Stochastic simulations of the origins and implications of long-tailed distributions in gene expression

Gene expression noise results in protein number distributions ranging from long-tailed to Gaussian. We show how long-tailed distributions arise from a stochastic model of the constituent chemical reactions and suggest that, in conjunction with cooperative switches, they lead to more sensitive selection of a subpopulation of cells with high protein number than is possible with Gaussian distributions. Single-cell-tracking experiments are presented to validate some of the assumptions of the stochastic simulations. We also examine the effect of DNA looping on the shape of protein distributions. We further show that when switches are incorporated in the regulation of a gene via a feedback loop, the distributions can become bimodal. This might explain the bimodal distribution of certain morphogens during early embryogenesis.

Stochastic dynamics modeling of the protein sequence length distribution in genomes: implications for microbial evolution

In this paper, we report an analysis of the protein sequence length distribution for 13 bacteria, four archaea and one eukaryote whose genomes have been completely sequenced, The frequency distribution of protein sequence length for all the 18 organisms are remarkably similar, independent of genome size and can be described in terms of a lognormal probability distribution function. A simple stochastic model based on multiplicative processes has been proposed to explain the sequence length distribution. The stochastic model supports the random-origin hypothesis of protein sequences in genomes. Distributions of large proteins deviate from the overall lognormal behavior. Their cumulative distribution follows a power-law analogous to Pareto's law used to describe the income distribution of the wealthy. The protein sequence length distribution in genomes of organisms has important implications for microbial evolution and applications. (C) 1999 Elsevier Science B.V. All rights reserved.

Carnatic music analysis: Shadja, swara identification and rAga verification in AlApana using stochastic models

We analyze the AlApana of a Carnatic music piece without the prior knowledge of the singer or the rAga. AlApana is ameans to communicate to the audience, the flavor or the bhAva of the rAga through the permitted notes and its phrases. The input to our analysis is a recording of the vocal AlApana along with the accompanying instrument. The AdhAra shadja(base note) of the singer for that AlApana is estimated through a stochastic model of note frequencies. Based on the shadja, we identify the notes (swaras) used in the AlApana using a semi-continuous GMM. Using the probabilities of each note interval, we recognize swaras of the AlApana. For sampurNa rAgas, we can identify the possible rAga, based on the swaras. We have been able to achieve correct shadja identification, which is crucial to all further steps, in 88.8% of 55 AlApanas. Among them (48 AlApanas of 7 rAgas), we get 91.5% correct swara identification and 62.13% correct R (rAga) accuracy.

A finite population model of mlecular evolution: theory and computation

This article is concerned with the evolution of haploid organisms that reproduce asexually. In a seminal piece of work, Eigen and coauthors proposed the quasispecies model in an attempt to understand such an evolutionary process. Their work has impacted antiviral treatment and vaccine design strategies. Yet, predictions of the quasispecies model are at best viewed as a guideline, primarily because it assumes an infinite population size, whereas realistic population sizes can be quite small. In this paper we consider a population genetics-based model aimed at understanding the evolution of such organisms with finite population sizes and present a rigorous study of the convergence and computational issues that arise therein. Our first result is structural and shows that, at any time during the evolution, as the population size tends to infinity, the distribution of genomes predicted by our model converges to that predicted by the quasispecies model. This justifies the continued use of the quasispecies model to derive guidelines for intervention. While the stationary state in the quasispecies model is readily obtained, due to the explosion of the state space in our model, exact computations are prohibitive. Our second set of results are computational in nature and address this issue. We derive conditions on the parameters of evolution under which our stochastic model mixes rapidly. Further, for a class of widely used fitness landscapes we give a fast deterministic algorithm which computes the stationary distribution of our model. These computational tools are expected to serve as a framework for the modeling of strategies for the deployment of mutagenic drugs.

Effects of stochastic extension in ideal microcrack system

The effects of stochastic extension on the statistical evolution of the ideal microcrack system are discussed. First, a general theoretical formulation and an expression for the transition probability of extension process are presented, then the features of evolution in stochastic model are demonstrated by several numerical results and compared with that in deterministic model.

Numerical study of soil heterogeneity effects on contaminant transport in unsaturated soil (model development and validation)

The movement of chemicals through soil to groundwater is a major cause of degradation of water resources. In many cases, serious human and stock health implications are associated with this form of pollution. The study of the effects of different factors involved in transport phenomena can provide valuable information to find the best remediation approaches. Numerical models are increasingly being used for predicting or analyzing solute transport processes in soils and groundwater. This article presents the development of a stochastic finite element model for the simulation of contaminant transport through soils with the main focus being on the incorporation of the effects of soil heterogeneity in the model. The governing equations of contaminant transport are presented. The mathematical framework and the numerical implementation of the model are described. The comparison of the results obtained from the developed stochastic model with those obtained from a deterministic method and some experimental results shows that the stochastic model is capable of predicting the transport of solutes in unsaturated soil with higher accuracy than deterministic one. The importance of the consideration of the effects of soil heterogeneity on contaminant fate is highlighted through a sensitivity analysis regarding the variance of saturated hydraulic conductivity as an index of soil heterogeneity. © 2011 John Wiley & Sons, Ltd.

