Identifying regulational alterations in gene regulatory networks by state space representation of vector autoregressive models and variational annealing

Background: In the analysis of effects by cell treatment such as drug dosing, identifying changes on gene network structures between normal and treated cells is a key task. A possible way for identifying the changes is to compare structures of networks estimated from data on normal and treated cells separately. However, this approach usually fails to estimate accurate gene networks due to the limited length of time series data and measurement noise. Thus, approaches that identify changes on regulations by using time series data on both conditions in an efficient manner are demanded. Methods: We propose a new statistical approach that is based on the state space representation of the vector autoregressive model and estimates gene networks on two different conditions in order to identify changes on regulations between the conditions. In the mathematical model of our approach, hidden binary variables are newly introduced to indicate the presence of regulations on each condition. The use of the hidden binary variables enables an efficient data usage; data on both conditions are used for commonly existing regulations, while for condition specific regulations corresponding data are only applied. Also, the similarity of networks on two conditions is automatically considered from the design of the potential function for the hidden binary variables. For the estimation of the hidden binary variables, we derive a new variational annealing method that searches the configuration of the binary variables maximizing the marginal likelihood. Results: For the performance evaluation, we use time series data from two topologically similar synthetic networks, and confirm that our proposed approach estimates commonly existing regulations as well as changes on regulations with higher coverage and precision than other existing approaches in almost all the experimental settings. For a real data application, our proposed approach is applied to time series data from normal Human lung cells and Human lung cells treated by stimulating EGF-receptors and dosing an anticancer drug termed Gefitinib. In the treated lung cells, a cancer cell condition is simulated by the stimulation of EGF-receptors, but the effect would be counteracted due to the selective inhibition of EGF-receptors by Gefitinib. However, gene expression profiles are actually different between the conditions, and the genes related to the identified changes are considered as possible off-targets of Gefitinib. Conclusions: From the synthetically generated time series data, our proposed approach can identify changes on regulations more accurately than existing methods. By applying the proposed approach to the time series data on normal and treated Human lung cells, candidates of off-target genes of Gefitinib are found. According to the published clinical information, one of the genes can be related to a factor of interstitial pneumonia, which is known as a side effect of Gefitinib.

Cash balance management: A comparison between genetic algorithms and particle swarm optimization

This work aimed to apply genetic algorithms (GA) and particle swarm optimization (PSO) in cash balance management using Miller-Orr model, which consists in a stochastic model that does not define a single ideal point for cash balance, but an oscillation range between a lower bound, an ideal balance and an upper bound. Thus, this paper proposes the application of GA and PSO to minimize the Total Cost of cash maintenance, obtaining the parameter of the lower bound of the Miller-Orr model, using for this the assumptions presented in literature. Computational experiments were applied in the development and validation of the models. The results indicated that both the GA and PSO are applicable in determining the cash level from the lower limit, with best results of PSO model, which had not yet been applied in this type of problem.

SINGULARLY PERTURBED DISCOUNTED MARKOV CONTROL PROCESSES IN A GENERAL STATE SPACE

This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.

Efficient Kernel Computation for Volterra Filter Structure Evaluation

Despite their generality, conventional Volterra filters are inadequate for some applications, due to the huge number of parameters that may be needed for accurate modelling. When a state-space model of the target system is known, this can be assessed by computing its kernels, which also provides valuable information for choosing an adequate alternate Volterra filter structure, if necessary, and is useful for validating parameter estimation procedures. In this letter, we derive expressions for the kernels by using the Carleman bilinearization method, for which an efficient algorithm is given. Simulation results are presented, which confirm the usefulness of the proposed approach.

A new approach for modeling and control of nonlinear systems via norm-bounded linear differential inclusions

A systematic approach to model nonlinear systems using norm-bounded linear differential inclusions (NLDIs) is proposed in this paper. The resulting NLDI model is suitable for the application of linear control design techniques and, therefore, it is possible to fulfill certain specifications for the underlying nonlinear system, within an operating region of interest in the state-space, using a linear controller designed for this NLDI model. Hence, a procedure to design a dynamic output feedback controller for the NLDI model is also proposed in this paper. One of the main contributions of the proposed modeling and control approach is the use of the mean-value theorem to represent the nonlinear system by a linear parameter-varying model, which is then mapped into a polytopic linear differential inclusion (PLDI) within the region of interest. To avoid the combinatorial problem that is inherent of polytopic models for medium- and large-sized systems, the PLDI is transformed into an NLDI, and the whole process is carried out ensuring that all trajectories of the underlying nonlinear system are also trajectories of the resulting NLDI within the operating region of interest. Furthermore, it is also possible to choose a particular structure for the NLDI parameters to reduce the conservatism in the representation of the nonlinear system by the NLDI model, and this feature is also one important contribution of this paper. Once the NLDI representation of the nonlinear system is obtained, the paper proposes the application of a linear control design method to this representation. The design is based on quadratic Lyapunov functions and formulated as search problem over a set of bilinear matrix inequalities (BMIs), which is solved using a two-step separation procedure that maps the BMIs into a set of corresponding linear matrix inequalities. Two numerical examples are given to demonstrate the effectiveness of the proposed approach.

