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Statistical inference in evolutionary models with site-dependence is a long-standing challenge in phylogenetics and computational biology. We consider the problem of approximating marginal sequence likelihoods under dependent-site models of…

Computation · Statistics 2025-11-12 Joseph Mathews , Scott C. Schmidler

Movement drives the spread of infectious disease, gene flow, and other critical ecological processes. To study these processes we need models for movement that capture complex behavior that changes over time and space in response to biotic…

Applications · Statistics 2016-06-28 Ephraim M. Hanks , David A. Hughes

To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…

Probability · Mathematics 2023-08-15 Federica Milinanni , Pierre Nyquist

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

Machine Learning · Statistics 2020-01-07 Michalis K. Titsias , Petros Dellaportas

The Markov Chain Monte Carlo (MCMC) methods are popular when considering sampling from a high-dimensional random variable $\mathbf{x}$ with possibly unnormalised probability density $p$ and observed data $\mathbf{d}$. However, MCMC requires…

Computation · Statistics 2020-03-11 Haoyun Ying , Keheng Mao , Klaus Mosegaard

Step-selection models are widely used to study animals' fine-scale habitat selection based on movement data. Resource preferences and movement patterns, however, can depend on the animal's unobserved behavioural states, such as resting or…

Improved communication systems, shrinking battery sizes and the price drop of tracking devices have led to an increasing availability of trajectory tracking data. These data are often analyzed to understand animal behavior. In this work, we…

Applications · Statistics 2019-09-12 Gianluca Mastrantonio , Clara Grazian , Sara Mancinelli , Enrico Bibbona

Bayesian inference for Markov jump processes (MJPs) where available observations relate to either system states or jumps typically relies on data-augmentation Markov Chain Monte Carlo. State-of-the-art developments involve representing MJP…

Computation · Statistics 2019-04-18 Iker Perez , Theodore Kypraios

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…

Computation · Statistics 2023-10-06 Ameer Dharamshi , Vivian Ngo , Jeffrey S. Rosenthal

Despite the enormous success of Hamiltonian Monte Carlo and related Markov Chain Monte Carlo (MCMC) methods, sampling often still represents the computational bottleneck in scientific applications. Availability of parallel resources can…

Computation · Statistics 2026-01-26 Jakob Robnik , Uroš Seljak

Step selection functions (SSFs) are flexible models to jointly describe animals' movement and habitat preferences. Their popularity has grown rapidly and extensions have been developed to increase their utility, including various…

Quantitative Methods · Quantitative Biology 2023-08-31 Théo Michelot , Natasha J. Klappstein , Jonathan R. Potts , John Fieberg

Markov Chain Monte Carlo (MCMC) methods sample from unnormalized probability distributions and offer guarantees of exact sampling. However, in the continuous case, unfavorable geometry of the target distribution can greatly limit the…

Machine Learning · Statistics 2020-10-09 Zengyi Li , Yubei Chen , Friedrich T. Sommer

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…

Numerical Analysis · Mathematics 2024-11-05 Jiarui Du , Zhijian He

Markov chain Monte Carlo methods such as Gibbs sampling and simple forms of the Metropolis algorithm typically move about the distribution being sampled via a random walk. For the complex, high-dimensional distributions commonly encountered…

bayes-an · Physics 2008-02-03 R. M. Neal

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

Inherent differences in behaviour of individual animal movement can introduce bias into estimates of population parameters derived from mark-recapture data. Additionally, quantifying individual heterogeneity is of considerable interest in…

Applications · Statistics 2015-11-24 Jessica H Ford , Toby A Patterson , Mark V Bravington

A multi-state version of an animal movement analysis method based on conditional logistic regression, called Step Selection Function (SSF), is proposed. In ecology SSF is developed from a comparison between the observed location of an…

Methodology · Statistics 2018-03-14 Aurélien Nicosia , Thierry Duchesne , Louis-Paul Rivest , Daniel Fortin

The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…

Computation · Statistics 2019-05-08 Jim Griffin , Krys Latuszynski , Mark Steel

1. Anthropogenic actions cause rapid ecological changes, meaning that animals have to respond before they have time to adapt. Tools to quantify emergent spatial patterns from animal-habitat interaction mechanisms are vital for predicting…

Populations and Evolution · Quantitative Biology 2015-01-06 Jonathan R. Potts , Karl Mokross , Philip C Stouffer , Mark A. Lewis