相关论文: Estimating viral infection parameters using Markov…

Computer malware and biological pathogens often use similar mechanisms of infections. For this reason, it has been suggested to model malware spread using epidemiological models developed to characterize the spread of biological pathogens.…

In this paper we study statistical methods of parameters estimation of the site percolation model. Advantages of the proposed method is demonstrated for the computing of the confidence interval of mass fractal dimension of a percolation…

Markov chain Monte Carlo is a method of producing a correlated sample in order to estimate features of a target distribution via ergodic averages. A fundamental question is when should sampling stop? That is, when are the ergodic averages…

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…

On 11 June the World Health Organization officially raised the phase of pandemic alert (with regard to the new H1N1 influenza strain) to level 6. We use a global structured metapopulation model integrating mobility and transportation data…

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…

We present a Monte Carlo simulation model of an epidemic spread inspired on physics variables such as temperature, cross section and interaction range, which considers the Plank distribution of photons in the black body radiation to…

We compare the integration error of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods for approximating the normalizing constant of posterior distributions and certain marginal likelihoods. In doing so, we characterize the dependency of…

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

In vaccine studies for infectious diseases such as human immunodeficiency virus (HIV), the frequency and type of contacts between study participants and infectious sources are among the most informative risk factors, but are often not…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

We propose a mathematical model based on probability theory to optimize COVID-19 testing by a multi-step batch testing approach with variable batch sizes. This model and simulation tool dramatically increase the efficiency and efficacy of…

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

The time varying effective reproduction number is an important parameter for communication and policy decisions during an epidemic. In this paper, we present new statistical methods for estimating the reproduction number based on the…

We consider Metropolis Hastings MCMC in cases where the log of the ratio of target distributions is replaced by an estimator. The estimator is based on m samples from an independent online Monte Carlo simulation. Under some conditions on…

MCMC methods (Monte Carlo Markov Chain) are a class of methods used to perform simulations per a probability distribution $P$. These methods are often used when we have difficulties to directly sample per a given probability distribution…

The dynamics of infection spread in populations has received popular attention since the outbreak of Covid-19 and many statistical models have been developed. One of the interesting areas of research is short-time dynamics in confined,…