A Mixture model with random-effects components for clustering correlated gene-expression profiles

Motivation: The clustering of gene profiles across some experimental conditions of interest contributes significantly to the elucidation of unknown gene function, the validation of gene discoveries and the interpretation of biological processes. However, this clustering problem is not straightforward as the profiles of the genes are not all independently distributed and the expression levels may have been obtained from an experimental design involving replicated arrays. Ignoring the dependence between the gene profiles and the structure of the replicated data can result in important sources of variability in the experiments being overlooked in the analysis, with the consequent possibility of misleading inferences being made. We propose a random-effects model that provides a unified approach to the clustering of genes with correlated expression levels measured in a wide variety of experimental situations. Our model is an extension of the normal mixture model to account for the correlations between the gene profiles and to enable covariate information to be incorporated into the clustering process. Hence the model is applicable to longitudinal studies with or without replication, for example, time-course experiments by using time as a covariate, and to cross-sectional experiments by using categorical covariates to represent the different experimental classes. Results: We show that our random-effects model can be fitted by maximum likelihood via the EM algorithm for which the E(expectation) and M(maximization) steps can be implemented in closed form. Hence our model can be fitted deterministically without the need for time-consuming Monte Carlo approximations. The effectiveness of our model-based procedure for the clustering of correlated gene profiles is demonstrated on three real datasets, representing typical microarray experimental designs, covering time-course, repeated-measurement and cross-sectional data. In these examples, relevant clusters of the genes are obtained, which are supported by existing gene-function annotation. A synthetic dataset is considered too.

Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.

Molecular phase space transport in water:non-stationary random walk model

Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in the phase space for bulk water at ambient conditions by checking the equivalence of the transport to the random walk model. Contrary to common expectations we have found that some statistical features of the transport in the phase space differ from those of the normal diffusion models. This implies a non-random character of the path search process by the reacting complexes in water solutions. Our further numerical experiments show that a significant long period of non-stationarity in the transition probabilities of the segments of molecular trajectories can account for the observed non-uniform filling of the phase space. Surprisingly, the characteristic periods in the model non-stationarity constitute hundreds of nanoseconds, that is much longer time scales compared to typical lifetime of known liquid water molecular structures (several picoseconds).

Solvable model for distribution networks on random graphs

We propose a simple model that captures the salient properties of distribution networks, and study the possible occurrence of blackouts, i.e., sudden failings of large portions of such networks. The model is defined on a random graph of finite connectivity. The nodes of the graph represent hubs of the network, while the edges of the graph represent the links of the distribution network. Both, the nodes and the edges carry dynamical two state variables representing the functioning or dysfunctional state of the node or link in question. We describe a dynamical process in which the breakdown of a link or node is triggered when the level of maintenance it receives falls below a given threshold. This form of dynamics can lead to situations of catastrophic breakdown, if levels of maintenance are themselves dependent on the functioning of the net, once maintenance levels locally fall below a critical threshold due to fluctuations. We formulate conditions under which such systems can be analyzed in terms of thermodynamic equilibrium techniques, and under these conditions derive a phase diagram characterizing the collective behavior of the system, given its model parameters. The phase diagram is confirmed qualitatively and quantitatively by simulations on explicit realizations of the graph, thus confirming the validity of our approach. © 2007 The American Physical Society.

