Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm, also known as particle filtering. Nevertheless, this method tends to be inefficient when applied to high dimensional problems. In this paper, we focus on another class of sequential inference methods, namely the Sequential Markov Chain Monte Carlo (SMCMC) techniques, which represent a promising alternative to SMC methods. After providing a unifying framework for the class of SMCMC approaches, we propose novel efficient strategies based on the principle of Langevin diffusion and Hamiltonian dynamics in order to cope with the increasing number of high-dimensional applications. Simulation results show that the proposed algorithms achieve significantly better performance compared to existing algorithms

Efficient Sequential Monte-Carlo Samplers for Bayesian Inference

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such inference problems. However, in the presence of a high-dimensional and/or multimodal posterior distribution, it is widely documented that standard Monte-Carlo techniques could lead to poor performance. In this paper, the study is focused on a Sequential Monte-Carlo (SMC) sampler framework, a more robust and efficient Monte Carlo algorithm. Although this approach presents many advantages over traditional Monte-Carlo methods, the potential of this emergent technique is however largely underexploited in signal processing. In this work, we aim at proposing some novel strategies that will improve the efficiency and facilitate practical implementation of the SMC sampler specifically for signal processing applications. Firstly, we propose an automatic and adaptive strategy that selects the sequence of distributions within the SMC sampler that minimizes the asymptotic variance of the estimator of the posterior normalization constant. This is critical for performing model selection in modelling applications in Bayesian signal processing. The second original contribution we present improves the global efficiency of the SMC sampler by introducing a novel correction mechanism that allows the use of the particles generated through all the iterations of the algorithm (instead of only particles from the last iteration). This is a significant contribution as it removes the need to discard a large portion of the samples obtained, as is standard in standard SMC methods. This will improve estimation performance in practical settings where computational budget is important to consider.Comment: arXiv admin note: text overlap with arXiv:1303.3123 by other author

Electrophoretic mobility of silica particles in a mixture of toluene and ethanol at different particle concentrations

International audienceIn this paper we present measurements of the electrophoretic mobility of colloidal particles by using heterodyne detection of light scattering. The measurements have been done up to concentrations of 5.4 % of silica nanoparticles, with a diameter of the order of 80 nm, in a mixture of 70 % toluene and 30 % ethanol. In order to make possible the measurements at these concentrations the liquid mixture is chosen as to match the index of refraction of the particles, thus resulting in a transparent suspension

Designing nanoparticles during the drawing step

International audienceNanoparticles in the core of optical fibres are widely studied due to the opportunity they give to tailor spectroscopic properties. Such fibres are usually obtained by drawing at high temperature a preform containing nanoparticles. This study focuses on the effect of the fibre drawing on nanoparticles. We fabricated an MCVD optical preform by doping the porous layer with nanoparticles. The optical fibre was studied by a FIB/SEM tomography.Figure 1 is the volume reconstruction of the core of the optical fibre. The yellow phase represents nanoparticles inside the core of the optical fibre. This reconstruction shows evidences of break-up, elongation and coalescence of particles. These features will be discussed according to phenomena well known from the rheology of emulsions and polymers. It comes from a competition between viscous stresses of the flow and surface tension.Observation of these size-controlling phenomena occuring during fibre drawing offer new perspectives to tailor the size of nanoparticles and are therefore of great interest for light scattering issues

Angiopoietin-2: Modulator of Vascular Permeability in Acute Lung Injury?

Hashimoto and Pittet discuss a new study in PLoS Medicine that suggests that angiopoietin-2 may have a key role to play in causing ARDS in patients with sepsis

Quantitative planar and volumetric cardiac measurements using 64 mdct and 3t mri vs. Standard 2d and m-mode echocardiography: does anesthetic protocol matter?

Cross‐sectional imaging of the heart utilizing computed tomography and magnetic resonance imaging (MRI) has been shown to be superior for the evaluation of cardiac morphology and systolic function in humans compared to echocardiography. The purpose of this prospective study was to test the effects of two different anesthetic protocols on cardiac measurements in 10 healthy beagle dogs using 64‐multidetector row computed tomographic angiography (64‐MDCTA), 3T magnetic resonance (MRI) and standard awake echocardiography. Both anesthetic protocols used propofol for induction and isoflourane for anesthetic maintenance. In addition, protocol A used midazolam/fentanyl and protocol B used dexmedetomedine as premedication and constant rate infusion during the procedure. Significant elevations in systolic and mean blood pressure were present when using protocol B. There was overall good agreement between the variables of cardiac size and systolic function generated from the MDCTA and MRI exams and no significant difference was found when comparing the variables acquired using either anesthetic protocol within each modality. Systolic function variables generated using 64‐MDCTA and 3T MRI were only able to predict the left ventricular end diastolic volume as measured during awake echocardiogram when using protocol B and 64‐MDCTA. For all other systolic function variables, prediction of awake echocardiographic results was not possible (P = 1). Planar variables acquired using MDCTA or MRI did not allow prediction of the corresponding measurements generated using echocardiography in the awake patients (P = 1). Future studies are needed to validate this approach in a more varied population and clinically affected dogs

Loop-Mediated Isothermal Amplification Test for Detection of Neisseria gonorrhoeae in Urine Samples and Tolerance of the Assay to the Presence of Urea

A loop-mediated isothermal amplification (LAMP) assay for open reading frame 1 (ORF1) of the glutamine synthetase gene of Neisseria gonorrhoeae was able to tolerate urea concentrations of ≤1.8 M, compared with a PCR assay that was functional at concentrations of <100 mM. The LAMP assay was as sensitive as the PCR assay while being faster and simpler to perform

Guidelines for the labelling of leucocytes with 99mTc-HMPAO

We describe here a protocol for labelling autologous white blood cells with 99mTc-HMPAO based on previously published consensus papers and guidelines. This protocol includes quality control and safety procedures and is in accordance with current European Union regulations and International Atomic Energy Agency recommendations