Search

A key challenge in agent‐based mobility simulations is the synthesis of individual agent socioeconomic profiles. Such profiles include locations of agent activities, which dictate the quality of the simulated travel patterns. These locations are typically represented in origin‐destination matrices that are sampled using coarse travel surveys. This is because fine‐grained trip profiles are scarce and fragmented due to privacy and cost reasons. The discrepancy between data and sampling resolutions renders agent traits nonidentifiable due to the combinatorial space of data‐consistent individual attributes. This problem is pertinent to any agent‐based inference setting where the latent state is discrete. Existing approaches have used continuous relaxations of the underlying location assignments and subsequent ad hoc discretisation thereof. We propose a framework to efficiently navigate this space offering improved reconstruction and coverage as well as linear‐time sampling of the ground truth origin‐destination table. This allows us to avoid factorially growing rejection rates and poor summary statistic consistency inherent in discrete choice modelling. We achieve this by introducing joint sampling schemes for the continuous intensity and discrete table of agent trips, as well as Markov bases that can efficiently traverse this combinatorial space subject to summary statistic constraints. Our framework's benefits are demonstrated in multiple controlled experiments and a large‐scale application to agent work trip reconstruction in Cambridge, UK. [ABSTRACT FROM AUTHOR]

Many materials and structures consist of numerous slender struts or fibers. Due to the manufacturing processes of different types of struts and the growth processes of natural fibers, their mechanical response frequently fluctuates from strut to strut, as well as locally within each strut. In associated mechanical models each strut is often represented by a string of beam elements, since the use of conventional three‐dimensional finite elements renders the simulations computationally inefficient. The parameter input fields of each string of beam elements are ideally such that the local fluctuations and fluctuations between individual strings of beam elements are accurately captured. The goal of this study is to capture these fluctuations in several intercorrelated bounded random fields. Two formulations to describe the intercorrelations between each random field, as well as the case without any intercorrelation, are investigated. As only a few sets of input fields are available (due to time constraints of the supposed experimental techniques), the identification of the random fields' parameters involves substantial uncertainties. A probabilistic identification approach based on Bayes' theorem is employed to treat the involved uncertainties. [ABSTRACT FROM AUTHOR]

We propose a determinant-free approach for simulation-based Bayesian inference in high-dimensional Gaussian models. We introduce auxiliary variables with covariance equal to the inverse covariance of the model. The joint probability of the auxiliary model can be computed without evaluating determinants, which are often hard to compute in high dimensions. We develop a Markov chain Monte Carlo sampling scheme for the auxiliary model that requires no more than the application of inverse-matrix-square-roots and the solution of linear systems. These operations can be performed at large scales with rational approximations. We provide an empirical study on both synthetic and real-world data for sparse Gaussian processes and for large-scale Gaussian Markov random fields. Copyright © 2017 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

We present a novel class of mixed membership models for combining information from multiple data sources inferring inter-view and intra-view statistical associations. An important contemporary application of this work is the meaningful synthesis of data sources corresponding to smartphone application usage, app developers' descriptions and customer feedback. We demonstrate the ability of the model to infer meaningful, interpretable and informative app usage patterns based on the app usage data augmented with rich text data describing the apps. We provide quantitative model evaluations showing the model provides significantly better predictive ability than comparative related existing methods. © 2016 The Authors. Stat Published by John Wiley & Sons Ltd [ABSTRACT FROM AUTHOR]

Analysis of trace logging data collections of interactions of a heterogenous and diverse population of consumers of digital software with mobile devices provides unprecedented possibilities for understanding how software is actually used and for finding recurring patterns of software usage over the population that are exhibited to a greater or lesser degree in each individual software user. In this work, we consider an elementary mobile game played by a population of mobile gamers and collect pieces of game sessions over an extended period, resulting in a collection of users' trace logs for multiple sessions. We develop a simple, yet flexible, non-parametric Bayes approach to infer playing strategies adopted in the population from the logged traces of game interactions. We demonstrate that our approach finds interpretable strategies and provides good predictive performance compared with alternative modelling assumptions using a non-parametric Bayes framework. [ABSTRACT FROM AUTHOR]

ABSTRACT Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton-Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. [ABSTRACT FROM AUTHOR]