Comparison of deterministic, stochastic and fuzzy logic uncertainty modelling for capacity extension projects of DI/WFI pharmaceutical plant utilities with variable/dynamic demand

The last 30 years have seen Fuzzy Logic (FL) emerging as a method either complementing or challenging stochastic methods as the traditional method of modelling uncertainty. But the circumstances under which FL or stochastic methods should be used are shrouded in disagreement, because the areas of application of statistical and FL methods are overlapping with differences in opinion as to when which method should be used. Lacking are practically relevant case studies comparing these two methods. This work compares stochastic and FL methods for the assessment of spare capacity on the example of pharmaceutical high purity water (HPW) utility systems. The goal of this study was to find the most appropriate method modelling uncertainty in industrial scale HPW systems. The results provide evidence which suggests that stochastic methods are superior to the methods of FL in simulating uncertainty in chemical plant utilities including HPW systems in typical cases whereby extreme events, for example peaks in demand, or day-to-day variation rather than average values are of interest. The average production output or other statistical measures may, for instance, be of interest in the assessment of workshops. Furthermore the results indicate that the stochastic model should be used only if found necessary by a deterministic simulation. Consequently, this thesis concludes that either deterministic or stochastic methods should be used to simulate uncertainty in chemical plant utility systems and by extension some process system because extreme events or the modelling of day-to-day variation are important in capacity extension projects. Other reasons supporting the suggestion that stochastic HPW models are preferred to FL HPW models include: 1. The computer code for stochastic models is typically less complex than a FL models, thus reducing code maintenance and validation issues. 2. In many respects FL models are similar to deterministic models. Thus the need for a FL model over a deterministic model is questionable in the case of industrial scale HPW systems as presented here (as well as other similar systems) since the latter requires simpler models. 3. A FL model may be difficult to "sell" to an end-user as its results represent "approximate reasoning" a definition of which is, however, lacking. 4. Stochastic models may be applied with some relatively minor modifications on other systems, whereas FL models may not. For instance, the stochastic HPW system could be used to model municipal drinking water systems, whereas the FL HPW model should or could not be used on such systems. This is because the FL and stochastic model philosophies of a HPW system are fundamentally different. The stochastic model sees schedule and volume uncertainties as random phenomena described by statistical distributions based on either estimated or historical data. The FL model, on the other hand, simulates schedule uncertainties based on estimated operator behaviour e.g. tiredness of the operators and their working schedule. But in a municipal drinking water distribution system the notion of "operator" breaks down. 5. Stochastic methods can account for uncertainties that are difficult to model with FL. The FL HPW system model does not account for dispensed volume uncertainty, as there appears to be no reasonable method to account for it with FL whereas the stochastic model includes volume uncertainty.

A model for radiation-induced bystander effects, with allowance for spatial position and the effects of cell turnover

Bystander effects, whereby cells that are not directly exposed to ionizing radiation exhibit adverse biological effects, have been observed in a number of experimental systems. A novel stochastic model of the radiation-induced bystander effect is developed that takes account of spatial location, cell killing and repopulation. The ionizing radiation dose- and time-responses of this model are explored, and it is shown to exhibit pronounced downward curvature in the high dose-rate region, similar to that observed in many experimental systems, reviewed in the paper. It is also shown to predict the augmentation of effect after fractionated delivery of dose that has been observed in certain experimental systems. It is shown that the generally intractable solution of the full stochastic system can be considerably simplified by assumption of pairwise conditional dependence that varies exponentially over time. (C) 2004 Elsevier Ltd. All rights reserved.

The effect of the equivalent-weights particle filter on dynamical balance in a primitive equation model

