Sequential Monte Carlo for rare event estimation

This paper discusses a novel strategy for simulating rare events and an associated Monte Carlo estimation of tail probabilities. Our method uses a system of interacting particles and exploits a Feynman-Kac representation of that system to analyze their fluctuations. Our precise analysis of the variance of a standard multilevel splitting algorithm reveals an opportunity for improvement. This leads to a novel method that relies on adaptive levels and produces, in the limit of an idealized version of the algorithm, estimates with optimal variance. The motivation for this theoretical work comes from problems occurring in watermarking and fingerprinting of digital contents, which represents a new field of applications of rare event simulation techniques. Some numerical results show performance close to the idealized version of our technique for these practical applications.     

An adaptive sequential Monte Carlo method for approximate Bayesian computation

Approximate Bayesian computation (ABC) is a popular approach to address inference problems where the likelihood function is intractable, or expensive to calculate. To improve over Markov chain Monte Carlo (MCMC) implementations of ABC, the use of sequential Monte Carlo (SMC) methods has recently been suggested. Most effective SMC algorithms that are currently available for ABC have a computational complexity that is quadratic in the number of Monte Carlo samples (Beaumont et al., Biometrika 86:983?C990, 2009; Peters et al., Technical report, 2008; Toni et al., J.?Roy. Soc. Interface 6:187?C202, 2009) and require the careful choice of simulation parameters. In this article an adaptive SMC algorithm is proposed which admits a computational complexity that is linear in the number of samples and adaptively determines the simulation parameters. We demonstrate our algorithm on a toy example and on a birth-death-mutation model arising in epidemiology.     

中国伦理学与道德建设六十年发展历程

新中国成立六十年来,社会不断发展变迁,伦理学和社会道德建设也是跟随时代的步伐而发展起来的。伦理学体系经历了20世纪50年代初期至60年代中期的初步形成阶段,20世纪70年代末至80年代末期的伦理学理论体系化阶段,20世纪90年代初至今的伦理学体系及理论研究进一步繁荣阶段;而社会主义道德建设,通过建国初期的道德风尚建设、社会主义理想信念教育,通过改革开放以来的社会主义精神文明建设、公民道德建设、德治与法制相结合建设,以及社会主义核心价值体系建设,也一步步深入展开。我们对六十年来伦理学和道德建设发展历程进行回顾和反思,也是为了伦理学事业的进一步发展和创新。     

Location-scale mixed models and goodness-of-fit assessment applied to insect ecology

Survival models have been extensively used to analyse time-until-event data. There is a range of extended models that incorporate different aspects, such as overdispersion/frailty, mixtures, and flexible response functions through semi-parametric models. In this work, we show how a useful tool to assess goodness-of-fit, the half-normal plot of residuals with a simulated envelope, implemented in the hnp package in R, can be used on a location-scale modelling context. We fitted a range of survival models to time-until-event data, where the event was an insect predator attacking a larva in a biological control experiment. We started with the Weibull model and then fitted the exponentiated-Weibull location-scale model with regressors both for the location and scale parameters. We performed variable selection for each model and, by producing half-normal plots with simulated envelopes for the deviance residuals of the model fits, we found that the exponentiated-Weibull fitted the data better. We then included a random effect in the exponentiated-Weibull model to accommodate correlated observations. Finally, we discuss possible implications of the results found in the case study.     

Upper probabilities based only on the likelihood function

In the problem of parametric statistical inference with a finite parameter space, we propose some simple rules for defining posterior upper and lower probabilities directly from the observed likelihood function, without using any prior information. The rules satisfy the likelihood principle and a basic consistency principle ('avoiding sure loss'), they produce vacuous inferences when the likelihood function is constant, and they have other symmetry, monotonicity and continuity properties. One of the rules also satisfies fundamental frequentist principles. The rules can be used to eliminate nuisance parameters, and to interpret the likelihood function and to use it in making decisions. To compare the rules, they are applied to the problem of sampling from a finite population. Our results indicate that there are objective statistical methods which can reconcile three general approaches to statistical inference: likelihood inference, coherent inference and frequentist inference.     

Family and community support among older Chilean adults: the importance of heterogeneous social support sources for quality of life

Family and community social networks act as social resources that promote well-being at advanced ages. In this study, we analyze the association between social support received from personal social networks (social support from various family members and friends) and community social networks (social support from neighbors and the neighborhood, age, ethnic, or religious group peers and formal social support networks) and quality of life (QoL) for a sample of older Chilean persons (n = 777). The results confirm that social support from family (partner, children, and extended family) and friends, integration in the community (neighbors) and social support from informal systems (social groups) are associated with QoL. Moreover, the model including both types of support explains 25.8% of variance in QoL. The results and their possible implications are discussed.