Accelerating Pseudo-Marginal MCMC using Gaussian Processes

Pseudo-marginal methods such as the grouped independence Metropolis-Hastings (GIMH) and Markov chain within Metropolis (MCWM) algorithms have been introduced in the literature as an approach to perform Bayesian inference in latent variable models. These methods replace intractable likelihood calculations with unbiased estimates within Markov chain Monte Carlo algorithms. The GIMH method has the posterior of interest as its limiting distribution, but suffers from poor mixing if it is too computationally intensive to obtain high-precision likelihood estimates. The MCWM algorithm has better mixing properties, but less theoretical support. In this paper we propose to use Gaussian processes (GP) to accelerate the GIMH method, whilst using a short pilot run of MCWM to train the GP. Our new method, GP-GIMH, is illustrated on simulated data from a stochastic volatility and a gene network model.

A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Pseudo-marginal algorithms with multiple CPUs

The emergence of pseudo-marginal algorithms has led to improved computational efficiency for dealing with complex Bayesian models with latent variables. Here an unbiased estimator of the likelihood replaces the true likelihood in order to produce a Bayesian algorithm that remains on the marginal space of the model parameter (with latent variables integrated out), with a target distribution that is still the correct posterior distribution. Very efficient proposal distributions can be developed on the marginal space relative to the joint space of model parameter and latent variables. Thus psuedo-marginal algorithms tend to have substantially better mixing properties. However, for pseudo-marginal approaches to perform well, the likelihood has to be estimated rather precisely. This can be difficult to achieve in complex applications. In this paper we propose to take advantage of multiple central processing units (CPUs), that are readily available on most standard desktop computers. Here the likelihood is estimated independently on the multiple CPUs, with the ultimate estimate of the likelihood being the average of the estimates obtained from the multiple CPUs. The estimate remains unbiased, but the variability is reduced. We compare and contrast two different technologies that allow the implementation of this idea, both of which require a negligible amount of extra programming effort. The superior performance of this idea over the standard approach is demonstrated on simulated data from a stochastic volatility model.

Alive SMC^2: Bayesian model selection for low-count time series models with intractable likelihoods

In this paper we present a new method for performing Bayesian parameter inference and model choice for low count time series models with intractable likelihoods. The method involves incorporating an alive particle filter within a sequential Monte Carlo (SMC) algorithm to create a novel pseudo-marginal algorithm, which we refer to as alive SMC^2. The advantages of this approach over competing approaches is that it is naturally adaptive, it does not involve between-model proposals required in reversible jump Markov chain Monte Carlo and does not rely on potentially rough approximations. The algorithm is demonstrated on Markov process and integer autoregressive moving average models applied to real biological datasets of hospital-acquired pathogen incidence, animal health time series and the cumulative number of poison disease cases in mule deer.

Bayesian synthetic likelihood

Having the ability to work with complex models can be highly beneficial, but the computational cost of doing so is often large. Complex models often have intractable likelihoods, so methods that directly use the likelihood function are infeasible. In these situations, the benefits of working with likelihood-free methods become apparent. Likelihood-free methods, such as parametric Bayesian indirect likelihood that uses the likelihood of an alternative parametric auxiliary model, have been explored throughout the literature as a good alternative when the model of interest is complex. One of these methods is called the synthetic likelihood (SL), which assumes a multivariate normal approximation to the likelihood of a summary statistic of interest. This paper explores the accuracy and computational efficiency of the Bayesian version of the synthetic likelihood (BSL) approach in comparison to a competitor known as approximate Bayesian computation (ABC) and its sensitivity to its tuning parameters and assumptions. We relate BSL to pseudo-marginal methods and propose to use an alternative SL that uses an unbiased estimator of the exact working normal likelihood when the summary statistic has a multivariate normal distribution. Several applications of varying complexity are considered to illustrate the findings of this paper.

