Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

Numerical modelling of chirality-Induced bi-Directional swimming of artificial flagella

Biomimetic micro-swimmers can be used for various medical applications, such as targeted drug delivery and micro-object (e.g. biological cells) manipulation, in lab-on-a-chip devices. Bacteria swim using a bundle of flagella (flexible hair-like structures) that form a rotating cork-screw of chiral shape. To mimic bacterial swimming, we employ a computational approach to design a bacterial (chirality-induced) swimmer whose chiral shape and rotational velocity can be controlled by an external magnetic field. In our model, we numerically solve the coupled governing equations that describe the system dynamics (i.e. solid mechanics, fluid dynamics and magnetostatics). We explore the swimming response as a function of the characteristic dimensionless parameters and put special emphasis on controlling the swimming direction. Our results provide fundamental physical insight on the chirality-induced propulsion, and it provides guidelines for the design of magnetic bi-directional micro-swimmers. © 2013 The Author(s) Published by the Royal Society. All rights reserved.