Average control of Markov decision processes with Feller transition probabilities and general action spaces

This paper studies the average control problem of discrete-time Markov Decision Processes (MDPs for short) with general state space, Feller transition probabilities, and possibly non-compact control constraint sets A(x). Two hypotheses are considered: either the cost function c is strictly unbounded or the multifunctions A(r)(x) = {a is an element of A(x) : c(x, a) <= r} are upper-semicontinuous and compact-valued for each real r. For these two cases we provide new results for the existence of a solution to the average-cost optimality equality and inequality using the vanishing discount approach. We also study the convergence of the policy iteration approach under these conditions. It should be pointed out that we do not make any assumptions regarding the convergence and the continuity of the limit function generated by the sequence of relative difference of the alpha-discounted value functions and the Poisson equations as often encountered in the literature. (C) 2012 Elsevier Inc. All rights reserved.

Finite-size corrections of the entanglement entropy of critical quantum chains

Using the density matrix renormalization group, we calculated the finite-size corrections of the entanglement alpha-Renyi entropy of a single interval for several critical quantum chains. We considered models with U(1) symmetry such as the spin-1/2 XXZ and spin-1 Fateev-Zamolodchikov models, as well as models with discrete symmetries such as the Ising, the Blume-Capel, and the three-state Potts models. These corrections contain physically relevant information. Their amplitudes, which depend on the value of a, are related to the dimensions of operators in the conformal field theory governing the long-distance correlations of the critical quantum chains. The obtained results together with earlier exact and numerical ones allow us to formulate some general conjectures about the operator responsible for the leading finite-size correction of the alpha-Renyi entropies. We conjecture that the exponent of the leading finite-size correction of the alpha-Renyi entropies is p(alpha) = 2X(epsilon)/alpha for alpha > 1 and p(1) = nu, where X-epsilon denotes the dimensions of the energy operator of the model and nu = 2 for all the models.

Closed-loop stable model predictive control of integrating systems with dead time

Model predictive control (MPC) applications in the process industry usually deal with process systems that show time delays (dead times) between the system inputs and outputs. Also, in many industrial applications of MPC, integrating outputs resulting from liquid level control or recycle streams need to be considered as controlled outputs. Conventional MPC packages can be applied to time-delay systems but stability of the closed loop system will depend on the tuning parameters of the controller and cannot be guaranteed even in the nominal case. In this work, a state space model based on the analytical step response model is extended to the case of integrating time systems with time delays. This model is applied to the development of two versions of a nominally stable MPC, which is designed to the practical scenario in which one has targets for some of the inputs and/or outputs that may be unreachable and zone control (or interval tracking) for the remaining outputs. The controller is tested through simulation of a multivariable industrial reactor system. (C) 2012 Elsevier Ltd. All rights reserved.

Universal behavior of the Shannon mutual information of critical quantum chains

We consider the Shannon mutual information of subsystems of critical quantum chains in their ground states. Our results indicate a universal leading behavior for large subsystem sizes. Moreover, as happens with the entanglement entropy, its finite-size behavior yields the conformal anomaly c of the underlying conformal field theory governing the long-distance physics of the quantum chain. We study analytically a chain of coupled harmonic oscillators and numerically the Q-state Potts models (Q = 2, 3, and 4), the XXZ quantum chain, and the spin-1 Fateev-Zamolodchikov model. The Shannon mutual information is a quantity easily computed, and our results indicate that for relatively small lattice sizes, its finite-size behavior already detects the universality class of quantum critical behavior.

A regional multirnodulus algorithm for blind equalization of QAM signals: Introduction and steady-state analysis

It is well known that constant-modulus-based algorithms present a large mean-square error for high-order quadrature amplitude modulation (QAM) signals, which may damage the switching to decision-directed-based algorithms. In this paper, we introduce a regional multimodulus algorithm for blind equalization of QAM signals that performs similar to the supervised normalized least-mean-squares (NLMS) algorithm, independently of the QAM order. We find a theoretical relation between the coefficient vector of the proposed algorithm and the Wiener solution and also provide theoretical models for the steady-state excess mean-square error in a nonstationary environment. The proposed algorithm in conjunction with strategies to speed up its convergence and to avoid divergence can bypass the switching mechanism between the blind mode and the decision-directed mode. (c) 2012 Elsevier B.V. All rights reserved.