive multifidelity data sets by avoiding expensive integration algorithms. The efficient computational and good predictive performances of our proposed algorithms are demonstrated on benchmark examples and the analysis of the High‐resolution Infrared Radiation Sounder data gathered from two NOAA polar orbiting satellites in which we managed to reduce the computational time from multiple hours to just a few minutes. [ABSTRACT FROM AUTHOR]

Summary: This paper replicates the results of the stochastic volatility–Dirichlet process mixture (SV‐DPM) models proposed in Jensen and Maheu (2010) in both a narrow and a wide sense. By using a normal‐Wishart prior and the collapsed Gibbs sampling method, our algorithm can be applied for more general settings, and it is more efficient for sampling the Dirichlet process mixture. For the stochastic volatility component, we adopt the method in Chan (2017) to further increase the overall efficiency of our algorithm. Using the same dataset, we obtain mixed results. Some of the results have significant differences. If we use recent time period dataset, which includes the COVID‐19 pandemic period, the log market portfolio volatility seems to increase in terms of the number of clusters and size of magnitude. [ABSTRACT FROM AUTHOR]

Modeling inclined fine‐scale mud drapes inside point bars, deposited on accretion surfaces during stages of low energy or slack water, is critical to modeling fluid flow in complex sedimentary environments (e.g., fluvial and turbidity flows). These features have been modeled using deterministic or geostatistical modeling tools (e.g., object‐, event‐, and pixel‐based). However, this is a non‐trivial task due to the need to preserve geological realism (e.g., connectivity within sedimentary features and facies hierarchy), while being able to condition the generated models to point data (e.g., well data). Generative Adversarial Networks (GAN) have been successfully applied to reproduce several large‐scale scenarios (e.g., braided rivers and carbonate reservoirs), yet their potential for capturing small‐scale and hierarchical features remains largely unexplored. Here, we propose a geo‐modeling workflow for fast modeling of small‐scale conditional mud drapes based on ALLUVSIM and GANSim. Initially, improved ALLUVSIM produces realistic unconditional models of mud drapes along accretionary surfaces, serving as GAN training data. GANSim is then employed to achieve conditioning to well data and probability maps derived from geophysical modeling. Finally, temporal pressure data observed in wells are further conditioned via a Markov chain Monte Carlo sampling method. The proposed geo‐modeling workflow is validated in a two‐dimensional synthetic example as the pre‐trained generator extracts mud‐drapes‐features and generates multiple facies realizations conditioned to diverse information. A field application example in a modern meandering river verifies the effectiveness and practicability of the proposed workflow in real case application examples. The application examples illustrate the potential of the proposed method to predict mud drapes inside point bar reservoirs. Key Points: The proposed method achieves fast conditional mud drapes stochastic modelingThe effectiveness and applicability of the proposed method have been verified in modern channel depositThe proposed method provides technical support for future predictions of mud drapes inside underground point bar reservoirs [ABSTRACT FROM AUTHOR]

Throughout the course of an epidemic, the rate at which disease spreads varies with behavioral changes, the emergence of new disease variants, and the introduction of mitigation policies. Estimating such changes in transmission rates can help us better model and predict the dynamics of an epidemic, and provide insight into the efficacy of control and intervention strategies. We present a method for likelihood‐based estimation of parameters in the stochastic susceptible‐infected‐removed model under a time‐inhomogeneous transmission rate comprised of piecewise constant components. In doing so, our method simultaneously learns change points in the transmission rate via a Markov chain Monte Carlo algorithm. The method targets the exact model posterior in a difficult missing data setting given only partially observed case counts over time. We validate performance on simulated data before applying our approach to data from an Ebola outbreak in Western Africa and COVID‐19 outbreak on a university campus. [ABSTRACT FROM AUTHOR]

