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.

Sources of selection bias in evaluating social programs: An interpretation of conventional measures and evidence on the effectiveness of matching as a program evaluation method

This paper decomposes the conventional measure of selection bias in observational studies into three components. The first two components are due to differences in the distributions of characteristics between participant and nonparticipant (comparison) group members: the first arises from differences in the supports, and the second from differences in densities over the region of common support. The third component arises from selection bias precisely defined. Using data from a recent social experiment, we find that the component due to selection bias, precisely defined, is smaller than the first two components. However, selection bias still represents a substantial fraction of the experimental impact estimate. The empirical performance of matching methods of program evaluation is also examined. We find that matching based on the propensity score eliminates some but not all of the measured selection bias, with the remaining bias still a substantial fraction of the estimated impact. We find that the support of the distribution of propensity scores for the comparison group is typically only a small portion of the support for the participant group. For values outside the common support, it is impossible to reliably estimate the effect of program participation using matching methods. If the impact of participation depends on the propensity score, as we find in our data, the failure of the common support condition severely limits matching compared with random assignment as an evaluation estimator.

Efficiency of the u,v method of estimation

Given a pool of motorists, how do we estimate the total intensity of those who had a prespecified number of traffic accidents in the past year? We previously have proposed the u,v method as a solution to estimation problems of this type. In this paper, we prove that the u,v method provides asymptotically efficient estimators in an important special case.

Statistical significance of protein structure prediction by threading

In this study, we estimate the statistical significance of structure prediction by threading. We introduce a single parameter ɛ that serves as a universal measure determining the probability that the best alignment is indeed a native-like analog. Parameter ɛ takes into account both length and composition of the query sequence and the number of decoys in threading simulation. It can be computed directly from the query sequence and potential of interactions, eliminating the need for sequence reshuffling and realignment. Although our theoretical analysis is general, here we compare its predictions with the results of gapless threading. Finally we estimate the number of decoys from which the native structure can be found by existing potentials of interactions. We discuss how this analysis can be extended to determine the optimal gap penalties for any sequence-structure alignment (threading) method, thus optimizing it to maximum possible performance.

Using rare mutations to estimate population divergence times: A maximum likelihood approach

In this paper we propose a method to estimate by maximum likelihood the divergence time between two populations, specifically designed for the analysis of nonrecurrent rare mutations. Given the rapidly growing amount of data, rare disease mutations affecting humans seem the most suitable candidates for this method. The estimator RD, and its conditional version RDc, were derived, assuming that the population dynamics of rare alleles can be described by using a birth–death process approximation and that each mutation arose before the split of a common ancestral population into the two diverging populations. The RD estimator seems more suitable for large sample sizes and few alleles, whose age can be approximated, whereas the RDc estimator appears preferable when this is not the case. When applied to three cystic fibrosis mutations, the estimator RD could not exclude a very recent time of divergence among three Mediterranean populations. On the other hand, the divergence time between these populations and the Danish population was estimated to be, on the average, 4,500 or 15,000 years, assuming or not a selective advantage for cystic fibrosis carriers, respectively. Confidence intervals are large, however, and can probably be reduced only by analyzing more alleles or loci.

GeneSplicer: a new computational method for splice site prediction

GeneSplicer is a new, flexible system for detecting splice sites in the genomic DNA of various eukaryotes. The system has been tested successfully using DNA from two reference organisms: the model plant Arabidopsis thaliana and human. It was compared to six programs representing the leading splice site detectors for each of these species: NetPlantGene, NetGene2, HSPL, NNSplice, GENIO and SpliceView. In each case GeneSplicer performed comparably to the best alternative, in terms of both accuracy and computational efficiency.

Global air-sea flux of CO2: An estimate based on measurements of sea–air pCO2 difference

Approximately 250,000 measurements made for the pCO2 difference between surface water and the marine atmosphere, ΔpCO2, have been assembled for the global oceans. Observations made in the equatorial Pacific during El Nino events have been excluded from the data set. These observations are mapped on the global 4° × 5° grid for a single virtual calendar year (chosen arbitrarily to be 1990) representing a non-El Nino year. Monthly global distributions of ΔpCO2 have been constructed using an interpolation method based on a lateral advection–diffusion transport equation. The net flux of CO2 across the sea surface has been computed using ΔpCO2 distributions and CO2 gas transfer coefficients across sea surface. The annual net uptake flux of CO2 by the global oceans thus estimated ranges from 0.60 to 1.34 Gt-C⋅yr−1 depending on different formulations used for wind speed dependence on the gas transfer coefficient. These estimates are subject to an error of up to 75% resulting from the numerical interpolation method used to estimate the distribution of ΔpCO2 over the global oceans. Temperate and polar oceans of the both hemispheres are the major sinks for atmospheric CO2, whereas the equatorial oceans are the major sources for CO2. The Atlantic Ocean is the most important CO2 sink, providing about 60% of the global ocean uptake, while the Pacific Ocean is neutral because of its equatorial source flux being balanced by the sink flux of the temperate oceans. The Indian and Southern Oceans take up about 20% each.

A method for distance determination in proteins using a designed metal ion binding site and site-directed spin labeling: evaluation with T4 lysozyme.

The use of molecular genetics to introduce both a metal ion binding site and a nitroxide spin label into the same protein opens the use of paramagnetic metalnitroxyl interactions to estimate intramolecular distances in a wide variety of proteins. In this report, a His-Xaa3-His metal ion binding motif was introduced at the N terminus of the long interdomain helix of T4 lysozyme (Lys-65 --> His/Gln-69 --> His) of three mutants, each containing a single nitroxide-labeled cysteine residue at position 71, 76, or 80. The results show that Cu(II)-induced relaxation effects on the nitroxide can be quantitatively analyzed in terms of interspin distance in the range of 10-25 A using Redfield theory, as first suggested by Leigh [Leigh, J.S. (1970) J. Chem. Phys. 52, 2608-2612]. Of particular interest is the observation that distances can be determined both under rigid lattice conditions in frozen solution and in the presence of motion of the spins at room temperature under physiological conditions. The method should be particularly attractive for investigating structure in membrane proteins that are difficult to crystallize. In the accompanying paper, the technique is applied to a polytopic membrane protein, lactose permease.