Analytical uncertainty propagation in life cycle inventory and impact assessment: application to an automobile front panel

Background, aim, and scope

Uncertainty information is essential for the proper use of life cycle assessment (LCA) and environmental assessments in decision making. So far, parameter uncertainty propagation has mainly been studied using Monte Carlo techniques that are relatively computationally heavy to conduct, especially for the comparison of multiple scenarios, often limiting its use to research or to inventory only. Furthermore, Monte Carlo simulations do not automatically assess the sensitivity and contribution to overall uncertainty of individual parameters. The present paper aims to develop and apply to both inventory and impact assessment an explicit and transparent analytical approach to uncertainty. This approach applies Taylor series expansions to the uncertainty propagation of lognormally distributed parameters.

Materials and methods

We first apply the Taylor series expansion method to analyze the uncertainty propagation of a single scenario, in which case the squared geometric standard deviation of the final output is determined as a function of the model sensitivity to each input parameter and the squared geometric standard deviation of each parameter. We then extend this approach to the comparison of two or more LCA scenarios. Since in LCA it is crucial to account for both common inventory processes and common impact assessment characterization factors among the different scenarios, we further develop the approach to address this dependency. We provide a method to easily determine a range and a best estimate of (a) the squared geometric standard deviation on the ratio of the two scenario scores, “A/B”, and (b) the degree of confidence in the prediction that the impact of scenario A is lower than B (i.e., the probability that A/B<1). The approach is tested on an automobile case study and resulting probability distributions of climate change impacts are compared to classical Monte Carlo distributions.

Results

The probability distributions obtained with the Taylor series expansion lead to results similar to the classical Monte Carlo distributions, while being substantially simpler; the Taylor series method tends to underestimate the 2.5% confidence limit by 1-11% and the 97.5% limit by less than 5%. The analytical Taylor series expansion easily provides the explicit contributions of each parameter to the overall uncertainty. For the steel front end panel, the factor contributing most to the climate change score uncertainty is the gasoline consumption (>75%). For the aluminum panel, the electricity and aluminum primary production, as well as the light oil consumption, are the dominant contributors to the uncertainty. The developed approach for scenario comparisons, differentiating between common and independent parameters, leads to results similar to those of a Monte Carlo analysis; for all tested cases, we obtained a good concordance between the Monte Carlo and the Taylor series expansion methods regarding the probability that one scenario is better than the other.

Discussion

The Taylor series expansion method addresses the crucial need of accounting for dependencies in LCA, both for common LCI processes and common LCIA characterization factors. The developed approach in Eq. 8, which differentiates between common and independent parameters, estimates the degree of confidence in the prediction that scenario A is better than B, yielding results similar to those found with Monte Carlo simulations.

Conclusions

The probability distributions obtained with the Taylor series expansion are virtually equivalent to those from a classical Monte Carlo simulation, while being significantly easier to obtain. An automobile case study on an aluminum front end panel demonstrated the feasibility of this method and illustrated its simultaneous and consistent application to both inventory and impact assessment. The explicit and innovative analytical approach, based on Taylor series expansions of lognormal distributions, provides the contribution to the uncertainty from each parameter and strongly reduces calculation time.     

Statistical tests of models of DNA substitution

Summary Penny et al. have written that The most fundamental criterion for a scientific method is that the data must, in principle, be able to reject the model. Hardly any [phylogenetic] tree-reconstruction methods meet this simple requirement. The ability to reject models is of such great importance because the results of all phylogenetic analyses depend on their underlying models—to have confidence in the inferences, it is necessary to have confidence in the models. In this paper, a test statistics suggested by Cox is employed to test the adequacy of some statistical models of DNA sequence evolution used in the phylogenetic inference method introduced by Felsentein. Monte Carlo simulations are used to assess significance levels. The resulting statistical tests provide an objective and very general assessment of all the components of a DNA substitution model; more specific versions of the test are devised to test individual components of a model. In all cases, the new analyses have the additional advantage that values of phylogenetic parameters do not have to be assumed in order to perform the tests.     

