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.

Dynamic weighting in Monte Carlo and optimization

Dynamic importance weighting is proposed as a Monte Carlo method that has the capability to sample relevant parts of the configuration space even in the presence of many steep energy minima. The method relies on an additional dynamic variable (the importance weight) to help the system overcome steep barriers. A non-Metropolis theory is developed for the construction of such weighted samplers. Algorithms based on this method are designed for simulation and global optimization tasks arising from multimodal sampling, neural network training, and the traveling salesman problem. Numerical tests on these problems confirm the effectiveness of the method.

Enhanced conformational sampling in Monte Carlo simulations of proteins: application to a constrained peptide.

A Monte Carlo simulation method for globular proteins, called extended-scaled-collective-variable (ESCV) Monte Carlo, is proposed. This method combines two Monte Carlo algorithms known as entropy-sampling and scaled-collective-variable algorithms. Entropy-sampling Monte Carlo is able to sample a large configurational space even in a disordered system that has a large number of potential barriers. In contrast, scaled-collective-variable Monte Carlo provides an efficient sampling for a system whose dynamics is highly cooperative. Because a globular protein is a disordered system whose dynamics is characterized by collective motions, a combination of these two algorithms could provide an optimal Monte Carlo simulation for a globular protein. As a test case, we have carried out an ESCV Monte Carlo simulation for a cell adhesive Arg-Gly-Asp-containing peptide, Lys-Arg-Cys-Arg-Gly-Asp-Cys-Met-Asp, and determined the conformational distribution at 300 K. The peptide contains a disulfide bridge between the two cysteine residues. This bond mimics the strong geometrical constraints that result from a protein's globular nature and give rise to highly cooperative dynamics. Computation results show that the ESCV Monte Carlo was not trapped at any local minimum and that the canonical distribution was correctly determined.

Modeling and optimization of populations subject to time-dependent mutation.

It has become clear that many organisms possess the ability to regulate their mutation rate in response to environmental conditions. So the question of finding an optimal mutation rate must be replaced by that of finding an optimal mutation schedule. We show that this task cannot be accomplished with standard population-dynamic models. We then develop a "hybrid" model for populations experiencing time-dependent mutation that treats population growth as deterministic but the time of first appearance of new variants as stochastic. We show that the hybrid model agrees well with a Monte Carlo simulation. From this model, we derive a deterministic approximation, a "threshold" model, that is similar to standard population dynamic models but differs in the initial rate of generation of new mutants. We use these techniques to model antibody affinity maturation by somatic hypermutation. We had previously shown that the optimal mutation schedule for the deterministic threshold model is phasic, with periods of mutation between intervals of mutation-free growth. To establish the validity of this schedule, we now show that the phasic schedule that optimizes the deterministic threshold model significantly improves upon the best constant-rate schedule for the hybrid and Monte Carlo models.

Folding protein models with a simple hydrophobic energy function: The fundamental importance of monomer inside/outside segregation

The present study explores a “hydrophobic” energy function for folding simulations of the protein lattice model. The contribution of each monomer to conformational energy is the product of its “hydrophobicity” and the number of contacts it makes, i.e., E(h⃗, c⃗) = −Σi=1N cihi = −(h⃗.c⃗) is the negative scalar product between two vectors in N-dimensional cartesian space: h⃗ = (h1, … , hN), which represents monomer hydrophobicities and is sequence-dependent; and c⃗ = (c1, … , cN), which represents the number of contacts made by each monomer and is conformation-dependent. A simple theoretical analysis shows that restrictions are imposed concomitantly on both sequences and native structures if the stability criterion for protein-like behavior is to be satisfied. Given a conformation with vector c⃗, the best sequence is a vector h⃗ on the direction upon which the projection of c⃗ − c̄⃗ is maximal, where c̄⃗ is the diagonal vector with components equal to c̄, the average number of contacts per monomer in the unfolded state. Best native conformations are suggested to be not maximally compact, as assumed in many studies, but the ones with largest variance of contacts among its monomers, i.e., with monomers tending to occupy completely buried or completely exposed positions. This inside/outside segregation is reflected on an apolar/polar distribution on the corresponding sequence. Monte Carlo simulations in two dimensions corroborate this general scheme. Sequences targeted to conformations with large contact variances folded cooperatively with thermodynamics of a two-state transition. Sequences targeted to maximally compact conformations, which have lower contact variance, were either found to have degenerate ground state or to fold with much lower cooperativity.