The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

Stochastic simulations of the Madden-Julian oscillation activity

The Madden-Julian oscillation (MJO) is the most prominent form of tropical intraseasonal variability. This study investigated the following questions. Do inter-annual-to-decadal variations in tropical sea surface temperature (SST) lead to substantial changes in MJO activity? Was there a change in the MJO in the 1970s? Can this change be associated to SST anomalies? What was the level of MJO activity in the pre-reanalysis era? These questions were investigated with a stochastic model of the MJO. Reanalysis data (1948-2008) were used to develop a nine-state first order Markov model capable to simulate the non-stationarity of the MJO. The model is driven by observed SST anomalies and a large ensemble of simulations was performed to infer the activity of the MJO in the instrumental period (1880-2008). The model is capable to reproduce the activity of the MJO during the reanalysis period. The simulations indicate that the MJO exhibited a regime of near normal activity in 1948-1972 (3.4 events year(-1)) and two regimes of high activity in 1973-1989 (3.9 events) and 1990-2008 (4.6 events). Stochastic simulations indicate decadal shifts with near normal levels in 1880-1895 (3.4 events), low activity in 1896 1917 (2.6 events) and a return to near normal levels during 1918-1947 (3.3 events). The results also point out to significant decadal changes in probabilities of very active years (5 or more MJO events): 0.214 (1880-1895), 0.076 (1896-1917), 0.197 (1918-1947) and 0.193 (1948-1972). After a change in behavior in the 1970s, this probability has increased to 0.329 (1973-1989) and 0.510 (1990-2008). The observational and stochastic simulations presented here call attention to the need to further understand the variability of the MJO on a wide range of time scales.

Stochastic modelling considering ionospheric scintillation effects on GNSS relative and point positioning

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data

In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis - latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.

Stochastic modeling of bacterial protein domains distribution to predict horizontal gene transfer

In questo elaborato, abbiamo tentato di modellizzare i processi che regolano la presenza dei domini proteici. I domini proteici studiati in questa tesi sono stati ottenuti dai genomi batterici disponibili nei data base pubblici (principalmente dal National Centre for Biotechnology Information: NCBI) tramite una procedura di simulazione computazionale. Ci siamo concentrati su organismi batterici in quanto in essi la presenza di geni trasmessi orizzontalmente, ossia che parte del materiale genetico non provenga dai genitori, e assodato che sia presente in una maggiore percentuale rispetto agli organismi più evoluti. Il modello usato si basa sui processi stocastici di nascita e morte, con l'aggiunta di un parametro di migrazione, usato anche nella descrizione dell'abbondanza relativa delle specie in ambito delle biodiversità ecologiche. Le relazioni tra i parametri, calcolati come migliori stime di una distribuzione binomiale negativa rinormalizzata e adattata agli istogrammi sperimentali, ci induce ad ipotizzare che le famiglie batteriche caratterizzate da un basso valore numerico del parametro di immigrazione abbiano contrastato questo deficit con un elevato valore del tasso di nascita. Al contrario, ipotizziamo che le famiglie con un tasso di nascita relativamente basso si siano adattate, e in conseguenza, mostrano un elevato valore del parametro di migrazione. Inoltre riteniamo che il parametro di migrazione sia direttamente proporzionale alla quantità di trasferimento genico orizzontale effettuato dalla famiglia batterica.

Forecasting cost based on a stochastic utilization plan and a fixed cost function

The application of Markov processes is very useful to health-care problems. The objective of this study is to provide a structured methodology of forecasting cost based upon combining a stochastic model of utilization (Markov Chain) and deterministic cost function. The perspective of the cost in this study is the reimbursement for the services rendered. The data to be used is the OneCare database of claim records of their enrollees over a two-year period of January 1, 1996–December 31, 1997. The model combines a Markov Chain that describes the utilization pattern and its variability where the use of resources by risk groups (age, gender, and diagnosis) will be considered in the process and a cost function determined from a fixed schedule based on real costs or charges for those in the OneCare claims database. The cost function is a secondary application to the model. Goodness-of-fit will be used checked for the model against the traditional method of cost forecasting. ^

Sustainability of irrigated farming systems in a Tunisian region: A recursive stochastic programming analysis

The aim of this study was to evaluate the sustainability of farm irrigation systems in the Cébalat district in northern Tunisia. It addressed the challenging topic of sustainable agriculture through a bio-economic approach linking a biophysical model to an economic optimisation model. A crop growth simulation model (CropSyst) was used to build a database to determine the relationships between agricultural practices, crop yields and environmental effects (salt accumulation in soil and leaching of nitrates) in a context of high climatic variability. The database was then fed into a recursive stochastic model set for a 10-year plan that allowed analysing the effects of cropping patterns on farm income, salt accumulation and nitrate leaching. We assumed that the long-term sustainability of soil productivity might be in conflict with farm profitability in the short-term. Assuming a discount rate of 10% (for the base scenario), the model closely reproduced the current system and allowed to predict the degradation of soil quality due to long-term salt accumulation. The results showed that there was more accumulation of salt in the soil for the base scenario than for the alternative scenario (discount rate of 0%). This result was induced by applying a higher quantity of water per hectare for the alternative as compared to a base scenario. The results also showed that nitrogen leaching is very low for the two discount rates and all climate scenarios. In conclusion, the results show that the difference in farm income between the alternative and base scenarios increases over time to attain 45% after 10 years.