Web based expert elicitation of uncertainties in environmental model inputs

When constructing and using environmental models, it is typical that many of the inputs to the models will not be known perfectly. In some cases, it will be possible to make observations, or occasionally physics-based uncertainty propagation, to ascertain the uncertainty on these inputs. However, such observations are often either not available or even possible, and another approach to characterising the uncertainty on the inputs must be sought. Even when observations are available, if the analysis is being carried out within a Bayesian framework then prior distributions will have to be specified. One option for gathering or at least estimating this information is to employ expert elicitation. Expert elicitation is well studied within statistics and psychology and involves the assessment of the beliefs of a group of experts about an uncertain quantity, (for example an input / parameter within a model), typically in terms of obtaining a probability distribution. One of the challenges in expert elicitation is to minimise the biases that might enter into the judgements made by the individual experts, and then to come to a consensus decision within the group of experts. Effort is made in the elicitation exercise to prevent biases clouding the judgements through well-devised questioning schemes. It is also important that, when reaching a consensus, the experts are exposed to the knowledge of the others in the group. Within the FP7 UncertWeb project (http://www.uncertweb.org/), there is a requirement to build a Webbased tool for expert elicitation. In this paper, we discuss some of the issues of building a Web-based elicitation system - both the technological aspects and the statistical and scientific issues. In particular, we demonstrate two tools: a Web-based system for the elicitation of continuous random variables and a system designed to elicit uncertainty about categorical random variables in the setting of landcover classification uncertainty. The first of these examples is a generic tool developed to elicit uncertainty about univariate continuous random variables. It is designed to be used within an application context and extends the existing SHELF method, adding a web interface and access to metadata. The tool is developed so that it can be readily integrated with environmental models exposed as web services. The second example was developed for the TREES-3 initiative which monitors tropical landcover change through ground-truthing at confluence points. It allows experts to validate the accuracy of automated landcover classifications using site-specific imagery and local knowledge. Experts may provide uncertainty information at various levels: from a general rating of their confidence in a site validation to a numerical ranking of the possible landcover types within a segment. A key challenge in the web based setting is the design of the user interface and the method of interacting between the problem owner and the problem experts. We show the workflow of the elicitation tool, and show how we can represent the final elicited distributions and confusion matrices using UncertML, ready for integration into uncertainty enabled workflows.We also show how the metadata associated with the elicitation exercise is captured and can be referenced from the elicited result, providing crucial lineage information and thus traceability in the decision making process.

Statnote 9: The one-way analysis of variance (random effects model)

There is an alternative model of the 1-way ANOVA called the 'random effects' model or ‘nested’ design in which the objective is not to test specific effects but to estimate the degree of variation of a particular measurement and to compare different sources of variation that influence the measurement in space and/or time. The most important statistics from a random effects model are the components of variance which estimate the variance associated with each of the sources of variation influencing a measurement. The nested design is particularly useful in preliminary experiments designed to estimate different sources of variation and in the planning of appropriate sampling strategies.

Contrast sensitivity for complex and random gratings

This thesis studied the effect of (i) the number of grating components and (ii) parameter randomisation on root-mean-square (r.m.s.) contrast sensitivity and spatial integration. The effectiveness of spatial integration without external spatial noise depended on the number of equally spaced orientation components in the sum of gratings. The critical area marking the saturation of spatial integration was found to decrease when the number of components increased from 1 to 5-6 but increased again at 8-16 components. The critical area behaved similarly as a function of the number of grating components when stimuli consisted of 3, 6 or 16 components with different orientations and/or phases embedded in spatial noise. Spatial integration seemed to depend on the global Fourier structure of the stimulus. Spatial integration was similar for sums of two vertical cosine or sine gratings with various Michelson contrasts in noise. The critical area for a grating sum was found to be a sum of logarithmic critical areas for the component gratings weighted by their relative Michelson contrasts. The human visual system was modelled as a simple image processor where the visual stimuli is first low-pass filtered by the optical modulation transfer function of the human eye and secondly high-pass filtered, up to the spatial cut-off frequency determined by the lowest neural sampling density, by the neural modulation transfer function of the visual pathways. The internal noise is then added before signal interpretation occurs in the brain. The detection is mediated by a local spatially windowed matched filter. The model was extended to include complex stimuli and its applicability to the data was found to be successful. The shape of spatial integration function was similar for non-randomised and randomised simple and complex gratings. However, orientation and/or phase randomised reduced r.m.s contrast sensitivity by a factor of 2. The effect of parameter randomisation on spatial integration was modelled under the assumption that human observers change the observer strategy from cross-correlation (i.e., a matched filter) to auto-correlation detection when uncertainty is introduced to the task. The model described the data accurately.

