scholarly journals Relaxed Random Walks at Scale

Author(s):  
Alexander A Fisher ◽  
Xiang Ji ◽  
Zhenyu Zhang ◽  
Philippe Lemey ◽  
Marc A Suchard

Abstract Relaxed random walk (RRW) models of trait evolution introduce branch-specific rate multipliers to modulate the variance of a standard Brownian diffusion process along a phylogeny and more accurately model overdispersed biological data. Increased taxonomic sampling challenges inference under RRWs as the number of unknown parameters grows with the number of taxa. To solve this problem, we present a scalable method to efficiently fit RRWs and infer this branch-specific variation in a Bayesian framework. We develop a Hamiltonian Monte Carlo (HMC) sampler to approximate the high-dimensional, correlated posterior that exploits a closed-form evaluation of the gradient of the trait data log-likelihood with respect to all branch-rate multipliers simultaneously. Our gradient calculation achieves computational complexity that scales only linearly with the number of taxa under study. We compare the efficiency of our HMC sampler to the previously standard univariable Metropolis–Hastings approach while studying the spatial emergence of the West Nile virus in North America in the early 2000s. Our method achieves at least a 6-fold speed increase over the univariable approach. Additionally, we demonstrate the scalability of our method by applying the RRW to study the correlation between five mammalian life history traits in a phylogenetic tree with $3650$ tips.[Bayesian inference; BEAST; Hamiltonian Monte Carlo; life history; phylodynamics, relaxed random walk.]

Author(s):  
Nanyang Ye ◽  
Zhanxing Zhu

In this paper, we propose a novel stochastic fractional Hamiltonian Monte Carlo approach which generalizes the Hamiltonian Monte Carlo method within the framework of fractional calculus and L\'evy diffusion. Due to the large ``jumps'' introduced by L\'evy noise and momentum term, the proposed dynamics is capable of exploring the parameter space more efficiently and effectively. We have shown that the fractional Hamiltonian Monte Carlo could sample the multi-modal and high-dimensional target distribution more efficiently than the existing methods driven by Brownian diffusion. We further extend our method for optimizing deep neural networks. The experimental results show that the proposed stochastic fractional Hamiltonian Monte Carlo for training deep neural networks could converge faster than other popular optimization schemes and generalize better.


2021 ◽  
Vol 538 ◽  
pp. 148154
Author(s):  
Dina Kania ◽  
Robiah Yunus ◽  
Rozita Omar ◽  
Suraya Abdul Rashid ◽  
Badrul Mohamed Jan ◽  
...  

2021 ◽  
pp. 107811
Author(s):  
Soumyadip Ghosh ◽  
Yingdong Lu ◽  
Tomasz Nowicki

2021 ◽  
Vol 99 (Supplement_3) ◽  
pp. 305-307
Author(s):  
Andre C Araujo ◽  
Leonardo Gloria ◽  
Paulo Abreu ◽  
Fabyano Silva ◽  
Marcelo Rodrigues ◽  
...  

Abstract Hamiltonian Monte Carlo (HMC) is an algorithm of the Markov Chain Monte Carlo (MCMC) method that uses dynamics to propose samples that follow a target distribution. This algorithm enables more effective and consistent exploration of the probability interval and is more sensitive to correlated parameters. Therefore, Bayesian-HMC is a promising alternative to estimate individual parameters of complex functions such as nonlinear models, especially when using small datasets. Our objective was to estimate genetic parameters for milk traits defined based on nonlinear model parameters predicted using the Bayesian-HMC algorithm. A total of 64,680 milk yield test-day records from 2,624 first, second, and third lactations of Saanen and Alpine goats were used. First, the Wood model was fitted to the data. Second, lactation persistency (LP), peak time (PT), peak yield (PY), and total milk yield [estimated from zero to 50 (TMY50), 100(TMY100), 150(TMY150), 200(TMY200), 250(TMY250), and 300(TMY300) days-in-milk] were predicted for each animal and parity based on the output of the first step (the individual phenotypic parameters of the Wood model). Thereafter, these predicted phenotypes were used for estimating genetic parameters for each trait. In general, the heritability estimates across lactations ranged from 0.10 to 0.20 for LP, 0.04 to 0.07 for PT, 0.26 to 0.27 for PY, and 0.21 to 0.28 for TMY (considering the different intervals). Lower heritabilities were obtained for the nonlinear function parameters (A, b and l) compared to its predicted traits (except PT), especially for the first and second lactations (range: 0.09 to 0.18). Higher heritability estimates were obtained for the third lactation traits. To our best knowledge, this study is the first attempt to use the HMC algorithm to fit a nonlinear model in animal breeding. The two-step method proposed here allowed us to estimate genetic parameters for all traits evaluated.


2016 ◽  
Author(s):  
Oona Kupiainen-Määttä

Abstract. Evaporation rates of small negatively charged sulfuric acid–ammonia clusters are determined by combining detailed cluster formation simulations with cluster distributions measured at CLOUD. The analysis is performed by varying the evaporation rates with Markov chain Monte Carlo (MCMC), running cluster formation simulations with each new set of evaporation rates and comparing the obtained cluster distributions to the measurements. In a second set of simulations, the fragmentation of clusters in the mass spectrometer due to energetic collisions is studied by treating also the fragmentation probabilities as unknown parameters and varying them with MCMC. This second set of simulations results in a better fit to the experimental data, suggesting that a large fraction of the observed HSO4− and HSO4− ⋅ H2SO4 signals may result from fragmentation of larger clusters, most importantly the HSO4− ⋅ (H2SO4)2 trimer.


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