Science.gov

Sample records for latent markov modelling

  1. Discrete Latent Markov Models for Normally Distributed Response Data

    ERIC Educational Resources Information Center

    Schmittmann, Verena D.; Dolan, Conor V.; van der Maas, Han L. J.; Neale, Michael C.

    2005-01-01

    Van de Pol and Langeheine (1990) presented a general framework for Markov modeling of repeatedly measured discrete data. We discuss analogical single indicator models for normally distributed responses. In contrast to discrete models, which have been studied extensively, analogical continuous response models have hardly been considered. These…

  2. Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies

    ERIC Educational Resources Information Center

    Bartolucci, Francesco; Pennoni, Fulvia; Vittadini, Giorgio

    2016-01-01

    We extend to the longitudinal setting a latent class approach that was recently introduced by Lanza, Coffman, and Xu to estimate the causal effect of a treatment. The proposed approach enables an evaluation of multiple treatment effects on subpopulations of individuals from a dynamic perspective, as it relies on a latent Markov (LM) model that is…

  3. Latent Variable Model for Learning in Pairwise Markov Networks

    PubMed Central

    Amizadeh, Saeed; Hauskrecht, Milos

    2011-01-01

    Pairwise Markov Networks (PMN) are an important class of Markov networks which, due to their simplicity, are widely used in many applications such as image analysis, bioinformatics, sensor networks, etc. However, learning of Markov networks from data is a challenging task; there are many possible structures one must consider and each of these structures comes with its own parameters making it easy to overfit the model with limited data. To deal with the problem, recent learning methods build upon the L1 regularization to express the bias towards sparse network structures. In this paper, we propose a new and more flexible framework that let us bias the structure, that can, for example, encode the preference to networks with certain local substructures which as a whole exhibit some special global structure. We experiment with and show the benefit of our framework on two types of problems: learning of modular networks and learning of traffic networks models. PMID:22228193

  4. Multidimensional Latent Markov Models in a Developmental Study of Inhibitory Control and Attentional Flexibility in Early Childhood

    ERIC Educational Resources Information Center

    Bartolucci, Francesco; Solis-Trapala, Ivonne L.

    2010-01-01

    We demonstrate the use of a multidimensional extension of the latent Markov model to analyse data from studies with repeated binary responses in developmental psychology. In particular, we consider an experiment based on a battery of tests which was administered to pre-school children, at three time periods, in order to measure their inhibitory…

  5. Modeling threat assessments of water supply systems using markov latent effects methodology.

    SciTech Connect

    Silva, Consuelo Juanita

    2006-12-01

    Recent amendments to the Safe Drinking Water Act emphasize efforts toward safeguarding our nation's water supplies against attack and contamination. Specifically, the Public Health Security and Bioterrorism Preparedness and Response Act of 2002 established requirements for each community water system serving more than 3300 people to conduct an assessment of the vulnerability of its system to a terrorist attack or other intentional acts. Integral to evaluating system vulnerability is the threat assessment, which is the process by which the credibility of a threat is quantified. Unfortunately, full probabilistic assessment is generally not feasible, as there is insufficient experience and/or data to quantify the associated probabilities. For this reason, an alternative approach is proposed based on Markov Latent Effects (MLE) modeling, which provides a framework for quantifying imprecise subjective metrics through possibilistic or fuzzy mathematics. Here, an MLE model for water systems is developed and demonstrated to determine threat assessments for different scenarios identified by the assailant, asset, and means. Scenario assailants include terrorists, insiders, and vandals. Assets include a water treatment plant, water storage tank, node, pipeline, well, and a pump station. Means used in attacks include contamination (onsite chemicals, biological and chemical), explosives and vandalism. Results demonstrated highest threats are vandalism events and least likely events are those performed by a terrorist.

