38 resultados para MCMC
Resumo:
Approximate Bayesian Computation’ (ABC) represents a powerful methodology for the analysis of complex stochastic systems for which the likelihood of the observed data under an arbitrary set of input parameters may be entirely intractable – the latter condition rendering useless the standard machinery of tractable likelihood-based, Bayesian statistical inference [e.g. conventional Markov chain Monte Carlo (MCMC) simulation]. In this paper, we demonstrate the potential of ABC for astronomical model analysis by application to a case study in the morphological transformation of high-redshift galaxies. To this end, we develop, first, a stochastic model for the competing processes of merging and secular evolution in the early Universe, and secondly, through an ABC-based comparison against the observed demographics of massive (Mgal > 1011 M⊙) galaxies (at 1.5 < z < 3) in the Cosmic Assembly Near-IR Deep Extragalatic Legacy Survey (CANDELS)/Extended Groth Strip (EGS) data set we derive posterior probability densities for the key parameters of this model. The ‘Sequential Monte Carlo’ implementation of ABC exhibited herein, featuring both a self-generating target sequence and self-refining MCMC kernel, is amongst the most efficient of contemporary approaches to this important statistical algorithm. We highlight as well through our chosen case study the value of careful summary statistic selection, and demonstrate two modern strategies for assessment and optimization in this regard. Ultimately, our ABC analysis of the high-redshift morphological mix returns tight constraints on the evolving merger rate in the early Universe and favours major merging (with disc survival or rapid reformation) over secular evolution as the mechanism most responsible for building up the first generation of bulges in early-type discs.
Resumo:
This paper proposes solutions to three issues pertaining to the estimation of finite mixture models with an unknown number of components: the non-identifiability induced by overfitting the number of components, the mixing limitations of standard Markov Chain Monte Carlo (MCMC) sampling techniques, and the related label switching problem. An overfitting approach is used to estimate the number of components in a finite mixture model via a Zmix algorithm. Zmix provides a bridge between multidimensional samplers and test based estimation methods, whereby priors are chosen to encourage extra groups to have weights approaching zero. MCMC sampling is made possible by the implementation of prior parallel tempering, an extension of parallel tempering. Zmix can accurately estimate the number of components, posterior parameter estimates and allocation probabilities given a sufficiently large sample size. The results will reflect uncertainty in the final model and will report the range of possible candidate models and their respective estimated probabilities from a single run. Label switching is resolved with a computationally light-weight method, Zswitch, developed for overfitted mixtures by exploiting the intuitiveness of allocation-based relabelling algorithms and the precision of label-invariant loss functions. Four simulation studies are included to illustrate Zmix and Zswitch, as well as three case studies from the literature. All methods are available as part of the R package Zmix, which can currently be applied to univariate Gaussian mixture models.
Resumo:
This paper presents a detailed simulation model of a Naval coastal patrol vessel. The vessel described is a 50m long, fast monohull coastal patrol vessel. The paper describes the complete model and its implementation in Matlab-Simulink. In order to promote the use of this model, the Simulink files are openly available through a website.
Resumo:
This article presents some remarks on models currently used in low speed manoeuvring and dynamic positioning problems. It discusses the relationship between the classical hydrodynamic equations for manoeuvring and seakeeping, and offers insight into the models used for simulation and control system design.
Resumo:
We present a Bayesian sampling algorithm called adaptive importance sampling or population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time required for sampling, along with providing other benefits. To assess the performance of the approach for cosmological problems, we use simulated and actual data consisting of CMB anisotropies, supernovae of type Ia, and weak cosmological lensing, and provide a comparison of results to those obtained using state-of-the-art Markov chain Monte Carlo (MCMC). For both types of data sets, we find comparable parameter estimates for PMC and MCMC, with the advantage of a significantly lower wall-clock time for PMC. In the case of WMAP5 data, for example, the wall-clock time scale reduces from days for MCMC to hours using PMC on a cluster of processors. Other benefits of the PMC approach, along with potential difficulties in using the approach, are analyzed and discussed.
Resumo:
We use Bayesian model selection techniques to test extensions of the standard flat LambdaCDM paradigm. Dark-energy and curvature scenarios, and primordial perturbation models are considered. To that end, we calculate the Bayesian evidence in favour of each model using Population Monte Carlo (PMC), a new adaptive sampling technique which was recently applied in a cosmological context. The Bayesian evidence is immediately available from the PMC sample used for parameter estimation without further computational effort, and it comes with an associated error evaluation. Besides, it provides an unbiased estimator of the evidence after any fixed number of iterations and it is naturally parallelizable, in contrast with MCMC and nested sampling methods. By comparison with analytical predictions for simulated data, we show that our results obtained with PMC are reliable and robust. The variability in the evidence evaluation and the stability for various cases are estimated both from simulations and from data. For the cases we consider, the log-evidence is calculated with a precision of better than 0.08. Using a combined set of recent CMB, SNIa and BAO data, we find inconclusive evidence between flat LambdaCDM and simple dark-energy models. A curved Universe is moderately to strongly disfavoured with respect to a flat cosmology. Using physically well-motivated priors within the slow-roll approximation of inflation, we find a weak preference for a running spectral index. A Harrison-Zel'dovich spectrum is weakly disfavoured. With the current data, tensor modes are not detected; the large prior volume on the tensor-to-scalar ratio r results in moderate evidence in favour of r=0.
Resumo:
Aims We combine measurements of weak gravitational lensing from the CFHTLS-Wide survey, supernovae Ia from CFHT SNLS and CMB anisotropies from WMAP5 to obtain joint constraints on cosmological parameters, in particular, the dark-energy equation-of-state parameter w. We assess the influence of systematics in the data on the results and look for possible correlations with cosmological parameters. Methods We implemented an MCMC algorithm to sample the parameter space of a flat CDM model with a dark-energy component of constant w. Systematics in the data are parametrised and included in the analysis. We determine the influence of photometric calibration of SNIa data on cosmological results by calculating the response of the distance modulus to photometric zero-point variations. The weak lensing data set is tested for anomalous field-to-field variations and a systematic shape measurement bias for high-redshift galaxies. Results Ignoring photometric uncertainties for SNLS biases cosmological parameters by at most 20% of the statistical errors, using supernovae alone; the parameter uncertainties are underestimated by 10%. The weak-lensing field-to-field variance between 1 deg2-MegaCam pointings is 5-15% higher than predicted from N-body simulations. We find no bias in the lensing signal at high redshift, within the framework of a simple model, and marginalising over cosmological parameters. Assuming a systematic underestimation of the lensing signal, the normalisation increases by up to 8%. Combining all three probes we obtain -0.10 < 1 + w < 0.06 at 68% confidence ( -0.18 < 1 + w < 0.12 at 95%), including systematic errors. Our results are therefore consistent with the cosmological constant . Systematics in the data increase the error bars by up to 35%; the best-fit values change by less than 0.15.