Parameter estimation of seeding and contamination rates on a triangular lattice using the method of simulated moments (MSM).
Matlab Mathematica
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Data_estimates
Densityestimation
Mathematica
Synthetic_datasets_for_estimation
Synthetic_datasets_for_plotting
LICENSE.html
README.md
contamination.m
createsynthdata.m
createsynthdata_determ.m
createsynthdata_random_m2.m
latex_table.m
latex_table5.m
latex_table6.m
msm.m
optim.m
optim_norma.m
plot_colorshift.m
plot_edges.m
plot_figure.m
plot_panel.m
plot_preprocessing.m
plot_wells.m
simcalcs.m
simulation_m1.m
simulation_m2.m
structure.txt

README.md

Parameterestimation_MSM

Parameter estimation of seeding and contamination rates in a subcritical percolation model with colouring on a triangular lattice, using the method of simulated moments (MSM). Code implementation in MATLAB (The MathWorks, Inc.).

Authors

Felix Beck, Bence Mélykúti (University of Freiburg, Germany).
2015-2017

With questions or comments, please contact Bence Mélykúti.

Reference

Felix Beck, Bence Mélykúti.
Parameter estimation in a subcritical percolation model with colouring,
arXiv:1604.08908
https://arxiv.org/abs/1604.08908

Dependencies

An additional MATLAB file must be downloaded!

fminsearchbnd:

Contents

  • msm.m is the main file to be run for parameter estimation. It contains comments about variables and input requirements.
  • createsynthdata.m is a tool to generate and save random realisations of the percolation process with colouring.
  • plot_figure.m is a versatile plotting program to display lattices with our percolation process from saved data.
  • latex_table.m, latex_table5.m and latex_table6.m created Tables 1-4, Table 5 and Table 6 of the paper in LaTeX format.
  • structure.txt describes the interrelation of program files.
  • The Synthetic_datasets_for_estimation folder contains our standard synthetic datasets with known parameter values that can be used to test parameter estimation.
  • The Synthetic_datasets_for_plotting folder contains our synthetic datasets that were used to create Figures 1 and 3 of the paper.
  • The Data_estimates folder contains results of parameter estimation. These results are reported in Section 6 of the paper.
  • The Mathematica folder has a Mathematica (Wolfram Research, Inc.) notebook for calculations in Section 7 of the paper.
  • The Densityestimation folder contains:
  • densityestimation.m, which estimates the empirical means of the densities of coloured vertices and of adjacent pairs of coloured vertices as a function of lambda (seeding rate) and mu (percolation parameter), for a mesh of lambda and mu pairs, when the number of colours is 1.
  • data_visualise.m displays the result of densityestimation.m saved in dataset_A.mat and dataset_B.mat in several plots.
  • data_visualise_publication.m creates the figures that are presented in the Appendix of the paper (arXiv:1604.08908v3).

License

The software in the repository Melykuti/Parameterestimation_MSM is licensed under the Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International Public License. For commercial licensing, please contact Bence Mélykúti.

Copyright (c) 2017, Felix Beck, Bence Mélykúti