Bayesian Analysis of Evolutionary Divergence with Genomic Data under Diverse Demographic Models

Recently, several statistical methods for estimating fine-scale recombination rates using population samples have been developed. However, currently available methods that can be applied to large-scale data are limited to approximated likelihoods. Here, we developed a full-likelihood Markov chain Monte Carlo method for estimating recombination rate under a Bayesian framework. Genealogies underlying a sampling of chromosomes are effectively modelled by using marginal individual single nucleotide polymorphism genealogies related through an ancestral recombination graph. The method is compared with two existing composite-likelihood methods using simulated data.Simulation studies show that our method performs well for different simulation scenarios. The method is applied to two human population genetic variation datasets that have been studied by sperm typing. Our results are consistent with the estimates from sperm crossover analysis.

In many applications of Bayesian clustering, posterior sampling on the discrete state space of cluster allocations is achieved via Markov chain Monte Carlo (MCMC) techniques. As it is typically challenging to design transition kernels to explore this state space efficiently, MCMC convergence diagnostics for clustering applications are especially important. Here we propose a diagnostic tool for discrete‐space MCMC, focusing on Bayesian clustering applications where the model parameters have been integrated out. We construct a Hotelling‐type statistic on the highest probability states, and use regenerative sampling theory to derive its equilibrium distribution. By leveraging information from the unnormalized posterior, our diagnostic offers added protection against seemingly convergent chains in which the relative frequency of visited states is incorrect. The methodology is illustrated with a Bayesian clustering analysis of genetic mutants of the flowering plantArabidopsis thaliana.This article is categorized under:Statistical Learning and Exploratory Methods of the Data Sciences > Clustering and ClassificationStatistical Learning and Exploratory Methods of the Data Sciences > Knowledge DiscoveryStatistical and Graphical Methods of Data Analysis > Markov Chain Monte Carlo

SUMMARYIn probabilistic Bayesian inversions, data uncertainty is a crucial parameter for quantifying the uncertainties and correlations of the resulting model parameters or, in transdimensional approaches, even the complexity of the model. However, in many geophysical inference problems it is poorly known. Therefore, it is common practice to allow the data uncertainty itself to be a parameter to be determined. Although in principle any arbitrary uncertainty distribution can be assumed, Gaussian distributions whose standard deviation is then the unknown parameter to be estimated are the usual choice. In this special case, the paper demonstrates that a simple analytical integration is sufficient to marginalise out this uncertainty parameter, reducing the complexity of the model space without compromising the accuracy of the posterior model probability distribution. However, it is well known that the distribution of geophysical measurement errors, although superficially similar to a Gaussian distribution, typically contains more frequent samples along the tail of the distribution, so-called outliers. In linearized inversions these are often removed in subsequent iterations based on some threshold criterion, but in Markov chain Monte Carlo (McMC) inversions this approach is not possible as they rely on the likelihood ratios, which cannot be formed if the number of data points varies between the steps of the Markov chain. The flexibility to define the data error probability distribution in McMC can be exploited in order to account for this pattern of uncertainties in a natural way, without having to make arbitrary choices regarding residual thresholds. In particular, we can regard the data uncertainty distribution as a mixture between a Gaussian distribution, which represent valid measurements with some measurement error, and a uniform distribution, which represents invalid measurements. The relative balance between them is an unknown parameter to be estimated alongside the standard deviation of the Gauss distribution. For each data point, the algorithm can then assign a probability to be an outlier, and the influence of each data point will be effectively downgraded according to its probability to be an outlier. Furthermore, this assignment can change as the McMC search is exploring different parts of the model space. The approach is demonstrated with both synthetic and real tomography examples. In a synthetic test, the proposed mixed measurement error distribution allows recovery of the underlying model even in the presence of 6 per cent outliers, which completely destroy the ability of a regular McMC or linear search to provide a meaningful image. Applied to an actual ambient noise tomography study based on automatically picked dispersion curves, the resulting model is shown to be much more consistent for different data sets, which differ in the applied quality criteria, while retaining the ability to recover strong anomalies in selected parts of the model.

Article Free Access Share on Exact sampling and approximate counting techniques Author: Mark Huber School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NYView Profile Authors Info & Claims STOC '98: Proceedings of the thirtieth annual ACM symposium on Theory of computingMay 1998 Pages 31–40https://doi.org/10.1145/276698.276709Published:23 May 1998Publication History 25citation666DownloadsMetricsTotal Citations25Total Downloads666Last 12 Months66Last 6 weeks15 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited.To manage your alert preferences, click on the button below.Manage my AlertsNew Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteeReaderPDF

