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An international initiative of predicting the SARS-CoV-2 pandemic using ensemble data assimilation 利用集合数据同化预测SARS-CoV-2大流行的国际倡议
Foundations of data science (Springfield, Mo.) Pub Date : 2020-12-11 DOI: 10.3934/fods.2021001
G. Evensen, Javier Amezcua, M. Bocquet, A. Carrassi, A. Farchi, A. Fowler, P. Houtekamer, C. Jones, R. Moraes, M. Pulido, C. Sampson, F. Vossepoel
{"title":"An international initiative of predicting the SARS-CoV-2 pandemic using ensemble data assimilation","authors":"G. Evensen, Javier Amezcua, M. Bocquet, A. Carrassi, A. Farchi, A. Fowler, P. Houtekamer, C. Jones, R. Moraes, M. Pulido, C. Sampson, F. Vossepoel","doi":"10.3934/fods.2021001","DOIUrl":"https://doi.org/10.3934/fods.2021001","url":null,"abstract":"This work demonstrates the efficiency of using iterative ensemble smoothers to estimate the parameters of an SEIR model. We have extended a standard SEIR model with age-classes and compartments of sick, hospitalized, and dead. The data conditioned on are the daily numbers of accumulated deaths and the number of hospitalized. Also, it is possible to condition the model on the number of cases obtained from testing. We start from a wide prior distribution for the model parameters; then, the ensemble conditioning leads to a posterior ensemble of estimated parameters yielding model predictions in close agreement with the observations. The updated ensemble of model simulations has predictive capabilities and include uncertainty estimates. In \u0000particular, we estimate the effective reproductive number as a function of time, and we can assess the impact of different intervention measures. By starting from the updated set of model parameters, we can make accurate short-term predictions of the epidemic development assuming \u0000knowledge of the future effective reproductive number. Also, the model system allows for the computation of long-term scenarios of the epidemic under different assumptions. We have applied the model system on data sets from several countries, i.e., the four European countries Norway, England, The Netherlands, and France; the province of Quebec in Canada; the South American countries Argentina and Brazil; and the four US states Alabama, North Carolina, California, and New York. These countries and states all have vastly different developments of the epidemic, and we could accurately model the SARS-CoV-2 outbreak in all of them. We realize that more complex models, e.g., with regional compartments, may be desirable, and we suggest that the approach used here should be applicable also for these models.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43519659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
A surrogate-based approach to nonlinear, non-Gaussian joint state-parameter data assimilation 一种基于代理的非线性非高斯联合状态参数数据同化方法
Foundations of data science (Springfield, Mo.) Pub Date : 2020-12-08 DOI: 10.3934/fods.2021019
J. Maclean, E. Spiller
{"title":"A surrogate-based approach to nonlinear, non-Gaussian joint state-parameter data assimilation","authors":"J. Maclean, E. Spiller","doi":"10.3934/fods.2021019","DOIUrl":"https://doi.org/10.3934/fods.2021019","url":null,"abstract":"Many recent advances in sequential assimilation of data into nonlinear high-dimensional models are modifications to particle filters which employ efficient searches of a high-dimensional state space. In this work, we present a complementary strategy that combines statistical emulators and particle filters. The emulators are used to learn and offer a computationally cheap approximation to the forward dynamic mapping. This emulator-particle filter (Emu-PF) approach requires a modest number of forward-model runs, but yields well-resolved posterior distributions even in non-Gaussian cases. We explore several modifications to the Emu-PF that utilize mechanisms for dimension reduction to efficiently fit the statistical emulator, and present a series of simulation experiments on an atypical Lorenz-96 system to demonstrate their performance. We conclude with a discussion on how the Emu-PF can be paired with modern particle filtering algorithms.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48331060","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Estimating linear response statistics using orthogonal polynomials: An rkhs formulation 估计线性响应统计使用正交多项式:一个rkhs公式
Foundations of data science (Springfield, Mo.) Pub Date : 2020-12-08 DOI: 10.3934/fods.2020021
He Zhang, J. Harlim, Xiantao Li
{"title":"Estimating linear response statistics using orthogonal polynomials: An rkhs formulation","authors":"He Zhang, J. Harlim, Xiantao Li","doi":"10.3934/fods.2020021","DOIUrl":"https://doi.org/10.3934/fods.2020021","url":null,"abstract":"We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task of estimating a density function. We consider a nonparametric density estimator formulated by the kernel embedding of distributions with \"Mercer-type\" kernels, constructed based on the classical orthogonal polynomials defined on non-compact domains. While the resulting representation is analogous to Polynomial Chaos Expansion (PCE), the connection to the reproducing kernel Hilbert space (RKHS) theory allows one to establish the uniform convergence of the estimator and to systematically address a practical question of identifying the PCE basis for a consistent estimation. We also provide practical conditions for the well-posedness of not only the estimator but also of the underlying response statistics. Finally, we provide a statistical error bound for the density estimation that accounts for the Monte-Carlo averaging over non-i.i.d time series and the biases due to a finite basis truncation. This error bound provides a means to understand the feasibility as well as limitation of the kernel embedding with Mercer-type kernels. Numerically, we verify the effectiveness of the estimator on two stochastic dynamics with known, yet, non-trivial equilibrium densities.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48255540","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
