scholarly journals The time machine: a simulation approach for stochastic trees

2011 ◽  
Vol 467 (2132) ◽  
pp. 2350-2368 ◽  
Author(s):  
Ajay Jasra ◽  
Maria De Iorio ◽  
Marc Chadeau-Hyam
Keyword(s):  
Variance Reduction ◽  
Sequential Monte Carlo ◽  
Likelihood Function ◽  
Computing Time ◽  
Point Of View ◽  
Computational Time ◽  
Recent Common Ancestor ◽  
Theoretical Point ◽  
Monte Carlo Techniques ◽  
Most Recent Common Ancestor

In this paper, we consider a simulation technique for stochastic trees. One of the most important areas in computational genetics is the calculation and subsequent maximization of the likelihood function associated with such models. This typically consists of using importance sampling and sequential Monte Carlo techniques. The approach proceeds by simulating the tree, backward in time from observed data, to a most recent common ancestor. However, in many cases, the computational time and variance of estimators are often too high to make standard approaches useful. In this paper, we propose to stop the simulation, subsequently yielding biased estimates of the likelihood surface. The bias is investigated from a theoretical point of view. Results from simulation studies are also given to investigate the balance between loss of accuracy, saving in computing time and variance reduction.

Bayesian Estimation of DSGE Models

2015 ◽  
Author(s):  
Edward P. Herbst ◽  
Frank Schorfheide
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Likelihood Function ◽  
Academic Research ◽  
Dynamic Stochastic General Equilibrium ◽  
Computational Techniques ◽  
Dsge Models ◽  
Monte Carlo Techniques ◽  
Dynamic Stochastic ◽  
Theoretical Foundations

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. The book is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

scholarly journals Sequential Monte Carlo Methods to Train Neural Network Models

2000 ◽  
Vol 12 (4) ◽  
pp. 955-993 ◽  
Author(s):  
J. F. G. de Freitas ◽  
M. Niranjan ◽  
A. H. Gee ◽  
A. Doucet
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Probability Distributions ◽  
Network Models ◽  
Computational Time ◽  
Optimization Strategy ◽  
Neural Network Models ◽  
Monte Carlo Techniques ◽  
Monte Carlo Algorithms ◽  
Importance Resampling

We discuss a novel strategy for training neural networks using sequential Monte Carlo algorithms and propose a new hybrid gradient descent/sampling importance resampling algorithm (HySIR). In terms of computational time and accuracy, the hybrid SIR is a clear improvement over conventional sequential Monte Carlo techniques. The new algorithm may be viewed as a global optimization strategy that allows us to learn the probability distributions of the network weights and outputs in a sequential framework. It is well suited to applications involving on-line, nonlinear, and nongaussian signal processing. We show how the new algorithm outperforms extended Kalman filter training on several problems. In particular, we address the problem of pricing option contracts, traded in financial markets. In this context, we are able to estimate the one-step-ahead probability density functions of the options prices.

scholarly journals TopHap: Rapid inference of key phylogenetic structures from common haplotypes in large genome collections with limited diversity

2021 ◽  
Author(s):  
Marcos A. Caraballo-Ortiz ◽  
Sayaka Miura ◽  
Maxwell Sanderford ◽  
Tenzin Dolker ◽  
Qiqing Tao ◽  
...  
Keyword(s):  
Signal To Noise Ratio ◽  
Phylogenetic Signal ◽  
Computational Time ◽  
Recent Common Ancestor ◽  
Evolutionary Relationships ◽  
Common Variants ◽  
Sequencing Errors ◽  
Evolutionary Origins ◽  
Most Recent Common Ancestor ◽  
Occurrence Pattern

Motivation: Building reliable phylogenies from very large collections of sequences with a limited number of phylogenetically informative sites is challenging because sequencing errors and recurrent/backward mutations interfere with the phylogenetic signal, confounding true evolutionary relationships. Massive global efforts of sequencing genomes and reconstructing the phylogeny of SARS-CoV-2 strains exemplify these difficulties since there are only hundreds of phylogenetically informative sites and millions of genomes. For such datasets, we set out to develop a method for building the phylogenetic tree of genomic haplotypes consisting of positions harboring common variants to improve the signal-to-noise ratio for more accurate phylogenetic inference of resolvable phylogenetic features. Results: We present the TopHap approach that determines spatiotemporally common haplotypes of common variants and builds their phylogeny at a fraction of the computational time of traditional methods. To assess topological robustness, we develop a bootstrap resampling strategy that resamples genomes spatiotemporally. The application of TopHap to build a phylogeny of 68,057 genomes (68KG) produced an evolutionary tree of major SARS-CoV-2 haplotypes. This phylogeny is concordant with the mutation tree inferred using the co-occurrence pattern of mutations and recovers key phylogenetic relationships from more traditional analyses. We also evaluated alternative roots of the SARS-CoV-2 phylogeny and found that the earliest sampled genomes in 2019 likely evolved by four mutations of the most recent common ancestor of all SARS-CoV-2 genomes. An application of TopHap to more than 1 million genomes reconstructed the most comprehensive evolutionary relationships of major variants, which confirmed the 68KG phylogeny and provided evolutionary origins of major variants of concern. Availability: TopHap is available on the web at https://github.com/SayakaMiura/TopHap.

