Search results for "Computational Mathematic"
showing 10 items of 987 documents
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
2013
Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally difficult to find. One way to solve this problem is to use adaptive MCMC algorithms which automatically tune the statistics of a proposal distribution during the MCMC run. A new adaptive MCMC algorithm, called the variational Bayesian adaptive Metropolis (VBAM) algorithm, is developed. The VBAM algorithm updates the proposal covariance matrix using the variational Bayesian adaptive Kalman filter (VB-AKF). A strong law of large numbers for the VBAM algorithm is…
Bayesian analysis of a Gibbs hard-core point pattern model with varying repulsion range
2014
A Bayesian solution is suggested for the modelling of spatial point patterns with inhomogeneous hard-core radius using Gaussian processes in the regularization. The key observation is that a straightforward use of the finite Gibbs hard-core process likelihood together with a log-Gaussian random field prior does not work without penalisation towards high local packing density. Instead, a nearest neighbour Gibbs process likelihood is used. This approach to hard-core inhomogeneity is an alternative to the transformation inhomogeneous hard-core modelling. The computations are based on recent Markovian approximation results for Gaussian fields. As an application, data on the nest locations of Sa…
Multivariate GARCH estimation via a Bregman-proximal trust-region method
2011
The estimation of multivariate GARCH time series models is a difficult task mainly due to the significant overparameterization exhibited by the problem and usually referred to as the "curse of dimensionality". For example, in the case of the VEC family, the number of parameters involved in the model grows as a polynomial of order four on the dimensionality of the problem. Moreover, these parameters are subjected to convoluted nonlinear constraints necessary to ensure, for instance, the existence of stationary solutions and the positive semidefinite character of the conditional covariance matrices used in the model design. So far, this problem has been addressed in the literature only in low…
Comprehensive estimation of input signals and dynamics in biochemical reaction networks
2012
Abstract Motivation: Cellular information processing can be described mathematically using differential equations. Often, external stimulation of cells by compounds such as drugs or hormones leading to activation has to be considered. Mathematically, the stimulus is represented by a time-dependent input function. Parameters such as rate constants of the molecular interactions are often unknown and need to be estimated from experimental data, e.g. by maximum likelihood estimation. For this purpose, the input function has to be defined for all times of the integration interval. This is usually achieved by approximating the input by interpolation or smoothing of the measured data. This procedu…
ballaxy: web services for structural bioinformatics.
2014
Abstract Motivation: Web-based workflow systems have gained considerable momentum in sequence-oriented bioinformatics. In structural bioinformatics, however, such systems are still relatively rare; while commercial stand-alone workflow applications are common in the pharmaceutical industry, academic researchers often still rely on command-line scripting to glue individual tools together. Results: In this work, we address the problem of building a web-based system for workflows in structural bioinformatics. For the underlying molecular modelling engine, we opted for the BALL framework because of its extensive and well-tested functionality in the field of structural bioinformatics. The large …
Assessment of the probabilities for evolutionary structural changes in protein folds.
2007
Abstract Motivation: The evolution of protein sequences can be described by a stepwise process, where each step involves changes of a few amino acids. In a similar manner, the evolution of protein folds can be at least partially described by an analogous process, where each step involves comparatively simple changes affecting few secondary structure elements. A number of such evolution steps, justified by biologically confirmed examples, have previously been proposed by other researchers. However, unlike the situation with sequences, as far as we know there have been no attempts to estimate the comparative probabilities for different kinds of such structural changes. Results: We have tried …
CARE: context-aware sequencing read error correction.
2020
Abstract Motivation Error correction is a fundamental pre-processing step in many Next-Generation Sequencing (NGS) pipelines, in particular for de novo genome assembly. However, existing error correction methods either suffer from high false-positive rates since they break reads into independent k-mers or do not scale efficiently to large amounts of sequencing reads and complex genomes. Results We present CARE—an alignment-based scalable error correction algorithm for Illumina data using the concept of minhashing. Minhashing allows for efficient similarity search within large sequencing read collections which enables fast computation of high-quality multiple alignments. Sequencing errors ar…
Gaussian component mixtures and CAR models in Bayesian disease mapping
2012
Hierarchical Bayesian models involving conditional autoregression (CAR) components are commonly used in disease mapping. An alternative model to the proper or improper CAR is the Gaussian component mixture (GCM) model. A review of CAR and GCM models is provided in univariate settings where only one disease is considered, and also in multivariate situations where in addition to the spatial dependence between regions, the dependence among multiple diseases is analyzed. A performance comparison between models using a set of simulated data to help illustrate their respective properties is reported. The results show that both in univariate and multivariate settings, both models perform in a comp…
A parallel and sensitive software tool for methylation analysis on multicore platforms.
2015
Abstract Motivation: DNA methylation analysis suffers from very long processing time, as the advent of Next-Generation Sequencers has shifted the bottleneck of genomic studies from the sequencers that obtain the DNA samples to the software that performs the analysis of these samples. The existing software for methylation analysis does not seem to scale efficiently neither with the size of the dataset nor with the length of the reads to be analyzed. As it is expected that the sequencers will provide longer and longer reads in the near future, efficient and scalable methylation software should be developed. Results: We present a new software tool, called HPG-Methyl, which efficiently maps bis…
Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence
2016
The geometric median, also called L 1 -median, is often used in robust statistics. Moreover, it is more and more usual to deal with large samples taking values in high dimensional spaces. In this context, a fast recursive estimator has been introduced by Cardot et?al. (2013). This work aims at studying more precisely the asymptotic behavior of the estimators of the geometric median based on such non linear stochastic gradient algorithms. The L p rates of convergence as well as almost sure rates of convergence of these estimators are derived in general separable Hilbert spaces. Moreover, the optimal rates of convergence in quadratic mean of the averaged algorithm are also given.