Archive for ABC

ABC, anytime!

Posted in Books, pictures, Statistics, Travel, University life with tags , , , on January 18, 2021 by xi'an

Last June, Alix Marie d’Avigneau, Sumeet Singh, and Lawrence Murray arXived a paper on anytime ABC I intended to review right away but that sat till now on my virtual desk (and pile of to-cover-arXivals!). The notion of anytime MCMC was already covered in earlier ‘Og entries, but this anytime ABC version bypasses the problem of asynchronicity, namely, “randomly varying local move completion times when parallel tempering is implemented on a multi-processor computing resource”. The different temperatures are replaced by different tolerances in ABC. Since switches between tolerances are natural if a proposal for a given tolerance ε happens to be eligible for a lower tolerance ε’. And accounting for the different durations required to simulate a proposal under different tolerances to avoid the induced bias in the stationary distributions. Or the wait for other processors to complete their task. A drawback with the approach stands in calibrating the tolerance levels in advance (or via preliminary runs that may prove costly).

averaged acceptance ratios

Posted in Statistics with tags , , , , , , , , , , , , , on January 15, 2021 by xi'an

In another recent arXival, Christophe Andrieu, Sinan Yıldırım, Arnaud Doucet, and Nicolas Chopin study the impact of averaging estimators of acceptance ratios in Metropolis-Hastings algorithms. (It is connected with the earlier arXival rephrasing Metropolis-Hastings in terms of involutions discussed here.)

“… it is possible to improve performance of this algorithm by using a modification where the acceptance ratio r(ξ) is integrated with respect to a subset of the proposed variables.”

This interpretation of the current proposal makes it a form of Rao-Blackwellisation, explicitly mentioned on p.18, where, using a mixture proposal, with an adapted acceptance probability, it depends on the integrated acceptance ratio only. Somewhat magically using this ratio and its inverse with probability ½. And it increases the average Metropolis-Hastings acceptance probability (albeit with a larger number of simulations). Since the ideal averaging is rarely available, the authors implement a Monte Carlo averaging version. With applications to the exchange algorithm and to reversible jump MCMC. The major application is to pseudo-marginal settings with a high complexity (in the number T of terms) and where the authors’ approach does scale efficiently with T. There is even an ABC side to the story as one illustration is made of the ABC approximation to the posterior of an α-stable sample. As an encompassing proposal for handling Metropolis-Hastings environments with latent variables and several versions of the acceptance ratios, this is quite an interesting paper that I think we will study in further detail with our students.

Bayesian phylogeographic inference of SARS-CoV-2

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on December 14, 2020 by xi'an

Nature Communications of 10 October has a paper by Philippe Lemey et al. (incl. Marc Suchard) on including travel history and removing sampling bias on the study of the virus spread. (Which I was asked to review for a CNRS COVID watch platform, Bibliovid.)

The data is made of curated genomes available in GISAID on March 10, that is, before lockdown even started in France. With (trustworthy?) travel history data for over 20% of the sampled patients. (And an unwelcome reminder that Hong Kong is part of China, at a time of repression and “mainlandisation” by the CCP.)

“we model a discrete diffusion process between 44 locations within China, including 13 provinces, one municipality (Beijing), and one special administrative area (Hong Kong). We fit a generalized linear model (GLM) parameterization of the discrete diffusion process…”

The diffusion is actually a continuous-time Markov process, with a phylogeny that incorporates nodes associated with location. The Bayesian analysis of the model is made by MCMC, since, contrary to ABC, the likelihood can be computed by Felsenstein’s pruning algorithm. The covariates are used to calibrate the Markov process transitions between locations. The paper also includes a posterior predictive accuracy assessment.

“…we generate Markov jump estimates of the transition histories that are averaged over the entire posterior in our Bayesian inference.”

In particular the paper describes “travel-aware reconstruction” analyses that track the spatial path followed by a virus until collection, as below. The top graph represents the posterior probability distribution of this path.Given the lack of representativity, the authors also develop an additional “approach that adds unsampled taxa to assess the sensitivity of inferences to sampling bias”, although it mostly reflects the assumptions made in producing the artificial data. (With a possible connection with ABC?). If I understood correctly, they added 458 taxa for 14 locations,

An interesting opening made in the conclusion about the scalability of the approach:

“With the large number of SARS-CoV-2 genomes now available, the question arises how scalable the incorporation of un-sampled taxa will be. For computationally expensive Bayesian inferences, the approach may need to go hand in hand with down-sampling procedures or more detailed examination of specific sub-lineages.”

In the end, I find it hard, as with other COVID-related papers I read, to check how much the limitations, errors, truncations, &tc., attached with the data at hand impact the validation of this philogeographic reconstruction, and how the model can help further than reconstructing histories of contamination at the (relatively) early stage.

A is for…

Posted in Statistics with tags , , , , , on December 10, 2020 by xi'an

ABC with inflated tolerance

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , on December 8, 2020 by xi'an


For the last One World ABC seminar of the year 2020, this coming Thursday, Matti Vihola is speaking from Finland on his recent Biometrika paper “On the use of ABC-MCMC with inflated tolerance and post-correction”. To attend the talk, all is required is a registration on the seminar webpage.

The Markov chain Monte Carlo (MCMC) implementation of ABC is often sensitive to the tolerance parameter: low tolerance leads to poor mixing and large tolerance entails excess bias. We propose an approach that involves using a relatively large tolerance for the MCMC sampler to ensure sufficient mixing, and post-processing of the output which leads to estimators for a range of finer tolerances. We introduce an approximate confidence interval for the related post-corrected estimators and propose an adaptive ABC-MCMC algorithm, which finds a balanced tolerance level automatically based on acceptance rate optimization. Our experiments suggest that post-processing-based estimators can perform better than direct MCMC targeting a fine tolerance, that our confidence intervals are reliable, and that our adaptive algorithm can lead to reliable inference with little user specification.