General combination rules for qualitative and quantitative beliefs

Martin and Osswald \cite{Martin07} have recently proposed many generalizations of combination rules on quantitative beliefs in order to manage the conflict and to consider the specificity of the responses of the experts. Since the experts express themselves usually in natural language with linguistic labels, Smarandache and Dezert \cite{Li07} have introduced a mathematical framework for dealing directly also with qualitative beliefs. In this paper we recall some element of our previous works and propose the new combination rules, developed for the fusion of both qualitative or quantitative beliefs

On the physics of fizzing: How bubble bursting controls droplets ejection

Bubbles at a free surface surface usually burst in ejecting myriads of droplets. Focusing on the bubble bursting jet, prelude for these aerosols, we propose a simple scaling for the jet velocity and we unravel experimentally the intricate roles of bubble shape, capillary waves, gravity and liquid properties. We demonstrate that droplets ejection unexpectedly changes with liquid properties. In particular, using damping action of viscosity, self-similar collapse can be sheltered from capillary ripples and continue closer to the singular limit, therefore producing faster and smaller droplets.These results pave the road to the control of the bursting bubble aerosols

On the utility of Metropolis-Hastings with asymmetric acceptance ratio

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such an evaluation is impossible, and yet are guaranteed to sample from $\pi$ asymptotically. The most popular approach to have emerged is arguably the pseudo-marginal MH algorithm which substitutes an unbiased estimate of an unnormalised version of $\pi$ for $\pi$. Alternative pseudo-marginal algorithms relying instead on unbiased estimates of the MH acceptance ratio have also been proposed. These algorithms can have better properties than standard PM algorithms. Convergence properties of both classes of algorithms are known to depend on the variability of the estimators involved and reduced variability is guaranteed to decrease the asymptotic variance of ergodic averages and will shorten the burn-in period, or convergence to equilibrium, in most scenarios of interest. A simple approach to reduce variability, amenable to parallel computations, consists of averaging independent estimators. However, while averaging estimators of $\pi$ in a pseudo-marginal algorithm retains the guarantee of sampling from $\pi$ asymptotically, naive averaging of acceptance ratio estimates breaks detailed balance, leading to incorrect results. We propose an original methodology which allows for a correct implementation of this idea. We establish theoretical properties which parallel those available for standard PM algorithms and discussed above. We demonstrate the interest of the approach on various inference problems. In particular we show that convergence to equilibrium can be significantly shortened, therefore offering the possibility to reduce a user's waiting time in a generic fashion when a parallel computing architecture is available

Perfect simulation for the Feynman-Kac law on the path space

This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity

A note on convergence of the equi-energy sampler

In a recent paper `The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat. 34 (2006) 1581--1619], Kou, Zhou & Wong have presented a new stochastic simulation method called the equi-energy (EE) sampler. This technique is designed to simulate from a probability measure $\pi$, perhaps only known up to a normalizing constant. The authors demonstrate that the sampler performs well in quite challenging problems but their convergence results (Theorem 2) appear incomplete. This was pointed out, in the discussion of the paper, by Atchad\'e & Liu (2006) who proposed an alternative convergence proof. However, this alternative proof, whilst theoretically correct, does not correspond to the algorithm that is implemented. In this note we provide a new proof of convergence of the equi-energy sampler based on the Poisson equation and on the theory developed in Andrieu et al. (2007) for \emph{Non-Linear} Markov chain Monte Carlo (MCMC). The objective of this note is to provide a proof of correctness of the EE sampler when there is only one feeding chain; the general case requires a much more technical approach than is suitable for a short note. In addition, we also seek to highlight the difficulties associated with the analysis of this type of algorithm and present the main techniques that may be adopted to prove the convergence of it

On nonlinear Markov chain Monte Carlo

Let $\mathscr{P}(E)$ be the space of probability measures on a measurable space $(E,\mathcal{E})$. In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) methods for simulating from a probability measure $\pi\in\mathscr{P}(E)$. Nonlinear Markov kernels (see [Feynman--Kac Formulae: Genealogical and Interacting Particle Systems with Applications (2004) Springer]) $K:\mathscr{P}(E)\times E\rightarrow\mathscr{P}(E)$ can be constructed to, in some sense, improve over MCMC methods. However, such nonlinear kernels cannot be simulated exactly, so approximations of the nonlinear kernels are constructed using auxiliary or potentially self-interacting chains. Several nonlinear kernels are presented and it is demonstrated that, under some conditions, the associated approximations exhibit a strong law of large numbers; our proof technique is via the Poisson equation and Foster--Lyapunov conditions. We investigate the performance of our approximations with some simulations.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ307 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm