308 research outputs found
On the utility of Metropolis-Hastings with asymmetric acceptance ratio
The Metropolis-Hastings algorithm allows one to sample asymptotically from
any probability distribution . 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
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 for . 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 in a pseudo-marginal algorithm retains the
guarantee of sampling from 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
Relations entre les conflits de rôles, la fatigue et la santé psychologique chez des étudiants âgés de 19 à 21 ans occupant un emploi au cours de l'année scolaire
De plus en plus de jeunes occupent un emploi rémunéré alors qu'ils sont aux études. Les écrits démontrent que plus les étudiants ont des niveaux d'investissement élevés dans ces deux rôles de vie, plus ils risquent de se retrouver dans une situation de conflits interrôles, c.-à-d. que la sphère des études ou celle du travail interfèrent sur l'autre. Ceux-ci peuvent être nommés conflits travail-études ou conflits études-travail selon la sphère d'interférence. Lorsque présents, les conflits interrôles sont susceptibles d'avoir pour conséquences une augmentation du niveau de fatigue et de détresse ainsi qu'une diminution du niveau de bien-être psychologique. Dans les écrits, ce sont surtout les conflits interrôles entre les sphères du travail et de la famille qui ont été documentés. Ces derniers écrits démontrent que plus les niveaux d'investissement dans les rôles sont élevés, plus les conflits interrôles sont élevés. Par ailleurs, la relation entre le bien-être psychologique et les conflits travail-famille et famille-travail n'est pas documentée, mais les études suggèrent que ces conflits sont associés à des niveaux plus élevés de fatigue et de détresse psychologique. Concernant les conflits travail-études et études-travail, aucune étude recensée n'a évalué la relation entre ceux-ci, la fatigue, la détresse et le bien-être psychologique. De plus, les études recensées sur les différences entre les sexes ont souligné que les femmes présentaient des niveaux plus élevés de fatigue et de détresse ainsi qu'un niveau plus faible de bien-être psychologique. Il est donc pertinent de considérer les différences entre les sexes dans l'étude des conflits interrôles. Ce projet comporte trois objectifs. D'abord, il vise à dresser un portrait des étudiants par rapport à l'investissement, aux conflits interrôles, à la fatigue, à la détresse et au bien-être psychologique. En deuxième lieu, il s'agit de vérifier s'il y a des différences entre les sexes quant aux variables à l'étude. Finalement, il est question de documenter les relations entre l'investissement, les conflits interrôles, la fatigue, la détresse et le bienêtre psychologique. L'échantillon comprend 73 étudiants (27 hommes, 46 femmes) à temps plein de la région du Saguenay-Lac-Saint-Jean, âgés de 19 à 21 ans. Ils ont répondu à des instruments mesurant les conflits interrôles, le niveau d'investissement dans les études et le travail, la fatigue, la détresse et le bien-être psychologique. Par rapport au premier objectif, les résultats révèlent que sur le plan des conflits travailétudes et études-travail, le niveau de conflits interrôles des participants n'est pas considéré comme élevé, 37 % des participants sont considérés comme fatigués, 30,1 % présentent un niveau de détresse élevé et aucun ne présente un niveau de bien-être psychologique élevé. Concernant le second objectif, les étudiantes rapportent plus de conflits interrôles et de fatigue que les étudiants, mais aucune différence n'est observée quant au niveau d'investissement dans les sphères de vie et concernant la détresse et le bien-être psychologique. En ce qui a trait au troisième objectif, les résultats révèlent que seuls les conflits travail-études sont associés à la fatigue, à la détresse et au bien-être psychologique. Cette étude suggère, d'une part, que les conflits sont associés à ces variables seulement lorsque c'est la sphère prioritaire, soit les études, qui subit de l'empiétement de la part de la sphère du travail. Cette recherche propose, d'autre part, que les conflits travail-études et études-travail constituent un aspect important du contexte de vie des étudiants, car il y a un lien entre ceux-ci et la santé psychologique. D'autres études sont nécessaires afin de mieux comprendre ce qui, au-delà des conflits travail-études et de la fatigue, est associé à la santé psychologique des étudiants
Metropolis-Hastings with Averaged Acceptance Ratios
Markov chain Monte Carlo (MCMC) methods to sample from a probability
distribution defined on a space consist of the
simulation of realisations of Markov chains of
invariant distribution and such that the distribution of
converges to as . In practice one is typically
interested in the computation of expectations of functions, say , with
respect to and it is also required that averages
converge to the expectation of interest.
The iterative nature of MCMC makes it difficult to develop generic methods to
take advantage of parallel computing environments when interested in reducing
time to convergence. While numerous approaches have been proposed to reduce the
variance of ergodic averages, including averaging over independent realisations
of simulated on several computers, techniques to reduce
the "burn-in" of MCMC are scarce. In this paper we explore a simple and generic
approach to improve convergence to equilibrium of existing algorithms which
rely on the Metropolis-Hastings (MH) update, the main building block of MCMC.
The main idea is to use averages of the acceptance ratio w.r.t. multiple
realisations of random variables involved, while preserving as invariant
distribution. The methodology requires limited change to existing code, is
naturally suited to parallel computing and is shown on our examples to provide
substantial performance improvements both in terms of convergence to
equilibrium and variance of ergodic averages. In some scenarios gains are
observed even on a serial machine.Comment: arXiv admin note: text overlap with arXiv:1803.0952
Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods"
This is a collection of discussions of `Riemann manifold Langevin and
Hamiltonian Monte Carlo methods" by Girolami and Calderhead, to appear in the
Journal of the Royal Statistical Society, Series B.Comment: 6 pages, one figur
Nucleotide substrate binding characterization in human pancreatic-type ribonucleases.
International audienceHuman genome contains a group of more than a dozen similar genes with diverse biological functions including antiviral, antibacterial and angiogenesis activities. The characterized gene products of this group show significant sequence similarity and a common structural fold associated with binding and cleavage of ribonucleic acid (RNA) substrates. Therefore, these proteins have been categorized as members of human pancreatic-type ribonucleases (hRNases). hRNases differ in cell/tissue localization and display distinct substrate binding preferences and a wide range of ribonucleolytic catalytic efficiencies. Limited information is available about structural and dynamical properties that influence this diversity among these homologous RNases. Here, we use computer simulations to characterize substrate interactions, electrostatics and dynamical properties of hRNases 1-7 associated with binding to two nucleotide substrates (ACAC and AUAU). Results indicate that even with complete conservation of active-site catalytic triad associated with ribonucleolytic activity, these enzymes show significant differences in substrate interactions. Detailed characterization suggests that in addition to binding site electrostatic and van der Waals interactions, dynamics of distal regions may also play a role in binding. Another key insight is that a small difference in temperature of 300 K (used in experimental studies) and 310 K (physiological temperature) shows significant changes in enzyme-substrate interactions
Find it! Fraud Detection Contest Report
International audienceThis paper describes the ICPR2018 fraud detection contest, its data set, evaluation methodology, as well as the different methods submitted by the participants to tackle the predefined tasks. Forensics research is quite a sensitive topic. Data are either private or unlabeled and most of related works are evaluated on private datasets with a restricted access. This restriction has two major consequences: results cannot be reproduced and no benchmarking can be done between every approach. This contest was conceived in order to address these drawbacks. Two tasks were proposed: detecting documents containing at least one forgery in a flow of documents and spotting and localizing these forgeries within documents. An original dataset composed of images and texts of French receipts was provided to participants. The results they obtained are presented and discussed
Nucleotide substrate binding characterization in human pancreatic-type ribonucleases
Human genome contains a group of more than a dozen similar genes with diverse biological functions including antiviral, antibacterial and angiogenesis activities. The characterized gene products of this group show significant sequence similarity and a common structural fold associated with binding and cleavage of ribonucleic acid (RNA) substrates. Therefore, these proteins have been categorized as members of human pancreatic-type ribonucleases (hRNases). hRNases differ in cell/tissue localization and display distinct substrate binding preferences and a wide range of ribonucleolytic catalytic efficiencies. Limited information is available about structural and dynamical properties that influence this diversity among these homologous RNases. Here, we use computer simulations to characterize substrate interactions, electrostatics and dynamical properties of hRNases 1–7 associated with binding to two nucleotide substrates (ACAC and AUAU). Results indicate that even with complete conservation of active-site catalytic triad associated with ribonucleolytic activity, these enzymes show significant differences in substrate interactions. Detailed characterization suggests that in addition to binding site electrostatic and van der Waals interactions, dynamics of distal regions may also play a role in binding. Another key insight is that a small difference in temperature of 300 K (used in experimental studies) and 310 K (physiological temperature) shows significant changes in enzyme-substrate interactions
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