Search Results - "Johansen, Adam M."
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Toward Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach
Published in Journal of computational and graphical statistics (02-07-2016)“…Model comparison for the purposes of selection, averaging, and validation is a problem found throughout statistics. Within the Bayesian paradigm, these…”
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A spatio-temporal model to reveal oscillator phenotypes in molecular clocks: Parameter estimation elucidates circadian gene transcription dynamics in single-cells
Published in PLoS computational biology (17-12-2021)“…We propose a stochastic distributed delay model together with a Markov random field prior and a measurement model for bioluminescence-reporting to analyse…”
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Microtubule organization within mitotic spindles revealed by serial block face scanning electron microscopy and image analysis
Published in Journal of cell science (15-05-2017)“…Serial block face scanning electron microscopy (SBF-SEM) is a powerful method to analyze cells in 3D. Here, working at the resolution limit of the method, we…”
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The Iterated Auxiliary Particle Filter
Published in Journal of the American Statistical Association (01-12-2017)“…We present an offline, iterated particle filter to facilitate statistical inference in general state space hidden Markov models. Given a model and a sequence…”
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Single-molecule level analysis of the subunit composition of the T cell receptor on live T cells
Published in Proceedings of the National Academy of Sciences - PNAS (06-11-2007)“…The T cell receptor (TCR) expressed on most T cells is a protein complex consisting of TCRαβ heterodimers that bind antigen and cluster of differentiation (CD)…”
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Global Consensus Monte Carlo
Published in Journal of computational and graphical statistics (16-10-2021)“…To conduct Bayesian inference with large datasets, it is often convenient or necessary to distribute the data across multiple machines. We consider a…”
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On the exact and $\varepsilon$-strong simulation of (jump) diffusions
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-05-2016)“…This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without…”
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Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
Published in Annals of the Institute of Statistical Mathematics (01-06-2014)“…We develop particle Gibbs samplers for static-parameter estimation in discretely observed piecewise deterministic process (PDPs). PDPs are stochastic processes…”
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A Particle Method for Solving Fredholm Equations of the First Kind
Published in Journal of the American Statistical Association (03-04-2023)“…Fredholm integral equations of the first kind are the prototypical example of ill-posed linear inverse problems. They model, among other things, reconstruction…”
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The node-wise Pseudo-marginal method: model selection with spatial dependence on latent graphs
Published in Statistics and computing (01-06-2022)“…Motivated by problems from neuroimaging in which existing approaches make use of “mass univariate” analysis which neglects spatial structure entirely, but the…”
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Limit theorems for sequential MCMC methods
Published in Advances in applied probability (01-06-2020)“…Both sequential Monte Carlo (SMC) methods (a.k.a. ‘particle filters’) and sequential Markov chain Monte Carlo (sequential MCMC) methods constitute classes of…”
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Erratum: Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo
Published in The Annals of statistics (01-08-2022)Get full text
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13
Quasi‐stationary Monte Carlo and the ScaLE algorithm
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-12-2020)“…Summary This paper introduces a class of Monte Carlo algorithms which are based on the simulation of a Markov process whose quasi‐stationary distribution…”
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The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems
Published in The Annals of applied probability (01-02-2024)“…We provide a comprehensive characterisation of the theoretical properties of the divide-and-conquer sequential Monte Carlo (DaC-SMC) algorithm. We firmly…”
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Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-Blackwellized SMC samplers
Published in Statistics and computing (01-12-2023)“…In Bayesian inverse problems, one aims at characterizing the posterior distribution of a set of unknowns, given indirect measurements. For…”
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Unbiased Simulation of Rare Events in Continuous Time
Published in Methodology and computing in applied probability (01-09-2022)“…For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical…”
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Product-form estimators: exploiting independence to scale up Monte Carlo
Published in Statistics and computing (15-02-2022)“…We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by…”
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Rare Event Simulation for Stochastic Dynamics in Continuous Time
Published in Journal of statistical physics (01-09-2019)“…Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have attracted significant recent research interest. We…”
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ASYMPTOTIC GENEALOGIES OF INTERACTING PARTICLE SYSTEMS WITH AN APPLICATION TO SEQUENTIAL MONTE CARLO
Published in The Annals of statistics (01-02-2020)“…We study weighted particle systems in which new generations are resampled from current particles with probabilities proportional to their weights. This covers…”
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Bayesian model comparison with un-normalised likelihoods
Published in Statistics and computing (01-03-2017)“…Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalizing constant, such as Markov random field models,…”
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