A Monte Carlo maximum likelihood method for estimating uncertainty arising from shared errors in exposures in epidemiological studies of nuclear workers

Errors in the estimation of exposures or doses are a major source of uncertainty in epidemiological studies of cancer among nuclear workers. This paper presents a Monte Carlo maximum likelihood method that can be used for estimating a confidence interval that reflects both statistical sampling error and uncertainty in the measurement of exposures. The method is illustrated by application to an analysis of all cancer (excluding leukemia) mortality in a study of nuclear workers at the Oak Ridge National Laboratory (ORNL). Monte Carlo methods were used to generate 10,000 data sets with a simulated corrected dose estimate for each member of the cohort based on the estimated distribution of errors in doses. A Cox proportional hazards model was applied to each of these simulated data sets. A partial likelihood, averaged over all of the simulations, was generated; the central risk estimate and confidence interval were estimated from this partial likelihood. The conventional unsimulated analysis of the ORNL study yielded an excess relative risk (ERR) of 5.38 per Sv (90% confidence interval 0.54-12.58). The Monte Carlo maximum likelihood method yielded a slightly lower ERR (4.82 per Sv) and wider confidence interval (0.41-13.31).     

Hamiltonian Monte Carlo methods for efficient parameter estimation in steady state dynamical systems

Background

Parameter estimation for differential equation models of intracellular processes is a highly relevant bu challenging task. The available experimental data do not usually contain enough information to identify all parameters uniquely, resulting in ill-posed estimation problems with often highly correlated parameters. Sampling-based Bayesian statistical approaches are appropriate for tackling this problem. The samples are typically generated via Markov chain Monte Carlo, however such methods are computationally expensive and their convergence may be slow, especially if there are strong correlations between parameters. Monte Carlo methods based on Euclidean or Riemannian Hamiltonian dynamics have been shown to outperform other samplers by making proposal moves that take the local sensitivities of the system’s states into account and accepting these moves with high probability. However, the high computational cost involved with calculating the Hamiltonian trajectories prevents their widespread use for all but the smallest differential equation models. The further development of efficient sampling algorithms is therefore an important step towards improving the statistical analysis of predictive models of intracellular processes.

Results

We show how state of the art Hamiltonian Monte Carlo methods may be significantly improved for steady state dynamical models. We present a novel approach for efficiently calculating the required geometric quantities by tracking steady states across the Hamiltonian trajectories using a Newton-Raphson method and employing local sensitivity information. Using our approach, we compare both Euclidean and Riemannian versions of Hamiltonian Monte Carlo on three models for intracellular processes with real data and demonstrate at least an order of magnitude improvement in the effective sampling speed. We further demonstrate the wider applicability of our approach to other gradient based MCMC methods, such as those based on Langevin diffusions.

Conclusion

Our approach is strictly benefitial in all test cases. The Matlab sources implementing our MCMC methodology is available from https://github.com/a-kramer/ode_rmhmc.

Electronic supplementary material

The online version of this article (doi:10.1186/1471-2105-15-253) contains supplementary material, which is available to authorized users.     

A comparison of rarefaction and bayesian methods for predicting the allelic richness of future samples on the basis of currently available samples

Rarefaction methods have been introduced into population genetics (from ecology) for predicting and comparing the allelic richness of future samples (or sometimes populations) on the basis of currently available samples, possibly of different sizes. Here, we focus our attention on one such problem: Predicting which population is most likely to yield the future sample having the highest allelic richness. (This problem can arise when we want to construct a core collection from a larger germplasm collection.) We use extensive simulations to compare the performance of the Monte Carlo rarefaction (repeated random subsampling) method with a simple Bayesian approach we have developed-which is based on the Ewens sampling distribution. We found that neither this Bayesian method nor the (Monte Carlo) rarefaction method performed uniformly better than the other. We also examine briefly some of the other motivations offered for these methods and try to make sense of them from a Bayesian point of view.     

An empirical examination of the standard errors of maximum likelihood phylogenetic parameters under the molecular clock via bootstrapping

The molecular clock theory has greatly enlightened our understanding of macroevolutionary events. Maximum likelihood (ML) estimation of divergence times involves the adoption of fixed calibration points, and the confidence intervals associated with the estimates are generally very narrow. The credibility intervals are inferred assuming that the estimates are normally distributed, which may not be the case. Moreover, calculation of standard errors is usually carried out by the curvature method and is complicated by the difficulty in approximating second derivatives of the likelihood function. In this study, a standard primate phylogeny was used to examine the standard errors of ML estimates via the bootstrap method. Confidence intervals were also assessed from the posterior distribution of divergence times inferred via Bayesian Markov Chain Monte Carlo. For the primate topology under evaluation, no significant differences were found between the bootstrap and the curvature methods. Also, Bayesian confidence intervals were always wider than those obtained by ML.     

