Search results for "markov chain"
showing 10 items of 288 documents
Dynamic coarse-graining fills the gap between atomistic simulations and experimental investigations of mechanical unfolding
2017
We present a dynamic coarse-graining technique that allows to simulate the mechanical unfolding of biomolecules or molecular complexes on experimentally relevant time scales. It is based on Markov state models (MSM), which we construct from molecular dynamics simulations using the pulling coordinate as an order parameter. We obtain a sequence of MSMs as a function of the discretized pulling coordinate, and the pulling process is modeled by switching among the MSMs according to the protocol applied to unfold the complex. This way we cover seven orders of magnitude in pulling speed. In the region of rapid pulling we additionally perform steered molecular dynamics simulations and find excellen…
Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks.
2016
Abstract Factorial Gaussian graphical Models (fGGMs) have recently been proposed for inferring dynamic gene regulatory networks from genomic high-throughput data. In the search for true regulatory relationships amongst the vast space of possible networks, these models allow the imposition of certain restrictions on the dynamic nature of these relationships, such as Markov dependencies of low order – some entries of the precision matrix are a priori zeros – or equal dependency strengths across time lags – some entries of the precision matrix are assumed to be equal. The precision matrix is then estimated by l 1-penalized maximum likelihood, imposing a further constraint on the absolute value…
MSAProbs-MPI: parallel multiple sequence aligner for distributed-memory systems
2016
This is a pre-copyedited, author-produced version of an article accepted for publication in Bioinformatics following peer review. The version of recordJorge González-Domínguez, Yongchao Liu, Juan Touriño, Bertil Schmidt; MSAProbs-MPI: parallel multiple sequence aligner for distributed-memory systems, Bioinformatics, Volume 32, Issue 24, 15 December 2016, Pages 3826–3828, https://doi.org/10.1093/bioinformatics/btw558is available online at: https://doi.org/10.1093/bioinformatics/btw558 [Abstracts] MSAProbs is a state-of-the-art protein multiple sequence alignment tool based on hidden Markov models. It can achieve high alignment accuracy at the expense of relatively long runtimes for large-sca…
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
2015
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical methods. We show in particular how individual Lyapunov functions and associated drift conditions for the parametrized family of Markov transition probabilities and the parameter update can be combined to form Lyapunov functions for the joint process, leading to the proof of the desired stability property. Of particular interest is the fact that the approach applies even in situations where the two components of the process present a time-scale separation, w…
Uncertainty quantification on a spatial Markov-chain model for the progression of skin cancer
2019
AbstractA spatial Markov-chain model is formulated for the progression of skin cancer. The model is based on the division of the computational domain into nodal points, that can be in a binary state: either in ‘cancer state’ or in ‘non-cancer state’. The model assigns probabilities for the non-reversible transition from ‘non-cancer’ state to the ‘cancer state’ that depend on the states of the neighbouring nodes. The likelihood of transition further depends on the life burden intensity of the UV-rays that the skin is exposed to. The probabilistic nature of the process and the uncertainty in the input data is assessed by the use of Monte Carlo simulations. A good fit between experiments on mi…
Initial Enlargement in a Markov chain market model
2011
Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.
Adaptation to life after surgical removal of the bladder—an application of graphical Markov models for analysing longitudinal data
2004
Graphical Markov models have been developed particularly for the analysis of observational data. They allow the control of various background variables when analysing theoretically relevant associations. This paper demonstrates the application and some advantages of graphical Markov models in comparison to conventional statistical analyses. The aim of the study was to identify patients at risk for developing decreased health-related quality of life (QoL) after cystectomy and to explore the influence of coping on QoL in this situation. Therefore, the method was applied to analyse the data of a prospective study, in which 81 patients with bladder cancer were interviewed pre-operatively and in…
A decision tree to help determine the best timing and antiretroviral strategy in HIV-infected patients.
2011
SUMMARYOptimal antiretroviral strategies for HIV-infected patients still need to be established. To this end a decision tree including different antiretroviral strategies that could be adopted for HIV-infected patients was built. A 10-year follow-up was simulated by using transitional probabilities estimated from a large cohort using a time-homogeneous Markov model. The desired outcome was for patients to maintain a CD4 cell count of >500 cells/mm3without experiencing AIDS or death. For patients with a baseline HIV viral load ⩾5 log10copies/ml, boosted protease inhibitor-based immediate highly active antiretroviral therapy (HAART) allowed them to spend 12% more time with CD4 ⩾500/mm3than…
Error estimation and reduction with cross correlations
2010
Besides the well-known effect of autocorrelations in time series of Monte Carlo simulation data resulting from the underlying Markov process, using the same data pool for computing various estimates entails additional cross correlations. This effect, if not properly taken into account, leads to systematically wrong error estimates for combined quantities. Using a straightforward recipe of data analysis employing the jackknife or similar resampling techniques, such problems can be avoided. In addition, a covariance analysis allows for the formulation of optimal estimators with often significantly reduced variance as compared to more conventional averages.
A mathematical model by route of transmission and fibrosis progression to estimate undiagnosed individuals with HCV in different Italian regions.
2022
Abstract Background Although an increase in hepatitis C virus (HCV) prevalence from Northern to Southern Italy has been reported, the burden of asymptomatic individuals in different Italian regions is currently unknown. Methods A probabilistic approach, including a Markov chain for liver disease progression, was applied to estimate current HCV viraemic burden. The model defined prevalence by geographic area using an estimated annual historical HCV incidence by age, treatment rate, and migration rate from the Italian National database. Viraemic infection by age group was estimated for each region by main HCV transmission routes of individuals for stage F0–F3 (i.e. patients without liver cirr…