Accurate prediction of complex phenomena can be greatly enhanced through the use of data and observations to update simulations. The ability to create these data-driven simulations is limited by error and uncertainty in both the data and the simulation. The stochastic engine project addressed this problem through the development and application of a family of Markov Chain Monte Carlo methods utilizing importance sampling driven by forward simulators to minimize time spent search very large state spaces. The stochastic engine rapidly chooses among a very large number of hypothesized states and selects those that are consistent (within error) with all the information at hand. Predicted measurements from the simulator are used to estimate the likelihood of actual measurements, which in turn reduces the uncertainty in the original sample space via a conditional probability method called Bayesian inferencing. This highly efficient, staged Metropolis-type search algorithm allows us to address extremely complex problems and opens the door to solving many data-driven, nonlinear, multidimensional problems. A key challenge has been developing representation methods that integrate the local details of real data with the global physics of the simulations, enabling supercomputers to efficiently solve the problem. Development focused on large-scale problems, and on examining the mathematical robustness of the approach in diverse applications. Multiple data types were combined with large-scale simulations to evaluate systems with {approx}{sup 10}20,000 possible states (detecting underground leaks at the Hanford waste tanks). The probable uses of chemical process facilities were assessed using an evidence-tree representation and in-process updating. Other applications included contaminant flow paths at the Savannah River Site, locating structural flaws in buildings, improving models for seismic travel times systems used to monitor nuclear proliferation, characterizing the source of indistinct atmospheric plumes, and improving flash radiography. In the course of developing these applications, we also developed new methods to cluster and analyze the results of the state-space searches, as well as a number of algorithms to improve the search speed and efficiency. Our generalized solution contributes both a means to make more informed predictions of the behavior of very complex systems, and to improve those predictions as events unfold, using new data in real time.

Accurate remaining useful life (RUL) prediction serves as a critical enabler for predictive maintenance of wet multi-disc clutches. While the inverse Gaussian (IG) process models have demonstrated potential in degradation modeling, their application to sealed clutch systems remains constrained by two unresolved challenges: (1) inherent heterogeneity in degradation trajectories, and (2) non-stationary uncertainties in operational data acquisition. This study presents a dual-random-effect enhanced IG process model that systematically addresses these limitations through three key innovations: First, a bivariate random effects structure decouples unit-to-unit variability from temporal degradation stochasticity. Second, state-dependent measurement uncertainties are mathematically formulated to capture noise characteristics that evolve with degradation progression. Third, a Bayesian Markov Chain Monte Carlo (MCMC) framework enables robust parameter estimation from degradation observations, synergistically integrated with sliding-window Monte Carlo simulations for reliability inference. Validated against clutch degradation datasets, the proposed method achieves more accurate RUL prediction under limited degradation observations compared to conventional IG and Gamma models. These advancements establish a new paradigm for prognostic modeling for wet clutches.

Methods that bypass analytical evaluations of the likelihood function have become an indispensable tool for statistical inference in many fields of science. These so-called likelihood-free methods rely on accepting and rejecting simulations based on summary statistics, which limits them to low-dimensional models for which the value of the likelihood is large enough to result in manageable acceptance rates. To get around these issues, we introduce a novel, likelihood-free Markov chain Monte Carlo (MCMC) method combining two key innovations: updating only one parameter per iteration and accepting or rejecting this update based on subsets of statistics approximately sufficient for this parameter. This increases acceptance rates dramatically, rendering this approach suitable even for models of very high dimensionality. We further derive that for linear models, a one-dimensional combination of statistics per parameter is sufficient and can be found empirically with simulations. Finally, we demonstrate that our method readily scales to models of very high dimensionality, using toy models as well as by jointly inferring the effective population size, the distribution of fitness effects (DFE) of segregating mutations, and selection coefficients for each locus from data of a recent experiment on the evolution of drug resistance in influenza.

Markov chain Monte Carlo methods are now hugely popular and are used in all aspects of scientific learning. One of the most widely used and efficient methods is the Metropolis--Hastings algorithm. In this note, we introduce an alternative to the Metropolis--Hastings sampler when the state space is countably infinite and the stationary or target distribution is represented by a set of unnormalized probabilities. We illustrate with a comparison of the Metropolis--Hastings sampler.

Approximate Bayesian computation (ABC) techniques permit inferences in complex demographic models, but are computationally inefficient. A Markov chain Monte Carlo (MCMC) approach has been proposed (Marjoram et al. 2003), but it suffers from computational problems and poor mixing. We propose several methodological developments to overcome the shortcomings of this MCMC approach and hence realize substantial computational advances over standard ABC. The principal idea is to relax the tolerance within MCMC to permit good mixing, but retain a good approximation to the posterior by a combination of subsampling the output and regression adjustment. We also propose to use a partial least-squares (PLS) transformation to choose informative statistics. The accuracy of our approach is examined in the case of the divergence of two populations with and without migration. In that case, our ABC-MCMC approach needs considerably lower computation time to reach the same accuracy than conventional ABC. We then apply our method to a more complex case with the estimation of divergence times and migration rates between three African populations.

This work considers the general task of estimating the sum of a bounded function over the edges of a graph, given neighborhood query access and where access to the entire network is prohibitively expensive. To estimate this sum, prior work proposes Markov chain Monte Carlo (MCMC) methods that use random walks started at some seed vertex and whose equilibrium distribution is the uniform distribution over all edges, eliminating the need to iterate over all edges. Unfortunately, these existing estimators are not scalable to massive real-world graphs. In this paper, we introduce Ripple, an MCMC-based estimator that achieves unprecedented scalability by stratifying the Markov chain state space into ordered strata with a new technique that we denote sequential stratified regenerations. We show that the Ripple estimator is consistent, highly parallelizable, and scales well. We empirically evaluate our method by applying Ripple to the task of estimating connected, induced subgraph counts given some input graph. Therein, we demonstrate that Ripple is accurate and can estimate counts of up to 12-node subgraphs, which is a task at a scale that has been considered unreachable, not only by prior MCMC-based methods but also by other sampling approaches. For instance, in this target application, we present results in which the Markov chain state space is as large as \(10^{43}\), for which Ripple computes estimates in less than 4 h, on average.