Integrated distribution models (IDMs), in which datasets with different properties are analysed together, are becoming widely used to model species distributions and abundance in space and time. To date, the IDM literature has focused on technical and statistical issues, such as the precision of parameter estimates and mitigation of biases arising from unstructured data sources. However, IDMs have an unrealised potential to estimate ecological properties that could not be properly derived from the source datasets if analysed separately. We present a model that estimates community alpha diversity metrics by integrating one species‐level dataset of presence–absence records with a co‐located dataset of group‐level counts (i.e. lacking information about species identity). We illustrate the ability of community IDMs to capture the true alpha diversity through simulation studies and apply the model to data from the UK Pollinator Monitoring Scheme, to describe spatial variation in the diversity of solitary bees, bumblebees and hoverflies. The simulation and case studies showed that the proposed IDM produced more precise estimates of the community diversity than the single models, and the analysis of the real dataset further showed that the alpha diversity estimates from the IDM were averages of the single models. Our findings also revealed that IDMs had a higher prediction accuracy for all the insect groups in most cases, with this performance linked to the information provided by a data source into the IDM. [ABSTRACT FROM AUTHOR]

A Bayesian structure learning approach is employed to compare and contrast interactions between the major climate teleconnections over the recent past as revealed in reanalyses and climate model simulations from leading Meteorological Centers. In a previous study, the authors demonstrated a general framework using homogeneous Dynamic Bayesian Network models constructed from reanalyzed time series of empirical climate indices to compare probabilistic graphical models. Reversible jump Markov Chain Monte Carlo is used to provide uncertainty quantification for selecting the respective network structures. The incorporation of confidence measures in structural features provided by the Bayesian approach is key to yielding informative measures of the differences between products if network‐based approaches are to be used for model evaluation, particularly as point estimates alone may understate the relevant uncertainties. Here we compare models fitted from the NCEP/NCAR and JRA‐55 reanalyses and Coupled Model Intercomparison Project version 5 (CMIP5) historical simulations in terms of associations for which there is high posterior confidence. Examination of differences in the posterior probabilities assigned to edges of the directed acyclic graph provides a quantitative summary of departures in the CMIP5 models from reanalyses. In general terms the climate model simulations are in better agreement with reanalyses where tropical processes dominate, and autocorrelation time scales are long. Seasonal effects are shown to be important when examining tropical‐extratropical interactions with the greatest discrepancies and largest uncertainties present for the Southern Hemisphere teleconnections. Plain Language Summary: Climate model biases and performance is typically assessed against observational products via systematic comparison of individual metrics, usually focused on the mean climate, over the recent historical period. We demonstrate how Bayesian structure learning can enable a systematic probabilistic framework for process‐based model evaluation of both the temporal behavior of individual climate modes but also to identify and assess the teleconnections between those modes. We show that network structures can be fitted simultaneously and feasibly across a representative sample of climate model simulations affording uncertainty estimation of the robustness of differences across models and observations and robustly identify model biases between teleconnections in the climate. Key Points: Bayesian structure learning is used to quantify uncertainty in estimated network structures describing climate mode teleconnectionsDynamic Bayesian networks estimated from reanalyses are compared to CMIP5 model simulations over the historical periodDifferences in network structures between models and reanalyses quantify complex interacting biases in climate model dynamics [ABSTRACT FROM AUTHOR]

We consider a class of high‐dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This problem is exceptionally challenging, as not only is it high‐dimensional, but the model for the signal yields longer‐range time dependences through the observation locations. Motivated by this model, we revisit a lesser‐known and provably convergent computational methodology from Berzuini et al. (1997, Journal of the American Statistical Association, 92, 1403–1412); Centanniand Minozzo (2006, Journal of the American Statistical Association, 101, 1582–1597); Martin et al. (2013, Annals of the Institute of Statistical Mathematics, 65, 413–437) that uses sequential Markov Chain Monte Carlo (MCMC) chains. We extend this methodology for data filtering problems with unknown observation locations. We benchmark our algorithms on linear Gaussian state‐space models against competing ensemble methods and demonstrate a significant improvement in both execution speed and accuracy. Finally, we implement a realistic case study on a high‐dimensional rotating shallow‐water model (of about 104$$ 1{0}^4 $$–105$$ 1{0}^5 $$ dimensions) with real and synthetic data. The data are provided by the National Oceanic and Atmospheric Administration (NOAA) and contain observations from ocean drifters in a domain of the Atlantic Ocean restricted to the longitude and latitude intervals [−51∘,−41∘]$$ \left[-5{1}^{\circ },-4{1}^{\circ}\right] $$, [17∘,27∘]$$ \left[1{7}^{\circ },2{7}^{\circ}\right] $$, respectively. [ABSTRACT FROM AUTHOR]

