Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

Assessment of LD matrix measures for the analysis of biological pathway association.

Complex diseases will have multiple functional sites, and it will be invaluable to understand the cross-locus interaction in terms of linkage disequilibrium (LD) between those sites (epistasis) in addition to the haplotype-LD effects. We investigated the statistical properties of a class of matrix-based statistics to assess this epistasis. These statistical methods include two LD contrast tests (Zaykin et al., 2006) and partial least squares regression (Wang et al., 2008). To estimate Type 1 error rates and power, we simulated multiple two-variant disease models using the SIMLA software package. SIMLA allows for the joint action of up to two disease genes in the simulated data with all possible multiplicative interaction effects between them. Our goal was to detect an interaction between multiple disease-causing variants by means of their linkage disequilibrium (LD) patterns with other markers. We measured the effects of marginal disease effect size, haplotype LD, disease prevalence and minor allele frequency have on cross-locus interaction (epistasis). In the setting of strong allele effects and strong interaction, the correlation between the two disease genes was weak (r=0.2). In a complex system with multiple correlations (both marginal and interaction), it was difficult to determine the source of a significant result. Despite these complications, the partial least squares and modified LD contrast methods maintained adequate power to detect the epistatic effects; however, for many of the analyses we often could not separate interaction from a strong marginal effect. While we did not exhaust the entire parameter space of possible models, we do provide guidance on the effects that population parameters have on cross-locus interaction.