Author: Raffaele Argiento
Publisher: Springer Nature
ISBN: 3030306119
Category : Mathematics
Languages : en
Pages : 184
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Book Description
This book presents a selection of peer-reviewed contributions to the fourth Bayesian Young Statisticians Meeting, BAYSM 2018, held at the University of Warwick on 2-3 July 2018. The meeting provided a valuable opportunity for young researchers, MSc students, PhD students, and postdocs interested in Bayesian statistics to connect with the broader Bayesian community. The proceedings offer cutting-edge papers on a wide range of topics in Bayesian statistics, identify important challenges and investigate promising methodological approaches, while also assessing current methods and stimulating applications. The book is intended for a broad audience of statisticians, and demonstrates how theoretical, methodological, and computational aspects are often combined in the Bayesian framework to successfully tackle complex problems.
Author: Alireza Haghighat
Publisher: CRC Press
ISBN: 042958220X
Category : Mathematics
Languages : en
Pages : 214
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Book Description
Fully updated with the latest developments in the eigenvalue Monte Carlo calculations and automatic variance reduction techniques and containing an entirely new chapter on fission matrix and alternative hybrid techniques. This second edition explores the uses of the Monte Carlo method for real-world applications, explaining its concepts and limitations. Featuring illustrative examples, mathematical derivations, computer algorithms, and homework problems, it is an ideal textbook and practical guide for nuclear engineers and scientists looking into the applications of the Monte Carlo method, in addition to students in physics and engineering, and those engaged in the advancement of the Monte Carlo methods. Describes general and particle-transport-specific automated variance reduction techniques Presents Monte Carlo particle transport eigenvalue issues and methodologies to address these issues Presents detailed derivation of existing and advanced formulations and algorithms with real-world examples from the author’s research activities
Author: David P. Landau
Publisher: Cambridge University Press
ISBN: 9780521653664
Category : Mathematics
Languages : en
Pages : 402
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Book Description
This book describes all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics, as well as in related fields, such as polymer science and lattice gauge theory. The authors give a succinct overview of simple sampling methods and develop the importance sampling method. In addition they introduce quantum Monte Carlo methods, aspects of simulations of growth phenomena and other systems far from equilibrium, and the Monte Carlo Renormalization Group approach to critical phenomena. The book includes many applications, examples, and current references, and exercises to help the reader.
Author: Dirk P. Kroese
Publisher: CRC Press
ISBN: 1000730778
Category : Business & Economics
Languages : en
Pages : 538
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Book Description
Focuses on mathematical understanding Presentation is self-contained, accessible, and comprehensive Full color throughout Extensive list of exercises and worked-out examples Many concrete algorithms with actual code
Author: Johan Dahlin
Publisher: Linköping University Electronic Press
ISBN: 9176857972
Category :
Languages : sv
Pages : 139
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Book Description
Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. In this thesis, we make use of Bayesian statistics to construct probabilistic models given prior information and historical data, which can be used for decision support and predictions. The main obstacle with this approach is that it often results in mathematical problems lacking analytical solutions. To cope with this, we make use of statistical simulation algorithms known as Monte Carlo methods to approximate the intractable solution. These methods enjoy well-understood statistical properties but are often computational prohibitive to employ. The main contribution of this thesis is the exploration of different strategies for accelerating inference methods based on sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). That is, strategies for reducing the computational effort while keeping or improving the accuracy. A major part of the thesis is devoted to proposing such strategies for the MCMC method known as the particle Metropolis-Hastings (PMH) algorithm. We investigate two strategies: (i) introducing estimates of the gradient and Hessian of the target to better tailor the algorithm to the problem and (ii) introducing a positive correlation between the point-wise estimates of the target. Furthermore, we propose an algorithm based on the combination of SMC and Gaussian process optimisation, which can provide reasonable estimates of the posterior but with a significant decrease in computational effort compared with PMH. Moreover, we explore the use of sparseness priors for approximate inference in over-parametrised mixed effects models and autoregressive processes. This can potentially be a practical strategy for inference in the big data era. Finally, we propose a general method for increasing the accuracy of the parameter estimates in non-linear state space models by applying a designed input signal. Borde Riksbanken höja eller sänka reporäntan vid sitt nästa möte för att nå inflationsmålet? Vilka gener är förknippade med en viss sjukdom? Hur kan Netflix och Spotify veta vilka filmer och vilken musik som jag vill lyssna på härnäst? Dessa tre problem är exempel på frågor där statistiska modeller kan vara användbara för att ge hjälp och underlag för beslut. Statistiska modeller kombinerar teoretisk kunskap om exempelvis det svenska ekonomiska systemet med historisk data för att ge prognoser av framtida skeenden. Dessa prognoser kan sedan användas för att utvärdera exempelvis vad som skulle hända med inflationen i Sverige om arbetslösheten sjunker eller hur värdet på mitt pensionssparande förändras när Stockholmsbörsen rasar. Tillämpningar som dessa och många andra gör statistiska modeller viktiga för många delar av samhället. Ett sätt att ta fram statistiska modeller bygger på att kontinuerligt uppdatera en modell allteftersom mer information samlas in. Detta angreppssätt kallas för Bayesiansk statistik och är särskilt användbart när man sedan tidigare har bra insikter i modellen eller tillgång till endast lite historisk data för att bygga modellen. En nackdel med Bayesiansk statistik är att de beräkningar som krävs för att uppdatera modellen med den nya informationen ofta är mycket komplicerade. I sådana situationer kan man istället simulera utfallet från miljontals varianter av modellen och sedan jämföra dessa mot de historiska observationerna som finns till hands. Man kan sedan medelvärdesbilda över de varianter som gav bäst resultat för att på så sätt ta fram en slutlig modell. Det kan därför ibland ta dagar eller veckor för att ta fram en modell. Problemet blir särskilt stort när man använder mer avancerade modeller som skulle kunna ge bättre prognoser men som tar för lång tid för att bygga. I denna avhandling använder vi ett antal olika strategier för att underlätta eller förbättra dessa simuleringar. Vi föreslår exempelvis att ta hänsyn till fler insikter om systemet och därmed minska antalet varianter av modellen som behöver undersökas. Vi kan således redan utesluta vissa modeller eftersom vi har en bra uppfattning om ungefär hur en bra modell ska se ut. Vi kan också förändra simuleringen så att den enklare rör sig mellan olika typer av modeller. På detta sätt utforskas rymden av alla möjliga modeller på ett mer effektivt sätt. Vi föreslår ett antal olika kombinationer och förändringar av befintliga metoder för att snabba upp anpassningen av modellen till observationerna. Vi visar att beräkningstiden i vissa fall kan minska ifrån några dagar till någon timme. Förhoppningsvis kommer detta i framtiden leda till att man i praktiken kan använda mer avancerade modeller som i sin tur resulterar i bättre prognoser och beslut.
