1
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Riva-Palacio A, Mena RH, Walker SG. On the estimation of partially observed continuous-time Markov chains. Comput Stat 2022. [DOI: 10.1007/s00180-022-01273-w] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
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2
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Castrogiovanni C, Inchingolo AV, Harrison JU, Dudka D, Sen O, Burroughs NJ, McAinsh AD, Meraldi P. Evidence for a HURP/EB free mixed-nucleotide zone in kinetochore-microtubules. Nat Commun 2022; 13:4704. [PMID: 35948594 PMCID: PMC9365851 DOI: 10.1038/s41467-022-32421-x] [Citation(s) in RCA: 3] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/11/2021] [Accepted: 07/28/2022] [Indexed: 12/02/2022] Open
Abstract
Current models infer that the microtubule-based mitotic spindle is built from GDP-tubulin with small GTP caps at microtubule plus-ends, including those that attach to kinetochores, forming the kinetochore-fibres. Here we reveal that kinetochore-fibres additionally contain a dynamic mixed-nucleotide zone that reaches several microns in length. This zone becomes visible in cells expressing fluorescently labelled end-binding proteins, a known marker for GTP-tubulin, and endogenously-labelled HURP - a protein which we show to preferentially bind the GDP microtubule lattice in vitro and in vivo. We find that in mitotic cells HURP accumulates on the kinetochore-proximal region of depolymerising kinetochore-fibres, whilst avoiding recruitment to nascent polymerising K-fibres, giving rise to a growing "HURP-gap". The absence of end-binding proteins in the HURP-gaps leads us to postulate that they reflect a mixed-nucleotide zone. We generate a minimal quantitative model based on the preferential binding of HURP to GDP-tubulin to show that such a mixed-nucleotide zone is sufficient to recapitulate the observed in vivo dynamics of HURP-gaps.
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Affiliation(s)
- Cédric Castrogiovanni
- Department of Cell Physiology and Metabolism, Faculty of Medicine, University of Geneva, 1211, Geneva 4, Switzerland
- Translational Research Centre in Onco-hematology, Faculty of Medicine, University of Geneva, 1211, Geneva 4, Switzerland
| | - Alessio V Inchingolo
- Centre for Mechanochemical Cell Biology, University of Warwick, Coventry, UK
- Division of Biomedical Sciences, Warwick Medical School, University of Warwick, Coventry, UK
| | - Jonathan U Harrison
- Centre for Mechanochemical Cell Biology, University of Warwick, Coventry, UK
- Mathematics Institute, University of Warwick, Coventry, UK
| | - Damian Dudka
- Department of Cell Physiology and Metabolism, Faculty of Medicine, University of Geneva, 1211, Geneva 4, Switzerland
- Translational Research Centre in Onco-hematology, Faculty of Medicine, University of Geneva, 1211, Geneva 4, Switzerland
- Department of Biology, University of Pennsylvania, Philadelphia, PA, USA
| | - Onur Sen
- Centre for Mechanochemical Cell Biology, University of Warwick, Coventry, UK
- Division of Biomedical Sciences, Warwick Medical School, University of Warwick, Coventry, UK
| | - Nigel J Burroughs
- Centre for Mechanochemical Cell Biology, University of Warwick, Coventry, UK
- Mathematics Institute, University of Warwick, Coventry, UK
| | - Andrew D McAinsh
- Centre for Mechanochemical Cell Biology, University of Warwick, Coventry, UK.
- Division of Biomedical Sciences, Warwick Medical School, University of Warwick, Coventry, UK.
| | - Patrick Meraldi
- Department of Cell Physiology and Metabolism, Faculty of Medicine, University of Geneva, 1211, Geneva 4, Switzerland.
- Translational Research Centre in Onco-hematology, Faculty of Medicine, University of Geneva, 1211, Geneva 4, Switzerland.
