A generalized Markov sampler

A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis-Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Pitch jump probability measures for the analysis of snoring sounds in apnea

Obstructive sleep apnea (OSA) is a highly prevalent disease in which upper airways are collapsed during sleep, leading to serious consequences. The gold standard of diagnosis, called polysomnography (PSG), requires a full-night hospital stay connected to over ten channels of measurements requiring physical contact with sensors. PSG is inconvenient, expensive and unsuited for community screening. Snoring is the earliest symptom of OSA, but its potential in clinical diagnosis is not fully recognized yet. Diagnostic systems intent on using snore-related sounds (SRS) face the tough problem of how to define a snore. In this paper, we present a working definition of a snore, and propose algorithms to segment SRS into classes of pure breathing, silence and voiced/unvoiced snores. We propose a novel feature termed the 'intra-snore-pitch-jump' (ISPJ) to diagnose OSA. Working on clinical data, we show that ISPJ delivers OSA detection sensitivities of 86-100% while holding specificity at 50-80%. These numbers indicate that snore sounds and the ISPJ have the potential to be good candidates for a take-home device for OSA screening. Snore sounds have the significant advantage in that they can be conveniently acquired with low-cost non-contact equipment. The segmentation results presented in this paper have been derived using data from eight patients as the training set and another eight patients as the testing set. ISPJ-based OSA detection results have been derived using training data from 16 subjects and testing data from 29 subjects.

Entropy generation for microscale forced convection: effects of different thermal boundary conditions, velocity slip, temperature jump, viscous dissipation, and duct geometry

This work presents closed form solutions for fully developed temperature distribution and entropy generation due to forced convection in microelectromechanical systems (MEMS) in the Slip-flow regime, for which the Knudsen number lies within the range 0.001