NLSE-based model of a random distributed feedback fiber laser

In this work we propose a NLSE-based model of power and spectral properties of the random distributed feedback (DFB) fiber laser. The model is based on coupled set of non-linear Schrödinger equations for pump and Stokes waves with the distributed feedback due to Rayleigh scattering. The model considers random backscattering via its average strength, i.e. we assume that the feedback is incoherent. In addition, this allows us to speed up simulations sufficiently (up to several orders of magnitude). We found that the model of the incoherent feedback predicts the smooth and narrow (comparing with the gain spectral profile) generation spectrum in the random DFB fiber laser. The model allows one to optimize the random laser generation spectrum width varying the dispersion and nonlinearity values: we found, that the high dispersion and low nonlinearity results in narrower spectrum that could be interpreted as four-wave mixing between different spectral components in the quasi-mode-less spectrum of the random laser under study could play an important role in the spectrum formation. Note that the physical mechanism of the random DFB fiber laser formation and broadening is not identified yet. We investigate temporal and statistical properties of the random DFB fiber laser dynamics. Interestingly, we found that the intensity statistics is not Gaussian. The intensity auto-correlation function also reveals that correlations do exist. The possibility to optimize the system parameters to enhance the observed intrinsic spectral correlations to further potentially achieved pulsed (mode-locked) operation of the mode-less random distributed feedback fiber laser is discussed.

A lumped parameter model for the analysis of the motion of the muscles of the lower limbs under whole-body vibration

Through a lumped parameter modelling approach, a dynamical model, which can reproduce the motion of the muscles of a human body standing in different postures during Whole Body Vibrations (WBVs) treatment, has been developed. The key parameters, associated to the dynamics of the motion of the muscles of the lower limbs, have been identified starting from accelerometer measurements. The developed model can be usefully applied to the optimization of WBVs treatments which can effectively enhance muscle activation. © 2013 IEEE.

Implementation of the EM Algorithm for Maximum Likelihood Estimation of a Random Effects Model for One Longitudinal Ordinal Outcome

2010 Mathematics Subject Classification: 62J99.

A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression)

Considering the so-called "multinomial discrete choice" model the focus of this paper is on the estimation problem of the parameters. Especially, the basic question arises how to carry out the point and interval estimation of the parameters when the model is mixed i.e. includes both individual and choice-specific explanatory variables while a standard MDC computer program is not available for use. The basic idea behind the solution is the use of the Cox-proportional hazards method of survival analysis which is available in any standard statistical package and provided a data structure satisfying certain special requirements it yields the MDC solutions desired. The paper describes the features of the data set to be analysed.

Magyarország hét régiójának új gazdaságföldrajzi modellje – paraméterbecslés (The new economic-geography model of Hungary's seven regions - a parameter estimate)

Az új gazdaságföldrajz – amely napjaink egy igen népszerű közgazdaságtani tudományága – modelljének majdnem minden paramétere előállítható közvetlenül külső adatok segítségével. A helyettesítési rugalmassághoz azonban más módszerre van szükség. Puga [1999] által felvázolt új gazdaságföldrajzi modellt követve, egy regressziós egyenlettel megbecsülhetővé válik a kívánt paraméter, amit Magyarország hét régiójára vonatkozó béregyenlet becsléséből nyertünk. A helyettesítési rugalmasság értéke eltér a szakirodalomhoz képest, aminek magyarázata Magyarország fejlettségi szintjével állhat összefüggésben. ____ The model of the new economic geography - very popular material for economic study these days - allows almost every parameter to be presented directly with the aid of outside data. However, another method is required for substitution flexibility. With the new economic-geography model devised by Puga [1999], a regression equation allows an estimate to be made for the desired parameter, which yielded the wage equation for the six regions of Hungary. The value for substitution flexibility differs from that of the literature, the explanation for which may lie in Hungary's level of development.