Scalable Bayesian Computation for intractable likelihoods in image analysis

The inverse temperature hyperparameter of the hidden Potts model governs the strength of spatial cohesion and therefore has a substantial influence over the resulting model fit. The difficulty arises from the dependence of an intractable normalising constant on the value of the inverse temperature, thus there is no closed form solution for sampling from the distribution directly. We review three computational approaches for addressing this issue, namely pseudolikelihood, path sampling, and the approximate exchange algorithm. We compare the accuracy and scalability of these methods using a simulation study.

Seismic reliability assessment of external stability of reinforced soil walls using pseudo-dynamic method

The paper presents a method for the evaluation of external stability of reinforced soil walls subjected to earthquakes in the framework of the pseudo-dynamic method. The seismic reliability of the wall is evaluated by considering the different possible failure modes such as sliding along the base, overturning about the toe point of the wall, bearing capacity and the eccentricity of the resultant force. The analysis is performed considering properties of the reinforced backfill, foundation soil below the base of the wall, length of the geosynthetic reinforcement and characteristics of earthquake ground motions such as shear wave and primary wave velocity as random variables. The optimum length of reinforcement needed to maintain stability against four modes of failure by targeting various component reliability indices is obtained. Differences between pseudo-static and pseudo-dynamic methods are clearly highlighted in the paper. A complete analysis of pseudo-static and pseudo-dynamic methodologies shows that the pseudodynamic method results in realistic design values for the length of geosynthetic reinforcement under earthquake conditions.

Pseudo-Static and Pseudo-Dynamic Stability Analysis of Tailings Dam Under Seismic Conditions

In this paper the seismic slope stability analyses are performed for a typical section of 44 m high water retention type tailings earthen dam located in the eastern part of India, using both the conventional pseudo-static and recent pseudo-dynamic methods. The tailings earthen dam is analyzed for different upstream conditions of reservoir like filled up with compacted and non-compacted dumped waste materials with different water levels of the pond tailings portion. Phreatic surface is generated using seepage analysis in geotechnical software SEEP/W and that same is used in the pseudo-static and pseudo-dynamic analyses to make the approach more realistic. The minimum values of factor of safety using pseudo-static and pseudo-dynamic method are obtained as 1.18 and 1.09 respectively for the chosen seismic zone in India. These values of factor of safety show clearly the demerits of conventional pseudo-static analysis compared to recent pseudo-dynamic analysis, where in addition to the seismic accelerations, duration, frequency of earthquake, body waves traveling during earthquake and amplification effects are considered.

Efficiency of pseudo-spectral algorithms with Anderson mixing for the SCFT of periodic block-copolymer phases

This study examines the numerical accuracy, computational cost, and memory requirements of self-consistent field theory (SCFT) calculations when the diffusion equations are solved with various pseudo-spectral methods and the mean field equations are iterated with Anderson mixing. The different methods are tested on the triply-periodic gyroid and spherical phases of a diblock-copolymer melt over a range of intermediate segregations. Anderson mixing is found to be somewhat less effective than when combined with the full-spectral method, but it nevertheless functions admirably well provided that a large number of histories is used. Of the different pseudo-spectral algorithms, the 4th-order one of Ranjan, Qin and Morse performs best, although not quite as efficiently as the full-spectral method.

Investigation of the cold crucible melting process: experimental and numerical study

The dynamic process of melting different materials in a cold crucible is being studied experimentally with parallel numerical modelling work. The numerical simulation uses a variety of complementing models: finite volume, integral equation and pseudo-spectral methods combined to achieve the accurate description of the dynamic melting process. Results show the temperature history of the melting process with a comparison of the experimental and computed heat losses in the various parts of the equipment. The free surface visual observations are compared to the numerically predicted surface shapes.

