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ABSTRACT: We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.
Journal of Computational and Graphical Statistics 06/2010; 19(2):260-280. · 1.06 Impact Factor
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ABSTRACT: An increasingly common component of studies in synthetic and systems biology is analysis of dynamics of gene expression at the single-cell level, a context that is heavily dependent on the use of time-lapse movies. Extracting quantitative data on the single-cell temporal dynamics from such movies remains a major challenge. Here, we describe novel methods for automating key steps in the analysis of single-cell, fluorescent images-segmentation and lineage reconstruction-to recognize and track individual cells over time. The automated analysis iteratively combines a set of extended morphological methods for segmentation, and uses a neighborhood-based scoring method for frame-to-frame lineage linking. Our studies with bacteria, budding yeast and human cells, demonstrate the portability and usability of these methods, whether using phase, bright field or fluorescent images. These examples also demonstrate the utility of our integrated approach in facilitating analyses of engineered and natural cellular networks in diverse settings. The automated methods are implemented in freely available, open-source software.
Cytometry Part A 10/2009; 77(1):101-10. · 3.73 Impact Factor
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ABSTRACT: Advances in biology and engineering have enabled the reprogramming of cells with well-defined functions, leading to the emergence of synthetic biology. Early successes in this nascent field suggest its potential to impact diverse areas. Here, we examine the feasibility of engineering circuits for cell-based computation. We illustrate the basic concepts by describing the mapping of several computational problems to engineered gene circuits. Revolving around these examples and past studies, we discuss technologies and computational methods available to design, test, and optimize gene circuits. We conclude with discussion of challenges involved in a typical design cycle, as well as those specific to cellular computation.
Molecular BioSystems 06/2007; 3(5):343-53. · 3.53 Impact Factor
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Jarad Niemi
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ABSTRACT: Dissertation
Dynamic models, also termed state space models, comprise an extremely rich model class for time series analysis. This dissertation focuses on building state space models for a variety of contexts and computationally efficient methods for Bayesian inference for simultaneous estimation of latent states and unknown fixed parameters.
Chapter 1 introduces state space models and methods of inference in these models. Chapter 2 describes a novel method for jointly sampling the entire latent state vector in a nonlinear Gaussian state space model using a computationally efficient adaptive mixture modeling procedure. This method is embedded in an overall Markov chain Monte Carlo algorithm for estimating fixed parameters as well as states. In Chapter 3 the method of the previous chapter is implemented in a few illustrative
nonlinear models and compared to standard existing methods. This chapter also looks at the effect of the number of mixture components as well as length of the time series on the efficiency of the method. I then turn to an biological application in Chapter 4. I discuss modeling choices as well as derivation of the state space model to be used in this application. Parameter and state estimation are analyzed in these models for both simulated and real data. Chapter 5 extends the methodology introduced in Chapter 2 from nonlinear Gaussian models to general state space models. The method is then applied to a financial
stochastic volatility model on US $ - British £ exchange rates. Bayesian inference in the previous chapter is accomplished through Markov chain Monte Carlo which is suitable for batch analyses, but computationally limiting in sequential analysis. Chapter 6 introduces sequential Monte Carlo. It discusses two methods currently available for simultaneous sequential estimation of latent states and fixed parameters and then introduces a novel algorithm that reduces the key, limiting degeneracy issue while being usable in a wide model class. Chapter 7 implements the novel algorithm in a disease surveillance context modeling influenza epidemics. Finally, Chapter 8 suggests areas for future work in both modeling and Bayesian inference. Several appendices provide detailed technical support material as well as relevant related work.
