Evaluating Stationary Distribution of the Binary GA Markov Chain in Special Cases

The evolutionary algorithm stochastic process is well-known to be Markovian. These have been under investigation in much of the theoretical evolutionary computing research. When mutation rate is positive, the Markov chain modeling an evolutionary algorithm is irreducible and, therefore, has a unique stationary distribution, yet, rather little is known about the stationary distribution. On the other hand, knowing the stationary distribution may provide some information about the expected times to hit optimum, assessment of the biases due to recombination and is of importance in population genetics to assess what\u27s called a ``genetic load" (see the introduction for more details). In this talk I will show how the quotient construction method can be exploited to derive rather explicit bounds on the ratios of the stationary distribution values of various subsets of the state space. In fact, some of the bounds obtained in the current work are expressed in terms of the parameters involved in all the three main stages of an evolutionary algorithm: namely selection, recombination and mutation. I will also discuss the newest developments which may allow for further improvements of the bound

A Shuffled Complex Evolution Metropolis algorithm for optimization and uncertainty assessment of hydrologic model parameters

Markov Chain Monte Carlo (MCMC) methods have become increasingly popular for estimating the posterior probability distribution of parameters in hydrologic models. However, MCMC methods require the a priori definition of a proposal or sampling distribution, which determines the explorative capabilities and efficiency of the sampler and therefore the statistical properties of the Markov Chain and its rate of convergence. In this paper we present an MCMC sampler entitled the Shuffled Complex Evolution Metropolis algorithm (SCEM-UA), which is well suited to infer the posterior distribution of hydrologic model parameters. The SCEM-UA algorithm is a modified version of the original SCE-UA global optimization algorithm developed by Duan et al. [1992]. The SCEM-UA algorithm operates by merging the strengths of the Metropolis algorithm, controlled random search, competitive evolution, and complex shuffling in order to continuously update the proposal distribution and evolve the sampler to the posterior target distribution. Three case studies demonstrate that the adaptive capability of the SCEM-UA algorithm significantly reduces the number of model simulations needed to infer the posterior distribution of the parameters when compared with the traditional Metropolis-Hastings samplers

Coherent Bayesian analysis of inspiral signals

We present in this paper a Bayesian parameter estimation method for the analysis of interferometric gravitational wave observations of an inspiral of binary compact objects using data recorded simultaneously by a network of several interferometers at different sites. We consider neutron star or black hole inspirals that are modeled to 3.5 post-Newtonian (PN) order in phase and 2.5 PN in amplitude. Inference is facilitated using Markov chain Monte Carlo methods that are adapted in order to efficiently explore the particular parameter space. Examples are shown to illustrate how and what information about the different parameters can be derived from the data. This study uses simulated signals and data with noise characteristics that are assumed to be defined by the LIGO and Virgo detectors operating at their design sensitivities. Nine parameters are estimated, including those associated with the binary system, plus its location on the sky. We explain how this technique will be part of a detection pipeline for binary systems of compact objects with masses up to 20 \sunmass, including cases where the ratio of the individual masses can be extreme.Comment: Accepted for publication in Classical and Quantum Gravity, Special issue for GWDAW-1

Accelerating delayed-acceptance Markov chain Monte Carlo algorithms

Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and computationally cheaper version) of said distribution. DA-MCMC accelerates MCMC sampling in complex applications, while still targeting the exact distribution. We design a computationally faster, albeit approximate, DA-MCMC algorithm. We consider parameter inference in a Bayesian setting where a surrogate likelihood function is introduced in the delayed-acceptance scheme. When the evaluation of the likelihood function is computationally intensive, our scheme produces a 2-4 times speed-up, compared to standard DA-MCMC. However, the acceleration is highly problem dependent. Inference results for the standard delayed-acceptance algorithm and our approximated version are similar, indicating that our algorithm can return reliable Bayesian inference. As a computationally intensive case study, we introduce a novel stochastic differential equation model for protein folding data.Comment: 40 pages, 21 figures, 10 table

A Version of Geiringer-like Theorem for Decision Making in the Environments with Randomness and Incomplete Information

