2 resultados para Markov Switching Models
em Duke University
Resumo:
A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.
Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.
The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.
The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.
All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.
Resumo:
Nature is challenged to move charge efficiently over many length scales. From sub-nm to μm distances, electron-transfer proteins orchestrate energy conversion, storage, and release both inside and outside the cell. Uncovering the detailed mechanisms of biological electron-transfer reactions, which are often coupled to bond-breaking and bond-making events, is essential to designing durable, artificial energy conversion systems that mimic the specificity and efficiency of their natural counterparts. Here, we use theoretical modeling of long-distance charge hopping (Chapter 3), synthetic donor-bridge-acceptor molecules (Chapters 4, 5, and 6), and de novo protein design (Chapters 5 and 6) to investigate general principles that govern light-driven and electrochemically driven electron-transfer reactions in biology. We show that fast, μm-distance charge hopping along bacterial nanowires requires closely packed charge carriers with low reorganization energies (Chapter 3); singlet excited-state electronic polarization of supermolecular electron donors can attenuate intersystem crossing yields to lower-energy, oppositely polarized, donor triplet states (Chapter 4); the effective static dielectric constant of a small (~100 residue) de novo designed 4-helical protein bundle can change upon phototriggering an electron transfer event in the protein interior, providing a means to slow the charge-recombination reaction (Chapter 5); and a tightly-packed de novo designed 4-helix protein bundle can drastically alter charge-transfer driving forces of photo-induced amino acid radical formation in the bundle interior, effectively turning off a light-driven oxidation reaction that occurs in organic solvent (Chapter 6). This work leverages unique insights gleaned from proteins designed from scratch that bind synthetic donor-bridge-acceptor molecules that can also be studied in organic solvents, opening new avenues of exploration into the factors critical for protein control of charge flow in biology.