scholarly journals Estimating the Age of the Common Ancestor of a DNA Sample Using the Number of Segregating Sites

Genetics ◽  
1996 ◽  
Vol 144 (2) ◽  
pp. 829-838 ◽  
Author(s):  
Yun-Xin Fu
Keyword(s):  
Dna Sequences ◽  
Common Ancestor ◽  
Likelihood Function ◽  
Joint Probability ◽  
Recent Common Ancestor ◽  
Joint Probability Distribution ◽  
Most Recent Common Ancestor ◽  
Y Chromosomes ◽  
Point Estimators ◽  
Segregating Sites

Abstract The number of segregating sites in a sample of DNA sequences and the age of the most recent common ancestor (MRCA) of the sequences in the sample are positively correlated. The value of the former can be used to estimate the value of the latter. Using the coalescent approach, we derive in this paper the joint probability distribution of the number of segregating sites and the age of the MRCA of a sample under the neutral Wright-Fisher model. From this distribution, we are able to compute the likelihood function of the number of segregating sites and the posterior probability of the age of the MRCA of a sample. Three point estimators and one interval estimator of the age of the MRCA are developed; their relationships and properties are investigated. The estimation of the age of the MRCA of human Y chromosomes from a sample of no variation is discussed.

Timber Auctions in the Context of the Modern Auction Theory

2007 ◽  
pp. 86-94
Author(s):  
A. Manakov
Keyword(s):  
Theoretical Analysis ◽  
Auction Theory ◽  
Point Of View ◽  
Theoretical Point ◽  
English Auction ◽  
Analysis And Evaluation

The article provides theoretical analysis and evaluation of the timber auctions reforms in Russia. The author shows that the mechanism of the "combined auctions", which functioned until recently, is more appropriate from the theoretical point of view (and from the point of view of the Russian practice) as compared to the officially approved format of the English auction.

A novel cryptosystem based on abstract automata and Latin cubes

2015 ◽  
Vol 52 (2) ◽  
pp. 221-232
Author(s):  
Pál Dömösi ◽  
Géza Horváth
Keyword(s):  
Block Cipher ◽  
Finite Automata ◽  
Theoretical Background ◽  
Point Of View ◽  
Theoretical Point ◽  
Transition Matrices ◽  
Encryption And Decryption ◽  
Secret Keys ◽  
Automata Network ◽  
Fully Functioning

In this paper we introduce a novel block cipher based on the composition of abstract finite automata and Latin cubes. For information encryption and decryption the apparatus uses the same secret keys, which consist of key-automata based on composition of abstract finite automata such that the transition matrices of the component automata form Latin cubes. The aim of the paper is to show the essence of our algorithms not only for specialists working in compositions of abstract automata but also for all researchers interested in cryptosystems. Therefore, automata theoretical background of our results is not emphasized. The introduced cryptosystem is important also from a theoretical point of view, because it is the first fully functioning block cipher based on automata network.

Graffiti als Version und Subversion–Praxen kultureller Re-Regulierung und die Möglichkeit von Gratiforschung

2010 ◽  
Vol 55 (2) ◽  
pp. 11-25 ◽  
Author(s):  
Bernd Dollinger
Keyword(s):  
Social Life ◽  
Point Of View ◽  
Theoretical Point ◽  
Research Practice ◽  
Wird Eine ◽  
Multiple Perspectives

Der Beitrag geht von Versuchen aus, integrative Perspektiven einer überaus heterogenen Graffitiforschung zu bestimmen. In Auseinandersetzung insbesondere mit Bruno Latours Ansatz des »Iconoclash« wird eine kulturtheoretische Referenz bestimmt, die Graffiti als Version identifiziert, d. h. als semiotisch orientierte Veränderung räumlich situierter Ordnungs- und Regulierungspraxen. Ihnen kann, wenn auch nicht zwingend, eine subversive Qualität zukommen. Durch die Ausrichtung am Konzept einer Version wird beansprucht, Forderungen einer normativ weitgehend abstinenten, nicht-essentialistischen und für komplexe Fragen der Identitäts- und Raumpolitik offenen Forschungspraxis einzulösen.<br><br>The contribution attempts to integrate multiple perspectives of current largely heterogeneous graffiti scholarship. Referring to Bruno Latour’s concept »iconoclash«, we discuss graffiti from a cultural-theoretical point of view as a »version«. It appears as a semiotically oriented modification of spatially situated practices that regulate social life. Often, but not necessarily, these practices involve subversive qualities. The concept of »version« facilitates a non-normative and non-essentialist strategy of research. This enables an explorative research practice in which the complex matters of identity and space politics that are associated with graffiti can be addressed.