Purpose: In recent years Monte-Carlo sampling methods, such as Monte Carlo tree search, have achieved tremendous success in model free reinforcement learning. A combination of the so called upper confidence bounds policy to preserve the "exploration vs. exploitation" balance to select actions for sample evaluations together with massive computing power to store and to update dynamically a rather large pre-evaluated game tree lead to the development of software that has beaten the top human player in the game of Go on a 9 by 9 board. Much effort in the current research is devoted to widening the range of applicability of the Monte-Carlo sampling methodology to partially observable Markov decision processes with non-immediate payoffs. The main challenge introduced by randomness and incomplete information is to deal with the action evaluation at the chance nodes due to drastic differences in the possible payoffs the same action could lead to. The aim of this article is to establish a version of a theorem that originated from population genetics and has been later adopted in evolutionary computation theory that will lead to novel Monte-Carlo sampling algorithms that provably increase the AI potential. Due to space limitations the actual algorithms themselves will be presented in the sequel papers, however, the current paper provides a solid mathematical foundation for the development of such algorithms and explains why they are so promising.Comment: 53 pages in size. This work has been recently submitted to the IJICC (International Journal on Intelligent Computing and Cybernetics

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

Bayesian phylogenetic modelling of lateral gene transfers

PhD ThesisPhylogenetic trees represent the evolutionary relationships between a set of species. Inferring these trees from data is particularly challenging sometimes since the transfer of genetic material can occur not only from parents to their o spring but also between organisms via lateral gene transfers (LGTs). Thus, the presence of LGTs means that genes in a genome can each have di erent evolutionary histories, represented by di erent gene trees. A few statistical approaches have been introduced to explore non-vertical evolution through collections of Markov-dependent gene trees. In 2005 Suchard described a Bayesian hierarchical model for joint inference of gene trees and an underlying species tree, where a layer in the model linked gene trees to the species tree via a sequence of unknown lateral gene transfers. In his model LGT was modeled via a random walk in the tree space derived from the subtree prune and regraft (SPR) operator on unrooted trees. However, the use of SPR moves to represent LGT in an unrooted tree is problematic, since the transference of DNA between two organisms implies the contemporaneity of both organisms and therefore it can allow unrealistic LGTs. This thesis describes a related hierarchical Bayesian phylogenetic model for reconstructing phylogenetic trees which imposes a temporal constraint on LGTs, namely that they can only occur between species which exist concurrently. This is achieved by taking into account possible time orderings of divergence events in trees, without explicitly modelling divergence times. An extended version of the SPR operator is introduced as a more adequate mechanism to represent the LGT e ect in a tree. The extended SPR operation respects the time ordering. It additionaly di ers from regular SPR as it maintains a 1-to-1 correspondence between points on the species tree and points on each gene tree. Each point on a gene tree represents the existence of a population containing that gene at some point in time. Hierarchical phylogenetic models were used in the reconstruction of each gene tree from its corresponding gene alignment, enabling the pooling of information across genes. In addition to Suchard's approach, we assume variation in the rate of evolution between di erent sites. The species tree is assumed to be xed. A Markov Chain Monte Carlo (MCMC) algorithm was developed to t the model in a Bayesian framework. A novel MCMC proposal mechanism for jointly proposing the gene tree topology and branch lengths, LGT distance and LGT history has been developed as well as a novel graphical tool to represent LGT history, the LGT Biplot. Our model was applied to simulated and experimental datasets. More speci cally we analysed LGT/reassortment presence in the evolution of 2009 Swine-Origin In uenza Type A virus. Future improvements of our model and algorithm should include joint inference of the species tree, improving the computational e ciency of the MCMC algorithm and better consideration of other factors that can cause discordance of gene trees and species trees such as gene loss

Report on the second Mock LISA Data Challenge

The Mock LISA Data Challenges are a program to demonstrate LISA data-analysis capabilities and to encourage their development. Each round of challenges consists of several data sets containing simulated instrument noise and gravitational-wave sources of undisclosed parameters. Participants are asked to analyze the data sets and report the maximum information about source parameters. The challenges are being released in rounds of increasing complexity and realism: in this proceeding we present the results of Challenge 2, issued in January 2007, which successfully demonstrated the recovery of signals from supermassive black-hole binaries, from ~20,000 overlapping Galactic white-dwarf binaries, and from the extreme-mass-ratio inspirals of compact objects into central galactic black holes