  6. A discrete time event-history approach to informative drop-out in mixed latent Markov models with covariates.

    PubMed

    Bartolucci, Francesco; Farcomeni, Alessio

    2015-03-01

    Mixed latent Markov (MLM) models represent an important tool of analysis of longitudinal data when response variables are affected by time-fixed and time-varying unobserved heterogeneity, in which the latter is accounted for by a hidden Markov chain. In order to avoid bias when using a model of this type in the presence of informative drop-out, we propose an event-history (EH) extension of the latent Markov approach that may be used with multivariate longitudinal data, in which one or more outcomes of a different nature are observed at each time occasion. The EH component of the resulting model is referred to the interval-censored drop-out, and bias in MLM modeling is avoided by correlated random effects, included in the different model components, which follow common latent distributions. In order to perform maximum likelihood estimation of the proposed model by the expectation-maximization algorithm, we extend the usual forward-backward recursions of Baum and Welch. The algorithm has the same complexity as the one adopted in cases of non-informative drop-out. We illustrate the proposed approach through simulations and an application based on data coming from a medical study about primary biliary cirrhosis in which there are two outcomes of interest, one continuous and the other binary. PMID:25227970

  7. Serial testing for latent tuberculosis using QuantiFERON-TB Gold In-Tube: A Markov model.

    PubMed

    Moses, Mark W; Zwerling, Alice; Cattamanchi, Adithya; Denkinger, Claudia M; Banaei, Niaz; Kik, Sandra V; Metcalfe, John; Pai, Madhukar; Dowdy, David

    2016-01-01

    Healthcare workers (HCWs) in low-incidence settings are often serially tested for latent TB infection (LTBI) with the QuantiFERON-TB Gold In-Tube (QFT) assay, which exhibits frequent conversions and reversions. The clinical impact of such variability on serial testing remains unknown. We used a microsimulation Markov model that accounts for major sources of variability to project diagnostic outcomes in a simulated North American HCW cohort. Serial testing using a single QFT with the recommended conversion cutoff (IFN-g > 0.35 IU/mL) resulted in 24.6% (95% uncertainty range, UR: 23.8-25.5) of the entire population testing false-positive over ten years. Raising the cutoff to >1.0 IU/mL or confirming initial positive results with a (presumed independent) second test reduced this false-positive percentage to 2.3% (95%UR: 2.0-2.6%) or 4.1% (95%UR: 3.7-4.5%), but also reduced the proportion of true incident infections detected within the first year of infection from 76.5% (95%UR: 66.3-84.6%) to 54.8% (95%UR: 44.6-64.5%) or 61.5% (95%UR: 51.6-70.9%), respectively. Serial QFT testing of HCWs in North America may result in tremendous over-diagnosis and over-treatment of LTBI, with nearly thirty false-positives for every true infection diagnosed. Using higher cutoffs for conversion or confirmatory tests (for initial positives) can mitigate these effects, but will also diagnose fewer true infections. PMID:27469388

  8. Serial testing for latent tuberculosis using QuantiFERON-TB Gold In-Tube: A Markov model

    PubMed Central

    Moses, Mark W.; Zwerling, Alice; Cattamanchi, Adithya; Denkinger, Claudia M.; Banaei, Niaz; Kik, Sandra V.; Metcalfe, John; Pai, Madhukar; Dowdy, David

    2016-01-01

    Healthcare workers (HCWs) in low-incidence settings are often serially tested for latent TB infection (LTBI) with the QuantiFERON-TB Gold In-Tube (QFT) assay, which exhibits frequent conversions and reversions. The clinical impact of such variability on serial testing remains unknown. We used a microsimulation Markov model that accounts for major sources of variability to project diagnostic outcomes in a simulated North American HCW cohort. Serial testing using a single QFT with the recommended conversion cutoff (IFN-g > 0.35 IU/mL) resulted in 24.6% (95% uncertainty range, UR: 23.8–25.5) of the entire population testing false-positive over ten years. Raising the cutoff to >1.0 IU/mL or confirming initial positive results with a (presumed independent) second test reduced this false-positive percentage to 2.3% (95%UR: 2.0–2.6%) or 4.1% (95%UR: 3.7–4.5%), but also reduced the proportion of true incident infections detected within the first year of infection from 76.5% (95%UR: 66.3–84.6%) to 54.8% (95%UR: 44.6–64.5%) or 61.5% (95%UR: 51.6–70.9%), respectively. Serial QFT testing of HCWs in North America may result in tremendous over-diagnosis and over-treatment of LTBI, with nearly thirty false-positives for every true infection diagnosed. Using higher cutoffs for conversion or confirmatory tests (for initial positives) can mitigate these effects, but will also diagnose fewer true infections. PMID:27469388

  9. Objective classification of latent behavioral states in bio-logging data using multivariate-normal hidden Markov models.

    PubMed

    Phillips, Joe Scutt; Patterson, Toby A; Leroy, Bruno; Pilling, Graham M; Nicol, Simon J

    2015-07-01

    Analysis of complex time-series data from ecological system study requires quantitative tools for objective description and classification. These tools must take into account largely ignored problems of bias in manual classification, autocorrelation, and noise. Here we describe a method using existing estimation techniques for multivariate-normal hidden Markov models (HMMs) to develop such a classification. We use high-resolution behavioral data from bio-loggers attached to free-roaming pelagic tuna as an example. Observed patterns are assumed to be generated by an unseen Markov process that switches between several multivariate-normal distributions. Our approach is assessed in two parts. The first uses simulation experiments, from which the ability of the HMM to estimate known parameter values is examined using artificial time series of data consistent with hypotheses about pelagic predator foraging ecology. The second is the application to time series of continuous vertical movement data from yellowfin and bigeye tuna taken from tuna tagging experiments. These data were compressed into summary metrics capturing the variation of patterns in diving behavior and formed into a multivariate time series used to estimate a HMM. Each observation was associated with covariate information incorporating the effect of day and night on behavioral switching. Known parameter values were well recovered by the HMMs in our simulation experiments, resulting in mean correct classification rates of 90-97%, although some variance-covariance parameters were estimated less accurately. HMMs with two distinct behavioral states were selected for every time series of real tuna data, predicting a shallow warm state, which was similar across all individuals, and a deep colder state, which was more variable. Marked diurnal behavioral switching was predicted, consistent with many previous empirical studies on tuna. HMMs provide easily interpretable models for the objective classification of

  10. A Latent Markov Modelling Approach to the Evaluation of Circulating Cathodic Antigen Strips for Schistosomiasis Diagnosis Pre- and Post-Praziquantel Treatment in Uganda

    PubMed Central

    Koukounari, Artemis; Donnelly, Christl A.; Moustaki, Irini; Tukahebwa, Edridah M.; Kabatereine, Narcis B.; Wilson, Shona; Webster, Joanne P.; Deelder, André M.; Vennervald, Birgitte J.; van Dam, Govert J.

    2013-01-01

    Regular treatment with praziquantel (PZQ) is the strategy for human schistosomiasis control aiming to prevent morbidity in later life. With the recent resolution on schistosomiasis elimination by the 65th World Health Assembly, appropriate diagnostic tools to inform interventions are keys to their success. We present a discrete Markov chains modelling framework that deals with the longitudinal study design and the measurement error in the diagnostic methods under study. A longitudinal detailed dataset from Uganda, in which one or two doses of PZQ treatment were provided, was analyzed through Latent Markov Models (LMMs). The aim was to evaluate the diagnostic accuracy of Circulating Cathodic Antigen (CCA) and of double Kato-Katz (KK) faecal slides over three consecutive days for Schistosoma mansoni infection simultaneously by age group at baseline and at two follow-up times post treatment. Diagnostic test sensitivities and specificities and the true underlying infection prevalence over time as well as the probabilities of transitions between infected and uninfected states are provided. The estimated transition probability matrices provide parsimonious yet important insights into the re-infection and cure rates in the two age groups. We show that the CCA diagnostic performance remained constant after PZQ treatment and that this test was overall more sensitive but less specific than single-day double KK for the diagnosis of S. mansoni infection. The probability of clearing infection from baseline to 9 weeks was higher among those who received two PZQ doses compared to one PZQ dose for both age groups, with much higher re-infection rates among children compared to adolescents and adults. We recommend LMMs as a useful methodology for monitoring and evaluation and treatment decision research as well as CCA for mapping surveys of S. mansoni infection, although additional diagnostic tools should be incorporated in schistosomiasis elimination programs. PMID:24367250

