Estimating Discrete Markov Models From Various Incomplete Data Schemes

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a case, the estimation of transition probabilities is straightforwardly made by counting one-step moves from a given state to another. In many real-life problems, however, the inference is much more difficult as state sequences are not fully observed, namely the state of each individual is known only for some given values of the time variable. A review of the problem is given, focusing on Monte Carlo Markov Chain (MCMC) algorithms to perform Bayesian inference and evaluate posterior distributions of the transition probabilities in this missing-data framework. Leaning on the dependence between the rows of the transition matrix, an adaptive MCMC mechanism accelerating the classical Metropolis-Hastings algorithm is then proposed and empirically studied.Comment: 26 pages - preprint accepted in 20th February 2012 for publication in Computational Statistics and Data Analysis (please cite the journal's paper

Quantum Model Averaging

Standard tomographic analyses ignore model uncertainty. It is assumed that a given model generated the data and the task is to estimate the quantum state, or a subset of parameters within that model. Here we apply a model averaging technique to mitigate the risk of overconfident estimates of model parameters in two examples: (1) selecting the rank of the state in tomography and (2) selecting the model for the fidelity decay curve in randomized benchmarking.Comment: For a summary, see http://i.imgur.com/nMJxANo.pn

Fitting stochastic predator-prey models using both population density and kill rate data

Most mechanistic predator-prey modelling has involved either parameterization from process rate data or inverse modelling. Here, we take a median road: we aim at identifying the potential benefits of combining datasets, when both population growth and predation processes are viewed as stochastic. We fit a discrete-time, stochastic predator-prey model of the Leslie type to simulated time series of densities and kill rate data. Our model has both environmental stochasticity in the growth rates and interaction stochasticity, i.e., a stochastic functional response. We examine what the kill rate data brings to the quality of the estimates, and whether estimation is possible (for various time series lengths) solely with time series of population counts or biomass data. Both Bayesian and frequentist estimation are performed, providing multiple ways to check model identifiability. The Fisher Information Matrix suggests that models with and without kill rate data are all identifiable, although correlations remain between parameters that belong to the same functional form. However, our results show that if the attractor is a fixed point in the absence of stochasticity, identifying parameters in practice requires kill rate data as a complement to the time series of population densities, due to the relatively flat likelihood. Only noisy limit cycle attractors can be identified directly from population count data (as in inverse modelling), although even in this case, adding kill rate data - including in small amounts - can make the estimates much more precise. Overall, we show that under process stochasticity in interaction rates, interaction data might be essential to obtain identifiable dynamical models for multiple species. These results may extend to other biotic interactions than predation, for which similar models combining interaction rates and population counts could be developed