Related papers: gemlib: Probabilistic programming for epidemic mod…

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

We demonstrate an approach to replicate and forecast the spread of the SARS-CoV-2 (COVID-19) pandemic using the toolkit of probabilistic programming languages (PPLs). Our goal is to study the impact of various modeling assumptions and…

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…

The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

Elliptical slice sampling is a widely used gradient-free Markov chain Monte Carlo algorithm that is tuning-free and capable of adapting to local characteristics of the target distribution. However, its primary limitation is that sampling…

Models invoking the chemical master equation are used in many areas of science, and, hence, their simulation is of interest to many researchers. The complexity of the problems at hand often requires considerable computational power, so a…

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…

The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…

We introduce a fast simulation technique for modeling epidemics on adaptive networks. Our rejection-based algorithm efficiently simulates the co-evolution of the network structure and the epidemic dynamics. We extend the classical SIS model…

ergodicity is an open-source Python library for computational work on stochastic dynamics, with particular emphasis on non-ergodicity, time-average behavior, heavy-tailed processes, and decision making under uncertainty. The package brings…

To forecast the time dynamics of an epidemic, we propose a discrete stochastic model that unifies and generalizes previous approaches to the subject. Viewing a given population of individuals or groups of individuals with given health state…

Researchers have employed stochastic simulations to determine the validity of their theoretical findings and to study analytically intractable spreading dynamics. In both cases, the correctness and efficiency of the simulation algorithm are…

Gaussian process latent variable models (GPLVM) are a flexible and non-linear approach to dimensionality reduction, extending classical Gaussian processes to an unsupervised learning context. The Bayesian incarnation of the GPLVM Titsias…

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

We describe the open-source global fitting package GAMBIT: the Global And Modular Beyond-the-Standard-Model Inference Tool. GAMBIT combines extensive calculations of observables and likelihoods in particle and astroparticle physics with a…

The COVID-19 pandemic has highlighted the importance of in-silico epidemiological modelling in predicting the dynamics of infectious diseases to inform health policy and decision makers about suitable prevention and containment strategies.…