sequential monte carlo
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2022 ◽  
Vol 162 ◽  
pp. 108028
P.L. Green ◽  
L.J. Devlin ◽  
R.E. Moore ◽  
R.J. Jackson ◽  
J. Li ◽  

PLoS ONE ◽  
2021 ◽  
Vol 16 (12) ◽  
pp. e0261813
Alfredo Cortell-Nicolau ◽  
Oreto García-Puchol ◽  
María Barrera-Cruz ◽  
Daniel García-Rivero

In the present article we use geometric microliths (a specific type of arrowhead) and Approximate Bayesian Computation (ABC) in order to evaluate possible origin points and expansion routes for the Neolithic in the Iberian Peninsula. In order to do so, we divide the Iberian Peninsula in four areas (Ebro river, Catalan shores, Xúquer river and Guadalquivir river) and we sample the geometric microliths existing in the sites with the oldest radiocarbon dates for each zone. On this data, we perform a partial Mantel test with three matrices: geographic distance matrix, cultural distance matrix and chronological distance matrix. After this is done, we simulate a series of partial Mantel tests where we alter the chronological matrix by using an expansion model with randomised origin points, and using the distribution of the observed partial Mantel test’s results as a summary statistic within an Approximate Bayesian Computation-Sequential Monte-Carlo (ABC-SMC) algorithm framework. Our results point clearly to a Neolithic expansion route following the Northern Mediterranean, whilst the Southern Mediterranean route could also find support and should be further discussed. The most probable origin points focus on the Xúquer river area.

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Xiaoguo Zhang ◽  
Yujin Kuang ◽  
Haoran Yang ◽  
Hang Lu ◽  
Yuan Yang

With the increasing application potential of indoor personnel positioning, ultra-wideband (UWB) positioning technology has attracted more and more attentions of scholars. In practice, an indoor positioning process often involves multipath and Non-Line-Of-Sight (NLOS) problems, and a particle filtering (PF) algorithm has been widely used in the indoor positioning research field because of its outstanding performance in nonlinear and non-Gaussian estimations. Aiming at mitigating the accuracy decreasing caused by the particle degradation and impoverishment in traditional Sequential Monte Carlo (SMC) positioning, we propose a method to integrate the firefly and particle algorithm for multistage optimization. The proposed algorithm not only enhances the searching ability of particles of initialization but also makes the particles propagate out of the local optimal condition in the sequential estimations. In addition, to prevent particles from falling into the oscillatory situation and find the global optimization faster, a decreasing function is designed to improve the reliability of the particle propagation. Real indoor experiments are carried out, and results demonstrate that the positioning accuracy can be improved up to 36%, and the number of needed particles is significantly reduced.

2021 ◽  
Vol 11 (24) ◽  
pp. 11723
Carlos Roldán-Blay ◽  
Carlos Roldán-Porta ◽  
Eduardo Quiles ◽  
Guillermo Escrivá-Escrivá

In reliability studies of isolated energy supply systems for residential buildings, supply failures due to insufficient generation are generally analysed. Recent studies conclude that this kind of analysis makes it possible to optimally design the sizes of the elements of the generation system. However, in isolated communities or rural areas, it is common to find groups of dwellings in which micro-renewable sources, such as photovoltaic (PV) systems, can be installed. In this situation, the generation and storage of several houses can be considered as an interconnected system forming a cooperative microgrid (CoMG). This work analyses the benefits that sharing two autonomous installations can bring to each one, from the point of view of reliability. The method consists of the application of a random sequential Monte Carlo (SMC) simulation to the CoMG to evaluate the impact of a simple cooperative strategy on the reliability of the set. The study considers random failures in the generation systems. The results show that the reliability of the system increases when cooperation is allowed. Additionally, at the design stage, this allows more cost-effective solutions than single sizing with a similar level of reliability.

Viruses ◽  
2021 ◽  
Vol 13 (12) ◽  
pp. 2441
Macauley Locke ◽  
Grant Lythe ◽  
Martín López-García ◽  
César Muñoz-Fontela ◽  
Miles Carroll ◽  

Type I interferons (IFNs) are cytokines with both antiviral properties and protective roles in innate immune responses to viral infection. They induce an antiviral cellular state and link innate and adaptive immune responses. Yet, viruses have evolved different strategies to inhibit such host responses. One of them is the existence of viral proteins which subvert type I IFN responses to allow quick and successful viral replication, thus, sustaining the infection within a host. We propose mathematical models to characterise the intra-cellular mechanisms involved in viral protein antagonism of type I IFN responses, and compare three different molecular inhibition strategies. We study the Ebola viral protein, VP35, with this mathematical approach. Approximate Bayesian computation sequential Monte Carlo, together with experimental data and the mathematical models proposed, are used to perform model calibration, as well as model selection of the different hypotheses considered. Finally, we assess if model parameters are identifiable and discuss how such identifiability can be improved with new experimental data.

2021 ◽  
Vol 12 ◽  
Kaixian Yu ◽  
Zihan Cui ◽  
Xin Sui ◽  
Xing Qiu ◽  
Jinfeng Zhang

Bayesian networks (BNs) provide a probabilistic, graphical framework for modeling high-dimensional joint distributions with complex correlation structures. BNs have wide applications in many disciplines, including biology, social science, finance and biomedical science. Despite extensive studies in the past, network structure learning from data is still a challenging open question in BN research. In this study, we present a sequential Monte Carlo (SMC)-based three-stage approach, GRowth-based Approach with Staged Pruning (GRASP). A double filtering strategy was first used for discovering the overall skeleton of the target BN. To search for the optimal network structures we designed an adaptive SMC (adSMC) algorithm to increase the quality and diversity of sampled networks which were further improved by a third stage to reclaim edges missed in the skeleton discovery step. GRASP gave very satisfactory results when tested on benchmark networks. Finally, BN structure learning using multiple types of genomics data illustrates GRASP’s potential in discovering novel biological relationships in integrative genomic studies.

2021 ◽  
Sergio I. Hernandez

<p>Tracking multiple objects is a challenging problem for an automated system, with applications in many domains. Typically the system must be able to represent the posterior distribution of the state of the targets, using a recursive algorithm that takes information from noisy measurements. However, in many important cases the number of targets is also unknown, and has also to be estimated from data. The Probability Hypothesis Density (PHD) filter is an effective approach for this problem. The method uses a first-order moment approximation to develop a recursive algorithm for the optimal Bayesian filter. The PHD recursion can implemented in closed form in some restricted cases, and more generally using Sequential Monte Carlo (SMC) methods. The assumptions made in the PHD filter are appealing for computational reasons in real-time tracking implementations. These are only justifiable when the signal to noise ratio (SNR) of a single target is high enough that remediates the loss of information from the approximation. Although the original derivation of the PHD filter is based on functional expansions of belief-mass functions, it can also be developed by exploiting elementary constructions of Poisson processes. This thesis presents novel strategies for improving the Sequential Monte Carlo implementation of PHD filter using the point process approach. Firstly, we propose a post-processing state estimation step for the PHD filter, using Markov Chain Monte Carlo methods for mixture models. Secondly, we develop recursive Bayesian smoothing algorithms using the approximations of the filter backwards in time. The purpose of both strategies is to overcome the problems arising from the PHD filter assumptions. As a motivating example, we analyze the performance of the methods for the difficult problem of person tracking in crowded environments</p>

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