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Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…

Computational Engineering, Finance, and Science · Computer Science 2021-07-16 Qiao-Le He , Liming Zhao

Stochastic state-transition models of infectious disease transmission can be used to deduce relevant drivers of transmission when fitted to data using statistically principled methods. Fitting this individual-level data requires inference…

Methodology · Statistics 2026-02-12 James Neill , Lloyd A. C. Chapman , Chris Jewell

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Applications · Statistics 2021-10-18 Johannes Hendriks , Adrian Wills , Brett Ninness , Johan Dahlin

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

Infectious disease transmission is often modelled by discrete-valued stochastic state-transition processes. Due to a lack of complete data, Bayesian inference for these models often relies on data-augmentation techniques. These techniques…

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Computation · Statistics 2019-04-03 Jaewoo Park , Murali Haran

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

We present a modelling framework for the spreading of epidemics on temporal networks from which both the individual-based and pair-based models can be recovered. The proposed temporal pair-based model that is systematically derived from…

Physics and Society · Physics 2020-11-17 Rory Humphries , Kieran Mulchrone , Jamie Tratalos , Simon More , Philipp Hövel

This study aims to estimate the parameters of a stochastic exposed-infected epidemiological model for the transmission dynamics of notifiable infectious diseases, based on observations related to isolated cases counts only. We use the…

Applications · Statistics 2024-04-15 Ibrahim Bouzalmat , Benoîte de Saporta , Solym M. Manou-Abi

Networks have become an important tool for infectious disease epidemiology. Most previous theoretical studies of transmission network models have either considered simple Markovian dynamics at the individual level, or have focused on the…

Populations and Evolution · Quantitative Biology 2015-04-21 Lorenzo Pellis , Simon E. F. Spencer , Thomas House

Given a mathematical model quantifying the viral infection of pandemic influenza H1N1pdm09-H275 wild type (WT) and H1N1pdm09-H275Y mutant (MUT) strains, we describe a simple method of estimating the model's constant parameters using Monte…

Quantitative Methods · Quantitative Biology 2015-02-10 V. Predoi

Bayesian inference via standard Markov Chain Monte Carlo (MCMC) methods is too computationally intensive to handle large datasets, since the cost per step usually scales like $\Theta(n)$ in the number of data points $n$. We propose the…

Machine Learning · Statistics 2019-06-12 Robert Cornish , Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Mechanistic models are essential tools across ecology, epidemiology, and the life sciences, but parameter inference remains challenging when likelihood functions are intractable. Approximate Bayesian Computation with Sequential Monte Carlo…

Populations and Evolution · Quantitative Biology 2025-11-27 Mario Castro

This paper deals with some computational aspects in the Bayesian analysis of statistical models with intractable normalizing constants. In the presence of intractable normalizing constants in the likelihood function, traditional MCMC…

Computation · Statistics 2008-04-22 Yves Atchade , Nicolas Lartillot , Christian P. Robert

In recent years, methods for Bayesian inference have been widely used in many different problems in physics where detection and characterization are necessary. Data analysis in gravitational-wave astronomy is a prime example of such a case.…

Instrumentation and Methods for Astrophysics · Physics 2023-10-11 Nikolaos Karnesis , Michael L. Katz , Natalia Korsakova , Jonathan R. Gair , Nikolaos Stergioulas

There is increasing interest to develop Bayesian inferential algorithms for point process models with intractable likelihoods. A purpose of this paper is to illustrate the utility of using simulation based strategies, including Approximate…

Computation · Statistics 2026-02-02 Chaoyi Lu , Nial Friel

We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on…

General Relativity and Quantum Cosmology · Physics 2012-12-03 Luigi Ferraioli , Edward K. Porter , Eric Plagnol

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

We present a general framework for defining priors on model structure and sampling from the posterior using the Metropolis-Hastings algorithm. The key idea is that structure priors are defined via a probability tree and that the proposal…

Artificial Intelligence · Computer Science 2013-01-14 Nicos Angelopoulos , James Cussens
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