Quantifying uncertainty in parameter estimates for stochastic models of collective cell spreading using approximate Bayesian computation

Wound healing and tumour growth involve collective cell spreading, which is driven by individual motility and proliferation events within a population of cells. Mathematical models are often used to interpret experimental data and to estimate the parameters so that predictions can be made. Existing methods for parameter estimation typically assume that these parameters are constants and often ignore any uncertainty in the estimated values. We use approximate Bayesian computation (ABC) to estimate the cell diffusivity, D, and the cell proliferation rate, λ, from a discrete model of collective cell spreading, and we quantify the uncertainty associated with these estimates using Bayesian inference. We use a detailed experimental data set describing the collective cell spreading of 3T3 fibroblast cells. The ABC analysis is conducted for different combinations of initial cell densities and experimental times in two separate scenarios: (i) where collective cell spreading is driven by cell motility alone, and (ii) where collective cell spreading is driven by combined cell motility and cell proliferation. We find that D can be estimated precisely, with a small coefficient of variation (CV) of 2–6%. Our results indicate that D appears to depend on the experimental time, which is a feature that has been previously overlooked. Assuming that the values of D are the same in both experimental scenarios, we use the information about D from the first experimental scenario to obtain reasonably precise estimates of λ, with a CV between 4 and 12%. Our estimates of D and λ are consistent with previously reported values; however, our method is based on a straightforward measurement of the position of the leading edge whereas previous approaches have involved expensive cell counting techniques. Additional insights gained using a fully Bayesian approach justify the computational cost, especially since it allows us to accommodate information from different experiments in a principled way.

Prediction of GMA welding characteristic parameter by artificial neural network system

Nowadays, demand for automated Gas metal arc welding (GMAW) is growing and consequently need for intelligent systems is increased to ensure the accuracy of the procedure. To date, welding pool geometry has been the most used factor in quality assessment of intelligent welding systems. But, it has recently been found that Mahalanobis Distance (MD) not only can be used for this purpose but also is more efficient. In the present paper, Artificial Neural Networks (ANN) has been used for prediction of MD parameter. However, advantages and disadvantages of other methods have been discussed. The Levenberg–Marquardt algorithm was found to be the most effective algorithm for GMAW process. It is known that the number of neurons plays an important role in optimal network design. In this work, using trial and error method, it has been found that 30 is the optimal number of neurons. The model has been investigated with different number of layers in Multilayer Perceptron (MLP) architecture and has been shown that for the aim of this work the optimal result is obtained when using MLP with one layer. Robustness of the system has been evaluated by adding noise into the input data and studying the effect of the noise in prediction capability of the network. The experiments for this study were conducted in an automated GMAW setup that was integrated with data acquisition system and prepared in a laboratory for welding of steel plate with 12 mm in thickness. The accuracy of the network was evaluated by Root Mean Squared (RMS) error between the measured and the estimated values. The low error value (about 0.008) reflects the good accuracy of the model. Also the comparison of the predicted results by ANN and the test data set showed very good agreement that reveals the predictive power of the model. Therefore, the ANN model offered in here for GMA welding process can be used effectively for prediction goals.

Towards strongly consistent online HMM parameter estimation using one-step Kerridge inaccuracy

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators.

Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design

The total entropy utility function is considered for the dual purpose of Bayesian design for model discrimination and parameter estimation. A sequential design setting is proposed where it is shown how to efficiently estimate the total entropy utility for a wide variety of data types. Utility estimation relies on forming particle approximations to a number of intractable integrals which is afforded by the use of the sequential Monte Carlo algorithm for Bayesian inference. A number of motivating examples are considered for demonstrating the performance of total entropy in comparison to utilities for model discrimination and parameter estimation. The results suggest that the total entropy utility selects designs which are efficient under both experimental goals with little compromise in achieving either goal. As such, the total entropy utility is advocated as a general utility for Bayesian design in the presence of model uncertainty.

Populations of models, experimental designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

In this paper we have used simulations to make a conjecture about the coverage of a t-dimensional subspace of a d-dimensional parameter space of size n when performing k trials of Latin Hypercube sampling. This takes the form P(k,n,d,t) = 1 - e^(-k/n^(t-1)). We suggest that this coverage formula is independent of d and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the t-dimensional subspace at the sub-block size level. These ideas have particular relevance when attempting to perform uncertainty quantification and sensitivity analyses.

Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

Estimates on the coverage of parameter space using populations of models

In this paper we provide estimates for the coverage of parameter space when using Latin Hypercube Sampling, which forms the basis of building so-called populations of models. The estimates are obtained using combinatorial counting arguments to determine how many trials, k, are needed in order to obtain specified parameter space coverage for a given value of the discretisation size n. In the case of two dimensions, we show that if the ratio (Ø) of trials to discretisation size is greater than 1, then as n becomes moderately large the fractional coverage behaves as 1-exp-ø. We compare these estimates with simulation results obtained from an implementation of Latin Hypercube Sampling using MATLAB.

