Refine
Has Fulltext
- no (2) (remove)
Year of publication
- 2020 (2) (remove)
Document Type
- Article (2) (remove)
Language
- English (2)
Is part of the Bibliography
- yes (2)
Keywords
- Bayesian inference (2) (remove)
Institute
Process-oriented theories of cognition must be evaluated against time-ordered observations. Here we present a representative example for data assimilation of the SWIFT model, a dynamical model of the control of fixation positions and fixation durations during natural reading of single sentences. First, we develop and test an approximate likelihood function of the model, which is a combination of a spatial, pseudo-marginal likelihood and a temporal likelihood obtained by probability density approximation Second, we implement a Bayesian approach to parameter inference using an adaptive Markov chain Monte Carlo procedure. Our results indicate that model parameters can be estimated reliably for individual subjects. We conclude that approximative Bayesian inference represents a considerable step forward for computational models of eye-movement control, where modeling of individual data on the basis of process-based dynamic models has not been possible so far.
We propose a computational method (with acronym ALDI) for sampling from a given target distribution based on first-order (overdamped) Langevin dynamics which satisfies the property of affine invariance. The central idea of ALDI is to run an ensemble of particles with their empirical covariance serving as a preconditioner for their underlying Langevin dynamics. ALDI does not require taking the inverse or square root of the empirical covariance matrix, which enables application to high-dimensional sampling problems. The theoretical properties of ALDI are studied in terms of nondegeneracy and ergodicity. Furthermore, we study its connections to diffusion on Riemannian manifolds and Wasserstein gradient flows. Bayesian inference serves as a main application area for ALDI. In case of a forward problem with additive Gaussian measurement errors, ALDI allows for a gradient-free approximation in the spirit of the ensemble Kalman filter. A computational comparison between gradient-free and gradient-based ALDI is provided for a PDE constrained Bayesian inverse problem.