The pseudo-compartment method for coupling PDE and compartment-based models of diffusion

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs), which assumes there are sufficient densities of particles that a continuum approximation is valid. However, due to recent advances in computational power, the simulation, and therefore postulation, of computationally intensive individual-based models has become a popular way to investigate the effects of noise in reaction-diffusion systems in which regions of low copy numbers exist. The stochastic models with which we shall be concerned in this manuscript are referred to as `compartment-based'. These models are characterised by a discretisation of the computational domain into a grid/lattice of `compartments'. Within each compartment particles are assumed to be well-mixed and are permitted to react with other particles within their compartment or to transfer between neighbouring compartments. We develop two hybrid algorithms in which a PDE is coupled to a compartment-based model. Rather than attempting to balance average fluxes, our algorithms answer a more fundamental question: `how are individual particles transported between the vastly different model descriptions?' First, we present an algorithm derived by carefully re-defining the continuous PDE concentration as a probability distribution. Whilst this first algorithm shows strong convergence to analytic solutions of test problems, it can be cumbersome to simulate. Our second algorithm is a simplified and more efficient implementation of the first, it is derived in the continuum limit over the PDE region alone. We test our hybrid methods for functionality and accuracy in a variety of different scenarios by comparing the averaged simulations to analytic solutions of PDEs for mean concentrations.Comment: MAIN - 24 pages, 10 figures, 1 supplementary file - 3 pages, 2 figure

Nested Sequential Monte Carlo Methods

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate, properly weighted, samples from the SMC proposal distribution, while still resulting in a correct SMC algorithm. Furthermore, NSMC can in itself be used to produce such properly weighted samples. Consequently, one NSMC sampler can be used to construct an efficient high-dimensional proposal distribution for another NSMC sampler, and this nesting of the algorithm can be done to an arbitrary degree. This allows us to consider complex and high-dimensional models using SMC. We show results that motivate the efficacy of our approach on several filtering problems with dimensions in the order of 100 to 1 000.Comment: Extended version of paper published in Proceedings of the 32nd International Conference on Machine Learning (ICML), Lille, France, 201

Sequential Monte Carlo for Graphical Models

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a monotonically increasing sequence of probability spaces. By targeting these auxiliary distributions using SMC we are able to approximate the full joint distribution defined by the PGM. One of the key merits of the SMC sampler is that it provides an unbiased estimate of the partition function of the model. We also show how it can be used within a particle Markov chain Monte Carlo framework in order to construct high-dimensional block-sampling algorithms for general PGMs

Capacity estimation of two-dimensional channels using Sequential Monte Carlo

We derive a new Sequential-Monte-Carlo-based algorithm to estimate the capacity of two-dimensional channel models. The focus is on computing the noiseless capacity of the 2-D one-infinity run-length limited constrained channel, but the underlying idea is generally applicable. The proposed algorithm is profiled against a state-of-the-art method, yielding more than an order of magnitude improvement in estimation accuracy for a given computation time

Dynamic wetting with two competing adsorbates

We study the dynamic properties of a model for wetting with two competing adsorbates on a planar substrate. The two species of particles have identical properties and repel each other. Starting with a flat interface one observes the formation of homogeneous droplets of the respective type separated by nonwet regions where the interface remains pinned. The wet phase is characterized by slow coarsening of competing droplets. Moreover, in 2+1 dimensions an additional line of continuous phase transition emerges in the bound phase, which separates an unordered phase from an ordered one. The symmetry under interchange of the particle types is spontaneously broken in this region and finite systems exhibit two metastable states, each dominated by one of the species. The critical properties of this transition are analyzed by numeric simulations.Comment: 11 pages, 12 figures, final version published in PR

Exploring Human Vision Driven Features for Pedestrian Detection

Motivated by the center-surround mechanism in the human visual attention system, we propose to use average contrast maps for the challenge of pedestrian detection in street scenes due to the observation that pedestrians indeed exhibit discriminative contrast texture. Our main contributions are first to design a local, statistical multi-channel descriptorin order to incorporate both color and gradient information. Second, we introduce a multi-direction and multi-scale contrast scheme based on grid-cells in order to integrate expressive local variations. Contributing to the issue of selecting most discriminative features for assessing and classification, we perform extensive comparisons w.r.t. statistical descriptors, contrast measurements, and scale structures. This way, we obtain reasonable results under various configurations. Empirical findings from applying our optimized detector on the INRIA and Caltech pedestrian datasets show that our features yield state-of-the-art performance in pedestrian detection.Comment: Accepted for publication in IEEE Transactions on Circuits and Systems for Video Technology (TCSVT