  11. Two Studies of Specification Error in Models for Categorical Latent Variables

    ERIC Educational Resources Information Center

    Kaplan, David; Depaoli, Sarah

    2011-01-01

    This article examines the problem of specification error in 2 models for categorical latent variables; the latent class model and the latent Markov model. Specification error in the latent class model focuses on the impact of incorrectly specifying the number of latent classes of the categorical latent variable on measures of model adequacy as…

  12. Generalized Latent Trait Models.

    ERIC Educational Resources Information Center

    Moustaki, Irini; Knott, Martin

    2000-01-01

    Discusses a general model framework within which manifest variables with different distributions in the exponential family can be analyzed with a latent trait model. Presents a unified maximum likelihood method for estimating the parameters of the generalized latent trait model and discusses the scoring of individuals on the latent dimensions.…

  13. Mixed Markov models

    PubMed Central

    Fridman, Arthur

    2003-01-01

    Markov random fields can encode complex probabilistic relationships involving multiple variables and admit efficient procedures for probabilistic inference. However, from a knowledge engineering point of view, these models suffer from a serious limitation. The graph of a Markov field must connect all pairs of variables that are conditionally dependent even for a single choice of values of the other variables. This makes it hard to encode interactions that occur only in a certain context and are absent in all others. Furthermore, the requirement that two variables be connected unless always conditionally independent may lead to excessively dense graphs, obscuring the independencies present among the variables and leading to computationally prohibitive inference algorithms. Mumford [Mumford, D. (1996) in ICIAM 95, eds. Kirchgassner, K., Marenholtz, O. & Mennicken, R. (Akademie Verlag, Berlin), pp. 233–256] proposed an alternative modeling framework where the graph need not be rigid and completely determined a priori. Mixed Markov models contain node-valued random variables that, when instantiated, augment the graph by a set of transient edges. A single joint probability distribution relates the values of regular and node-valued variables. In this article, we study the analytical and computational properties of mixed Markov models. In particular, we show that positive mixed models have a local Markov property that is equivalent to their global factorization. We also describe a computationally efficient procedure for answering probabilistic queries in mixed Markov models. PMID:12829802

  14. Latent Variable Interaction Modeling.

    ERIC Educational Resources Information Center

    Schumacker, Randall E.

    2002-01-01

    Used simulation to study two different approaches to latent variable interaction modeling with continuous observed variables: (1) a LISREL 8.30 program and (2) data analysis through PRELIS2 and SIMPLIS programs. Results show that parameter estimation was similar but standard errors were different. Discusses differences in ease of implementation.…

  15. Regime Switching in the Latent Growth Curve Mixture Model

    ERIC Educational Resources Information Center

    Dolan, Conor V.; Schmittmann, Verena D.; Lubke, Gitta H.; Neale, Michael C.

    2005-01-01

    A linear latent growth curve mixture model is presented which includes switching between growth curves. Switching is accommodated by means of a Markov transition model. The model is formulated with switching as a highly constrained multivariate mixture model and is fitted using the freely available Mx program. The model is illustrated by analyzing…

  16. A MCMC-Method for Models with Continuous Latent Responses.

    ERIC Educational Resources Information Center

    Maris, Gunter; Maris, Eric

    2002-01-01

    Introduces a new technique for estimating the parameters of models with continuous latent data. To streamline presentation of this Markov Chain Monte Carlo (MCMC) method, the Rasch model is used. Also introduces a new sampling-based Bayesian technique, the DA-T-Gibbs sampler. (SLD)