ANAPT: Additive noise analysis for persistence thresholding 持久性阈值的加性噪声分析
Foundations of data science (Springfield, Mo.) Pub Date : 2020-12-07 DOI: 10.3934/fods.2022005
Audun D. Myers, Firas A. Khasawneh, Brittany Terese Fasy
{"title":"ANAPT: Additive noise analysis for persistence thresholding","authors":"Audun D. Myers, Firas A. Khasawneh, Brittany Terese Fasy","doi":"10.3934/fods.2022005","DOIUrl":"https://doi.org/10.3934/fods.2022005","url":null,"abstract":"We introduce a novel method for Additive Noise Analysis for Persistence Thresholding (ANAPT) which separates significant features in the sublevel set persistence diagram of a time series based on a statistics analysis of the persistence of a noise distribution. Specifically, we consider an additive noise model and leverage the statistical analysis to provide a noise cutoff or confidence interval in the persistence diagram for the observed time series. This analysis is done for several common noise models including Gaussian, uniform, exponential, and Rayleigh distributions. ANAPT is computationally efficient, does not require any signal pre-filtering, is widely applicable, and has open-source software available. We demonstrate the functionality of ANAPT with both numerically simulated examples and an experimental data set. Additionally, we provide an efficient begin{document}$ Theta(nlog(n)) $end{document} algorithm for calculating the zero-dimensional sublevel set persistence homology.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44284181","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Mean field limit of Ensemble Square Root filters - discrete and continuous time 集合平方根滤波器的平均场极限-离散和连续时间
Foundations of data science (Springfield, Mo.) Pub Date : 2020-11-20 DOI: 10.3934/FODS.2021003
Theresa Lange, W. Stannat
{"title":"Mean field limit of Ensemble Square Root filters - discrete and continuous time","authors":"Theresa Lange, W. Stannat","doi":"10.3934/FODS.2021003","DOIUrl":"https://doi.org/10.3934/FODS.2021003","url":null,"abstract":"Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement noise. We analyze the asymptotic behavior of these algorithms in the large ensemble limit both in discrete and continuous time. We identify limiting mean-field processes on the level of the ensemble members, prove corresponding propagation of chaos results and derive associated convergence rates in terms of the ensemble size. In continuous time we also identify the stochastic partial differential equation driving the distribution of the mean-field process and perform a comparison with the Kushner-Stratonovich equation.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":"50 14","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41267351","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
Feedback particle filter for collective inference 用于集体推理的反馈粒子滤波器
Foundations of data science (Springfield, Mo.) Pub Date : 2020-10-13 DOI: 10.3934/fods.2021018
Jin W. Kim, P. Mehta
{"title":"Feedback particle filter for collective inference","authors":"Jin W. Kim, P. Mehta","doi":"10.3934/fods.2021018","DOIUrl":"https://doi.org/10.3934/fods.2021018","url":null,"abstract":"<p style='text-indent:20px;'>The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number (<inline-formula><tex-math id=\"M1\">begin{document}$ M $end{document}</tex-math></inline-formula>) of non-interacting agents (targets) with a large number (<inline-formula><tex-math id=\"M2\">begin{document}$ M $end{document}</tex-math></inline-formula>) of non-agent specific observations (measurements) that originate from these agents. In its basic form, the problem is characterized by data association uncertainty whereby the association between the observations and agents must be deduced in addition to the agent state. In this paper, the large-<inline-formula><tex-math id=\"M3\">begin{document}$ M $end{document}</tex-math></inline-formula> limit is interpreted as a problem of collective inference. This viewpoint is used to derive the equation for the empirical distribution of the hidden agent states. A feedback particle filter (FPF) algorithm for this problem is presented and illustrated via numerical simulations. Results are presented for the Euclidean and the finite state-space cases, both in continuous-time settings. The classical FPF algorithm is shown to be the special case (with <inline-formula><tex-math id=\"M4\">begin{document}$ M = 1 $end{document}</tex-math></inline-formula>) of these more general results. The simulations help show that the algorithm well approximates the empirical distribution of the hidden states for large <inline-formula><tex-math id=\"M5\">begin{document}$ M $end{document}</tex-math></inline-formula>.</p>","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46470057","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Multiple hypothesis testing with persistent homology 具有持久同源性的多重假设检验
Foundations of data science (Springfield, Mo.) Pub Date : 2020-10-10 DOI: 10.3934/fods.2022018
Mikael Vejdemo-Johansson, Sayan Mukherjee