Problemas de interacción suelo estructura en cimentaciones y muros de contención. Influencia de los fenómenos de despegue y deslizamiento

Los terremotos constituyen una de las más importantes fuentes productoras de cargas dinámicas que actúan sobre las estructuras y sus cimentaciones. Cuando se produce un terremoto la energía liberada genera movimientos del terreno en forma de ondas sísmicas que pueden provocar asientos en las cimentaciones de los edificios, empujes sobre los muros de contención, vuelco de las estructuras y el suelo puede licuar perdiendo su capacidad de soporte. Los efectos de los terremotos en estructuras constituyen unos de los aspectos que involucran por su condición de interacción sueloestructura, disciplinas diversas como el Análisis Estructural, la Mecánica de Suelo y la Ingeniería Sísmica. Uno de los aspectos que han sido poco estudiados en el cálculo de estructuras sometidas a la acciones de los terremotos son los efectos del comportamiento no lineal del suelo y de los movimientos que pueden producirse bajo la acción de cargas sísmicas, tales como posibles despegues y deslizamientos. En esta Tesis se estudian primero los empujes sísmicos y posibles deslizamientos de muros de contención y se comparan las predicciones de distintos tipos de cálculos: métodos pseudo-estáticos como el de Mononobe-Okabe (1929) con la contribución de Whitman-Liao (1985), y formulaciones analíticas como la desarrollada por Veletsos y Younan (1994). En segundo lugar se estudia el efecto del comportamiento no lineal del terreno en las rigideces de una losa de cimentación superficial y circular, como la correspondiente a la chimenea de una Central Térmica o al edificio del reactor de una Central Nuclear, considerando su variación con frecuencia y con el nivel de cargas. Finalmente se estudian los posibles deslizamientos y separación de las losas de estas dos estructuras bajo la acción de terremotos, siguiendo la formulación propuesta por Wolf (1988). Para estos estudios se han desarrollado una serie de programas específicos (MUROSIS, VELETSOS, INTESES y SEPARSE) cuyos listados y detalles se incluyen en los Apéndices. En el capítulo 6 se incluyen las conclusiones resultantes de estos estudios y recomendaciones para futuras investigaciones. ABSTRACT Earthquakes constitute one of the most important sources of dynamic loads that acting on structures and foundations. When an earthquake occurs the liberated energy generates seismic waves that can give rise to structural vibrations, settlements of the foundations of buildings, pressures on retaining walls, and possible sliding, uplifting or even overturning of structures. The soil can also liquefy losing its capacity of support The study of the effects of earthquakes on structures involve the use of diverse disciplines such as Structural Analysis, Soil Mechanics and Earthquake Engineering. Some aspects that have been the subject of limited research in relation to the behavior of structures subjected to earthquakes are the effects of nonlinear soil behavior and geometric nonlinearities such as sliding and uplifting of foundations. This Thesis starts with the study of the seismic pressures and potential displacements of retaining walls comparing the predictions of two types of formulations and assessing their range of applicability and limitations: pseudo-static methods as proposed by Mononobe-Okabe (1929), with the contribution of Whitman-Liao (1985), and analytical formulations as the one developed by Veletsos and Younan (1994) for rigid walls. The Thesis deals next with the effects of nonlinear soil behavior on the dynamic stiffness of circular mat foundations like the chimney of a Thermal Power Station or the reactor building of a Nuclear Power Plant, as a function of frequency and level of forces. Finally the seismic response of these two structures accounting for the potential sliding and uplifting of the foundation under a given earthquake are studied, following an approach suggested by Wolf (1988). In order to carry out these studies a number of special purposes computer programs were developed (MUROSIS, VELETSOS, INTESES and SEPARSE). The listing and details of these programs are included in the appendices. The conclusions derived from these studies and recommendations for future work are presented in Chapter 6.

