Sonification of Markov-chain Monte Carlo Simulations

Hermann T, Hansen MH, Ritter H (2001)
In: Proceedings of 7th International Conference on Auditory Display. Hiipakka J, Zacharov N, Takala T (Eds);Helsinki University of Technology: Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory: 208-216.

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Conference Paper | Published | English
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Hiipakka, Jarmo ; Zacharov, N. ; Takala, Tapio
Abstract
Markov chain Monte Carlo (McMC) simulation is a popular computational tool for making inferences from complex, high-dimensional probability densities. Given a particular target density , the idea behind this technique is to simulate a Markov chain that has as its stationary distribution. To be successful, the chain needs to be run long enough so that the distribution of the current draw is close to the target density. Unfortunately, very few diagnostic tools exist to monitor characteristics of the chain. In this paper, we present a new approach to render sonifications of McMC simulations. The proposed method consists of several auditory streams which provide information about the behavior of the Markov chain. In particular, we focus on uncovering modes in the target density function. In addition to monitoring, we have found our sonification to be an effective means for understanding the structure of high-dimensional densities. We have also applied our method to the exploratory analysis of high-dimensional data sets. In this case, we take as our target a non-parametric density estimate obtained from the data. In this paper, we present a detailed description of our sonification design and illustrate its performance on test cases consisting of both synthetic and real-world data sets. Sound examples are also given.
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Hermann T, Hansen MH, Ritter H. Sonification of Markov-chain Monte Carlo Simulations. In: Hiipakka J, Zacharov N, Takala T, eds. Proceedings of 7th International Conference on Auditory Display. Helsinki University of Technology: Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory; 2001: 208-216.
Hermann, T., Hansen, M. H., & Ritter, H. (2001). Sonification of Markov-chain Monte Carlo Simulations. In J. Hiipakka, N. Zacharov, & T. Takala (Eds.), Proceedings of 7th International Conference on Auditory Display (pp. 208-216). Helsinki University of Technology: Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory.
Hermann, T., Hansen, M. H., and Ritter, H. (2001). “Sonification of Markov-chain Monte Carlo Simulations” in Proceedings of 7th International Conference on Auditory Display, ed. J. Hiipakka, N. Zacharov, and T. Takala (Helsinki University of Technology: Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory), 208-216.
Hermann, T., Hansen, M.H., & Ritter, H., 2001. Sonification of Markov-chain Monte Carlo Simulations. In J. Hiipakka, N. Zacharov, & T. Takala, eds. Proceedings of 7th International Conference on Auditory Display. Helsinki University of Technology: Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory, pp. 208-216.
T. Hermann, M.H. Hansen, and H. Ritter, “Sonification of Markov-chain Monte Carlo Simulations”, Proceedings of 7th International Conference on Auditory Display, J. Hiipakka, N. Zacharov, and T. Takala, eds., Helsinki University of Technology: Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory, 2001, pp.208-216.
Hermann, T., Hansen, M.H., Ritter, H.: Sonification of Markov-chain Monte Carlo Simulations. In: Hiipakka, J., Zacharov, N., and Takala, T. (eds.) Proceedings of 7th International Conference on Auditory Display. p. 208-216. Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory, Helsinki University of Technology (2001).
Hermann, Thomas, Hansen, Mark H., and Ritter, Helge. “Sonification of Markov-chain Monte Carlo Simulations”. Proceedings of 7th International Conference on Auditory Display. Ed. Jarmo Hiipakka, N. Zacharov, and Tapio Takala. Helsinki University of Technology: Laboratory of Acoustics and Audio Signal Processing and the Telecommunications Software and Multimedia Laboratory, 2001. 208-216.
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