Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Prediction in dynamic models with time-dependent conditional variances

This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.

Quantitative model of the phase behavior of recombinant pH-responsive elastin-like polypeptides.

Quantitative models are required to engineer biomaterials with environmentally responsive properties. With this goal in mind, we developed a model that describes the pH-dependent phase behavior of a class of stimulus responsive elastin-like polypeptides (ELPs) that undergo reversible phase separation in response to their solution environment. Under isothermal conditions, charged ELPs can undergo phase separation when their charge is neutralized. Optimization of this behavior has been challenging because the pH at which they phase separate, pHt, depends on their composition, molecular weight, concentration, and temperature. To address this problem, we developed a quantitative model to describe the phase behavior of charged ELPs that uses the Henderson-Hasselbalch relationship to describe the effect of side-chain ionization on the phase-transition temperature of an ELP. The model was validated with pH-responsive ELPs that contained either acidic (Glu) or basic (His) residues. The phase separation of both ELPs fit this model across a range of pH. These results have important implications for applications of pH-responsive ELPs because they provide a quantitative model for the rational design of pH-responsive polypeptides whose transition can be triggered at a specified pH.

Cardiac beta ARK1 inhibition prolongs survival and augments beta blocker therapy in a mouse model of severe heart failure.

Chronic human heart failure is characterized by abnormalities in beta-adrenergic receptor (betaAR) signaling, including increased levels of betaAR kinase 1 (betaARK1), which seems critical to the pathogenesis of the disease. To determine whether inhibition of betaARK1 is sufficient to rescue a model of severe heart failure, we mated transgenic mice overexpressing a peptide inhibitor of betaARK1 (betaARKct) with transgenic mice overexpressing the sarcoplasmic reticulum Ca(2+)-binding protein, calsequestrin (CSQ). CSQ mice have a severe cardiomyopathy and markedly shortened survival (9 +/- 1 weeks). In contrast, CSQ/betaARKct mice exhibited a significant increase in mean survival age (15 +/- 1 weeks; P < 0.0001) and showed less cardiac dilation, and cardiac function was significantly improved (CSQ vs. CSQ/betaARKct, left ventricular end diastolic dimension 5.60 +/- 0.17 mm vs. 4.19 +/- 0.09 mm, P < 0.005; % fractional shortening, 15 +/- 2 vs. 36 +/- 2, P < 0.005). The enhancement of the survival rate in CSQ/betaARKct mice was substantially potentiated by chronic treatment with the betaAR antagonist metoprolol (CSQ/betaARKct nontreated vs. CSQ/betaARKct metoprolol treated, 15 +/- 1 weeks vs. 25 +/- 2 weeks, P < 0.0001). Thus, overexpression of the betaARKct resulted in a marked prolongation in survival and improved cardiac function in a mouse model of severe cardiomyopathy that can be potentiated with beta-blocker therapy. These data demonstrate a significant synergy between an established heart-failure treatment and the strategy of betaARK1 inhibition.

Discharge competence and pattern formation in peatlands: a meta-ecosystem model of the Everglades ridge-slough landscape.

Regular landscape patterning arises from spatially-dependent feedbacks, and can undergo catastrophic loss in response to changing landscape drivers. The central Everglades (Florida, USA) historically exhibited regular, linear, flow-parallel orientation of high-elevation sawgrass ridges and low-elevation sloughs that has degraded due to hydrologic modification. In this study, we use a meta-ecosystem approach to model a mechanism for the establishment, persistence, and loss of this landscape. The discharge competence (or self-organizing canal) hypothesis assumes non-linear relationships between peat accretion and water depth, and describes flow-dependent feedbacks of microtopography on water depth. Closed-form model solutions demonstrate that 1) this mechanism can produce spontaneous divergence of local elevation; 2) divergent and homogenous states can exhibit global bi-stability; and 3) feedbacks that produce divergence act anisotropically. Thus, discharge competence and non-linear peat accretion dynamics may explain the establishment, persistence, and loss of landscape pattern, even in the absence of other spatial feedbacks. Our model provides specific, testable predictions that may allow discrimination between the self-organizing canal hypotheses and competing explanations. The potential for global bi-stability suggested by our model suggests that hydrologic restoration may not re-initiate spontaneous pattern establishment, particularly where distinct soil elevation modes have been lost. As a result, we recommend that management efforts should prioritize maintenance of historic hydroperiods in areas of conserved pattern over restoration of hydrologic regimes in degraded regions. This study illustrates the value of simple meta-ecosystem models for investigation of spatial processes.

Live Imaging of Host-Parasite Interactions in a Zebrafish Infection Model Reveals Cryptococcal Determinants of Virulence and Central Nervous System Invasion.

UNLABELLED: The human fungal pathogen Cryptococcus neoformans is capable of infecting a broad range of hosts, from invertebrates like amoebas and nematodes to standard vertebrate models such as mice and rabbits. Here we have taken advantage of a zebrafish model to investigate host-pathogen interactions of Cryptococcus with the zebrafish innate immune system, which shares a highly conserved framework with that of mammals. Through live-imaging observations and genetic knockdown, we establish that macrophages are the primary immune cells responsible for responding to and containing acute cryptococcal infections. By interrogating survival and cryptococcal burden following infection with a panel of Cryptococcus mutants, we find that virulence factors initially identified as important in causing disease in mice are also necessary for pathogenesis in zebrafish larvae. Live imaging of the cranial blood vessels of infected larvae reveals that C. neoformans is able to penetrate the zebrafish brain following intravenous infection. By studying a C. neoformans FNX1 gene mutant, we find that blood-brain barrier invasion is dependent on a known cryptococcal invasion-promoting pathway previously identified in a murine model of central nervous system invasion. The zebrafish-C. neoformans platform provides a visually and genetically accessible vertebrate model system for cryptococcal pathogenesis with many of the advantages of small invertebrates. This model is well suited for higher-throughput screening of mutants, mechanistic dissection of cryptococcal pathogenesis in live animals, and use in the evaluation of therapeutic agents. IMPORTANCE: Cryptococcus neoformans is an important opportunistic pathogen that is estimated to be responsible for more than 600,000 deaths worldwide annually. Existing mammalian models of cryptococcal pathogenesis are costly, and the analysis of important pathogenic processes such as meningitis is laborious and remains a challenge to visualize. Conversely, although invertebrate models of cryptococcal infection allow high-throughput assays, they fail to replicate the anatomical complexity found in vertebrates and, specifically, cryptococcal stages of disease. Here we have utilized larval zebrafish as a platform that overcomes many of these limitations. We demonstrate that the pathogenesis of C. neoformans infection in zebrafish involves factors identical to those in mammalian and invertebrate infections. We then utilize the live-imaging capacity of zebrafish larvae to follow the progression of cryptococcal infection in real time and establish a relevant model of the critical central nervous system infection phase of disease in a nonmammalian model.

Distinct routes to metastasis: plasticity-dependent and plasticity-independent pathways.

The cascade that culminates in macrometastases is thought to be mediated by phenotypic plasticity, including epithelial-mesenchymal and mesenchymal-epithelial transitions (EMT and MET). Although there is substantial support for the role of EMT in driving cancer cell invasion and dissemination, much less is known about the importance of MET in the later steps of metastatic colonization. We created novel reporters, which integrate transcriptional and post-transcriptional regulation, to test whether MET is required for metastasis in multiple in vivo cancer models. In a model of carcinosarcoma, metastasis occurred via an MET-dependent pathway; however, in two prostate carcinoma models, metastatic colonization was MET independent. Our results provide evidence for both MET-dependent and MET-independent metastatic pathways.