Great cities look small

Great cities connect people; failed cities isolate people. Despite the fundamental importance of physical, face-to-face social-ties in the functioning of cities, these connectivity networks are not explicitly observed in their entirety. Attempts at estimating them often rely on unrealistic over-simplifications such as the assumption of spatial homogeneity. Here we propose a mathematical model of human interactions in terms of a local strategy of maximising the number of beneficial connections attainable under the constraint of limited individual travelling-time budgets. By incorporating census and openly-available online multi-modal transport data, we are able to characterise the connectivity of geometrically and topologically complex cities. Beyond providing a candidate measure of greatness, this model allows one to quantify and assess the impact of transport developments, population growth, and other infrastructure and demographic changes on a city. Supported by validations of GDP and HIV infection rates across United States metropolitan areas, we illustrate the effect of changes in local and city-wide connectivities by considering the economic impact of two contemporary inter- and intra-city transport developments in the United Kingdom: High Speed Rail 2 and London Crossrail. This derivation of the model suggests that the scaling of different urban indicators with population size has an explicitly mechanistic origin.

Information Geometry and Sequential Monte Carlo

This paper explores the application of methods from information geometry to the sequential Monte Carlo (SMC) sampler. In particular the Riemannian manifold Metropolis-adjusted Langevin algorithm (mMALA) is adapted for the transition kernels in SMC. Similar to its function in Markov chain Monte Carlo methods, the mMALA is a fully adaptable kernel which allows for efficient sampling of high-dimensional and highly correlated parameter spaces. We set up the theoretical framework for its use in SMC with a focus on the application to the problem of sequential Bayesian inference for dynamical systems as modelled by sets of ordinary differential equations. In addition, we argue that defining the sequence of distributions on geodesics optimises the effective sample sizes in the SMC run. We illustrate the application of the methodology by inferring the parameters of simulated Lotka-Volterra and Fitzhugh-Nagumo models. In particular we demonstrate that compared to employing a standard adaptive random walk kernel, the SMC sampler with an information geometric kernel design attains a higher level of statistical robustness in the inferred parameters of the dynamical systems.