A Simple 2D Non-Parametric Resampling Statistical Approach to Assess Confidence in Species Identification in DNA Barcoding—An Alternative to Likelihood and Bayesian Approaches

In the recent worldwide campaign for the global biodiversity inventory via DNA barcoding, a simple and easily used measure of confidence for assigning sequences to species in DNA barcoding has not been established so far, although the likelihood ratio test and the Bayesian approach had been proposed to address this issue from a statistical point of view. The TDR (Two Dimensional non-parametric Resampling) measure newly proposed in this study offers users a simple and easy approach to evaluate the confidence of species membership in DNA barcoding projects. We assessed the validity and robustness of the TDR approach using datasets simulated under coalescent models, and an empirical dataset, and found that TDR measure is very robust in assessing species membership of DNA barcoding. In contrast to the likelihood ratio test and Bayesian approach, the TDR method stands out due to simplicity in both concepts and calculations, with little in the way of restrictive population genetic assumptions. To implement this approach we have developed a computer program package (TDR1.0beta) freely available from ftp://202.204.209.200/education/video/TDR1.0beta.rar.     

Detecting recombination in 4-taxa DNA sequence alignments with Bayesian hidden Markov models and Markov chain Monte Carlo

This article presents a statistical method for detecting recombination in DNA sequence alignments, which is based on combining two probabilistic graphical models: (1) a taxon graph (phylogenetic tree) representing the relationship between the taxa, and (2) a site graph (hidden Markov model) representing interactions between different sites in the DNA sequence alignments. We adopt a Bayesian approach and sample the parameters of the model from the posterior distribution with Markov chain Monte Carlo, using a Metropolis-Hastings and Gibbs-within-Gibbs scheme. The proposed method is tested on various synthetic and real-world DNA sequence alignments, and we compare its performance with the established detection methods RECPARS, PLATO, and TOPAL, as well as with two alternative parameter estimation schemes.     

Bayesian restoration of ion channel records using hidden Markov models

Hidden Markov models have been used to restore recorded signals of single ion channels buried in background noise. Parameter estimation and signal restoration are usually carried out through likelihood maximization by using variants of the Baum-Welch forward-backward procedures. This paper presents an alternative approach for dealing with this inferential task. The inferences are made by using a combination of the framework provided by Bayesian statistics and numerical methods based on Markov chain Monte Carlo stochastic simulation. The reliability of this approach is tested by using synthetic signals of known characteristics. The expectations of the model parameters estimated here are close to those calculated using the Baum-Welch algorithm, but the present methods also yield estimates of their errors. Comparisons of the results of the Bayesian Markov Chain Monte Carlo approach with those obtained by filtering and thresholding demonstrate clearly the superiority of the new methods.     

Comparison of Bayesian and maximum-likelihood inference of population genetic parameters

Comparison of the performance and accuracy of different inference methods, such as maximum likelihood (ML) and Bayesian inference, is difficult because the inference methods are implemented in different programs, often written by different authors. Both methods were implemented in the program MIGRATE, that estimates population genetic parameters, such as population sizes and migration rates, using coalescence theory. Both inference methods use the same Markov chain Monte Carlo algorithm and differ from each other in only two aspects: parameter proposal distribution and maximization of the likelihood function. Using simulated datasets, the Bayesian method generally fares better than the ML approach in accuracy and coverage, although for some values the two approaches are equal in performance. MOTIVATION: The Markov chain Monte Carlo-based ML framework can fail on sparse data and can deliver non-conservative support intervals. A Bayesian framework with appropriate prior distribution is able to remedy some of these problems. RESULTS: The program MIGRATE was extended to allow not only for ML(-) maximum likelihood estimation of population genetics parameters but also for using a Bayesian framework. Comparisons between the Bayesian approach and the ML approach are facilitated because both modes estimate the same parameters under the same population model and assumptions.     

Lower confidence bounds for prediction accuracy in high dimensions via AROHIL Monte Carlo

MOTIVATION: Implementation and development of statistical methods for high-dimensional data often require high-dimensional Monte Carlo simulations. Simulations are used to assess performance, evaluate robustness, and in some cases for implementation of algorithms. But simulation in high dimensions is often very complex, cumbersome and slow. As a result, performance evaluations are often limited, robustness minimally investigated and dissemination impeded by implementation challenges. This article presents a method for converting complex, slow high-dimensional Monte Carlo simulations into simpler, faster lower dimensional simulations. RESULTS: We implement the method by converting a previous Monte Carlo algorithm into this novel Monte Carlo, which we call AROHIL Monte Carlo. AROHIL Monte Carlo is shown to exactly or closely match pure Monte Carlo results in a number of examples. It is shown that computing time can be reduced by several orders of magnitude. The confidence bound method implemented using AROHIL outperforms the pure Monte Carlo method. Finally, the utility of the method is shown by application to a number of real microarray datasets.     

Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology

Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named “posterior parameter ensemble”. We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor.     

Understanding mammalian evolution using Bayesian phylogenetic inference

1. Phylogenetic trees are critical in addressing evolutionary hypotheses; however, the reconstruction of a phylogeny is no easy task. This process has recently been made less arduous by using a Bayesian statistical approach. This method offers the advantage that one can determine the probability of some hypothesis (i.e. a phylogeny), conditional on the observed data (i.e. nucleotide sequences). 2. By reconstructing phylogenies using Bayes’ theorem in combination with Markov chain Monte Carlo, phylogeneticists are able to test hypotheses more quickly compared with using standard methods such as neighbour-joining, maximum likelihood or parsimony. Critics of the Bayesian approach suggest that it is not a panacea, and argue that the prior probability is too subjective and the resulting posterior probability is too liberal compared with maximum likelihood. 3. These issues are currently debated in the arena of mammalian evolution. Recently, proponents and opponents of the Bayesian approach have constructed the mammalian phylogeny using different methods under different conditions and with a variety of parameters. These analyses showed the robustness (or lack of) of the Bayesian approach. In the end, consensus suggests that Bayesian methods are robust and give essentially the same answer as maximum likelihood methods but in less time. 4. Approaches based on fossils and molecules typically agree on ordinal-level relationships among mammals but not on higher-level relationships, as Bayesian analyses recognize the African radiation, Afrotheria, and the two Laurasian radiations, Laurasiatheria and Euarchontoglires, whereas fossils did not predict Afrotheria.     

Factors influencing soay sheep survival: a Bayesian analysis

This article presents a Bayesian analysis of mark-recapture-recovery data on Soay sheep. A reversible jump Markov chain Monte Carlo technique is used to determine age classes of common survival, and to model the survival probabilities in those classes using logistic regression. This involves environmental and individual covariates, as well as random effects. Auxiliary variables are used to impute missing covariates measured on individual sheep. The Bayesian approach suggests different models from those previously obtained using classical statistical methods. Following model averaging, features that were not previously detected, and which are of ecological importance, are identified.     

基于贝叶斯统计的遗传连锁分析方法

贝叶斯学派是不同于经典数理统计的一个重要学派, 其发展的贝叶斯统计方法在现代科学的许多领域已有着广泛的应用。探讨了贝叶斯统计在遗传连锁分析中的应用, 包括遗传重组率的贝叶斯估计、遗传连锁的贝叶斯因子检验和基于马尔可夫链蒙特卡罗理论的遗传连锁图谱构建。用编制的SAS/IML程序进行了模拟研究和实例分析, 验证了贝叶斯方法在遗传连锁分析中的有效性和实用性。     

Bayes or bootstrap? A simulation study comparing the performance of Bayesian Markov chain Monte Carlo sampling and bootstrapping in assessing phylogenetic confidence

Bayesian Markov chain Monte Carlo sampling has become increasingly popular in phylogenetics as a method for both estimating the maximum likelihood topology and for assessing nodal confidence. Despite the growing use of posterior probabilities, the relationship between the Bayesian measure of confidence and the most commonly used confidence measure in phylogenetics, the nonparametric bootstrap proportion, is poorly understood. We used computer simulation to investigate the behavior of three phylogenetic confidence methods: Bayesian posterior probabilities calculated via Markov chain Monte Carlo sampling (BMCMC-PP), maximum likelihood bootstrap proportion (ML-BP), and maximum parsimony bootstrap proportion (MP-BP). We simulated the evolution of DNA sequence on 17-taxon topologies under 18 evolutionary scenarios and examined the performance of these methods in assigning confidence to correct monophyletic and incorrect monophyletic groups, and we examined the effects of increasing character number on support value. BMCMC-PP and ML-BP were often strongly correlated with one another but could provide substantially different estimates of support on short internodes. In contrast, BMCMC-PP correlated poorly with MP-BP across most of the simulation conditions that we examined. For a given threshold value, more correct monophyletic groups were supported by BMCMC-PP than by either ML-BP or MP-BP. When threshold values were chosen that fixed the rate of accepting incorrect monophyletic relationship as true at 5%, all three methods recovered most of the correct relationships on the simulated topologies, although BMCMC-PP and ML-BP performed better than MP-BP. BMCMC-PP was usually a less biased predictor of phylogenetic accuracy than either bootstrapping method. BMCMC-PP provided high support values for correct topological bipartitions with fewer characters than was needed for nonparametric bootstrap.     