{"title":"Multiple hypothesis testing with persistent homology","authors":"Mikael Vejdemo-Johansson, Sayan Mukherjee","doi":"10.3934/fods.2022018","DOIUrl":"https://doi.org/10.3934/fods.2022018","url":null,"abstract":"Multiple hypothesis testing requires a control procedure: the error probabilities in statistical testing compound when several tests are performed for the same conclusion. A common type of multiple hypothesis testing error rates is the FamilyWise Error Rate (FWER) which measures the probability that any one of the performed tests rejects its null hypothesis erroneously. These are often controlled using Bonferroni’s method or later more sophisticated approaches all of which involve replacing the test level α with α/k, reducing it by a factor of the number of simultaneous tests performed. Common paradigms for hypothesis testing in persistent homology are often based on permutation testing, however increasing the number of permutations to meet a Bonferroni-style threshold can be prohibitively expensive. In this paper we propose a null model based approach to testing for acyclicity (ie trivial homology), coupled with a Family-Wise Error Rate (FWER) control method that does not suffer from these computational costs.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48362858","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Wave-shape oscillatory model for nonstationary periodic time series analysis 非平稳周期时间序列分析的波形振荡模型
Foundations of data science (Springfield, Mo.) Pub Date : 2020-07-13 DOI: 10.3934/FODS.2021009
Yu-Ting Lin, John Malik, Hau‐Tieng Wu
{"title":"Wave-shape oscillatory model for nonstationary periodic time series analysis","authors":"Yu-Ting Lin, John Malik, Hau‐Tieng Wu","doi":"10.3934/FODS.2021009","DOIUrl":"https://doi.org/10.3934/FODS.2021009","url":null,"abstract":"The oscillations observed in many time series, particularly in biomedicine, exhibit morphological variations over time. These morphological variations are caused by intrinsic or extrinsic changes to the state of the generating system, henceforth referred to as dynamics. To model these time series (including and specifically pathophysiological ones) and estimate the underlying dynamics, we provide a novel wave-shape oscillatory model. In this model, time-dependent variations in cycle shape occur along a manifold called the wave-shape manifold. To estimate the wave-shape manifold associated with an oscillatory time series, study the dynamics, and visualize the time-dependent changes along the wave-shape manifold, we apply the well-established diffusion maps (DM) algorithm to the set of all observed oscillations. We provide a theoretical guarantee on the dynamical information recovered by the DM algorithm under the proposed model. Applying the proposed model and algorithm to arterial blood pressure (ABP) signals recorded during general anesthesia leads to the extraction of nociception information. Applying the wave-shape oscillatory model and the DM algorithm to cardiac cycles in the electrocardiogram (ECG) leads to ectopy detection and a new ECG-derived respiratory signal, even when the subject has atrial fibrillation.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45887443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 17
The (homological) persistence of gerrymandering 选区划分不公的(同源)持续性
Foundations of data science (Springfield, Mo.) Pub Date : 2020-07-05 DOI: 10.3934/FODS.2021007
M. Duchin, Tom Needham, Thomas Weighill
{"title":"The (homological) persistence of gerrymandering","authors":"M. Duchin, Tom Needham, Thomas Weighill","doi":"10.3934/FODS.2021007","DOIUrl":"https://doi.org/10.3934/FODS.2021007","url":null,"abstract":"We apply persistent homology, the dominant tool from the field of topological data analysis, to study electoral redistricting. Our method combines the geographic information from a political districting plan with election data to produce a persistence diagram. We are then able to visualize and analyze large ensembles of computer-generated districting plans of the type commonly used in modern redistricting research (and court challenges). We set out three applications: zoning a state at each scale of districting, comparing elections, and seeking signals of gerrymandering. Our case studies focus on redistricting in Pennsylvania and North Carolina, two states whose legal challenges to enacted plans have raised considerable public interest in the last few years. \u0000To address the question of robustness of the persistence diagrams to perturbations in vote data and in district boundaries, we translate the classical stability theorem of Cohen--Steiner et al. into our setting and find that it can be phrased in a manner that is easy to interpret. We accompany the theoretical bound with an empirical demonstration to illustrate diagram stability in practice.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-07-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45846167","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Posterior contraction rates for non-parametric state and drift estimation 非参数状态和漂移估计的后验收缩率
Foundations of data science (Springfield, Mo.) Pub Date : 2020-03-20 DOI: 10.3934/fods.2020016
S. Reich, P. Rozdeba
{"title":"Posterior contraction rates for non-parametric state and drift estimation","authors":"S. Reich, P. Rozdeba","doi":"10.3934/fods.2020016","DOIUrl":"https://doi.org/10.3934/fods.2020016","url":null,"abstract":"We consider a combined state and drift estimation problem for the linear stochastic heat equation. The infinite-dimensional Bayesian inference problem is formulated in terms of the Kalman-Bucy filter over an extended state space, and its long-time asymptotic properties are studied. Asymptotic posterior contraction rates in the unknown drift function are the main contribution of this paper. Such rates have been studied before for stationary non-parametric Bayesian inverse problems, and here we demonstrate the consistency of our time-dependent formulation with these previous results building upon scale separation and a slow manifold approximation.","PeriodicalId":73054,"journal":{"name":"Foundations of data science (Springfield, Mo.)","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42505068","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
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