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Related papers: Estimating viral infection parameters using Markov…

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Infectious disease dynamics operate across multiple biological scales, with within-host viral dynamics being a key driver of between-host transmission. However, while models that explicitly link these scales exist, none have been developed…

Applications · Statistics 2026-04-23 Dylan J. Morris , Lauren Kennedy , Andrew J. Black

Bayesian hierarchical linear models provide a natural framework to analyze nested and clustered data. Classical estimation with Markov chain Monte Carlo produces well calibrated posterior distributions but becomes computationally expensive…

Methodology · Statistics 2025-12-16 Cristian Parra-Aldana , Juan Sosa

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in…

Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…

Applications · Statistics 2022-02-16 Matthew Jones , David Randell , Kevin Ewans , Philip Jonathan

For nearly a century, the initial reproduction number (R0) has been used as a one number summary to compare outbreaks of infectious disease, yet there is no `standard' estimator for R0. Difficulties in estimating R0 arise both from how a…

Populations and Evolution · Quantitative Biology 2020-03-25 Shannon Gallagher , Andersen Chang , William F. Eddy

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

Markov chain Monte Carlo (MCMC) simulations are modeled as driven by true random numbers. We consider variance bounding Markov chains driven by a deterministic sequence of numbers. The star-discrepancy provides a measure of efficiency of…

Computation · Statistics 2014-12-03 Josef Dick , Daniel Rudolf

The standard Monte Carlo estimator $\widehat{I}_N^{\mathrm{MC}}$ of $\int fd\omega$ relies on independent samples from $\omega$ and has variance of order $1/N$. Replacing the samples with a determinantal point process (DPP), a repulsive…

Machine Learning · Computer Science 2026-04-22 Guillaume Gautier , Rémi Bardenet , Michal Valko

This article was motivated by the desire to improve Markov chain Monte Carlo methods for spatial survival models in which the locations of individuals in space are known. For a dataset comprising information on n individuals, standard…

Methodology · Statistics 2015-01-09 Benjamin M. Taylor

Pooled and individual disease testing are common methods for determining the population prevalences of diseases. Recently, researchers have used Monte Carlo Markov Chain methods to estimate population prevalence from the combined streams of…

Methodology · Statistics 2023-08-23 Matthew Ritch , Charles Copley

The growing threat of antibiotic resistance necessitates accurate differentiation between bacterial and viral infections for proper antibiotic administration. In this study, a Virus vs. Bacteria machine learning model was developed to…

Airborne infection risk analysis is usually performed for enclosed spaces where susceptible individuals are exposed to infectious airborne respiratory droplets by inhalation. It is usually based on exponential, dose-response models of which…

Populations and Evolution · Quantitative Biology 2024-08-01 Yannis Drossinos , Nikolaos I. Stilianakis

Monitoring the evolution of the Covid19 pandemic constitutes a critical step in sanitary policy design. Yet, the assessment of the pandemic intensity within the pandemic period remains a challenging task because of the limited quality of…

Populations and Evolution · Quantitative Biology 2022-02-14 Patrice Abry , Gersende Fort , Barbara Pascal , Nelly Pustelnik

We propose a novel framework of estimating systemic risk measures and risk allocations based on Markov chain Monte Carlo (MCMC) methods. We consider a class of allocations whose jth component can be written as some risk measure of the jth…

Risk Management · Quantitative Finance 2020-05-08 Takaaki Koike , Marius Hofert

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

Employing Bayesian inference to calibrate constitutive model parameters has grown substantially in recent years. Among the available techniques, Markov Chain Monte Carlo (MCMC) sampling remains one of the most widely used approaches for…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Aricia Rinkens , Rodrigo L. S. Silva , Erik Quaeghebeur , Nick Jaensson , Clemens Verhoosel

In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive…

Methodology · Statistics 2024-11-27 Promit Chakroborty , Michael D. Shields

Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…

Econometrics · Economics 2025-12-22 Toru Kitagawa , Yizhou Kuang
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