A generalized Markov sampler

A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis-Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis.

Existence and uniqueness of Q-processes with a given finite μ-invariant measure

Let Q be a stable and conservative Q-matrix over a countable state space S consisting of an irreducible class C and a single absorbing state 0 that is accessible from C. Suppose that Q admits a finite mu-subinvariant measure in on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is mu-invariant on C, as well as a necessary condition for the uniqueness of such a process.

Encapsulation of lipopeptides within liposomes: Effect of number of lipid chains, chain length and method of liposome preparation

The purpose of this study was to systematically investigate the effect of lipid chain length and number of lipid chains present on lipopeptides on their ability to be incorporated within liposomes. The peptide KAVYNFATM was synthesized and conjugated to lipoamino acids having acyl chain lengths of C-8, C-12 and C-16. The C-12 construct was also prepared in the monomeric, dimeric and trimeric form. Liposomes were prepared by two techniques: hydration of dried lipid films (Bangham method) and hydration of freeze-dried monophase systems. Encapsulation of lipopeptide within liposomes prepared by hydration of dried lipid films was incomplete in all cases ranging from an entrapment efficiency of 70% for monomeric lipoamino acids at a 5% (w/w) loading to less than 20% for di- and trimeric forms at loadings of 20% (w/w). The incomplete entrapment of lipopeptides within liposomes appeared to be a result of the different solubilities of the lipopeptide and the phospholipids in the solvent used for the preparation of the lipid film. In contrast, encapsulation of lipopeptide within liposomes prepared by hydration of freeze-dried monophase systems was high, even up to a loading of 20% (w/w) and was much less affected by the acyl chain length and number than when liposomes were prepared by hydration of dried lipid films. Freeze drying of monophase systems is better at maintaining a molecular dispersion of the lipopeptide within the solid phospholipid matrix compared to preparation of lipid film by evaporation, particularly if the solubility of the lipopeptide in solvents is markedly different from that of the polar lipids used for liposome preparation. Consequently, upon hydration, the lipopeptide is more efficiently intercalated within the phospholipid bilayers. (C) 2005 Elsevier B.V. All rights reserved.

Measurement-based teleportation along quantum spin chains

We examine the teleportation of an unknown spin-1/2 quantum state along a quantum spin chain with an even number of sites. Our protocol, using a sequence of Bell measurements, may be viewed as an iterated version of the 2-qubit protocol of C. H. Bennett et al. [Phys. Rev. Lett. 70, 1895 (1993)]. A decomposition of the Hilbert space of the spin chain into 4 vector spaces, called Bell subspaces, is given. It is established that any state from a Bell subspace may be used as a channel to perform unit fidelity teleportation. The space of all spin-0 many-body states, which includes the ground states of many known antiferromagnetic systems, belongs to a common Bell subspace. A channel-dependent teleportation parameter O is introduced, and a bound on the teleportation fidelity is given in terms of O.

The impact of supply chain performance measurement systems on dynamic behaviour in supply chains

The amplification of demand variation up a supply chain widely termed ‘the Bullwhip Effect’ is disruptive, costly and something that supply chain management generally seeks to minimise. Originally attributed to poor system design; deficiencies in policies, organisation structure and delays in material and information flow all lead to sub-optimal reorder point calculation. It has since been attributed to exogenous random factors such as: uncertainties in demand, supply and distribution lead time but these causes are not exclusive as academic and operational studies since have shown that orders and/or inventories can exhibit significant variability even if customer demand and lead time are deterministic. This increase in the range of possible causes of dynamic behaviour indicates that our understanding of the phenomenon is far from complete. One possible, yet previously unexplored, factor that may influence dynamic behaviour in supply chains is the application and operation of supply chain performance measures. Organisations monitoring and responding to their adopted key performance metrics will make operational changes and this action may influence the level of dynamics within the supply chain, possibly degrading the performance of the very system they were intended to measure. In order to explore this a plausible abstraction of the operational responses to the Supply Chain Council’s SCOR® (Supply Chain Operations Reference) model was incorporated into a classic Beer Game distribution representation, using the dynamic discrete event simulation software Simul8. During the simulation the five SCOR Supply Chain Performance Attributes: Reliability, Responsiveness, Flexibility, Cost and Utilisation were continuously monitored and compared to established targets. Operational adjustments to the; reorder point, transportation modes and production capacity (where appropriate) for three independent supply chain roles were made and the degree of dynamic behaviour in the Supply Chain measured, using the ratio of the standard deviation of upstream demand relative to the standard deviation of the downstream demand. Factors employed to build the detailed model include: variable retail demand, order transmission, transportation delays, production delays, capacity constraints demand multipliers and demand averaging periods. Five dimensions of supply chain performance were monitored independently in three autonomous supply chain roles and operational settings adjusted accordingly. Uniqueness of this research stems from the application of the five SCOR performance attributes with modelled operational responses in a dynamic discrete event simulation model. This project makes its primary contribution to knowledge by measuring the impact, on supply chain dynamics, of applying a representative performance measurement system.

Analysing time series structure with hidden Markov models

This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.