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3
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Fontaine S, Bédard M. An adaptive multiple-try Metropolis algorithm. BERNOULLI 2022. [DOI: 10.3150/21-bej1408] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Simon Fontaine
- Département de mathématiques et de statistique, Université de Montréal, 2920 chemin de la Tour, Montréal, QC, Canada, H3T 1J4
| | - Mylène Bédard
- Département de mathématiques et de statistique, Université de Montréal, 2920 chemin de la Tour, Montréal, QC, Canada, H3T 1J4
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4
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Sherlock C, Golightly A. Exact Bayesian inference for discretely observed Markov Jump Processes using finite rate matrices. J Comput Graph Stat 2022. [DOI: 10.1080/10618600.2022.2093886] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/17/2022]
Affiliation(s)
- Chris Sherlock
- Department of Mathematics and Statistics, Lancaster University, UK
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5
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Poyraz O, Sater MRA, Miller LG, McKinnell JA, Huang SS, Grad YH, Marttinen P. Modelling methicillin-resistant Staphylococcus aureus decolonization: interactions between body sites and the impact of site-specific clearance. J R Soc Interface 2022; 19:20210916. [PMID: 35702866 PMCID: PMC9198502 DOI: 10.1098/rsif.2021.0916] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022] Open
Abstract
Methicillin-resistant Staphylococcus aureus (MRSA) can colonize multiple body sites, and carriage is a risk factor for infection. Successful decolonization protocols reduce disease incidence; however, multiple protocols exist, comprising diverse therapies targeting multiple body sites, and the optimal protocol is unclear. Standard methods cannot infer the impact of site-specific components on successful decolonization. Here, we formulate a Bayesian coupled hidden Markov model, which estimates interactions between body sites, quantifies the contribution of each therapy to successful decolonization, and enables predictions of the efficacy of therapy combinations. We applied the model to longitudinal data from a randomized controlled trial (RCT) of an MRSA decolonization protocol consisting of chlorhexidine body and mouthwash and nasal mupirocin. Our findings (i) confirmed nares as a central hub for MRSA colonization and nasal mupirocin as the most crucial therapy and (ii) demonstrated all components contributed significantly to the efficacy of the protocol and the protocol reduced self-inoculation. Finally, we assessed the impact of hypothetical therapy improvements in silico and found that enhancing MRSA clearance at the skin would yield the largest gains. This study demonstrates the use of advanced modelling to go beyond what is typically achieved by RCTs, enabling evidence-based decision-making to streamline clinical protocols.
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Affiliation(s)
- Onur Poyraz
- Department of Computer Science, Aalto University School of Science, Aalto, Finland
| | - Mohamad R A Sater
- Department of Immunology and Infectious Diseases, Harvard TH Chan School of Public Health, Boston, MA, USA
| | - Loren G Miller
- Division of Infectious Diseases, Lundquist Institute at Harbor-UCLA Medical Center, Los Angeles, CA, USA
| | - James A McKinnell
- Division of Infectious Diseases, Lundquist Institute at Harbor-UCLA Medical Center, Los Angeles, CA, USA
| | - Susan S Huang
- Division of Infectious Diseases, University of California Irvine School of Medicine, Irvine, CA, USA
| | - Yonatan H Grad
- Department of Immunology and Infectious Diseases, Harvard TH Chan School of Public Health, Boston, MA, USA
| | - Pekka Marttinen
- Department of Computer Science, Aalto University School of Science, Aalto, Finland
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6
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Microsimulation Model Calibration with Approximate Bayesian Computation in R: A Tutorial. Med Decis Making 2022; 42:557-570. [DOI: 10.1177/0272989x221085569] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
Abstract
Mathematical health policy models, including microsimulation models (MSMs), are widely used to simulate complex processes and predict outcomes consistent with available data. Calibration is a method to estimate parameter values such that model predictions are similar to observed outcomes of interest. Bayesian calibration methods are popular among the available calibration techniques, given their strong theoretical basis and flexibility to incorporate prior beliefs and draw values from the posterior distribution of model parameters and hence the ability to characterize and evaluate parameter uncertainty in the model outcomes. Approximate Bayesian computation (ABC) is an approach to calibrate complex models in which the likelihood is intractable, focusing on measuring the difference between the simulated model predictions and outcomes of interest in observed data. Although ABC methods are increasingly being used, there is limited practical guidance in the medical decision-making literature on approaches to implement ABC to calibrate MSMs. In this tutorial, we describe the Bayesian calibration framework, introduce the ABC approach, and provide step-by-step guidance for implementing an ABC algorithm to calibrate MSMs, using 2 case examples based on a microsimulation model for dementia. We also provide the R code for applying these methods.
