Chain graphs are a natural generalization of directed acyclic graphs (DAGs) and undirected graphs. However, the apparent simplicity of chain graphs belies the subtlety of the conditional independence hypotheses that they represent. There are a number of simple and apparently plausible, but ultimately fallacious interpretations of chain graphs that are often invoked, implicitly or explicitly. These interpretations also lead to awed methods for applying background knowledge to model selection. We present a valid interpretation by showing how the distribution corresponding to a chain graph may be generated as the equilibrium distribution of dynamic models with feedback. These dynamic interpretations lead to a simple theory of intervention, extending the theory developed for DAGs. Finally, we contrast chain graph models under this interpretation with simultaneous equation models which have traditionally been used to model feedback in econometrics. Keywords: Causal model; cha...

Consider the problem of joint parameter estimation and prediction in a Markov random field: that is, the model parameters are estimated on the basis of an initial set of data, and then the fitted model is used to perform prediction (e.g., smoothing, denoising, interpolation) on a new noisy observation.

Most microarray scanning software for glass spotted arrays provides estimates for the intensity for the "foreground" and "background" of two channels for every spot. The common approach in further analyzing such data is to # rst subtract the background from the foreground for each channel and to use the ratio of these two results as the estimate of the expression level. The resulting ratios are, after possible averaging over replicates, the usual inputs for further data analysis, such as clustering. If, with this background correction procedure, the foreground intensity was smaller than the background intensity for a channel, that spot (on that array) yields no usable data. In this paper it is argued that this preprocessing leads to estimates of the expression that have a much larger variance than needed when the expression levels are low. Key words: Bayesian statistics, low intensity spots. 1.

This paper reviews a number of conceptual issues pertaining to the implementation of an explicit “spatial ” perspective in applied econometrics. It provides an overview of the motivation for including spatial effects in regression models, both from a theory-driven as well as from a data-driven perspective. Considerable attention is paid to the inferential framework necessary to carry out estimation and testing and the different assumptions, constraints and implications embedded in the various specifications available in the literature. The review combines insights from the traditional spatial econometrics literature as well as from geostatistics, biostatistics and medical image analysis.

spatstat is a package for analyzing spatial point pattern data. Its functionality includes exploratory data analysis, model-fitting, and simulation. It is designed to handle realistic datasets, including inhomogeneous point patterns, spatial sampling regions of arbitrary shape, extra covariate data, and ‘marks ’ attached to the points of the point pattern. A unique feature of spatstat is its generic algorithm for fitting point process models to point pattern data. The interface to this algorithm is a function ppm that is strongly analogous to lm and glm. This paper is a general description of spatstat and an introduction for new users.

In this paper, we consider the estimation of the unknown parameters for the problem of reconstructing a high-resolution image from multiple undersampled, shifted, degraded frames with subpixel displacement errors. We derive mathematical expressions for the iterative calculation of the maximum likelihood estimate of the unknown parameters given the low resolution observed images. These iterative procedures require the manipulation of block-semi circulant (BSC) matrices, that is block matrices with circulant blocks. We show how these BSC matrices can be easily manipulated in order to calculate the unknown parameters. Finally the proposed method is tested on real and synthetic images. Index Terms---Bayesian methods, high-resolution image reconstruction, parameter estimation.

We give an approach for using flow information from a system of wells to characterize hydrologic properties of an aquifer. In particular, we consider experiments where an impulse of tracer fluid is injected along with the water at the input wells and its concentration is recorded over time at the uptake wells. We focus on characterizing the spatially varying permeability field which is a key attribute of the aquifer for determining flow paths and rates for a given flow experiment. As is standard for estimation from such flow data, we make use of complicated subsurface flow code which simulates the fluid flow through the aquifer for a particular well configuration and aquifer specification, which includes the permeability field over a grid. This ill-posed problem requires that some regularity be imposed on the permeability field. Typically this is accomplished by specifying a stationary Gaussian process model for the permeability field. Here we use an intrinsically stationary Markov random field which compares favorably and offers some additional flexibility and computational advantages. Our interest in quantifying uncertainty leads us to take a Bayesian approach, using Markov chain Monte Carlo for exploring the high-dimensional posterior distribution. We demonstrate our approach with several examples.

In this paper, we propose novel algorithms for total variation (TV) based image restoration and parameter estimation utilizing variational distribution approximations. Within the hierarchical Bayesian formulation, the reconstructed image and the unknown hyperparameters for the image prior and the noise are simultaneously estimated. The proposed algorithms provide approximations to the posterior distributions of the latent variables using variational methods. We show that some of the current approaches to TV-based image restoration are special cases of our framework. Experimental results show that the proposed approaches provide competitive performance without any assumptions about unknown hyperparameters and clearly outperform existing methods when additional information is included.

We apply nine analytic methods employed currently in imaging neuroscience to simulated and actual BOLD fMRI signals and compare their performances under each signal type. Starting with baseline time series generated by a resting subject during a null hypothesis study, we compare method performance with embedded focal activity in these series of three different types whose magnitudes and time courses are simple, convolved with spatially varying hemodynamic responses, and highly spatially interactive. We then apply these same nine methods to BOLD fMRI time series from contralateral primary motor cortex and ipsilateral cerebellum collected during a sequential finger opposition study. Paired comparisons of results across methods include a voxel-specific concordance correlation

This paper develops the analogy, and proposes Kaplan-Meier [15] or product-limit estimators for F; G and