6 resultados para nonlinear rational expectations models

em DigitalCommons@The Texas Medical Center


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It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

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Life expectancy has consistently increased over the last 150 years due to improvements in nutrition, medicine, and public health. Several studies found that in many developed countries, life expectancy continued to rise following a nearly linear trend, which was contrary to a common belief that the rate of improvement in life expectancy would decelerate and was fit with an S-shaped curve. Using samples of countries that exhibited a wide range of economic development levels, we explored the change in life expectancy over time by employing both nonlinear and linear models. We then observed if there were any significant differences in estimates between linear models, assuming an auto-correlated error structure. When data did not have a sigmoidal shape, nonlinear growth models sometimes failed to provide meaningful parameter estimates. The existence of an inflection point and asymptotes in the growth models made them inflexible with life expectancy data. In linear models, there was no significant difference in the life expectancy growth rate and future estimates between ordinary least squares (OLS) and generalized least squares (GLS). However, the generalized least squares model was more robust because the data involved time-series variables and residuals were positively correlated. ^

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Hippocampal place cells in the rat undergo experience-dependent changes when the rat runs stereotyped routes. One such change, the backward shift of the place field center of mass, has been linked by previous modeling efforts to spike-timing-dependent plasticity (STDP). However, these models did not account for the termination of the place field shift and they were based on an abstract implementation of STDP that ignores many of the features found in cortical plasticity. Here, instead of the abstract STDP model, we use a calcium-dependent plasticity (CaDP) learning rule that can account for many of the observed properties of cortical plasticity. We use the CaDP learning rule in combination with a model of metaplasticity to simulate place field dynamics. Without any major changes to the parameters of the original model, the present simulations account both for the initial rapid place field shift and for the subsequent slowing down of this shift. These results suggest that the CaDP model captures the essence of a general cortical mechanism of synaptic plasticity, which may underlie numerous forms of synaptic plasticity observed both in vivo and in vitro.

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Withdrawal reflexes of the mollusk Aplysia exhibit sensitization, a simple form of long-term memory (LTM). Sensitization is due, in part, to long-term facilitation (LTF) of sensorimotor neuron synapses. LTF is induced by the modulatory actions of serotonin (5-HT). Pettigrew et al. developed a computational model of the nonlinear intracellular signaling and gene network that underlies the induction of 5-HT-induced LTF. The model simulated empirical observations that repeated applications of 5-HT induce persistent activation of protein kinase A (PKA) and that this persistent activation requires a suprathreshold exposure of 5-HT. This study extends the analysis of the Pettigrew model by applying bifurcation analysis, singularity theory, and numerical simulation. Using singularity theory, classification diagrams of parameter space were constructed, identifying regions with qualitatively different steady-state behaviors. The graphical representation of these regions illustrates the robustness of these regions to changes in model parameters. Because persistent protein kinase A (PKA) activity correlates with Aplysia LTM, the analysis focuses on a positive feedback loop in the model that tends to maintain PKA activity. In this loop, PKA phosphorylates a transcription factor (TF-1), thereby increasing the expression of an ubiquitin hydrolase (Ap-Uch). Ap-Uch then acts to increase PKA activity, closing the loop. This positive feedback loop manifests multiple, coexisting steady states, or multiplicity, which provides a mechanism for a bistable switch in PKA activity. After the removal of 5-HT, the PKA activity either returns to its basal level (reversible switch) or remains at a high level (irreversible switch). Such an irreversible switch might be a mechanism that contributes to the persistence of LTM. The classification diagrams also identify parameters and processes that might be manipulated, perhaps pharmacologically, to enhance the induction of memory. Rational drug design, to affect complex processes such as memory formation, can benefit from this type of analysis.

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Anticancer drugs typically are administered in the clinic in the form of mixtures, sometimes called combinations. Only in rare cases, however, are mixtures approved as drugs. Rather, research on mixtures tends to occur after single drugs have been approved. The goal of this research project was to develop modeling approaches that would encourage rational preclinical mixture design. To this end, a series of models were developed. First, several QSAR classification models were constructed to predict the cytotoxicity, oral clearance, and acute systemic toxicity of drugs. The QSAR models were applied to a set of over 115,000 natural compounds in order to identify promising ones for testing in mixtures. Second, an improved method was developed to assess synergistic, antagonistic, and additive effects between drugs in a mixture. This method, dubbed the MixLow method, is similar to the Median-Effect method, the de facto standard for assessing drug interactions. The primary difference between the two is that the MixLow method uses a nonlinear mixed-effects model to estimate parameters of concentration-effect curves, rather than an ordinary least squares procedure. Parameter estimators produced by the MixLow method were more precise than those produced by the Median-Effect Method, and coverage of Loewe index confidence intervals was superior. Third, a model was developed to predict drug interactions based on scores obtained from virtual docking experiments. This represents a novel approach for modeling drug mixtures and was more useful for the data modeled here than competing approaches. The model was applied to cytotoxicity data for 45 mixtures, each composed of up to 10 selected drugs. One drug, doxorubicin, was a standard chemotherapy agent and the others were well-known natural compounds including curcumin, EGCG, quercetin, and rhein. Predictions of synergism/antagonism were made for all possible fixed-ratio mixtures, cytotoxicities of the 10 best-scoring mixtures were tested, and drug interactions were assessed. Predicted and observed responses were highly correlated (r2 = 0.83). Results suggested that some mixtures allowed up to an 11-fold reduction of doxorubicin concentrations without sacrificing efficacy. Taken together, the models developed in this project present a general approach to rational design of mixtures during preclinical drug development. ^

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A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^