Reduced-parameter model of head-related transfer functions for synthesized spatial audio

Digital systems can generate left and right audio channels that create the effect of virtual sound source placement (spatialization) by processing an audio signal through pairs of Head-Related Transfer Functions (HRTFs) or, equivalently, Head-Related Impulse Responses (HRIRs). The spatialization effect is better when individually-measured HRTFs or HRIRs are used than when generic ones (e.g., from a mannequin) are used. However, the measurement process is not available to the majority of users. There is ongoing interest to find mechanisms to customize HRTFs or HRIRs to a specific user, in order to achieve an improved spatialization effect for that subject. Unfortunately, the current models used for HRTFs and HRIRs contain over a hundred parameters and none of those parameters can be easily related to the characteristics of the subject. This dissertation proposes an alternative model for the representation of HRTFs, which contains at most 30 parameters, all of which have a defined functional significance. It also presents methods to obtain the value of parameters in the model to make it approximately equivalent to an individually-measured HRTF. This conversion is achieved by the systematic deconstruction of HRIR sequences through an augmented version of the Hankel Total Least Squares (HTLS) decomposition approach. An average 95% match (fit) was observed between the original HRIRs and those re-constructed from the Damped and Delayed Sinusoids (DDSs) found by the decomposition process, for ipsilateral source locations. The dissertation also introduces and evaluates an HRIR customization procedure, based on a multilinear model implemented through a 3-mode tensor, for mapping of anatomical data from the subjects to the HRIR sequences at different sound source locations. This model uses the Higher-Order Singular Value Decomposition (HOSVD) method to represent the HRIRs and is capable of generating customized HRIRs from easily attainable anatomical measurements of a new intended user of the system. Listening tests were performed to compare the spatialization performance of customized, generic and individually-measured HRIRs when they are used for synthesized spatial audio. Statistical analysis of the results confirms that the type of HRIRs used for spatialization is a significant factor in the spatialization success, with the customized HRIRs yielding better results than generic HRIRs.

A Markov chain location-allocation meta-model for hurricane relief

An emergency is a deviation from a planned course of events that endangers people, properties, or the environment. It can be described as an unexpected event that causes economic damage, destruction, and human suffering. When a disaster happens, Emergency Managers are expected to have a response plan to most likely disaster scenarios. Unlike earthquakes and terrorist attacks, a hurricane response plan can be activated ahead of time, since a hurricane is predicted at least five days before it makes landfall. This research looked into the logistics aspects of the problem, in an attempt to develop a hurricane relief distribution network model. We addressed the problem of how to efficiently and effectively deliver basic relief goods to victims of a hurricane disaster. Specifically, where to preposition State Staging Areas (SSA), which Points of Distributions (PODs) to activate, and the allocation of commodities to each POD. Previous research has addressed several of these issues, but not with the incorporation of the random behavior of the hurricane's intensity and path. This research presents a stochastic meta-model that deals with the location of SSAs and the allocation of commodities. The novelty of the model is that it treats the strength and path of the hurricane as stochastic processes, and models them as Discrete Markov Chains. The demand is also treated as stochastic parameter because it depends on the stochastic behavior of the hurricane. However, for the meta-model, the demand is an input that is determined using Hazards United States (HAZUS), a software developed by the Federal Emergency Management Agency (FEMA) that estimates losses due to hurricanes and floods. A solution heuristic has been developed based on simulated annealing. Since the meta-model is a multi-objective problem, the heuristic is a multi-objective simulated annealing (MOSA), in which the initial solution and the cooling rate were determined via a Design of Experiments. The experiment showed that the initial temperature (T0) is irrelevant, but temperature reduction (δ) must be very gradual. Assessment of the meta-model indicates that the Markov Chains performed as well or better than forecasts made by the National Hurricane Center (NHC). Tests of the MOSA showed that it provides solutions in an efficient manner. Thus, an illustrative example shows that the meta-model is practical.