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7
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Spencer SE. Accelerating adaptation in the adaptive Metropolis–Hastings random walk algorithm. AUST NZ J STAT 2021. [DOI: 10.1111/anzs.12344] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
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8
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Sherlock C, Thiery AH, Golightly A. Efficiency of delayed-acceptance random walk Metropolis algorithms. Ann Stat 2021. [DOI: 10.1214/21-aos2068] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Chris Sherlock
- Department of Mathematics and Statistics, Lancaster University
| | - Alexandre H. Thiery
- Department of Statistics and Applied Probability, National University of Singapore
| | - Andrew Golightly
- School of Mathematics, Statistics and Physics, Newcastle University
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9
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Yang J, Roberts GO, Rosenthal JS. Optimal scaling of random-walk metropolis algorithms on general target distributions. Stoch Process Their Appl 2020. [DOI: 10.1016/j.spa.2020.05.004] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
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10
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Alexander B, Bollinger JJ, Uys H. Generating Greenberger-Horne-Zeilinger states with squeezing and postselection. PHYSICAL REVIEW. A 2020; 101:10.1103/PhysRevA.101.062303. [PMID: 34796312 PMCID: PMC8597541 DOI: 10.1103/physreva.101.062303] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 06/13/2023]
Abstract
Many quantum state preparation methods rely on a combination of dissipative quantum state initialization followed by unitary evolution to a desired target state. Here we demonstrate the usefulness of quantum measurement as an additional tool for quantum state preparation. Starting from a pure separable multipartite state, a control sequence, which includes rotation, spin squeezing via one-axis twisting, quantum measurement, and postselection, generates highly entangled multipartite states, which we refer to as projected squeezed (PS) states. Through an optimization method, we then identify parameters required to maximize the overlap fidelity of the PS states with the maximally entangled Greenberger-Horne-Zeilinger (GHZ) states. The method leads to an appreciable decrease in the state preparation time of GHZ states for successfully postselected outcomes when compared to preparation through unitary evolution with one-axis twisting only.
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Affiliation(s)
- Byron Alexander
- Department of Physics, Stellenbosch University, Stellenbosch Central 7600, Stellenbosch, South Africa
| | - John J. Bollinger
- National Institute of Standards and Technology, Boulder, Colorado 80305, USA
| | - Hermann Uys
- Department of Physics, Stellenbosch University, Stellenbosch Central 7600, Stellenbosch, South Africa
- Council for Scientific and Industrial Research, National Laser Centre, Brummeria, Pretoria 0184, South Africa
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11
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Wurm M, Grunewald T, Teichert S, Bodermann B, Reck J, Richter U. Some aspects on the uncertainty calculation in Mueller ellipsometry. OPTICS EXPRESS 2020; 28:8108-8131. [PMID: 32225443 DOI: 10.1364/oe.381244] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/29/2019] [Accepted: 12/17/2019] [Indexed: 06/10/2023]
Abstract
In this paper, we focus on the metrological aspects of spectroscopic Mueller ellipsometry-i.e. on the uncertainty estimation of the measurement results. With the help of simulated Mueller matrices, we demonstrate that the commonly used merit functions do not return the correct uncertainty for the measurand under consideration (here shown for the relatively simple case of the geometrical parameter layer thickness for the example system of a SiO2 layer on a Si substrate). We identify the non-optimal treatment of measured and sample- induced depolarization as a reason of this discrepancy. Since depolarization results from sample properties in combination with experimental parameters, it must not be minimized during the parameter fit. Therefore, we propose a new merit function treating this issue differently: It implicitly uses the measured depolarization as a weighting parameter. It is very simple and computationally cheap. It compares for each wavelength the measured Jones matrix elements to Cloude's covariance matrix: ∼∑λ jsim,λ†Hmeas,λ + j sim,λ . Moreover, an extension will be presented which allows us to include the measurement noise into this merit function. With this, reliable statistical uncertainties can be calculated. Except for some pre-processing of the raw data, there is no additional computational cost.
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12
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Birrell PJ, Wernisch L, Tom BDM, Held L, Roberts GO, Pebody RG, De Angelis D. Efficient Real-Time Monitoring of an Emerging Influenza Pandemic: How Feasible? Ann Appl Stat 2020; 14:74-93. [PMID: 34992706 PMCID: PMC7612182 DOI: 10.1214/19-aoas1278] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Abstract
A prompt public health response to a new epidemic relies on the ability to monitor and predict its evolution in real time as data accumulate. The 2009 A/H1N1 outbreak in the UK revealed pandemic data as noisy, contaminated, potentially biased and originating from multiple sources. This seriously challenges the capacity for real-time monitoring. Here, we assess the feasibility of real-time inference based on such data by constructing an analytic tool combining an age-stratified SEIR transmission model with various observation models describing the data generation mechanisms. As batches of data become available, a sequential Monte Carlo (SMC) algorithm is developed to synthesise multiple imperfect data streams, iterate epidemic inferences and assess model adequacy amidst a rapidly evolving epidemic environment, substantially reducing computation time in comparison to standard MCMC, to ensure timely delivery of real-time epidemic assessments. In application to simulated data designed to mimic the 2009 A/H1N1 epidemic, SMC is shown to have additional benefits in terms of assessing predictive performance and coping with parameter nonidentifiability.
