Proteins in silico-modeling and sampling

Proteins are linear chain molecules made out of amino acids. Only when they fold to their native states, they become functional. This dissertation aims to model the solvent (environment) effect and to develop & implement enhanced sampling methods that enable a reliable study of the protein folding problem in silico. We have developed an enhanced solvation model based on the solution to the Poisson-Boltzmann equation in order to describe the solvent effect. Following the quantum mechanical Polarizable Continuum Model (PCM), we decomposed net solvation free energy into three physical terms– Polarization, Dispersion and Cavitation. All the terms were implemented, analyzed and parametrized individually to obtain a high level of accuracy. In order to describe the thermodynamics of proteins, their conformational space needs to be sampled thoroughly. Simulations of proteins are hampered by slow relaxation due to their rugged free-energy landscape, with the barriers between minima being higher than the thermal energy at physiological temperatures. In order to overcome this problem a number of approaches have been proposed of which replica exchange method (REM) is the most popular. In this dissertation we describe a new variant of canonical replica exchange method in the context of molecular dynamic simulation. The advantage of this new method is the easily tunable high acceptance rate for the replica exchange. We call our method Microcanonical Replica Exchange Molecular Dynamic (MREMD). We have described the theoretical frame work, comment on its actual implementation, and its application to Trp-cage mini-protein in implicit solvent. We have been able to correctly predict the folding thermodynamics of this protein using our approach.

Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.