18,555 research outputs found
A Bayesian approach to constrained single- and multi-objective optimization
This article addresses the problem of derivative-free (single- or
multi-objective) optimization subject to multiple inequality constraints. Both
the objective and constraint functions are assumed to be smooth, non-linear and
expensive to evaluate. As a consequence, the number of evaluations that can be
used to carry out the optimization is very limited, as in complex industrial
design optimization problems. The method we propose to overcome this difficulty
has its roots in both the Bayesian and the multi-objective optimization
literatures. More specifically, an extended domination rule is used to handle
objectives and constraints in a unified way, and a corresponding expected
hyper-volume improvement sampling criterion is proposed. This new criterion is
naturally adapted to the search of a feasible point when none is available, and
reduces to existing Bayesian sampling criteria---the classical Expected
Improvement (EI) criterion and some of its constrained/multi-objective
extensions---as soon as at least one feasible point is available. The
calculation and optimization of the criterion are performed using Sequential
Monte Carlo techniques. In particular, an algorithm similar to the subset
simulation method, which is well known in the field of structural reliability,
is used to estimate the criterion. The method, which we call BMOO (for Bayesian
Multi-Objective Optimization), is compared to state-of-the-art algorithms for
single- and multi-objective constrained optimization
RevBayes: Bayesian Phylogenetic Inference Using Graphical Models and an Interactive Model-Specification Language.
Programs for Bayesian inference of phylogeny currently implement a unique and fixed suite of models. Consequently, users of these software packages are simultaneously forced to use a number of programs for a given study, while also lacking the freedom to explore models that have not been implemented by the developers of those programs. We developed a new open-source software package, RevBayes, to address these problems. RevBayes is entirely based on probabilistic graphical models, a powerful generic framework for specifying and analyzing statistical models. Phylogenetic-graphical models can be specified interactively in RevBayes, piece by piece, using a new succinct and intuitive language called Rev. Rev is similar to the R language and the BUGS model-specification language, and should be easy to learn for most users. The strength of RevBayes is the simplicity with which one can design, specify, and implement new and complex models. Fortunately, this tremendous flexibility does not come at the cost of slower computation; as we demonstrate, RevBayes outperforms competing software for several standard analyses. Compared with other programs, RevBayes has fewer black-box elements. Users need to explicitly specify each part of the model and analysis. Although this explicitness may initially be unfamiliar, we are convinced that this transparency will improve understanding of phylogenetic models in our field. Moreover, it will motivate the search for improvements to existing methods by brazenly exposing the model choices that we make to critical scrutiny. RevBayes is freely available at http://www.RevBayes.com [Bayesian inference; Graphical models; MCMC; statistical phylogenetics.]
Bayesian computation via empirical likelihood
Approximate Bayesian computation (ABC) has become an essential tool for the
analysis of complex stochastic models when the likelihood function is
numerically unavailable. However, the well-established statistical method of
empirical likelihood provides another route to such settings that bypasses
simulations from the model and the choices of the ABC parameters (summary
statistics, distance, tolerance), while being convergent in the number of
observations. Furthermore, bypassing model simulations may lead to significant
time savings in complex models, for instance those found in population
genetics. The BCel algorithm we develop in this paper also provides an
evaluation of its own performance through an associated effective sample size.
The method is illustrated using several examples, including estimation of
standard distributions, time series, and population genetics models.Comment: 21 pages, 12 figures, revised version of the previous version with a
new titl
Evolutionary Inference via the Poisson Indel Process
We address the problem of the joint statistical inference of phylogenetic
trees and multiple sequence alignments from unaligned molecular sequences. This
problem is generally formulated in terms of string-valued evolutionary
processes along the branches of a phylogenetic tree. The classical evolutionary
process, the TKF91 model, is a continuous-time Markov chain model comprised of
insertion, deletion and substitution events. Unfortunately this model gives
rise to an intractable computational problem---the computation of the marginal
likelihood under the TKF91 model is exponential in the number of taxa. In this
work, we present a new stochastic process, the Poisson Indel Process (PIP), in
which the complexity of this computation is reduced to linear. The new model is
closely related to the TKF91 model, differing only in its treatment of
insertions, but the new model has a global characterization as a Poisson
process on the phylogeny. Standard results for Poisson processes allow key
computations to be decoupled, which yields the favorable computational profile
of inference under the PIP model. We present illustrative experiments in which
Bayesian inference under the PIP model is compared to separate inference of
phylogenies and alignments.Comment: 33 pages, 6 figure
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