New Insights into History Matching via Sequential Monte Carlo

The aim of the history matching method is to locate non-implausible regions of the parameter space of complex deterministic or stochastic models by matching model outputs with data. It does this via a series of waves where at each wave an emulator is fitted to a small number of training samples. An implausibility measure is defined which takes into account the closeness of simulated and observed outputs as well as emulator uncertainty. As the waves progress, the emulator becomes more accurate so that training samples are more concentrated on promising regions of the space and poorer parts of the space are rejected with more confidence. Whilst history matching has proved to be useful, existing implementations are not fully automated and some ad-hoc choices are made during the process, which involves user intervention and is time consuming. This occurs especially when the non-implausible region becomes small and it is difficult to sample this space uniformly to generate new training points. In this article we develop a sequential Monte Carlo (SMC) algorithm for implementation which is semi-automated. Our novel SMC approach reveals that the history matching method yields a non-implausible distribution that can be multi-modal, highly irregular and very difficult to sample uniformly. Our SMC approach offers a much more reliable sampling of the non-implausible space, which requires additional computation compared to other approaches used in the literature

Bags of Affine Subspaces for Robust Object Tracking

We propose an adaptive tracking algorithm where the object is modelled as a continuously updated bag of affine subspaces, with each subspace constructed from the object's appearance over several consecutive frames. In contrast to linear subspaces, affine subspaces explicitly model the origin of subspaces. Furthermore, instead of using a brittle point-to-subspace distance during the search for the object in a new frame, we propose to use a subspace-to-subspace distance by representing candidate image areas also as affine subspaces. Distances between subspaces are then obtained by exploiting the non-Euclidean geometry of Grassmann manifolds. Experiments on challenging videos (containing object occlusions, deformations, as well as variations in pose and illumination) indicate that the proposed method achieves higher tracking accuracy than several recent discriminative trackers.Comment: in International Conference on Digital Image Computing: Techniques and Applications, 201

Optimized parallel tempering simulations of proteins

We apply a recently developed adaptive algorithm that systematically improves the efficiency of parallel tempering or replica exchange methods in the numerical simulation of small proteins. Feedback iterations allow us to identify an optimal set of temperatures/replicas which are found to concentrate at the bottlenecks of the simulations. A measure of convergence for the equilibration of the parallel tempering algorithm is discussed. We test our algorithm by simulating the 36-residue villin headpiece sub-domain HP-36 wherewe find a lowest-energy configuration with a root-mean-square-deviation of less than 4 Angstroem to the experimentally determined structure.Comment: 22 pages, 7 figure