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Nada Abdalla

University of California-Los Angeles



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Sudipto Banerjee

University of California-Los Angeles



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Gurumurthy Ramachandran

Bloomberg School of Public Health, Johns Hopkins University



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Susan Arnold

School of Public Health, University of Minnesota



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166 – SPEED: Topics in Bayesian Analysis

Bayesian Forecasting and Dynamic Modeling of Physical Processes in Industrial Hygiene

Sponsor: Section on Bayesian Statistical Science
Keywords: Kalman filter, Particle filter, MCMC, Nonlinear, Non-Gaussian, State space models

Nada Abdalla

University of California-Los Angeles

Sudipto Banerjee

University of California-Los Angeles

Gurumurthy Ramachandran

Bloomberg School of Public Health, Johns Hopkins University

Susan Arnold

School of Public Health, University of Minnesota

Exposure assessment models are deterministic models derived from physical-chemical laws. In real workplace settings, chemical concentration measurements can be noisy and indirectly measured. In addition, inference on important parameters such as generation and ventilation rates are usually of interest since they are difficult to obtain. In this paper we outline a flexible Bayesian framework for parameter inference and exposure prediction. In particular, we devise Bayesian state space models by discretizing the differential equation models and incorporating information from observed measurements and expert prior knowledge. At each time point, a new measurement is available that contains some noise, so using the physical model and the available measurements, we try to obtain a more accurate state estimate, which can be called filtering. We consider Monte Carlo sampling methods for parameter estimation and inference under nonlinear and non-Gaussian assumptions. The performance of the different methods is studied on computer-simulated and controlled laboratory-generated data. We consider some commonly used exposure models representing different physical hypotheses.

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