Statistical Methods for Conservation and Alignment Quality in Proteins

Construction of multiple sequence alignments is a fundamental task in Bioinformatics. Multiple sequence alignments are used as a prerequisite in many Bioinformatics methods, and subsequently the quality of such methods can be critically dependent on the quality of the alignment. However, automatic construction of a multiple sequence alignment for a set of remotely related sequences does not always provide biologically relevant alignments.Therefore, there is a need for an objective approach for evaluating the quality of automatically aligned sequences. The profile hidden Markov model is a powerful approach in comparative genomics. In the profile hidden Markov model, the symbol probabilities are estimated at each conserved alignment position. This can increase the dimension of parameter space and cause an overfitting problem. These two research problems are both related to conservation. We have developed statistical measures for quantifying the conservation of multiple sequence alignments. Two types of methods are considered, those identifying conserved residues in an alignment position, and those calculating positional conservation scores. The positional conservation score was exploited in a statistical prediction model for assessing the quality of multiple sequence alignments. The residue conservation score was used as part of the emission probability estimation method proposed for profile hidden Markov models. The results of the predicted alignment quality score highly correlated with the correct alignment quality scores, indicating that our method is reliable for assessing the quality of any multiple sequence alignment. The comparison of the emission probability estimation method with the maximum likelihood method showed that the number of estimated parameters in the model was dramatically decreased, while the same level of accuracy was maintained. To conclude, we have shown that conservation can be successfully used in the statistical model for alignment quality assessment and in the estimation of emission probabilities in the profile hidden Markov models.

Bayesian analysis of SEIR epidemic models

This thesis concerns the analysis of epidemic models. We adopt the Bayesian paradigm and develop suitable Markov Chain Monte Carlo (MCMC) algorithms. This is done by considering an Ebola outbreak in the Democratic Republic of Congo, former Zaïre, 1995 as a case of SEIR epidemic models. We model the Ebola epidemic deterministically using ODEs and stochastically through SDEs to take into account a possible bias in each compartment. Since the model has unknown parameters, we use different methods to estimate them such as least squares, maximum likelihood and MCMC. The motivation behind choosing MCMC over other existing methods in this thesis is that it has the ability to tackle complicated nonlinear problems with large number of parameters. First, in a deterministic Ebola model, we compute the likelihood function by sum of square of residuals method and estimate parameters using the LSQ and MCMC methods. We sample parameters and then use them to calculate the basic reproduction number and to study the disease-free equilibrium. From the sampled chain from the posterior, we test the convergence diagnostic and confirm the viability of the model. The results show that the Ebola model fits the observed onset data with high precision, and all the unknown model parameters are well identified. Second, we convert the ODE model into a SDE Ebola model. We compute the likelihood function using extended Kalman filter (EKF) and estimate parameters again. The motivation of using the SDE formulation here is to consider the impact of modelling errors. Moreover, the EKF approach allows us to formulate a filtered likelihood for the parameters of such a stochastic model. We use the MCMC procedure to attain the posterior distributions of the parameters of the SDE Ebola model drift and diffusion parts. In this thesis, we analyse two cases: (1) the model error covariance matrix of the dynamic noise is close to zero , i.e. only small stochasticity added into the model. The results are then similar to the ones got from deterministic Ebola model, even if methods of computing the likelihood function are different (2) the model error covariance matrix is different from zero, i.e. a considerable stochasticity is introduced into the Ebola model. This accounts for the situation where we would know that the model is not exact. As a results, we obtain parameter posteriors with larger variances. Consequently, the model predictions then show larger uncertainties, in accordance with the assumption of an incomplete model.

Development of phase retrieval algorithm and techniques for optical spectrum analysis

Coherent anti-Stokes Raman scattering is the powerful method of laser spectroscopy in which significant successes are achieved. However, the non-linear nature of CARS complicates the analysis of the received spectra. The objective of this Thesis is to develop a new phase retrieval algorithm for CARS. It utilizes the maximum entropy method and the new wavelet approach for spectroscopic background correction of a phase function. The method was developed to be easily automated and used on a large number of spectra of different substances.. The algorithm was successfully tested on experimental data.

Vasicek interest rate model

Tässä tutkielmassa estimoidaan korkomallin parametrit Maximum likelihood metodilla sekä näytetään kuinka mallintaa lyhyen koron evoluutiota ja korkokäyrän rakennetta.

Space–Time Block Codes and the Complexity of Sphere Decoding

In wireless communications the transmitted signals may be affected by noise. The receiver must decode the received message, which can be mathematically modelled as a search for the closest lattice point to a given vector. This problem is known to be NP-hard in general, but for communications applications there exist algorithms that, for a certain range of system parameters, offer polynomial expected complexity. The purpose of the thesis is to study the sphere decoding algorithm introduced in the article On Maximum-Likelihood Detection and the Search for the Closest Lattice Point, which was published by M.O. Damen, H. El Gamal and G. Caire in 2003. We concentrate especially on its computational complexity when used in space–time coding. Computer simulations are used to study how different system parameters affect the computational complexity of the algorithm. The aim is to find ways to improve the algorithm from the complexity point of view. The main contribution of the thesis is the construction of two new modifications to the sphere decoding algorithm, which are shown to perform faster than the original algorithm within a range of system parameters.

