Studies on applications of Markov chain Monte Carlo in large-scale system reliability evaluation

Author(s):  
Shi Wenhui ◽  
Bie Zhaohong
2016 ◽  
Author(s):  
P. Kapli ◽  
S. Lutteropp ◽  
J. Zhang ◽  
K. Kobert ◽  
P. Pavlidis ◽  
...  

ABSTRACTMotivationIn recent years, molecular species delimitation has become a routine approach for quantifying and classifying biodiversity. Barcoding methods are of particular importance in large-scale surveys as they promote fast species discovery and biodiversity estimates. Among those, distance-based methods are the most common choice as they scale well with large datasets; however, they are sensitive to similarity threshold parameters and they ignore evolutionary relationships. The recently introduced “Poisson Tree Processes” (PTP) method is a phylogeny-aware approach that does not rely on such thresholds. Yet, two weaknesses of PTP impact its accuracy and practicality when applied to large datasets; it does not account for divergent intraspecific variation and is slow for a large number of sequences.ResultsWe introduce the multi-rate PTP (mPTP), an improved method that alleviates the theoretical and technical shortcomings of PTP. It incorporates different levels of intraspecific genetic diversity deriving from differences in either the evolutionary history or sampling of each species. Results on empirical data suggest that mPTP is superior to PTP and popular distance-based methods as it, consistently, yields more accurate delimitations with respect to the taxonomy (i.e., identifies more taxonomic species, infers species numbers closer to the taxonomy). Moreover, mPTP does not require any similarity threshold as input. The novel dynamic programming algorithm attains a speedup of at least five orders of magnitude compared to PTP, allowing it to delimit species in large (meta-) barcoding data. In addition, Markov Chain Monte Carlo sampling provides a comprehensive evaluation of the inferred delimitation in just a few seconds for millions of steps, independently of tree size.AvailabilitymPTP is implemented in C and is available for download at http://github.com/Pas-Kapli/mptp under the GNU Affero 3 license. A web-service is available at http://[email protected], [email protected], [email protected]


Biometrika ◽  
2020 ◽  
Vol 107 (4) ◽  
pp. 997-1004
Author(s):  
Qifan Song ◽  
Yan Sun ◽  
Mao Ye ◽  
Faming Liang

Summary Stochastic gradient Markov chain Monte Carlo algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed dimension and the log-posterior density is differentiable with respect to the parameters. This paper proposes an extended stochastic gradient Markov chain Monte Carlo algorithm which, by introducing appropriate latent variables, can be applied to more general large-scale Bayesian computing problems, such as those involving dimension jumping and missing data. Numerical studies show that the proposed algorithm is highly scalable and much more efficient than traditional Markov chain Monte Carlo algorithms.


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