Uncertainty modelling and computational aspects of data association

A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted observations. In order to account for the lack of information about the different aspects of this type of complex system, an alternative representation of uncertainty based on possibility theory is considered. It is shown how analogues of usual concepts such as Markov chains and hidden Markov models (HMMs) can be introduced in this context. In particular, the considered statistical model for multiple dynamical objects can be formulated as a hierarchical model consisting of conditionally independent HMMs. This structure is leveraged to propose an efficient method in the context of Markov chain Monte Carlo (MCMC) by relying on an approximate solution to the corresponding filtering problem, in a similar fashion to particle MCMC. This approach is shown to outperform existing algorithms in a range of scenarios.

Direct statistical inference for finite Markov jump processes via the matrix exponential

Given noisy, partial observations of a time-homogeneous, finite-statespace Markov chain, conceptually simple, direct statistical inference is available, in theory, via its rate matrix, or infinitesimal generator, $${\mathsf {Q}}$$ Q , since $$\exp ({\mathsf {Q}}t)$$ exp ( Q t ) is the transition matrix over time t. However, perhaps because of inadequate tools for matrix exponentiation in programming languages commonly used amongst statisticians or a belief that the necessary calculations are prohibitively expensive, statistical inference for continuous-time Markov chains with a large but finite state space is typically conducted via particle MCMC or other relatively complex inference schemes. When, as in many applications $${\mathsf {Q}}$$ Q arises from a reaction network, it is usually sparse. We describe variations on known algorithms which allow fast, robust and accurate evaluation of the product of a non-negative vector with the exponential of a large, sparse rate matrix. Our implementation uses relatively recently developed, efficient, linear algebra tools that take advantage of such sparsity. We demonstrate the straightforward statistical application of the key algorithm on a model for the mixing of two alleles in a population and on the Susceptible-Infectious-Removed epidemic model.

Particle Gibbs sampling for Bayesian phylogenetic inference

Motivation The combinatorial sequential Monte Carlo (CSMC) has been demonstrated to be an efficient complementary method to the standard Markov chain Monte Carlo (MCMC) for Bayesian phylogenetic tree inference using biological sequences. It is appealing to combine the CSMC and MCMC in the framework of the particle Gibbs (PG) sampler to jointly estimate the phylogenetic trees and evolutionary parameters. However, the Markov chain of the PG may mix poorly for high dimensional problems (e.g. phylogenetic trees). Some remedies, including the PG with ancestor sampling and the interacting particle MCMC, have been proposed to improve the PG. But they either cannot be applied to or remain inefficient for the combinatorial tree space. Results We introduce a novel CSMC method by proposing a more efficient proposal distribution. It also can be combined into the PG sampler framework to infer parameters in the evolutionary model. The new algorithm can be easily parallelized by allocating samples over different computing cores. We validate that the developed CSMC can sample trees more efficiently in various PG samplers via numerical experiments. Availability and implementation The implementation of our method and the data underlying this article are available at https://github.com/liangliangwangsfu/phyloPMCMC. Contact [email protected] Supplementary information Supplementary data are available at Bioinformatics online.