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Affiliation(s)
- Paul J. Birrell
- MRC Biostatistics Unit, Cambridge Institute of Public Health, University of Cambridge
| | - Lorenz Wernisch
- MRC Biostatistics Unit, Cambridge Institute of Public Health, University of Cambridge
| | - Brian D. M. Tom
- MRC Biostatistics Unit, Cambridge Institute of Public Health, University of Cambridge
| | - Leonhard Held
- Epidemiology, Biostatistics and Prevention Institute (EBPI), University of Zurich
| | | | | | - Daniela De Angelis
- MRC Biostatistics Unit, Cambridge Institute of Public Health, University of Cambridge
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13
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Rare Event Chance-Constrained Optimal Control Using Polynomial Chaos and Subset Simulation. Processes (Basel) 2019. [DOI: 10.3390/pr7040185] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/16/2022] Open
Abstract
This study develops a ccoc framework capable of handling rare event probabilities. Therefore, the framework uses the gpc method to calculate the probability of fulfilling rare event constraints under uncertainties. Here, the resulting cc evaluation is based on the efficient sampling provided by the gpc expansion. The subsim method is used to estimate the actual probability of the rare event. Additionally, the discontinuous cc is approximated by a differentiable function that is iteratively sharpened using a homotopy strategy. Furthermore, the subsim problem is also iteratively adapted using another homotopy strategy to improve the convergence of the Newton-type optimization algorithm. The applicability of the framework is shown in case studies regarding battery charging and discharging. The results show that the proposed method is indeed capable of incorporating very general cc within an ocp at a low computational cost to calculate optimal results with rare failure probability cc.
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14
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Zhang JL, Li YP, Zeng XT, Huang GH, Li Y, Zhu Y, Kong FL, Xi M, Liu J. Effluent trading planning and its application in water quality management: A factor-interaction perspective. ENVIRONMENTAL RESEARCH 2019; 168:286-305. [PMID: 30366281 DOI: 10.1016/j.envres.2018.09.029] [Citation(s) in RCA: 14] [Impact Index Per Article: 2.8] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/27/2018] [Revised: 08/24/2018] [Accepted: 09/22/2018] [Indexed: 06/08/2023]
Abstract
In this study, a Bayesian risk-induced interval stochastic modeling framework (BRISF) is proposed for planning effluent trading program among point and nonpoint sources as well as identifying interactions of important trading factors under system risk. BRISF incorporates nutrient fate modeling with soil and water assessment tool (SWAT), Bayesian inference with random walk Metropolis algorithm (RWM), and constraint-violation risk-based two-stage stochastic programming (CRTSP) within a general framework. Bayesian inference is employed for uncertainty analysis of SWAT model parameters and uncertain prediction of nutrient loadings; this process provides the random inputs for optimization process. CRTSP is capable of dealing with multiple uncertainties in modeling effluent trading program as well as system risk of environmental allowance violation. BRISF is applied to a real case of Xiangxihe watershed in China for water quality management. Solutions for optimal trading scheme corresponding to different risk levels are generated. Thousands of scenarios are examined to analyze the individual and interactive effects of trading ratios and treatment rates on trading system. Comparison between cross-industry and intra-industry effluent trading scheme is also conducted. It is proved that cross-industry trading would bring about higher benefit with reduced pollution loading; cross-industry effluent trading scheme would be recommended to achieve optimal water quality management and system benefit.
