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Ross McVinish

Publications and source records attributed to Ross McVinish.

5 recordsLinked to original sources

Lorenz and convex ordering of parasite burden distributions with density-dependent deaths

We establish a convex ordering result for count distributions arising from a parasite acquisition model with density-dependent deaths. If the ratio of two death-rate sequences is non-increasing, then the corresponding mean-parametrised distributions are ordered in the convex order. This yields, as a special case, the convex ordering of the mean-parametrised Conway-Maxwell-Poisson distribution in its dispersion parameter.

math.PR

Dominating occupancy processes by the independent site approximation

Occupancy processes are a broad class of discrete time Markov chains on $\{0,1\}^{n}$ encompassing models from diverse areas. This model is compared to a collection of $n$ independent Markov chains on $\{0,1\}$, which we call the independent site model. We establish conditions under which an occupancy process is smaller in the lower orthant order than the independent site model. An analogous result for spin systems follows by a limiting argument.}

math.PR

Fast approximate simulation of finite long-range spin systems

Tau leaping is a popular method for performing fast approximate simulation of certain continuous time Markov chain models typically found in chemistry and biochemistry. This method is known to perform well when the transition rates satisfy some form of scaling behaviour. In a similar spirit to tau leaping, we propose a new method for approximate simulation of spin systems which approximates the evolution of spin at each site between sampling epochs as an independent two-state Markov chain. When combined with fast summation methods, our method offers considerable improvement in speed over the standard Doob-Gillespie algorithm. We provide a detailed analysis of the error incurred for both the number of sites incorrectly labelled and for linear functions of the state.

math.PR

Normal approximations for discrete-time occupancy processes

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks literature, including stochastic patch occupancy models in ecology, network models in epidemiology, and a variety of dynamic random graph models. Bounds on the rate of convergence for a central limit theorem are obtained using Stein's method and moment inequalities on the deviation from an analogous deterministic model. As a consequence, our work also implies a uniform law of large numbers for a subclass of these processes.

math.PR

Issues in designing hybrid algorithms

In the Bayesian community, an ongoing imperative is to develop efficient algorithms. An appealing approach is to form a hybrid algorithm by combining ideas from competing existing techniques. This paper addresses issues in designing hybrid methods by considering selected case studies: the delayed rejection algorithm, the pinball sampler, the Metropolis adjusted Langevin algorithm, and the population Monte Carlo algorithm. We observe that even if each component of a hybrid algorithm has individual strengths, they may not contribute equally or even positively when they are combined. Moreover, even if the statistical efficiency is improved, from a practical perspective there are technical issues to be considered such as applicability and computational workload. In order to optimize performance of the algorithm in real time, these issues should be taken into account.

stat.ME