An Introduction to Markov Chain Monte Carlo

Much research has been conducted on the application of reinforcement learning to robots. Learning time is a matter of concern in reinforcement learning. In reinforcement learning, information from sensors is projected on to a state space. A robot learns the correspondence between each state and action in state space and determines the best correspondence. When the state space is expanded according to the number of sensors, the number of correspondences learnt by the robot is increased. Therefore, learning the best correspondence becomes time consuming. In this study, we focus on the importance of sensors for a robot to perform a particular task. The sensors that are applicable to a task differ for different tasks. A robot does not need to use all installed sensors to perform a task. The state space should consist of only those sensors that are essential to a task. Using such a state space consisting of only important sensors, a robot can learn correspondences faster than in the case of a state space consisting of all installed sensors. Therefore, in this paper, we propose a relatively fast learning system in which a robot can autonomously select those sensors that are essential to a task and a state space for only such important sensors is constructed. We define the measure of importance of a sensor for a task. The measure is the coefficient of correlation between the value of each sensor and reward in reinforcement learning. A robot determines the importance of sensors based on this correlation. Consequently, the state space is reduced based on the importance of sensors. Thus, the robot can efficiently learn correspondences owing to the reduced state space. We confirm the effectiveness of our proposed system through a simulation.

An Asynchronous Buchi Automaton is a collection of concurrently executing automata, able to perform operations that are shared between one or more of their concurrent components. These automata can be used to specify properties of distributed protocols. In this paper, an efficient method for verifying that a protocol satisfies its Asynchronous Buchi Automaton specification is presented. In order to alleviate a potential state space explosion while verifying a protocol, a state reduction technique is used. The construction results in a reduced state space that contains at least one representative sequence for each equivalence class of infinite sequences. This guarantees that the full state space contains an accepting execution if and only if the reduced state space contains one. This method can also be used to check for the emptyness of an Asynchronous Buchi Automaton. Thus, it can be used to check the validity of specification languages that can be translated into such automata, such as Thiagarajan’s TrPTL.

Models for fluctuations in size of fish stocks must include parameters that describe expected dynamics, as well as stochastic influences. In addition, reliable population projections also require assessments about the uncertainties in estimates of vital parameters. Here we develop an age-structured model of population dynamics based on catch-at-age data and indices of abundance in which the natural and fishing mortality are separated in a Bayesian state–space model. Markov chain Monte Carlo methods are used to fit the model to the data. The model is fitted to a data set of 19 years for Northeast Arctic cod (Gadus morhua). By simulations of the fitted model we show that the model captures the dynamical pattern of natural mortality adequately, whereas the absolute size of natural mortality is difficult to estimate. Access to long time series of high-quality data are necessary for obtaining precise estimates of all the parameters in the model, but some parameters cannot be estimated without including some prior information. Nevertheless, our model demonstrates that temporal variability in natural mortality strongly affects perceived variability in stock sizes. Thus, using estimation procedures that neglect temporal fluctuations in natural mortality may therefore give biased estimates of fluctuations in fish stock sizes.

The tenth special issue of the Japanese Journal of Statistics and Data Science (JJSD) focuses on statistics for stochastic processes. With the advancement of information and communication technology and measurement technology, a vast amount of diverse time series data have been readily obtained. Consequently, the significance of stochastic processes as mathematical models for random phenomena evolving in time or space has increased dramatically, and statistics for various types of stochastic processes have been rapidly developing. In fact, a multitude of studies on statistics for stochastic processes such as ARMA, CARMA, COGARCH, diffusion processes, fractional Brownian motions, GARCH, jump-diffusion processes, Lèvy processes, Markov processes, point processes, random fields, stochastic differential equations and stochastic partial differential equations have been conducted. Nonetheless, because of the mathematical complexity of statistics for stochastic processes, numerous theoretical and computational challenges remain to be addressed. This special feature contains ten original papers contributed by leading mathematical statisticians and data scientists on current topics in statistics for stochastic processes. The first paper examines the efficient particle Markov chain Monte Carlo method. The second and third papers respectively address the estimation problems of Hawkes processes and Cox proportional excess hazard models. The fourth and fifth papers investigate parametric estimation for probability partial differential equation models. The latter five papers focus on statistical inference for stochastic differential equation models driven by various stochastic processes, including the Wiener process, fractional Brownian motion, β-stable process and Lèvy process. The ten papers in the special feature are summarized as follows: Awaya and Omori propose an efficient particle Markov chain Monte Carlo methodology for the rolling-window estimation of state space models. They provide theoretical justifications for their proposed method and demonstrate the efficiency of B Masayuki Uchida