It is standard statistical practice to provide measures of uncertainty around parameter estimates. Unfortunately, this very basic and necessary enterprise is often absent in macroevolutionary studies using maximum likelihood estimates (MLEs).dentist is an R package that allows an approximation of confidence intervals (CI) around parameter estimates without an analytic solution to likelihood equations. This package works by 'denting' the likelihood surface by sampling points a specified distance around the MLE following what is essentially a Metropolis‐Hastings walk.We describe the importance of estimating uncertainty around parameter estimates, as well as demonstrate the ability of dentist to accurately approximate CI.We introduce several plotting tools to visualize the results of a dentist analysis. dentist is freely available from https://github.com/bomeara/dentist, written in the R language, and can be used for any given likelihood function. [ABSTRACT FROM AUTHOR]

This work analyzes the spin‐glass transition across various Ising models relevant to quantum annealers. By employing the parallel tempering method, the location of the spin‐glass phase transition is extrapolated from the pseudo‐critical temperature of finite‐sized systems. The results confirm a spin‐glass phase at finite temperature in random‐regular and small‐world graphs, in agreement with previous studies. However, strong evidence is obtained that this phase only occurs at zero temperature in the quasi‐2D graphs of D‐Wave, as their pseudo‐critical temperature drifts toward zero. This implies that the asymptotic runtime to find the low‐energy configuration of those graphs is likely to be polynomial in the size of the problem. Nevertheless, this scaling may only be reached for system sizes much larger than existing annealers, as the drift in the pseudo‐critical temperature is slow. This slowness, together with an abrupt increase in thermalization times around the pseudo‐critical temperature, may render the search for low‐energy configurations with classical methods impractical. [ABSTRACT FROM AUTHOR]

Transformation of the previous centrally growth-oriented economic systems to a sustainable bio-economy is a global political trend, where public policy is a key factor in making this successful. Designing effective and efficient policies requires understanding the linkages between policy choices and outcomes. Most existing studies are missing a direct link to policy choices and ignore fundamental model uncertainty present in policy analysis. We empirically estimate a sector-specific, nested two-stage policy impact function to address these shortcomings. We apply a Bayesian estimation approach that combines existing statistical data with a priori information from political experts, thus reducing data and estimation problems. This is linked with a Computable General Equilibrium to model the entire link from policies to outcomes. We derive a theoretical framework that allows the definition of indicators for key sectors of an efficient Pro-Poor-Growth strategy. In our generalized framework, we show that indicators based only on growth-poverty linkages might be misleading. To deal with model uncertainty inherent in the application, we derive a set of metamodels via simulations conducted under different model parameter settings and apply Markov Chain Monte Carlo sampling. Applying Bayesian model selection allows drawing statistical inferences on competing models to generate relatively robust policy-relevant messages even under model uncertainty. The approach is empirically applied to Ghana, Senegal, and Uganda, analyzing the allocation of public spending on agriculture under the Comprehensive Africa Agriculture Development Programme. [EconLit Citations: C11--Bayesian Analysis: General; C63--Computational Techniques, Simulation Modeling; D58--Computable and Other Applied General Equilibrium Models; O55--Africa; Q01--Sustainable Development; Q18--Agricultural Policy]. [ABSTRACT FROM AUTHOR]

Allocating patients to treatment arms during a trial based on the observed responses accumulated up to the decision point, and sequential adaptation of this allocation, could minimize the expected number of failures or maximize total benefits to patients. In this study, we developed a Bayesian response‐adaptive randomization (RAR) design targeting the endpoint of organ support‐free days (OSFD) for patients admitted to the intensive care units. The OSFD is a mixture of mortality and morbidity assessed by the number of days of free of organ support within a predetermined post‐randomization time‐window. In the past, researchers treated OSFD as an ordinal outcome variable where the lowest category is death. We propose a novel RAR design for a composite endpoint of mortality and morbidity, for example, OSFD, by using a Bayesian mixture model with a Markov chain Monte Carlo sampling to estimate the posterior probability distribution of OSFD and determine treatment allocation ratios at each interim. Simulations were conducted to compare the performance of our proposed design under various randomization rules and different alpha spending functions. The results show that our RAR design using Bayesian inference allocated more patients to the better performing arm(s) compared to other existing adaptive rules while assuring adequate power and type I error rate control across a range of plausible clinical scenarios. [ABSTRACT FROM AUTHOR]