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1048
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Book Description
Author: National Research Council
Publisher: National Academies Press
ISBN: 0309287812
Category : Mathematics
Languages : en
Pages : 191
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Book Description
Data mining of massive data sets is transforming the way we think about crisis response, marketing, entertainment, cybersecurity and national intelligence. Collections of documents, images, videos, and networks are being thought of not merely as bit strings to be stored, indexed, and retrieved, but as potential sources of discovery and knowledge, requiring sophisticated analysis techniques that go far beyond classical indexing and keyword counting, aiming to find relational and semantic interpretations of the phenomena underlying the data. Frontiers in Massive Data Analysis examines the frontier of analyzing massive amounts of data, whether in a static database or streaming through a system. Data at that scale-terabytes and petabytes-is increasingly common in science (e.g., particle physics, remote sensing, genomics), Internet commerce, business analytics, national security, communications, and elsewhere. The tools that work to infer knowledge from data at smaller scales do not necessarily work, or work well, at such massive scale. New tools, skills, and approaches are necessary, and this report identifies many of them, plus promising research directions to explore. Frontiers in Massive Data Analysis discusses pitfalls in trying to infer knowledge from massive data, and it characterizes seven major classes of computation that are common in the analysis of massive data. Overall, this report illustrates the cross-disciplinary knowledge-from computer science, statistics, machine learning, and application disciplines-that must be brought to bear to make useful inferences from massive data.
Author: Silvio Bicciato
Publisher: Humana
ISBN: 9781071613924
Category : Science
Languages : en
Pages : 0
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Book Description
This volume details a comprehensive set of methods and tools for Hi-C data processing, analysis, and interpretation. Chapters cover applications of Hi-C to address a variety of biological problems, with a specific focus on state-of-the-art computational procedures adopted for the data analysis. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective topics, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls. Authoritative and cutting-edge, Hi-C Data Analysis: Methods and Protocols aims to help computational and molecular biologists working in the field of chromatin 3D architecture and transcription regulation.
Author: Bruce Berne
Publisher: Springer
ISBN: 9781468425550
Category : Science
Languages : en
Pages : 242
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Book Description
The last decade has been marked by a rapid growth in statistical mechanics, especially in connection with the physics and chemistry of the fluid state. Our understanding in these areas has been considerably advanced and enriched by the discovery of new techniques and the sharpening of old techniques, ranging all the way from computer simulation to mode-mode coupling theories. Statistical mechanics brings together under one roof a broad spectrum of mathematical techniques. The aim of these volumes is to provide a didactic treatment of those techniques that are most useful for the study of problems of current interest to theoretical chemists. The emphasis throughout is on the techniques themselves and not on reviewing the enormous literature in statistical mechanics. Each author was charged with the following task. Given N pages, (a) pose the problem, (b) present those aspects of the particular technique that clearly illustrate its internal workings, (c) apply the technique to the solution of several illustrative examples, and (d) write the chapter so that it will enable the reader to approach key citations to the literature intelligently. These volumes are designed for graduate students and research workers in statistical mechanics. Nevertheless, because of the range of techniques and their general utility, they should be useful in other areas as well.
Author: Rui Jiang
Publisher: Springer Science & Business Media
ISBN: 3642389511
Category : Computers
Languages : en
Pages : 412
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Book Description
This book outlines 11 courses and 15 research topics in bioinformatics, based on curriculums and talks in a graduate summer school on bioinformatics that was held in Tsinghua University. The courses include: Basics for Bioinformatics, Basic Statistics for Bioinformatics, Topics in Computational Genomics, Statistical Methods in Bioinformatics, Algorithms in Computational Biology, Multivariate Statistical Methods in Bioinformatics Research, Association Analysis for Human Diseases: Methods and Examples, Data Mining and Knowledge Discovery Methods with Case Examples, Applied Bioinformatics Tools, Foundations for the Study of Structure and Function of Proteins, Computational Systems Biology Approaches for Deciphering Traditional Chinese Medicine, and Advanced Topics in Bioinformatics and Computational Biology. This book can serve as not only a primer for beginners in bioinformatics, but also a highly summarized yet systematic reference book for researchers in this field. Rui Jiang and Xuegong Zhang are both professors at the Department of Automation, Tsinghua University, China. Professor Michael Q. Zhang works at the Cold Spring Harbor Laboratory, Cold Spring Harbor, NY, USA.