Analysis of Forest Fires by means of Pseudo Phase Plane and Multidimensional Scaling Methods

Forest fires dynamics is often characterized by the absence of a characteristic length-scale, long range correlations in space and time, and long memory, which are features also associated with fractional order systems. In this paper a public domain forest fires catalogue, containing information of events for Portugal, covering the period from 1980 up to 2012, is tackled. The events are modelled as time series of Dirac impulses with amplitude proportional to the burnt area. The time series are viewed as the system output and are interpreted as a manifestation of the system dynamics. In the first phase we use the pseudo phase plane (PPP) technique to describe forest fires dynamics. In the second phase we use multidimensional scaling (MDS) visualization tools. The PPP allows the representation of forest fires dynamics in two-dimensional space, by taking time series representative of the phenomena. The MDS approach generates maps where objects that are perceived to be similar to each other are placed on the map forming clusters. The results are analysed in order to extract relationships among the data and to better understand forest fires behaviour.

Evaluation of Different Methods of Optical Impression Making on the Marginal Gap of Onlays Created with CEREC 3D

Objectives: This study evaluated the marginal gaps on several surfaces of onlays created with the Cerec 3D system using one intraoral and two extraoral optical impression methods. Methods: A human molar (#19) was mounted with its adjacent teeth on a typodont (Frasaco) and prepared for a MODL onlay. The typodont was assembled in the mannequin head in order to simulate clinical conditions. The same operator took 36 individual optical impressions using a CEREC 3D camera. For group 1 (IP), a thin layer of titanium dioxide powder (CEREC powder-VITA) was applied directly onto the surface of the preparation for imaging (n=12). For group 2 (EP), a sectional impression was taken with hydrocolloid Identic Syringable (Dux Dental), a die made with polyvinylsiloxane KwikkModel Scan (R-dental Dentalerzeugnisse GmbH) and powdered with titanium dioxide for imaging (n=12). For group 3 (ES), a sectional impression was taken with PVS and a sectional stock tray, a die fabricated in stone (Diamond die- HI-TEC Dental Products) and the die being imaged without powdering (n=12). One operator designed and machined the onlays in Vita Blocks Mark II for Cerec (VITA) using a CEREC 3D. The marginal gaps (pm) were measured with an optical microscope (50x) at 12 points, three on each surface of the MODL. The results were analyzed by two-way ANOVA/Tukey's (p=0.05). Results: The overall mean marginal gaps (mu m) for the three methods were: IP=111.6 (+/- 34.0); EP=161.4 (+/- 37.6) and ES=116.8 (+/- 42.3). IP and ES were equal, but both were significantly less than EP. The pooled mean marginal gaps (mu m) for the occlusal = 110.5 (+/- 39) and lingual = 111.5 (+/- 30.5) surfaces were equivalent and significantly less than the distal = 136.5 (+/- 42.5) and mesial = 161.1 (+/- 43.3). Conclusion: The marginal gap of CEREC 3D onlay restorations was not different when the optical impression was taken intraorally vs extraorally using a stone cast that does not require powdering. The lingual and occlusal surfaces showed the lowest gaps.

Reliability of marginal microleakage assessment by visual and digital methods

The aim of this study was to investigate the reliability of visual and digital methods to assess marginal microleakage in vitro. Materials and Methods: Typical Class V preparations were made in bovine teeth and filled with composite resin. After dye penetration (0.5% basic fuchsin), teeth were sectioned and the 53 obtained fragments were assessed according to visual (stereomicroscope) and digital methods (Image Tool Software ® -ITS) (University of Texas Health Science Center-San Antonio Dental School, USA). Two calibrated examiners (A and B) evaluated dye penetration, by means of a stereomicroscope with ×20 magnification (scores), and by the ITS (millimeters). The intra- and inter-examiner agreement was estimated according to Kappa statistics (κ), and intraclass correlation coefficient (ρ). Results: In relation to the visual method, the intra-examiner agreement was almost perfect (κA = 0.87) and substantial (κB = 0.76), respectively to the examiner A and B. The inter-examiner agreement showed an almost perfect reliability (κ = 0.84). For the digital method, the intra-examiner agreement was almost perfect for both examiners and equal to ρ = 0.99, and so was the inter-examiner agreement value. Conclusion: Visual (stereomicroscope) and digital methods (ITS) showed high levels of intra- and inter-examiner reproducibility when marginal microleakage was assessed.