In this paper, a novel approach to a Bayesian accelerated life testing model is presented. The Weibull distribution is used as the life distribution and the generalized Eyring model as the time transformation function. This is a model that allows for the use of more than one stressor, whereas other commonly used acceleration models, such as the Arrhenius and power law models, incorporate one stressor. The use of the generalized Eyring‐Weibull model developed in this paper is demonstrated in a case study, where Markov chain Monte Carlo methods are utilized to generate samples for posterior inference. [ABSTRACT FROM AUTHOR]

Non‐inferiority trials compare new experimental therapies to standard ones (active control). In these experiments, historical information on the control treatment is often available. This makes Bayesian methodology appealing since it allows a natural way to exploit information from past studies. In the present paper, we suggest the use of previous data for constructing the prior distribution of the control effect parameter. Specifically, we consider a dynamic power prior that possibly allows to discount the level of borrowing in the presence of heterogeneity between past and current control data. The discount parameter of the prior is based on the Hellinger distance between the posterior distributions of the control parameter based, respectively, on historical and current data. We develop the methodology for comparing normal means and we handle the unknown variance assumption using MCMC. We also provide a simulation study to analyze the proposed test in terms of frequentist size and power, as it is usually requested by regulatory agencies. Finally, we investigate comparisons with some existing methods and we illustrate an application to a real case study. [ABSTRACT FROM AUTHOR]

The widespread threat posed by slope structure failures to human lives and property safety is widely acknowledged. Additionally, natural soil often displays spatial variability due to geological deposition and other factors. Therefore, predicting the seismic response of slopes subjected to ground motions and inversely analyzing the spatial distribution of soils remains an unresolved issue. In the present work, a shaking table experimental test is first designed and carried out, in which a soft‐soil slope dynamic system is established. To capture the seismic response of the soft‐soil slope, specifically the experimental characteristic of acceleration and soil pressure response in both spatial domain and time domain, a series of sensors were pre‐embedded in the slope. Subsequently, a model updating approach is proposed for slope seismic analysis that incorporates spatial variability of soil. In addition, to enhance computational efficiency, the dimensionality reduction of Karhunen–Loève expansion method is introduced to reduce inverse analysis parameters. On the basis of 34 samples collected from experimental data, it is shown that near‐fault pulse‐like ground motions deliver greater concentrated energy, causing more severe damage to slope structures, especially the topsoil layer. Furthermore, using data obtained from a shaking table test subjected to ground motion Recorded Sequence Number 158H1 from the Pacific Earthquake Engineering Research Center NGA‐West2 database as an example, it is also shown that the proposed approach demonstrates high accuracy in predicting the spatial distribution of the maximum shear modulus in soil slope dynamic systems. The present work not only addresses the challenges posed by mainshock–aftershock effects but also highlights the potential of model updating approaches to enhance the understanding of slope behavior under seismic loading conditions. [ABSTRACT FROM AUTHOR]

This paper studies the volatility dynamics of futures contracts on crude oil, natural gas, and gasoline. An appropriate Bayesian model comparison exercise between seven stochastic volatility (SV) models is estimated using daily prices for our futures contracts between 2005 and 2023. Moreover, to assess the impacts of COVID‐19 and the Russia–Ukraine conflict on volatility, we analyze these two subsamples. Overall, we find that: (i) the Bayes factor shows that the SV model with t $t$‐distributed innovations outperforms the competing models; (ii) crude oil contracts with different expiry dates may require the introduction of leverage effects; (iii) the t $t$‐distributed innovations remain the appropriate model for the COVID‐19 subsample, while jumps are needed in the conflict period; and (iv) other Bayesian criteria more appropriate to short‐term predictive ability—such as the conditional and the observed‐date deviance information criterion—suggest other rank order to model our futures contracts, despite the agreements for the best models. [ABSTRACT FROM AUTHOR]

Summary: Modeling and predicting extreme movements in GDP is notoriously difficult, and the selection of appropriate covariates and/or possible forms of nonlinearities are key in obtaining precise forecasts. In this paper, our focus is on using large datasets in quantile regression models to forecast the conditional distribution of US GDP growth. To capture possible nonlinearities, we include several nonlinear specifications. The resulting models will be huge dimensional, and we thus rely on a set of shrinkage priors. Since Markov chain Monte Carlo estimation becomes slow in these dimensions, we rely on fast variational Bayes approximations to the posterior distribution of the coefficients and the latent states. We find that our proposed set of models produces precise forecasts. These gains are especially pronounced in the tails. Using Gaussian processes to approximate the nonlinear component of the model further improves the good performance, in particular in the right tail. [ABSTRACT FROM AUTHOR]

