Fitting Effective Diffusion Models to Data Associated with a "Glassy Potential": Estimation, Classical Inference Procedures and Some Heuristics

A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation, goodness-of-fit tests, and confidence interval estimation. The first part of this article uses maximum likelihood estimation to obtain the parameters of a diffusion model from a scalar time series. I address numerical issues associated with attempting to realize asymptotic statistics results with moderate sample sizes in the presence of exact and approximated transition densities. Approximate transition densities are used because the analytic solution of a transition density associated with a parametric diffusion model is often unknown.I am primarily interested in how well the deterministic transition density expansions of Ait-Sahalia capture the curvature of the transition density in (idealized) situations that occur when one carries out simulations in the presence of a "glassy" interaction potential. Accurate approximation of the curvature of the transition density is desirable because it can be used to quantify the goodness-of-fit of the model and to calculate asymptotic confidence intervals of the estimated parameters. The second part of this paper contributes a heuristic estimation technique for approximating a nonlinear diffusion model. A "global" nonlinear model is obtained by taking a batch of time series and applying simple local models to portions of the data. I demonstrate the technique on a diffusion model with a known transition density and on data generated by the Stochastic Simulation Algorithm.Comment: 30 pages 10 figures Submitted to SIAM MMS (typos removed and slightly shortened

A genome-wide investigation of the worldwide invader Sargassum muticum shows high success albeit (almost) no genetic diversity

Twenty years of genetic studies of marine invaders have shown that successful invaders are often characterized by native and introduced populations displaying similar levels of genetic diversity. This pattern is presumably due to high propagule pressure and repeated introductions. The opposite pattern is reported in this study of the brown seaweed, Sargassum muticum, an emblematic species for circumglobal invasions. Albeit demonstrating polymorphism in the native range, microsatellites failed to detect any genetic variation over 1,269 individuals sampled from 46 locations over the Pacific-Atlantic introduction range. Single-nucleotide polymorphisms (SNPs) obtained from ddRAD sequencing revealed some genetic variation, but confirmed severe founder events in both the Pacific and Atlantic introduction ranges. Our study thus exemplifies the need for extreme caution in interpreting neutral genetic diversity as a proxy for invasive potential. Our results confirm a previously hypothesized transoceanic secondary introduction from NE Pacific to Europe. However, the SNP panel unexpectedly revealed two additional distinct genetic origins of introductions. Also, conversely to scenarios based on historical records, southern rather than northern NE Pacific populations could have seeded most of the European populations. Finally, the most recently introduced populations showed the lowest selfing rates, suggesting higher levels of recombination might be beneficial at the early stage of the introduction process (i.e., facilitating evolutionary novelties), whereas uniparental reproduction might be favored later in sustainably established populations (i.e., sustaining local adaptation).Agence Nationale de la Recherche - ANR-10-BTBR-04; European Regional Development Fund; Fundacao para a Ciencia e a Tecnologia - SFRH/BPD/107878/2015, UID/Multi/04326/2016, UID/Multi/04326/2019; Brittany Region;info:eu-repo/semantics/publishedVersio

Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk

When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence function. Song (2014) recently developed a local asymptotic minimax estimation theory for a parameter that is a nondifferentiable transform of a regular parameter, where the nondifferentiable transform is a composite map of a continuous piecewise linear map with a single kink point and a translation-scale equivariant map. The contribution of this paper is two fold. First, this paper extends the local asymptotic minimax theory to nondifferentiable transforms that are a composite map of a Lipschitz continuous map having a finite set of nondifferentiability points and a translation-scale equivariant map. Second, this paper investigates the discontinuity of the local asymptotic minimax risk in the true probability and shows that the proposed estimator remains to be optimal even when the risk is locally robustified not only over the scores at the true probability, but also over the true probability itself. However, the local robustification does not resolve the issue of discontinuity in the local asymptotic minimax risk

Comparison of Information Structures and Completely Positive Maps

A theorem of Blackwell about comparison between information structures in classical statistics is given an analogue in the quantum probabilistic setup. The theorem provides an operational interpretation for trace-preserving completely positive maps, which are the natural quantum analogue of classical stochastic maps. The proof of the theorem relies on the separation theorem for convex sets and on quantum teleportation.Comment: 12 pages. Substantial changes. Accepted for publication in Journal of Physics

Fisher information and asymptotic normality in system identification for quantum Markov chains

This paper deals with the problem of estimating the coupling constant $\theta$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal (Gaussian) distribution, and we give the explicit expressions of its mean and variance. In particular we obtain a simple estimator of $\theta$ whose classical Fisher information can be optimized over different choices of measured observables. We then show that the quantum state of the output together with the system, is itself asymptotically Gaussian and compute its quantum Fisher information which sets an absolute bound to the estimation error. The classical and quantum Fisher informations are compared in a simple example. In the vicinity of $\theta=0$ we find that the quantum Fisher information has a quadratic rather than linear scaling in output size, and asymptotically the Fisher information is localised in the system, while the output is independent of the parameter.Comment: 10 pages, 2 figures. final versio

Breeding value estimation with incomplete marker data

International audienc

Characterising group-level brain connectivity: A framework using Bayesian exponential random graph models.

The brain can be modelled as a network with nodes and edges derived from a range of imaging modalities: the nodes correspond to spatially distinct regions and the edges to the interactions between them. Whole-brain connectivity studies typically seek to determine how network properties change with a given categorical phenotype such as age-group, disease condition or mental state. To do so reliably, it is necessary to determine the features of the connectivity structure that are common across a group of brain scans. Given the complex interdependencies inherent in network data, this is not a straightforward task. Some studies construct a group-representative network (GRN), ignoring individual differences, while other studies analyse networks for each individual independently, ignoring information that is shared across individuals. We propose a Bayesian framework based on exponential random graph models (ERGM) extended to multiple networks to characterise the distribution of an entire population of networks. Using resting-state fMRI data from the Cam-CAN project, a study on healthy ageing, we demonstrate how our method can be used to characterise and compare the brain's functional connectivity structure across a group of young individuals and a group of old individuals

Bayesian estimation of dispersion parameters with a reduced animal model including polygenic and QTL effects

International audienc