Analysis of parameter uncertainty and sensitivity in PCPF-1 modeling for predicting concentrations of rice herbicides

This paper demonstrates the procedures for probabilistic assessment of a pesticide fate and transport model, PCPF-1, to elucidate the modeling uncertainty using the Monte Carlo technique. Sensitivity analyses are performed to investigate the influence of herbicide characteristics and related soil properties on model outputs using four popular rice herbicides: mefenacet, pretilachlor, bensulfuron-methyl and imazosulfuron. Uncertainty quantification showed that the simulated concentrations in paddy water varied more than those of paddy soil. This tendency decreased as the simulation proceeded to a later period but remained important for herbicides having either high solubility or a high 1st-order dissolution rate. The sensitivity analysis indicated that PCPF-1 parameters requiring careful determination are primarily those involve with herbicide adsorption (the organic carbon content, the bulk density and the volumetric saturated water content), secondary parameters related with herbicide mass distribution between paddy water and soil (1st-order desorption and dissolution rates) and lastly, those involving herbicide degradations. © Pesticide Science Society of Japan.

Intermittent Dynamics, Stochastic Resonance and Dynamical Heterogeneity in Supercooled Liquid Water

Here we find through computer simulations and theoretical analysis that the low temperature thermodynamic anomalies of liquid water arises from the intermittent fluctuation between its high density and low density forms, consisting largely of 5-coordinated and 4-coordinated water molecules, respectively. The fluctuations exhibit strong dynamic heterogeneity (defined by the four point time correlation function), accompanied by a divergence like growth of the dynamic correlation length, of the type encountered in fragile supercooled liquids. The intermittency has been explained by invoking a two state model often employed to understand stochastic resonance, with the relevant periodic perturbation provided here by the fluctuation of the total volume of the system.

Gaussian Schell-model beams and general shape invariance

We present two six-parameter families of anisotropic Gaussian Schell-model beams that propagate in a shape-invariant manner, with the intensity distribution continuously twisting about the beam axis. The two families differ in the sense or helicity of this beam twist. The propagation characteristics of these shape-invariant beams are studied, and the restrictions on the beam parameters that arise from the optical uncertainty principle are brought out. Shape invariance is traced to a fundamental dynamical symmetry that underlies these beams. This symmetry is the product of spatial rotation and fractional Fourier transformation.

Defect production due to quenching through a multicritical point

We study the generation of defects when a quantum spin system is quenched through a multicritical point by changing a parameter of the Hamiltonian as t/tau, where tau is the characteristic timescale of quenching. We argue that when a quantum system is quenched across a multicritical point, the density of defects (n) in the final state is not necessarily given by the Kibble-Zurek scaling form n similar to 1/tau(d nu)/((z nu+1)), where d is the spatial dimension, and. and z are respectively the correlation length and dynamical exponent associated with the quantum critical point. We propose a generalized scaling form of the defect density given by n similar to 1/(tau d/(2z2)), where the exponent z(2) determines the behavior of the off-diagonal term of the 2 x 2 Landau-Zener matrix at the multicritical point. This scaling is valid not only at a multicritical point but also at an ordinary critical point.

Infinite Dimensional Slow Modulations In A Delayed Model For Orthogonal Cutting Vibrations

We apply the method of multiple scales (MMS) to a well known model of regenerative cutting vibrations in the large delay regime. By ``large'' we mean the delay is much larger than the time scale of typical cutting tool oscillations. The MMS upto second order for such systems has been developed recently, and is applied here to study tool dynamics in the large delay regime. The second order analysis is found to be much more accurate than first order analysis. Numerical integration of the MMS slow flow is much faster than for the original equation, yet shows excellent accuracy. The main advantage of the present analysis is that infinite dimensional dynamics is retained in the slow flow, while the more usual center manifold reduction gives a planar phase space. Lower-dimensional dynamical features, such as Hopf bifurcations and families of periodic solutions, are also captured by the MMS. Finally, the strong sensitivity of the dynamics to small changes in parameter values is seen clearly.

Dynamical Transition of Water in the Grooves of DNA Duplex at Low Temperature

At low temperature (below its freezing/melting temperature), liquid water under confinement is known to exhibit anomalous dynamical features. Here we study structure and dynamics of water in the grooves of a long DNA duplex using molecular dynamics simulations with TIP5P potential at low temperature. We find signatures of a dynamical transition in both translational and orientational dynamics of water molecules in both the major and the minor grooves of a DNA duplex. The transition occurs at a slightly higher temperature (TGL ≈ 255 K) than the temperature at which the bulk water is found to undergo a dynamical transition, which for the TIP5P potential is at 247 K. Groove water, however, exhibits markedly different temperature dependence of its properties from the bulk. Entropy calculations reveal that the minor groove water is ordered even at room temperature, and the transition at T ≈ 255 K can be characterized as a strong-to-strong dynamical transition. Confinement of water in the grooves of DNA favors the formation of a low density four-coordinated state (as a consequence of enthalpy−entropy balance) that makes the liquid−liquid transition stronger. The low temperature water is characterized by pronounced tetrahedral order, as manifested in the sharp rise near 109° in the O−O−O angle distribution. We find that the Adams−Gibbs relation between configurational entropy and translational diffusion holds quite well when the two quantities are plotted together in a master plot for different region of aqueous DNA duplex (bulk, major, and minor grooves) at different temperatures. The activation energy for the transfer of water molecules between different regions of DNA is found to be weakly dependent on temperature.

Unusual dynamical arrest in polymer grafted nanoparticles

We present results of temperature dependent measurements of dynamics of polymer grafted nanoparticles with high grafting density with star polymerlike morphology. We observed for the low grafting density and hence low functionality sample, a dynamically arrested state with lowering of temperature, similar to what was conjectured earlier. However the high grafting density sample shows liquidlike relaxation at all measured temperatures. Possible origin of dynamical arrest in the two grafting density sample is discussed.

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.