Multifrequency VLBI Observations of Selected Active Galactic Nuclei

In this dissertation, active galactic nuclei (AGN) are discussed, as they are seen with the high-resolution radio-astronomical technique called Very Long Baseline Interferometry (VLBI). This observational technique provides very high angular resolution (_ 10−300 = 1 milliarcsecond). VLBI observations, performed at different radio frequencies (multi-frequency VLBI), allow to penetrate deep into the core of an AGN to reveal an otherwise obscured inner part of the jet and the vicinity of the AGN’s central engine. Multi-frequency VLBI data are used to scrutinize the structure and evolution of the jet, as well as the distribution of the polarized emission. These data can help to derive the properties of the plasma and the magnetic field, and to provide constraints to the jet composition and the parameters of emission mechanisms. Also VLBI data can be used for testing the possible physical processes in the jet by comparing observational results with results of numerical simulations. The work presented in this thesis contributes to different aspects of AGN physics studies, as well as to the methodology of VLBI data reduction. In particular, Paper I reports evidence of optical and radio emission of AGN coming from the same region in the inner jet. This result was obtained via simultaneous observations of linear polarization in the optical and in radio using VLBI technique of a sample of AGN. Papers II and III describe, in detail, the jet kinematics of the blazar 0716+714, based on multi-frequency data, and reveal a peculiar kinematic pattern: plasma in the inner jet appears to move substantially faster that that in the large-scale jet. This peculiarity is explained by the jet bending, in Paper III. Also, Paper III presents a test of the new imaging technique for VLBI data, the Generalized Maximum Entropy Method (GMEM), with the observed (not simulated) data and compares its results with the conventional imaging. Papers IV and V report the results of observations of the circularly polarized (CP) emission in AGN at small spatial scales. In particular, Paper IV presents values of the core CP for 41 AGN at 15, 22 and 43 GHz, obtained with the help of the standard Gain transfer (GT) method, which was previously developed by D. Homan and J.Wardle for the calibration of multi-source VLBI observations. This method was developed for long multi-source observations, when many AGN are observed in a single VLBI run. In contrast, in Paper V, an attempt is made to apply the GT method to single-source VLBI observations. In such observations, the object list would include only a few sources: a target source and two or three calibrators, and it lasts much shorter than the multi-source experiment. For the CP calibration of a single-source observation, it is necessary to have a source with zero or known CP as one of the calibrators. If the archival observations included such a source to the list of calibrators, the GT could also be used for the archival data, increasing a list of known AGN with the CP at small spatial scale. Paper V contains also calculation of contributions of different sourced of errors to the uncertainty of the final result, and presents the first results for the blazar 0716+714.

Linear prediction in optical spectroscopy

A linear prediction procedure is one of the approved numerical methods of signal processing. In the field of optical spectroscopy it is used mainly for extrapolation known parts of an optical signal in order to obtain a longer one or deduce missing signal samples. The first is needed particularly when narrowing spectral lines for the purpose of spectral information extraction. In the present paper the coherent anti-Stokes Raman scattering (CARS) spectra were under investigation. The spectra were significantly distorted by the presence of nonlinear nonresonant background. In addition, line shapes were far from Gaussian/Lorentz profiles. To overcome these disadvantages the maximum entropy method (MEM) for phase spectrum retrieval was used. The obtained broad MEM spectra were further underwent the linear prediction analysis in order to be narrowed.

Simulating the dynamics of silver market using computational market dynamics

Traditional econometric approaches in modeling the dynamics of equity and commodity markets, have, made great progress in the past decades. However, they assume rationality among the economic agents and and do not capture the dynamics that produce extreme events (black swans), due to deviation from the rationality assumption. The purpose of this study is to simulate the dynamics of silver markets by using the novel computational market dynamics approach. To this end, the daily data from the period of 1st March 2000 to 1st March 2013 of closing prices of spot silver prices has been simulated with the Jabłonska-Capasso-Morale(JCM) model. The Maximum Likelihood approach has been employed to calibrate the acquired data with JCM. Statistical analysis of the simulated series with respect to the actual one has been conducted to evaluate model performance. The model captures the animal spirits dynamics present in the data under evaluation well.

Kalman filter for computational market dynamics

Kalman filter is a recursive mathematical power tool that plays an increasingly vital role in innumerable fields of study. The filter has been put to service in a multitude of studies involving both time series modelling and financial time series modelling. Modelling time series data in Computational Market Dynamics (CMD) can be accomplished using the Jablonska-Capasso-Morale (JCM) model. Maximum likelihood approach has always been utilised to estimate the parameters of the JCM model. The purpose of this study is to discover if the Kalman filter can be effectively utilized in CMD. Ensemble Kalman filter (EnKF), with 50 ensemble members, applied to US sugar prices spanning the period of January, 1960 to February, 2012 was employed for this work. The real data and Kalman filter trajectories showed no significant discrepancies, hence indicating satisfactory performance of the technique. Since only US sugar prices were utilized, it would be interesting to discover the nature of results if other data sets are employed.