Incorporating a metropolis method in a distribution estimation using Markov random field algorithm.

Markov Random Field (MRF) modelling techniques have been recently proposed as a novel approach to probabilistic modelling for Estimation of Distribution Algorithms (EDAs)[34, 4]. An EDA using this technique, presented in [34], was called Distribution Estimation using Markov Random Fields (DEUM). DEUM was later extended to DEUMd [32, 33]. DEUM and DEUMd use a univariate model of probability distribution, and have been shown to perform better than other univariate EDAs for a range of optimization problems. This paper extends DEUMd to incorporate a simple Metropolis method and empirically shows that for linear univariate problems the proposed univariate MRF models are very effective. In particular, the proposed DEUMd algorithm can find the solution in O(n) fitness evaluations. Furthermore, we suggest that the Metropolis method can also be used to extend the DEUM approach to multivariate problems

Locating and quantifying gas emission sources using remotely obtained concentration data

We describe a method for detecting, locating and quantifying sources of gas emissions to the atmosphere using remotely obtained gas concentration data; the method is applicable to gases of environmental concern. We demonstrate its performance using methane data collected from aircraft. Atmospheric point concentration measurements are modelled as the sum of a spatially and temporally smooth atmospheric background concentration, augmented by concentrations due to local sources. We model source emission rates with a Gaussian mixture model and use a Markov random field to represent the atmospheric background concentration component of the measurements. A Gaussian plume atmospheric eddy dispersion model represents gas dispersion between sources and measurement locations. Initial point estimates of background concentrations and source emission rates are obtained using mixed L2-L1 optimisation over a discretised grid of potential source locations. Subsequent reversible jump Markov chain Monte Carlo inference provides estimated values and uncertainties for the number, emission rates and locations of sources unconstrained by a grid. Source area, atmospheric background concentrations and other model parameters are also estimated. We investigate the performance of the approach first using a synthetic problem, then apply the method to real data collected from an aircraft flying over: a 1600 km^2 area containing two landfills, then a 225 km^2 area containing a gas flare stack

Metropolis-Hastings prefetching algorithms

Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based on the idea of evaluating the posterior in parallel and ahead of time. In this paper improved Metropolis-Hastings prefetching algorithms are presented and evaluated. It is shown how to use available information to make better predictions of the future states of the chain and increase the efficiency of prefetching considerably. The optimal acceptance rate for the prefetching random walk Metropolis-Hastings algorithm is obtained for a special case and it is shown to decrease in the number of processors employed. The performance of the algorithms is illustrated using a well-known macroeconomic model. Bayesian estimation of DSGE models, linearly or nonlinearly approximated, is identified as a potential area of application for prefetching methods. The generality of the proposed method, however, suggests that it could be applied in many other contexts as well.Prefetching; Metropolis-Hastings; Parallel Computing; DSGE models; Optimal acceptance rate