  17. An Overview of Markov Chain Methods for the Study of Stage-Sequential Developmental Processes

    ERIC Educational Resources Information Center

    Kapland, David

    2008-01-01

    This article presents an overview of quantitative methodologies for the study of stage-sequential development based on extensions of Markov chain modeling. Four methods are presented that exemplify the flexibility of this approach: the manifest Markov model, the latent Markov model, latent transition analysis, and the mixture latent Markov model.…

  18. A Latent Transition Model with Logistic Regression

    ERIC Educational Resources Information Center

    Chung, Hwan; Walls, Theodore A.; Park, Yousung

    2007-01-01

    Latent transition models increasingly include covariates that predict prevalence of latent classes at a given time or transition rates among classes over time. In many situations, the covariate of interest may be latent. This paper describes an approach for handling both manifest and latent covariates in a latent transition model. A Bayesian…

  19. Building Simple Hidden Markov Models. Classroom Notes

    ERIC Educational Resources Information Center

    Ching, Wai-Ki; Ng, Michael K.

    2004-01-01

    Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.

  20. Latent Growth Modeling for Logistic Response Functions

    ERIC Educational Resources Information Center

    Choi, Jaehwa; Harring, Jeffrey R.; Hancock, Gregory R.

    2009-01-01

    Throughout much of the social and behavioral sciences, latent growth modeling (latent curve analysis) has become an important tool for understanding individuals' longitudinal change. Although nonlinear variations of latent growth models appear in the methodological and applied literature, a notable exclusion is the treatment of growth following…

  1. A Multicomponent Latent Trait Model for Diagnosis

    ERIC Educational Resources Information Center

    Embretson, Susan E.; Yang, Xiangdong

    2013-01-01

    This paper presents a noncompensatory latent trait model, the multicomponent latent trait model for diagnosis (MLTM-D), for cognitive diagnosis. In MLTM-D, a hierarchical relationship between components and attributes is specified to be applicable to permit diagnosis at two levels. MLTM-D is a generalization of the multicomponent latent trait…

  2. Semi-Markov Arnason-Schwarz models.

    PubMed

    King, Ruth; Langrock, Roland

    2016-06-01

    We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. PMID:26584064

  3. Latent Class Models for Diary Method Data: Parameter Estimation by Local Computations

    ERIC Educational Resources Information Center

    Rijmen, Frank; Vansteelandt, Kristof; De Boeck, Paul

    2008-01-01

    The increasing use of diary methods calls for the development of appropriate statistical methods. For the resulting panel data, latent Markov models can be used to model both individual differences and temporal dynamics. The computational burden associated with these models can be overcome by exploiting the conditional independence relations…

  4. Rating Scale Analysis with Latent Class Models.

    ERIC Educational Resources Information Center

    Rost, Jurgen

    1988-01-01

    A general approach for analyzing rating data with latent class models is described, paralleling rating models in the framework of latent trait theory. A general rating model and a two-parameter model with location and dispersion parameters are derived and illustrated. (Author/SLD)

  5. Consequences of Fitting Nonidentified Latent Class Models

    ERIC Educational Resources Information Center

    Abar, Beau; Loken, Eric

    2012-01-01

    Latent class models are becoming more popular in behavioral research. When models with a large number of latent classes relative to the number of manifest indicators are estimated, researchers must consider the possibility that the model is not identified. It is not enough to determine that the model has positive degrees of freedom. A well-known…

  6. On multitarget pairwise-Markov models

    NASA Astrophysics Data System (ADS)

    Mahler, Ronald

    2015-05-01

    Single- and multi-target tracking are both typically based on strong independence assumptions regarding both the target states and sensor measurements. In particular, both are theoretically based on the hidden Markov chain (HMC) model. That is, the target process is a Markov chain that is observed by an independent observation process. Since HMC assumptions are invalid in many practical applications, the pairwise Markov chain (PMC) model has been proposed as a way to weaken those assumptions. In this paper it is shown that the PMC model can be directly generalized to multitarget problems. Since the resulting tracking filters are computationally intractable, the paper investigates generalizations of the cardinalized probability hypothesis density (CPHD) filter to applications with PMC models.

