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.

Maximum likelihood estimation of a migration matrix and effective population sizes in n subpopulations by using a coalescent approach

A maximum likelihood estimator based on the coalescent for unequal migration rates and different subpopulation sizes is developed. The method uses a Markov chain Monte Carlo approach to investigate possible genealogies with branch lengths and with migration events. Properties of the new method are shown by using simulated data from a four-population n-island model and a source–sink population model. Our estimation method as coded in migrate is tested against genetree; both programs deliver a very similar likelihood surface. The algorithm converges to the estimates fairly quickly, even when the Markov chain is started from unfavorable parameters. The method was used to estimate gene flow in the Nile valley by using mtDNA data from three human populations.

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.

Interactions between quantitative trait loci in soybean in which trait variation at one locus is conditional upon a specific allele at another.

A large recombinant inbred population of soybean has been characterized for 220 restriction fragment-length polymorphism (RFLP) markers. Values for agronomic traits also have been measured. Quantitative trait loci (QTL) for height, yield, and maturity were located by their linkage to RFLP markers. QTL controlling large amounts of trait variation were analyzed for the dependence of trait variation on particular alleles at a second locus by comparing cumulative distributions of the trait for each genotype (four genotypes per pair of loci). Interesting pairs of loci were analyzed statistically with maximum likelihood and Monte Carlo comparison of additive and epistatic models. For each locus affecting height, variation was conditional upon the presence of a particular allele at a second unlinked locus that itself explained little or no trait variation. The results show that interactions between QTL are frequent and control large effects. Interactions distinguished between different QTL in a single linkage group and between QTL that affect different traits closely linked to one RFLP marker--i.e., distinguished between pleiotropy and closely linked genes. The implications for the evolution of inbreeding plants and for the construction of agronomic breeding strategies are discussed.

In situ isolation of mRNA from individual plant cells: creation of cell-specific cDNA libraries.

A method for isolating and cloning mRNA populations from individual cells in living, intact plant tissues is described. The contents of individual cells were aspirated into micropipette tips filled with RNA extraction buffer. The mRNA from these cells was purified by binding to oligo(dT)-linked magnetic beads and amplified on the beads using reverse transcription and PCR. The cell-specific nature of the isolated mRNA was verified by creating cDNA libraries from individual tomato leaf epidermal and guard cell mRNA preparations. In testing the reproducibility of the method, we discovered an inherent limitation of PCR amplification from small amounts of any complex template. This phenomenon, which we have termed the "Monte Carlo" effect, is created by small and random differences in amplification efficiency between individual templates in an amplifying cDNA population. The Monte Carlo effect is dependent upon template concentration: the lower the abundance of any template, the less likely its true abundance will be reflected in the amplified library. Quantitative assessment of the Monte Carlo effect revealed that only rare mRNAs (< or = 0.04% of polyadenylylated mRNA) exhibited significant variation in amplification at the single-cell level. The cDNA cloning approach we describe should be useful for a broad range of cell-specific biological applications.