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Affiliation(s)
- J L Zhang
- College of Environmental Science and Engineering, Qingdao University, Qingdao, Shandong 266071, China
| | - Y P Li
- School of Environment, Beijing Normal University, Beijing 100875, China.
| | - X T Zeng
- School of Labor Economics, Capital University of Economics and Business, Beijing 100070, China
| | - G H Huang
- Environmental Systems Engineering Program, Faculty of Engineering and Applied Science, University of Regina, Regina, Sask, Canada S4S 0A2
| | - Y Li
- College of Environmental Science and Engineering, Qingdao University, Qingdao, Shandong 266071, China
| | - Y Zhu
- School of Environmental and Municipal Engineering, Xi'an University of Architecture and Technology, Xi'an, Shanxi 710055, China
| | - F L Kong
- College of Environmental Science and Engineering, Qingdao University, Qingdao, Shandong 266071, China
| | - M Xi
- College of Environmental Science and Engineering, Qingdao University, Qingdao, Shandong 266071, China
| | - J Liu
- Department of Environmental Engineering, Xiamen University of Technology, Xiamen 361024, China
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15
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Harms RL, Roebroeck A. Robust and Fast Markov Chain Monte Carlo Sampling of Diffusion MRI Microstructure Models. Front Neuroinform 2018; 12:97. [PMID: 30618702 PMCID: PMC6305549 DOI: 10.3389/fninf.2018.00097] [Citation(s) in RCA: 16] [Impact Index Per Article: 2.7] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/25/2018] [Accepted: 11/28/2018] [Indexed: 11/29/2022] Open
Abstract
In diffusion MRI analysis, advances in biophysical multi-compartment modeling have gained popularity over the conventional Diffusion Tensor Imaging (DTI), because they can obtain a greater specificity in relating the dMRI signal to underlying cellular microstructure. Biophysical multi-compartment models require a parameter estimation, typically performed using either the Maximum Likelihood Estimation (MLE) or the Markov Chain Monte Carlo (MCMC) sampling. Whereas, the MLE provides only a point estimate of the fitted model parameters, the MCMC recovers the entire posterior distribution of the model parameters given in the data, providing additional information such as parameter uncertainty and correlations. MCMC sampling is currently not routinely applied in dMRI microstructure modeling, as it requires adjustment and tuning, specific to each model, particularly in the choice of proposal distributions, burn-in length, thinning, and the number of samples to store. In addition, sampling often takes at least an order of magnitude, more time than non-linear optimization. Here we investigate the performance of the MCMC algorithm variations over multiple popular diffusion microstructure models, to examine whether a single, well performing variation could be applied efficiently and robustly to many models. Using an efficient GPU-based implementation, we showed that run times can be removed as a prohibitive constraint for the sampling of diffusion multi-compartment models. Using this implementation, we investigated the effectiveness of different adaptive MCMC algorithms, burn-in, initialization, and thinning. Finally we applied the theory of the Effective Sample Size, to the diffusion multi-compartment models, as a way of determining a relatively general target for the number of samples needed to characterize parameter distributions for different models and data sets. We conclude that adaptive Metropolis methods increase MCMC performance and select the Adaptive Metropolis-Within-Gibbs (AMWG) algorithm as the primary method. We furthermore advise to initialize the sampling with an MLE point estimate, in which case 100 to 200 samples are sufficient as a burn-in. Finally, we advise against thinning in most use-cases and as a relatively general target for the number of samples, we recommend a multivariate Effective Sample Size of 2,200.
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Affiliation(s)
- Robbert L. Harms
- Department of Cognitive Neuroscience, Faculty of Psychology & Neuroscience, Maastricht University, Maastricht, Netherlands
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16
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Quantifying the relative effect of environmental contamination on surgical ward MRSA incidence: An exploratory analysis. Infect Dis Health 2018. [DOI: 10.1016/j.idh.2018.02.005] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
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17
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An Auxiliary Variable Method for Markov Chain Monte Carlo Algorithms in High Dimension. ENTROPY 2018; 20:e20020110. [PMID: 33265201 PMCID: PMC7512603 DOI: 10.3390/e20020110] [Citation(s) in RCA: 15] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Subscribe] [Scholar Register] [Received: 12/04/2017] [Revised: 01/16/2018] [Accepted: 01/30/2018] [Indexed: 11/16/2022]
Abstract
In this paper, we are interested in Bayesian inverse problems where either the data fidelity term or the prior distribution is Gaussian or driven from a hierarchical Gaussian model. Generally, Markov chain Monte Carlo (MCMC) algorithms allow us to generate sets of samples that are employed to infer some relevant parameters of the underlying distributions. However, when the parameter space is high-dimensional, the performance of stochastic sampling algorithms is very sensitive to existing dependencies between parameters. In particular, this problem arises when one aims to sample from a high-dimensional Gaussian distribution whose covariance matrix does not present a simple structure. Another challenge is the design of Metropolis–Hastings proposals that make use of information about the local geometry of the target density in order to speed up the convergence and improve mixing properties in the parameter space, while not being too computationally expensive. These two contexts are mainly related to the presence of two heterogeneous sources of dependencies stemming either from the prior or the likelihood in the sense that the related covariance matrices cannot be diagonalized in the same basis. In this work, we address these two issues. Our contribution consists of adding auxiliary variables to the model in order to dissociate the two sources of dependencies. In the new augmented space, only one source of correlation remains directly related to the target parameters, the other sources of correlations being captured by the auxiliary variables. Experiments are conducted on two practical image restoration problems—namely the recovery of multichannel blurred images embedded in Gaussian noise and the recovery of signal corrupted by a mixed Gaussian noise. Experimental results indicate that adding the proposed auxiliary variables makes the sampling problem simpler since the new conditional distribution no longer contains highly heterogeneous correlations. Thus, the computational cost of each iteration of the Gibbs sampler is significantly reduced while ensuring good mixing properties.
