91 research outputs found

    Long-time stability and accuracy of the ensemble Kalman--Bucy filter for fully observed processes and small measurement noise

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    The ensemble Kalman filter has become a popular data assimilation technique in the geosciences. However, little is known theoretically about its long term stability and accuracy. In this paper, we investigate the behavior of an ensemble Kalman--Bucy filter applied to continuous-time filtering problems. We derive mean field limiting equations as the ensemble size goes to infinity as well as uniform-in-time accuracy and stability results for finite ensemble sizes. The later results require that the process is fully observed and that the measurement noise is small. We also demonstrate that our ensemble Kalman--Bucy filter is consistent with the classic Kalman--Bucy filter for linear systems and Gaussian processes. We finally verify our theoretical findings for the Lorenz-63 system

    Randomised maximum likelihood based posterior sampling

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    Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples generated by minimization is not the desired target density, unless the observation operator is linear, but the distribution of samples is useful as a proposal density for importance sampling or for Markov chain Monte Carlo methods. In this paper, we focus on applications to sampling from multimodal posterior distributions in high dimensions. We first show that sampling from multimodal distributions is improved by computing all critical points instead of only minimizers of the objective function. For applications to high-dimensional geoscience problems, we demonstrate an efficient approximate weighting that uses a low-rank Gauss-Newton approximation of the determinant of the Jacobian. The method is applied to two toy problems with known posterior distributions and a Darcy flow problem with multiple modes in the posterior

    Second-order accurate ensemble transform particle filters

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    Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recently proposed ensemble transform particle filter (ETPF) (S.~Reich, {\it A non-parametric ensemble transform method for Bayesian inference}, SIAM J.~Sci.~Comput., 35, (2013), pp. A2013--A2014) replaces the resampling step of a standard particle filter by a linear transformation which allows for a hybridization of particle filters with ensemble Kalman filters and renders the resulting hybrid filters applicable to spatially extended systems. However, the linear transformation step is computationally expensive and leads to an underestimation of the ensemble spread for small and moderate ensemble sizes. Here we address both of these shortcomings by developing second-order accurate extensions of the ETPF. These extensions allow one in particular to replace the exact solution of a linear transport problem by its Sinkhorn approximation. It is also demonstrated that the nonlinear ensemble transform filter (NETF) arises as a special case of our general framework. We illustrate the performance of the second-order accurate filters for the chaotic Lorenz-63 and Lorenz-96 models and a dynamic scene-viewing model. The numerical results for the Lorenz-63 and Lorenz-96 models demonstrate that significant accuracy improvements can be achieved in comparison to a standard ensemble Kalman filter and the ETPF for small to moderate ensemble sizes. The numerical results for the scene-viewing model reveal, on the other hand, that second-order corrections can lead to statistically inconsistent samples from the posterior parameter distribution

    Impact of On-Farm Interventions against CTX-Resistant Escherichia coli on the Contamination of Carcasses before and during an Experimental Slaughter

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    Cefotaxime (CTX)-resistant Enterobacteriaceae are still an ongoing challenge in human and veterinary health. High prevalence of these resistant bacteria is detected in broiler chickens and the prevention of their dissemination along the production pyramid is of major concern. The impact of certain on-farm interventions on the external bacterial contamination of broiler chickens, as well as their influence on single processing steps and (cross-) contamination, have not yet been evaluated. Therefore, we investigated breast skin swab samples of broiler chickens before and during slaughter at an experimental slaughter facility. Broiler chickens were previously challenged with CTX-resistant Escherichia coli strains in a seeder-bird model and subjected to none (control group (CG)) or four different on-farm interventions: drinking water supplementation based on organic acids (DW), slow growing breed Rowan × Ranger (RR), reduced stocking density (25 kg/sqm) and competitive exclusion with Enterobacteriales strain IHIT36098(CE). Chickens of RR, 25 kg/sqm, and CE showed significant reductions of the external contamination compared to CG. The evaluation of a visual scoring system indicated that wet and dirty broiler chickens are more likely a vehicle for the dissemination of CTX-resistant and total Enterobacteriaceae into the slaughterhouses and contribute to higher rates of (cross-) contamination during processing

    Genomic investigations of unexplained acute hepatitis in children

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    Since its first identification in Scotland, over 1,000 cases of unexplained paediatric hepatitis in children have been reported worldwide, including 278 cases in the UK1. Here we report an investigation of 38 cases, 66 age-matched immunocompetent controls and 21 immunocompromised comparator participants, using a combination of genomic, transcriptomic, proteomic and immunohistochemical methods. We detected high levels of adeno-associated virus 2 (AAV2) DNA in the liver, blood, plasma or stool from 27 of 28 cases. We found low levels of adenovirus (HAdV) and human herpesvirus 6B (HHV-6B) in 23 of 31 and 16 of 23, respectively, of the cases tested. By contrast, AAV2 was infrequently detected and at low titre in the blood or the liver from control children with HAdV, even when profoundly immunosuppressed. AAV2, HAdV and HHV-6 phylogeny excluded the emergence of novel strains in cases. Histological analyses of explanted livers showed enrichment for T cells and B lineage cells. Proteomic comparison of liver tissue from cases and healthy controls identified increased expression of HLA class 2, immunoglobulin variable regions and complement proteins. HAdV and AAV2 proteins were not detected in the livers. Instead, we identified AAV2 DNA complexes reflecting both HAdV-mediated and HHV-6B-mediated replication. We hypothesize that high levels of abnormal AAV2 replication products aided by HAdV and, in severe cases, HHV-6B may have triggered immune-mediated hepatic disease in genetically and immunologically predisposed children

    Ermittlung und Entwicklung von Maßnahmen zum „Anstoßen“ nachhaltiger Konsummuster

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    Im vorliegenden Forschungsvorhaben wird das Potential von Nudges für den Bereich des nachhaltigen Konsums mit Schwerpunkt auf ökologischen Konsum untersucht. Nudges sind politische Instrumente und können als „Anstupser“ verstanden werden, die auf psychologischen und verhaltensökonomi-schen Erkenntnissen beruhen und Verhaltensänderungen bei den Steuerungsadressaten hervorrufen sollen. Im vorliegenden Bericht wird das Konzept zuerst definiert und hergeleitet. Danach werden Nudges in die ökologische Verbraucherpolitik eingeordnet. Anschließend werden in einer systemati-schen Literaturrecherche Anwendungsbeispiele dargestellt. Es folgt eine kriterienbasierte, schrittwei-se Auswahl von Nudges zum Zweck einer tieferen Analyse und potentiellen Anwendung. Selektionskri-terien sind hierbei das Kosten-Nutzen-Verhältnis der Maßnahme, die rechtliche Zulässigkeit in Deutschland, sowie die Akzeptanz bei Verbraucherinnen und Verbrauchern. Die schließlich fünf iden-tifizierten Good Practices entstammen den Konsumbereichen „Bauen und Wohnen“, „Mobilität“ und „Ernährung“. Auf der Grundlage von Diskussionen im Rahmen eines Multi-Stakeholder-Workshops werden diese verfeinert. Abschließend werden konkrete Umsetzungsszenarien vorgeschlagen und Handlungsempfehlungen für die Politik und Forschung abgeleitet
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