  7. Information-Theoretic Latent Distribution Modeling: Distinguishing Discrete and Continuous Latent Variable Models

    ERIC Educational Resources Information Center

    Markon, Kristian E.; Krueger, Robert F.

    2006-01-01

    Distinguishing between discrete and continuous latent variable distributions has become increasingly important in numerous domains of behavioral science. Here, the authors explore an information-theoretic approach to latent distribution modeling, in which the ability of latent distribution models to represent statistical information in observed…

  8. Zipf exponent of trajectory distribution in the hidden Markov model

    NASA Astrophysics Data System (ADS)

    Bochkarev, V. V.; Lerner, E. Yu

    2014-03-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

  9. Evaluation of Usability Utilizing Markov Models

    ERIC Educational Resources Information Center

    Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane

    2012-01-01

    Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…

  10. Modeling Dyadic Processes Using Hidden Markov Models: A Time Series Approach to Mother-Infant Interactions during Infant Immunization

    ERIC Educational Resources Information Center

    Stifter, Cynthia A.; Rovine, Michael

    2015-01-01

    The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at 2 and 6?months of age, used hidden Markov modelling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a…

  11. Estimating Neuronal Ageing with Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Wang, Bing; Pham, Tuan D.

    2011-06-01

    Neuronal degeneration is widely observed in normal ageing, meanwhile the neurode-generative disease like Alzheimer's disease effects neuronal degeneration in a faster way which is considered as faster ageing. Early intervention of such disease could benefit subjects with potentials of positive clinical outcome, therefore, early detection of disease related brain structural alteration is required. In this paper, we propose a computational approach for modelling the MRI-based structure alteration with ageing using hidden Markov model. The proposed hidden Markov model based brain structural model encodes intracortical tissue/fluid distribution using discrete wavelet transformation and vector quantization. Further, it captures gray matter volume loss, which is capable of reflecting subtle intracortical changes with ageing. Experiments were carried out on healthy subjects to validate its accuracy and robustness. Results have shown its ability of predicting the brain age with prediction error of 1.98 years without training data, which shows better result than other age predition methods.

  12. Heteroscedastic Latent Trait Models for Dichotomous Data.

    PubMed

    Molenaar, Dylan

    2015-09-01

    Effort has been devoted to account for heteroscedasticity with respect to observed or latent moderator variables in item or test scores. For instance, in the multi-group generalized linear latent trait model, it could be tested whether the observed (polychoric) covariance matrix differs across the levels of an observed moderator variable. In the case that heteroscedasticity arises across the latent trait itself, existing models commonly distinguish between heteroscedastic residuals and a skewed trait distribution. These models have valuable applications in intelligence, personality and psychopathology research. However, existing approaches are only limited to continuous and polytomous data, while dichotomous data are common in intelligence and psychopathology research. Therefore, in present paper, a heteroscedastic latent trait model is presented for dichotomous data. The model is studied in a simulation study, and applied to data pertaining alcohol use and cognitive ability. PMID:25080866

  13. Programs Help Create And Evaluate Markov Models

    NASA Technical Reports Server (NTRS)

    Butler, Ricky W.; Boerschlein, David P.

    1993-01-01

    Pade Approximation With Scaling (PAWS) and Scaled Taylor Exponential Matrix (STEM) computer programs provide flexible, user-friendly, language-based interface for creation and evaluation of Markov models describing behaviors of fault-tolerant reconfigurable computer systems. Produce exact solution for probabilities of system failures and provide conservative estimates of numbers of significant digits in solutions. Also offer as part of bundled package with SURE and ASSIST, two other reliable analysis programs developed by Systems Validation Methods group at Langley Research Center.

  14. Hidden Markov Model Analysis of Multichromophore Photobleaching

    PubMed Central

    Messina, Troy C.; Kim, Hiyun; Giurleo, Jason T.; Talaga, David S.