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18
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van Leeuwen E, Klepac P, Thorrington D, Pebody R, Baguelin M. fluEvidenceSynthesis: An R package for evidence synthesis based analysis of epidemiological outbreaks. PLoS Comput Biol 2017; 13:e1005838. [PMID: 29155812 PMCID: PMC5714397 DOI: 10.1371/journal.pcbi.1005838] [Citation(s) in RCA: 14] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Abstract] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/19/2017] [Revised: 12/04/2017] [Accepted: 10/20/2017] [Indexed: 11/19/2022] Open
Abstract
Public health related decisions often have to balance the cost of intervention strategies with the benefit of the reduction in disease burden. While the cost can often be inferred, forward modelling of the effect of different intervention options is complicated and disease specific. Here we introduce a package that is aimed to simplify this process. The package allows one to infer parameters using a Bayesian approach, perform forward modelling of the likely results of the proposed intervention and finally perform cost effectiveness analysis of the results. The package is based on a method previously used in the United Kingdom to inform vaccination strategies for influenza, with extensions to make it easily adaptable to other diseases and data sources.
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Affiliation(s)
- Edwin van Leeuwen
- Respiratory Diseases Department, Public Health England, London, United Kingdom
- National Heart and Lung Institute, Imperial College London, London, United Kingdom
- * E-mail:
| | - Petra Klepac
- Respiratory Diseases Department, Public Health England, London, United Kingdom
- School of Public Health, Imperial College London, London, United Kingdom
| | - Dominic Thorrington
- Respiratory Diseases Department, Public Health England, London, United Kingdom
| | - Richard Pebody
- Respiratory Diseases Department, Public Health England, London, United Kingdom
| | - Marc Baguelin
- Respiratory Diseases Department, Public Health England, London, United Kingdom
- London School of Hygiene and Tropical Medicine, London, United Kingdom
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19
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Folia MM, Rattray M. Trajectory inference and parameter estimation in stochastic models with temporally aggregated data. STATISTICS AND COMPUTING 2017; 28:1053-1072. [PMID: 30147250 PMCID: PMC6096750 DOI: 10.1007/s11222-017-9779-x] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 05/03/2017] [Accepted: 09/22/2017] [Indexed: 06/08/2023]
Abstract
Stochastic models are of fundamental importance in many scientific and engineering applications. For example, stochastic models provide valuable insights into the causes and consequences of intra-cellular fluctuations and inter-cellular heterogeneity in molecular biology. The chemical master equation can be used to model intra-cellular stochasticity in living cells, but analytical solutions are rare and numerical simulations are computationally expensive. Inference of system trajectories and estimation of model parameters from observed data are important tasks and are even more challenging. Here, we consider the case where the observed data are aggregated over time. Aggregation of data over time is required in studies of single cell gene expression using a luciferase reporter, where the emitted light can be very faint and is therefore collected for several minutes for each observation. We show how an existing approach to inference based on the linear noise approximation (LNA) can be generalised to the case of temporally aggregated data. We provide a Kalman filter (KF) algorithm which can be combined with the LNA to carry out inference of system variable trajectories and estimation of model parameters. We apply and evaluate our method on both synthetic and real data scenarios and show that it is able to accurately infer the posterior distribution of model parameters in these examples. We demonstrate how applying standard KF inference to aggregated data without accounting for aggregation will tend to underestimate the process noise and can lead to biased parameter estimates.
