A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems

We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.

Dynamical principles in biological processes: A model of charge migration in proteins and DNA

The generalized master equations (GMEs) that contain multiple time scales have been derived quantum mechanically. The GME method has then been applied to a model of charge migration in proteins that invokes the hole hopping between local amino acid sites driven by the torsional motions of the floppy backbones. This model is then applied to analyze the experimental results for sequence-dependent long-range hole transport in DNA reported by Meggers et al. [Meggers, E., Michel-Beyerle, M. E., & Giese, B. (1998) J. Am. Chem. Soc. 120, 12950–12955]. The model has also been applied to analyze the experimental results of femtosecond dynamics of DNA-mediated electron transfer reported by Zewail and co-workers [Wan, C., Fiebig, T., Kelley, S. O., Treadway, C. R., Barton, J. K. & Zewail, A. H. (1999) Proc. Natl. Acad. Sci. USA 96, 6014–6019]. The initial events in the dynamics of protein folding have begun to attract attention. The GME obtained in this paper will be applicable to this problem.

Generalized flows, intrinsic stochasticity, and turbulent transport

The study of passive scalar transport in a turbulent velocity field leads naturally to the notion of generalized flows, which are families of probability distributions on the space of solutions to the associated ordinary differential equations which no longer satisfy the uniqueness theorem for ordinary differential equations. Two most natural regularizations of this problem, namely the regularization via adding small molecular diffusion and the regularization via smoothing out the velocity field, are considered. White-in-time random velocity fields are used as an example to examine the variety of phenomena that take place when the velocity field is not spatially regular. Three different regimes, characterized by their degrees of compressibility, are isolated in the parameter space. In the regime of intermediate compressibility, the two different regularizations give rise to two different scaling behaviors for the structure functions of the passive scalar. Physically, this means that the scaling depends on Prandtl number. In the other two regimes, the two different regularizations give rise to the same generalized flows even though the sense of convergence can be very different. The “one force, one solution” principle is established for the scalar field in the weakly compressible regime, and for the difference of the scalar in the strongly compressible regime, which is the regime of inverse cascade. Existence and uniqueness of an invariant measure are also proved in these regimes when the transport equation is suitably forced. Finally incomplete self similarity in the sense of Barenblatt and Chorin is established.