Learn More
In this article we propose a new Rao-Blackwellized particle filtering based algorithm for tracking an unknown number of targets. The algorithm is based on formulating probabilistic stochastic process models for target states, data associations, and birth and death processes. The tracking of these stochastic processes is implemented using sequential Monte(More)
BACKGROUND The risk of recurrence of gastrointestinal stromal tumour (GIST) after surgery needs to be estimated when considering adjuvant systemic therapy. We assessed prognostic factors of patients with operable GIST, to compare widely used risk-stratification schemes and to develop a new method for risk estimation. METHODS Population-based cohorts of(More)
We give a short review on the Bayesian approach for neural network learning and demonstrate the advantages of the approach in three real applications. We discuss the Bayesian approach with emphasis on the role of prior knowledge in Bayesian models and in classical error minimization approaches. The generalization capability of a statistical model, classical(More)
In this article we introduce the DRIFTER algorithm, which is a new model based Bayesian method for retrospective elimination of physiological noise from functional magnetic resonance imaging (fMRI) data. In the method, we first estimate the frequency trajectories of the physiological signals with the interacting multiple models (IMM) filter algorithm. The(More)
Leave-one-out cross-validation (LOO) and the widely applicable information criterion (WAIC) are methods for estimating pointwise out-of-sample prediction accuracy from a fitted Bayesian model using the log-likelihood evaluated at the posterior simulations of the parameter values. LOO and WAIC have various advantages over simpler estimates of predictive(More)
Errata for the paper Aki Vehtari and Janne Ojanen (2012). A survey of Bayesian predictive methods for model assessment, selection and comparison. • Page 190 " In the general case, an efficiency estimate of the importance sampling can be computed from the obtained weights but this approach can not prove convergence. " should be " It is customary to examine(More)
This article presents a classical type of solution to the time series prediction competition, the CATS benchmark, which is organized as a special session of the IJCNN 2004 conference. The solution is based on sequential application of the Kalman smoother, which is a classical statistical tool for estimation and prediction of time series. The Kalman smoother(More)
CONTEXT Adjuvant imatinib administered for 12 months after surgery has improved recurrence-free survival (RFS) of patients with operable gastrointestinal stromal tumor (GIST) compared with placebo. OBJECTIVE To investigate the role of imatinib administration duration as adjuvant treatment of patients who have a high estimated risk for GIST recurrence(More)
In this work, we discuss practical methods for the assessment, comparison, and selection of complex hierarchical Bayesian models. A natural way to assess the goodness of the model is to estimate its future predictive capability by estimating expected utilities. Instead of just making a point estimate, it is important to obtain the distribution of the(More)
We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a bias-corrected adjustment of within-sample error. We focus on the choices involved in setting up these measures, and we compare them in three simple examples, one theoretical and(More)