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Affiliation(s)
- Maria Myrto Folia
- Division of Informatics, Imaging and Data Sciences, Faculty of Biology, Medicine and Health, University of Manchester, Manchester, UK
| | - Magnus Rattray
- Division of Informatics, Imaging and Data Sciences, Faculty of Biology, Medicine and Health, University of Manchester, Manchester, UK
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20
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Epstein M, Calderhead B, Girolami MA, Sivilotti LG. Bayesian Statistical Inference in Ion-Channel Models with Exact Missed Event Correction. Biophys J 2017; 111:333-348. [PMID: 27463136 DOI: 10.1016/j.bpj.2016.04.053] [Citation(s) in RCA: 23] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/22/2015] [Revised: 03/15/2016] [Accepted: 04/08/2016] [Indexed: 12/29/2022] Open
Abstract
The stochastic behavior of single ion channels is most often described as an aggregated continuous-time Markov process with discrete states. For ligand-gated channels each state can represent a different conformation of the channel protein or a different number of bound ligands. Single-channel recordings show only whether the channel is open or shut: states of equal conductance are aggregated, so transitions between them have to be inferred indirectly. The requirement to filter noise from the raw signal further complicates the modeling process, as it limits the time resolution of the data. The consequence of the reduced bandwidth is that openings or shuttings that are shorter than the resolution cannot be observed; these are known as missed events. Postulated models fitted using filtered data must therefore explicitly account for missed events to avoid bias in the estimation of rate parameters and therefore assess parameter identifiability accurately. In this article, we present the first, to our knowledge, Bayesian modeling of ion-channels with exact missed events correction. Bayesian analysis represents uncertain knowledge of the true value of model parameters by considering these parameters as random variables. This allows us to gain a full appreciation of parameter identifiability and uncertainty when estimating values for model parameters. However, Bayesian inference is particularly challenging in this context as the correction for missed events increases the computational complexity of the model likelihood. Nonetheless, we successfully implemented a two-step Markov chain Monte Carlo method that we called "BICME", which performs Bayesian inference in models of realistic complexity. The method is demonstrated on synthetic and real single-channel data from muscle nicotinic acetylcholine channels. We show that parameter uncertainty can be characterized more accurately than with maximum-likelihood methods. Our code for performing inference in these ion channel models is publicly available.
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Affiliation(s)
- Michael Epstein
- Department of Mathematics, Imperial College London, London, UK; CoMPLEX, University College London, London, UK
| | - Ben Calderhead
- Department of Mathematics, Imperial College London, London, UK.
| | - Mark A Girolami
- Department of Statistics, University of Warwick, Coventry, UK
| | - Lucia G Sivilotti
- Department of Neuroscience, Physiology & Pharmacology, University College London, London, UK
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21
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Wang X, Liu Y, Hambleton RK. Detecting Item Preknowledge Using a Predictive Checking Method. APPLIED PSYCHOLOGICAL MEASUREMENT 2017; 41:243-263. [PMID: 29881091 PMCID: PMC5978583 DOI: 10.1177/0146621616687285] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/15/2023]
Abstract
Repeatedly using items in high-stake testing programs provides a chance for test takers to have knowledge of particular items in advance of test administrations. A predictive checking method is proposed to detect whether a person uses preknowledge on repeatedly used items (i.e., possibly compromised items) by using information from secure items that have zero or very low exposure rates. Responses on the secure items are first used to estimate a person's proficiency distribution, and then the corresponding predictive distribution for the person's responses on the possibly compromised items is constructed. The use of preknowledge is identified by comparing the observed responses to the predictive distribution. Different estimation methods for obtaining a person's proficiency distribution and different choices of test statistic in predictive checking are considered. A simulation study was conducted to evaluate the empirical Type I error and power rate of the proposed method. The simulation results suggested that the Type I error of this method is well controlled, and this method is effective in detecting preknowledge when a large proportion of items are compromised even with a short secure section. An empirical example is also presented to demonstrate its practical use.
