Recent advances in directional statistics

Mainstream statistical methodology is generally applicable to data observed in Euclidean space. There are, however, numerous contexts of considerable scientific interest in which the natural supports for the data under consideration are Riemannian manifolds like the unit circle, torus, sphere and their extensions. Typically, such data can be represented using one or more directions, and directional statistics is the branch of statistics that deals with their analysis. In this paper we provide a review of the many recent developments in the field since the publication of Mardia and Jupp (1999), still the most comprehensive text on directional statistics. Many of those developments have been stimulated by interesting applications in fields as diverse as astronomy, medicine, genetics, neurology, aeronautics, acoustics, image analysis, text mining, environmetrics, and machine learning. We begin by considering developments for the exploratory analysis of directional data before progressing to distributional models, general approaches to inference, hypothesis testing, regression, nonparametric curve estimation, methods for dimension reduction, classification and clustering, and the modelling of time series, spatial and spatio-temporal data. An overview of currently available software for analysing directional data is also provided, and potential future developments discussed.Comment: 61 page

MGOS: A library for molecular geometry and its operating system

The geometry of atomic arrangement underpins the structural understanding of molecules in many fields. However, no general framework of mathematical/computational theory for the geometry of atomic arrangement exists. Here we present "Molecular Geometry (MG)'' as a theoretical framework accompanied by "MG Operating System (MGOS)'' which consists of callable functions implementing the MG theory. MG allows researchers to model complicated molecular structure problems in terms of elementary yet standard notions of volume, area, etc. and MGOS frees them from the hard and tedious task of developing/implementing geometric algorithms so that they can focus more on their primary research issues. MG facilitates simpler modeling of molecular structure problems; MGOS functions can be conveniently embedded in application programs for the efficient and accurate solution of geometric queries involving atomic arrangements. The use of MGOS in problems involving spherical entities is akin to the use of math libraries in general purpose programming languages in science and engineering. (C) 2019 The Author(s). Published by Elsevier B.V

Stochastic Volatility Filtering with Intractable Likelihoods

This paper is concerned with particle filtering for $\alpha$-stable stochastic volatility models. The $\alpha$-stable distribution provides a flexible framework for modeling asymmetry and heavy tails, which is useful when modeling financial returns. An issue with this distributional assumption is the lack of a closed form for the probability density function. To estimate the volatility of financial returns in this setting, we develop a novel auxiliary particle filter. The algorithm we develop can be easily applied to any hidden Markov model for which the likelihood function is intractable or computationally expensive. The approximate target distribution of our auxiliary filter is based on the idea of approximate Bayesian computation (ABC). ABC methods allow for inference on posterior quantities in situations when the likelihood of the underlying model is not available in closed form, but simulating samples from it is possible. The ABC auxiliary particle filter (ABC-APF) that we propose provides not only a good alternative to state estimation in stochastic volatility models, but it also improves on the existing ABC literature. It allows for more flexibility in state estimation while improving on the accuracy through better proposal distributions in cases when the optimal importance density of the filter is unavailable in closed form. We assess the performance of the ABC-APF on a simulated dataset from the $\alpha$-stable stochastic volatility model and compare it to other currently existing ABC filters

The pseudo-self-similar traffic model: application and validation

Since the early 1990¿s, a variety of studies has shown that network traffic, both for local- and wide-area networks, has self-similar properties. This led to new approaches in network traffic modelling because most traditional traffic approaches result in the underestimation of performance measures of interest. Instead of developing completely new traffic models, a number of researchers have proposed to adapt traditional traffic modelling approaches to incorporate aspects of self-similarity. The motivation for doing so is the hope to be able to reuse techniques and tools that have been developed in the past and with which experience has been gained. One such approach for a traffic model that incorporates aspects of self-similarity is the so-called pseudo self-similar traffic model. This model is appealing, as it is easy to understand and easily embedded in Markovian performance evaluation studies. In applying this model in a number of cases, we have perceived various problems which we initially thought were particular to these specific cases. However, we recently have been able to show that these problems are fundamental to the pseudo self-similar traffic model. In this paper we review the pseudo self-similar traffic model and discuss its fundamental shortcomings. As far as we know, this is the first paper that discusses these shortcomings formally. We also report on ongoing work to overcome some of these problems

A pencil distributed finite difference code for strongly turbulent wall-bounded flows

We present a numerical scheme geared for high performance computation of wall-bounded turbulent flows. The number of all-to-all communications is decreased to only six instances by using a two-dimensional (pencil) domain decomposition and utilizing the favourable scaling of the CFL time-step constraint as compared to the diffusive time-step constraint. As the CFL condition is more restrictive at high driving, implicit time integration of the viscous terms in the wall-parallel directions is no longer required. This avoids the communication of non-local information to a process for the computation of implicit derivatives in these directions. We explain in detail the numerical scheme used for the integration of the equations, and the underlying parallelization. The code is shown to have very good strong and weak scaling to at least 64K cores