Explicit fracture models often use analytical solutions for predicting flow in fractured media, usually assuming uniform fluid viscosity for simplicity. This assumption, however, can be inaccurate as fluid viscosity varies due to factors like composition, temperature, and dissolved substances. Our study, recognizing these discrepancies, abandons this uniform viscosity assumption for a more realistic model of variable viscosity flow, focusing on viscous displacement scenarios. This includes instances like injecting viscous surfactants for hydrocarbon recovery in fractured reservoirs or soil decontamination. This presents a significant challenge, enhancing our understanding of transport within fractures, mainly governed by advection. Our study centers on a low‐permeability rock matrix intersected by two fractures with variable apertures. We employ two methods: an analytical approach with a new solution and numerical simulations with two distinct in‐house codes, discretizing both the rock matrix and fractures with two‐dimensional triangular elements. The first code uses a Discontinuous Galerkin finite element method, while the second utilizes a finite‐volume method, allowing a comprehensive comparison of solutions. Additionally, we investigate parameter identifiability, like fracture apertures and viscosity ratios, using breakthrough curves from our analytical solution, applying the Markov Chain Monte Carlo technique. Key Points: Analytical model developed for variable viscosity flow in fractured media, overcoming the common uniform viscosity assumptionAnalytical and numerical solutions demonstrate overall consistency, with minor discrepancies observedBreakthrough curves from the analytical solution, using Markov Chain Monte Carlo, enable confident estimation of fracture apertures [ABSTRACT FROM AUTHOR]

Astronomical cycles recorded in stratigraphic sequences offer a powerful data source to estimate Earth's axial precession frequency k, as well as the frequency of rotation of the planetary perihelia (gi) and of the ascending nodes of their orbital planes (si). Together, these frequencies control the insolation cycles (eccentricity, obliquity and climatic precession) that affect climate and sedimentation, providing a geologic record of ancient Solar system behavior spanning billions of years. Here, we introduce two Bayesian methods that harness stratigraphic data to quantitatively estimate ancient astronomical frequencies and their uncertainties. The first method (TimeOptB) calculates the posterior probability density function (PDF) of the axial precession frequency k and of the sedimentation rate u for a given cyclostratigraphic data set, while setting the Solar system frequencies gi and si to fixed values. The second method (TimeOptBMCMC) applies an adaptive Markov chain Monte Carlo algorithm to efficiently sample the posterior PDF of all the parameters that affect astronomical cycles recorded in stratigraphy: five gi, five si, k, and u. We also include an approach to assess the significance of detecting astronomical cycles in cyclostratigraphic records. The methods provide an extension of current approaches that is computationally efficient and well suited to recover the history of astronomical cycles, Earth‐Moon history, and the evolution of the Solar system from geological records. As case studies, data from the Xiamaling Formation (N. China, 1.4 Ga) and ODP Site 1262 (S. Atlantic, 55 Ma) are evaluated, providing updated estimates of astronomical frequencies, Earth‐Moon history, and secular resonance terms. Plain Language Summary: Earth's transit through our Solar system is ever evolving, and so are such seemingly unwavering planetary characteristics as the number of hours in a day. For example, it is well known that the length of the day generally increases with time as Earth's rotation rate decreases from tidal interactions with our orbiting Moon. But the ability to chart out this evolution over the history of the Solar system has been hampered by limitations of both data and theoretical models. This study presents a computational approach to map out the history of Solar system motions and the history of the Earth‐Moon system, including the length of a day, by leveraging geological data and astronomical theory within a statistical framework that fully accounts for uncertainties. As such, the approach provides a means to use the geological archive as an astronomical observatory, allowing us to explore Solar system and Earth‐Moon dynamics throughout their long history. Key Points: We present two updated methods for Bayesian astrochronology: TimeOptB and TimeOptBMCMCTimeOptB simultaneously estimates the Earth's axial precession frequency and the sedimentation rate from cyclostratigraphic dataIn addition, TimeOptBMCMC simultaneously estimates Solar system g‐frequencies and s‐frequencies from cyclostratigraphic data [ABSTRACT FROM AUTHOR]