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Affiliation(s)
- Xi Wang
- Measured Progress, Dover, NH, USA
- Xi Wang, Measured Progress, 100 Education Way, Dover, NH 03820-1217, USA.
| | - Yang Liu
- University of California, Merced, CA, USA
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22
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Sherlock C, Golightly A, Henderson DA. Adaptive, Delayed-Acceptance MCMC for Targets With Expensive Likelihoods. J Comput Graph Stat 2017. [DOI: 10.1080/10618600.2016.1231064] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
Affiliation(s)
- Chris Sherlock
- Department of Mathematics and Statistics, Lancaster University, Lancaster, United Kingdom
| | - Andrew Golightly
- School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, United Kingdom
| | - Daniel A. Henderson
- School of Mathematics & Statistics, Newcastle University, Newcastle upon Tyne, United Kingdom
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23
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Beesley LJ, Bartlett JW, Wolf GT, Taylor JMG. Multiple imputation of missing covariates for the Cox proportional hazards cure model. Stat Med 2016; 35:4701-4717. [PMID: 27439726 DOI: 10.1002/sim.7048] [Citation(s) in RCA: 14] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/14/2015] [Revised: 06/07/2016] [Accepted: 06/27/2016] [Indexed: 11/07/2022]
Abstract
We explore several approaches for imputing partially observed covariates when the outcome of interest is a censored event time and when there is an underlying subset of the population that will never experience the event of interest. We call these subjects 'cured', and we consider the case where the data are modeled using a Cox proportional hazards (CPH) mixture cure model. We study covariate imputation approaches using fully conditional specification. We derive the exact conditional distribution and suggest a sampling scheme for imputing partially observed covariates in the CPH cure model setting. We also propose several approximations to the exact distribution that are simpler and more convenient to use for imputation. A simulation study demonstrates that the proposed imputation approaches outperform existing imputation approaches for survival data without a cure fraction in terms of bias in estimating CPH cure model parameters. We apply our multiple imputation techniques to a study of patients with head and neck cancer. Copyright © 2016 John Wiley & Sons, Ltd.
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Affiliation(s)
- Lauren J Beesley
- Department of Biostatistics, University of Michigan, Ann Arbor, MI, U.S.A..
| | | | - Gregory T Wolf
- Department of Otolaryngology, University of Michigan, Ann Arbor, MI, U.S.A
| | - Jeremy M G Taylor
- Department of Biostatistics, University of Michigan, Ann Arbor, MI, U.S.A
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24
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Sherlock C, Thiery AH, Roberts GO, Rosenthal JS. On the efficiency of pseudo-marginal random walk Metropolis algorithms. Ann Stat 2015. [DOI: 10.1214/14-aos1278] [Citation(s) in RCA: 86] [Impact Index Per Article: 9.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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25
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26
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Fearnhead P, Giagos V, Sherlock C. Inference for reaction networks using the linear noise approximation. Biometrics 2014; 70:457-66. [DOI: 10.1111/biom.12152] [Citation(s) in RCA: 51] [Impact Index Per Article: 5.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/01/2013] [Revised: 10/01/2013] [Accepted: 12/01/2013] [Indexed: 11/29/2022]
Affiliation(s)
- Paul Fearnhead
- Department of Mathematics and Statistics; Lancaster University; Lancaster LA1 4YF UK
| | - Vasilieos Giagos
- School of Mathematics, Statistics and Actuarial Science; University of Kent; Canterbury, Kent CT2 7NF UK
| | - Chris Sherlock
- Department of Mathematics and Statistics; Lancaster University; Lancaster LA1 4YF UK
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27
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Sherlock C, Xifara T, Telfer S, Begon M. A coupled hidden Markov model for disease interactions. J R Stat Soc Ser C Appl Stat 2013; 62:609-627. [PMID: 24223436 PMCID: PMC3813975 DOI: 10.1111/rssc.12015] [Citation(s) in RCA: 16] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Abstract
To investigate interactions between parasite species in a host, a population of field voles was studied longitudinally, with presence or absence of six different parasites measured repeatedly. Although trapping sessions were regular, a different set of voles was caught at each session, leading to incomplete profiles for all subjects. We use a discrete time hidden Markov model for each disease with transition probabilities dependent on covariates via a set of logistic regressions. For each disease the hidden states for each of the other diseases at a given time point form part of the covariate set for the Markov transition probabilities from that time point. This allows us to gauge the influence of each parasite species on the transition probabilities for each of the other parasite species. Inference is performed via a Gibbs sampler, which cycles through each of the diseases, first using an adaptive Metropolis-Hastings step to sample from the conditional posterior of the covariate parameters for that particular disease given the hidden states for all other diseases and then sampling from the hidden states for that disease given the parameters. We find evidence for interactions between several pairs of parasites and of an acquired immune response for two of the parasites.
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28
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Pillai NS, Stuart AM, Thiéry AH. Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. ANN APPL PROBAB 2012. [DOI: 10.1214/11-aap828] [Citation(s) in RCA: 45] [Impact Index Per Article: 3.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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