Particle Gibbs with Ancestor Sampling

Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides the data analyst with an off-the-shelf class of Markov kernels that can be used to simulate the typically high-dimensional and highly autocorrelated state trajectory in a state-space model. The ancestor sampling procedure enables fast mixing of the PGAS kernel even when using seemingly few particles in the underlying SMC sampler. This is important as it can significantly reduce the computational burden that is typically associated with using SMC. PGAS is conceptually similar to the existing PG with backward simulation (PGBS) procedure. Instead of using separate forward and backward sweeps as in PGBS, however, we achieve the same effect in a single forward sweep. This makes PGAS well suited for addressing inference problems not only in state-space models, but also in models with more complex dependencies, such as non-Markovian, Bayesian nonparametric, and general probabilistic graphical models

Automobile Accidents Associated With Cell Phone Use: Can Cell Phone Service Providers and Manufacturers Be Held Liable Under a Theory of Negligence?

Cell phone related car accidents have received a lot of attention in the press and academic journals over the past few years.1 Articles have discussed the impact of driving while using a hand-held or hands-free cell phone, and in some instances have identified liability on the part of employers. A number of cases have gone to the jury on employer liability based on respondeat superior, where the employer is held responsible for the actions of an employee acting within the scope of employment

Bayesian Nonparametric Inference of Switching Linear Dynamical Systems

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector autoregressive (VAR) process. Our Bayesian nonparametric approach utilizes a hierarchical Dirichlet process prior to learn an unknown number of persistent, smooth dynamical modes. We additionally employ automatic relevance determination to infer a sparse set of dynamic dependencies allowing us to learn SLDS with varying state dimension or switching VAR processes with varying autoregressive order. We develop a sampling algorithm that combines a truncated approximation to the Dirichlet process with efficient joint sampling of the mode and state sequences. The utility and flexibility of our model are demonstrated on synthetic data, sequences of dancing honey bees, the IBOVESPA stock index, and a maneuvering target tracking application.Comment: 50 pages, 7 figure

A sticky HDP-HMM with application to speaker diarization

We consider the problem of speaker diarization, the problem of segmenting an audio recording of a meeting into temporal segments corresponding to individual speakers. The problem is rendered particularly difficult by the fact that we are not allowed to assume knowledge of the number of people participating in the meeting. To address this problem, we take a Bayesian nonparametric approach to speaker diarization that builds on the hierarchical Dirichlet process hidden Markov model (HDP-HMM) of Teh et al. [J. Amer. Statist. Assoc. 101 (2006) 1566--1581]. Although the basic HDP-HMM tends to over-segment the audio data---creating redundant states and rapidly switching among them---we describe an augmented HDP-HMM that provides effective control over the switching rate. We also show that this augmentation makes it possible to treat emission distributions nonparametrically. To scale the resulting architecture to realistic diarization problems, we develop a sampling algorithm that employs a truncated approximation of the Dirichlet process to jointly resample the full state sequence, greatly improving mixing rates. Working with a benchmark NIST data set, we show that our Bayesian nonparametric architecture yields state-of-the-art speaker diarization results.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS395 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Rigorous free fermion entanglement renormalization from wavelet theory

We construct entanglement renormalization schemes which provably approximate the ground states of non-interacting fermion nearest-neighbor hopping Hamiltonians on the one-dimensional discrete line and the two-dimensional square lattice. These schemes give hierarchical quantum circuits which build up the states from unentangled degrees of freedom. The circuits are based on pairs of discrete wavelet transforms which are approximately related by a "half-shift": translation by half a unit cell. The presence of the Fermi surface in the two-dimensional model requires a special kind of circuit architecture to properly capture the entanglement in the ground state. We show how the error in the approximation can be controlled without ever performing a variational optimization.Comment: 15 pages, 10 figures, one theore

Serum N-propeptide of collagen IIA (PIIANP) as a marker of radiographic osteoarthritis burden

Cartilage homeostasis relies on a balance of catabolism and anabolism of cartilage matrix. Our goal was to evaluate the burden of radiographic osteoarthritis and serum levels of type IIA procollagen amino terminal propeptide (sPIIANP), a biomarker representing type II collagen synthesis, in osteoarthritis

Stochastic exclusion processes versus coherent transport

Stochastic exclusion processes play an integral role in the physics of non-equilibrium statistical mechanics. These models are Markovian processes, described by a classical master equation. In this paper a quantum mechanical version of a stochastic hopping process in one dimension is formulated in terms of a quantum master equation. This allows the investigation of coherent and stochastic evolution in the same formal framework. The focus lies on the non-equilibrium steady state. Two stochastic model systems are considered, the totally asymmetric exclusion process and the fully symmetric exclusion process. The steady state transport properties of these models is compared to the case with additional coherent evolution, generated by the $XX$-Hamiltonian