scholarly journals How Digital Inclusion Increase Opportunities for Young People: Case of NEETs from Bulgaria, Romania and Turkey

2021 ◽  
Vol 13 (14) ◽  
pp. 7894
Author(s):  
Gabriela Neagu ◽  
Muhammet Berigel ◽  
Vladislava Lendzhova
Keyword(s):  
Data Analysis ◽  
Rural Areas ◽  
Secondary Data ◽  
Point Of View ◽  
Multidimensional Analysis ◽  
Theoretical Point ◽  
Digital Inclusion ◽  
Virtual Mobility ◽  
Alternative Research ◽  
High Share

This paper examines the perspectives of rural NEETs in the information society. Our analysis focuses on the situation of three European countries—Bulgaria, Romania, and Turkey—characterized by a high share of rural areas and a population of NEETs. From a methodological point of view, we use alternative research methods (secondary data analysis) with statistical methods (simple linear regression). From a theoretical point of view, we will opt for a multidimensional analysis perspective: the theory of digital divide, digital inclusion, virtual mobility, etc. Through data analysis, we expect to obtain a more complete and detailed picture of the ICT situation in rural areas (level of digital skills, level of digital inclusion) to demonstrate the importance of ICT in optimizing virtual mobility for the living conditions of the population, especially the NEET population.

scholarly journals Verbena officinalis Verbenaceae (Lamiales): a new plant model system for phyllotaxis research

2021 ◽  
Author(s):  
Beata Zagórska-Marek ◽  
Magdalena Turzańska ◽  
Klaudia Chmiel
Keyword(s):  
Vascular System ◽  
Cumulative Effect ◽  
Point Of View ◽  
Theoretical Point ◽  
Inflorescence Axis ◽  
Organ Identity ◽  
Lateral Organ ◽  
Complex Relationships ◽  
Secondary Transitions

AbstractPhyllotactic diversity and developmental transitions between phyllotactic patterns are not fully understood. The plants studied so far, such as Magnolia, Torreya or Abies, are not suitable for experimental work, and the most popular model plant, Arabidopsis thaliana, does not show sufficient phyllotactic variability. It has been found that in common verbena (Verbena officinalis L.), a perennial, cosmopolitan plant, phyllotaxis differs not only between growth phases in primary transitions but also along the indeterminate inflorescence axis in a series of multiple secondary transitions. The latter are no longer associated with the change in lateral organ identity, and the sequence of phyllotactic patterns is puzzling from a theoretical point of view. Data from the experiments in silico, confronted with empirical observations, suggest that secondary transitions might be triggered by the cumulative effect of fluctuations in the continuously decreasing bract primordia size. The most important finding is that the changes in the primary vascular system, associated with phyllotactic transitions, precede those taking place at the apical meristem. This raises the question of the role of the vascular system in determining primordia initiation sites, and possibly challenges the autonomy of the apex. The results of this study highlight the complex relationships between various systems that have to coordinate their growth and differentiation in the developing plant shoot. Common verbena emerges from this research as a plant that may become a new model suitable for further studies on the causes of phyllotactic transitions.

scholarly journals Modeling and theoretical description of magnetic hybrid materials—bridging from meso- to macro-scales

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Andreas M. Menzel ◽  
Hartmut Löwen
Keyword(s):  
Colloidal Particles ◽  
Colloidal Particle ◽  
Theoretical Description ◽  
Point Of View ◽  
Material Behavior ◽  
Theoretical Point ◽  
Mechanical Stiffness ◽  
Theoretical Approaches ◽  
Theoretical Predictions ◽  
Particle Level

Abstract Magnetic gels and elastomers consist of magnetic or magnetizable colloidal particles embedded in an elastic polymeric matrix. Outstanding properties of these materials comprise reversible changes in their mechanical stiffness or magnetostrictive distortions under the influence of external magnetic fields. To understand such types of overall material behavior from a theoretical point of view, it is essential to characterize the substances starting from the discrete colloidal particle level. It turns out that the macroscopic material response depends sensitively on the mesoscopic particle arrangement. We have utilized and developed several theoretical approaches to this end, allowing us both to reproduce experimental observations and to make theoretical predictions. Our hope is that both these paths help to further stimulate the interest in these fascinating materials.

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