Data cloning: easy maximum likelihood estimation for complex ecological models using Bayesian Markov chain Monte Carlo methods

We introduce a new statistical computing method, called data cloning, to calculate maximum likelihood estimates and their standard errors for complex ecological models. Although the method uses the Bayesian framework and exploits the computational simplicity of the Markov chain Monte Carlo (MCMC) algorithms, it provides valid frequentist inferences such as the maximum likelihood estimates and their standard errors. The inferences are completely invariant to the choice of the prior distributions and therefore avoid the inherent subjectivity of the Bayesian approach. The data cloning method is easily implemented using standard MCMC software. Data cloning is particularly useful for analysing ecological situations in which hierarchical statistical models, such as state-space models and mixed effects models, are appropriate. We illustrate the method by fitting two nonlinear population dynamics models to data in the presence of process and observation noise.     

An efficient Monte Carlo method for estimating Ne from temporally spaced samples using a coalescent-based likelihood

This article presents an efficient importance-sampling method for computing the likelihood of the effective size of a population under the coalescent model of Berthier et al. Previous computational approaches, using Markov chain Monte Carlo, required many minutes to several hours to analyze small data sets. The approach presented here is orders of magnitude faster and can provide an approximation to the likelihood curve, even for large data sets, in a matter of seconds. Additionally, confidence intervals on the estimated likelihood curve provide a useful estimate of the Monte Carlo error. Simulations show the importance sampling to be stable across a wide range of scenarios and show that the N(e) estimator itself performs well. Further simulations show that the 95% confidence intervals around the N(e) estimate are accurate. User-friendly software implementing the algorithm for Mac, Windows, and Unix/Linux is available for download. Applications of this computational framework to other problems are discussed.     

A simple clustering algorithm can be accurate enough for use in calculations of pKs in macromolecules

Structure and function of macromolecules depend critically on the ionization states of their acidic and basic groups. Most current structure-based theoretical methods that predict pK of ionizable groups in macromolecules include, as one of the key steps, a computation of the partition sum (Boltzmann average) over all possible protonation microstates. As the number of these microstates depends exponentially on the number of ionizable groups present in the molecule, direct computation of the sum is not realistically feasible for many typical proteins that may have tens or even hundreds of ionizable groups. We have tested a simple and robust approximate algorithm for computing these partition sums for macromolecules. The method subdivides the interacting sites into independent clusters, based upon the strength of site-site electrostatic interaction. The resulting partition function is factorizable into computationally manageable components. Two variants of the approach are presented and validated on a representative test set of 602 proteins, by comparing the pK(1/2) values computed by the proposed method with those obtained by the standard Monte Carlo approach used as a reference. With 95% confidence, the relative error introduced by the more accurate of the two methods is less than 0.25 pK units. The algorithms are one to two orders of magnitude faster than the Monte Carlo method, with the typical settings. A graphical representation is introduced that visualizes the clusters of strong site-site interactions in the context of the three-dimensional (3D) structure of the macromolecule, facilitating identification of functionally important clusters of ionizable groups; the approach is exemplified on two proteins, bacteriorhodopsin and myoglobin.     

A frequentist approach to dynamic borrowing

There has been growing interest in leveraging external control data to augment a randomized control group data in clinical trials and enable more informative decision making. In recent years, the quality and availability of real-world data have improved steadily as external controls. However, information borrowing by directly pooling such external controls with randomized controls may lead to biased estimates of the treatment effect. Dynamic borrowing methods under the Bayesian framework have been proposed to better control the false positive error. However, the numerical computation and, especially, parameter tuning, of those Bayesian dynamic borrowing methods remain a challenge in practice. In this paper, we present a frequentist interpretation of a Bayesian commensurate prior borrowing approach and describe intrinsic challenges associated with this method from the perspective of optimization. Motivated by this observation, we propose a new dynamic borrowing approach using adaptive lasso. The treatment effect estimate derived from this method follows a known asymptotic distribution, which can be used to construct confidence intervals and conduct hypothesis tests. The finite sample performance of the method is evaluated through extensive Monte Carlo simulations under different settings. We observed highly competitive performance of adaptive lasso compared to Bayesian approaches. Methods for selecting tuning parameters are also thoroughly discussed based on results from numerical studies and an illustration example.