    2007-01-01

    The interpretation of single-molecule measurements is greatly complicated by the presence of multiple fluorescent labels. However, many molecular systems of interest consist of multiple interacting components. We investigate this issue using multiply labeled dextran polymers that we intentionally photobleach to the background on a single-molecule basis. Hidden Markov models allow for unsupervised analysis of the data to determine the number of fluorescent subunits involved in the fluorescence intermittency of the 6-carboxy-tetramethylrhodamine labels by counting the discrete steps in fluorescence intensity. The Bayes information criterion allows us to distinguish between hidden Markov models that differ by the number of states, that is, the number of fluorescent molecules. We determine information-theoretical limits and show via Monte Carlo simulations that the hidden Markov model analysis approaches these theoretical limits. This technique has resolving power of one fluorescing unit up to as many as 30 fluorescent dyes with the appropriate choice of dye and adequate detection capability. We discuss the general utility of this method for determining aggregation-state distributions as could appear in many biologically important systems and its adaptability to general photometric experiments. PMID:16913765

  15. Phase transitions in Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Bechhoefer, John; Lathouwers, Emma

    In Hidden Markov Models (HMMs), a Markov process is not directly accessible. In the simplest case, a two-state Markov model ``emits'' one of two ``symbols'' at each time step. We can think of these symbols as noisy measurements of the underlying state. With some probability, the symbol implies that the system is in one state when it is actually in the other. The ability to judge which state the system is in sets the efficiency of a Maxwell demon that observes state fluctuations in order to extract heat from a coupled reservoir. The state-inference problem is to infer the underlying state from such noisy measurements at each time step. We show that there can be a phase transition in such measurements: for measurement error rates below a certain threshold, the inferred state always matches the observation. For higher error rates, there can be continuous or discontinuous transitions to situations where keeping a memory of past observations improves the state estimate. We can partly understand this behavior by mapping the HMM onto a 1d random-field Ising model at zero temperature. We also present more recent work that explores a larger parameter space and more states. Research funded by NSERC, Canada.

  16. Inference for finite-sample trajectories in dynamic multi-state site-occupancy models using hidden Markov model smoothing

    USGS Publications Warehouse

    Fiske, Ian J.; Royle, J. Andrew; Gross, Kevin

    2014-01-01

    Ecologists and wildlife biologists increasingly use latent variable models to study patterns of species occurrence when detection is imperfect. These models have recently been generalized to accommodate both a more expansive description of state than simple presence or absence, and Markovian dynamics in the latent state over successive sampling seasons. In this paper, we write these multi-season, multi-state models as hidden Markov models to find both maximum likelihood estimates of model parameters and finite-sample estimators of the trajectory of the latent state over time. These estimators are especially useful for characterizing population trends in species of conservation concern. We also develop parametric bootstrap procedures that allow formal inference about latent trend. We examine model behavior through simulation, and we apply the model to data from the North American Amphibian Monitoring Program.

  17. Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

    ERIC Educational Resources Information Center

    Kieftenbeld, Vincent; Natesan, Prathiba

    2012-01-01

    Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

  18. Markov counting models for correlated binary responses.

    PubMed

    Crawford, Forrest W; Zelterman, Daniel

    2015-07-01

    We propose a class of continuous-time Markov counting processes for analyzing correlated binary data and establish a correspondence between these models and sums of exchangeable Bernoulli random variables. Our approach generalizes many previous models for correlated outcomes, admits easily interpretable parameterizations, allows different cluster sizes, and incorporates ascertainment bias in a natural way. We demonstrate several new models for dependent outcomes and provide algorithms for computing maximum likelihood estimates. We show how to incorporate cluster-specific covariates in a regression setting and demonstrate improved fits to well-known datasets from familial disease epidemiology and developmental toxicology. PMID:25792624

  19. Optimization-Based Model Fitting for Latent Class and Latent Profile Analyses

    ERIC Educational Resources Information Center

    Huang, Guan-Hua; Wang, Su-Mei; Hsu, Chung-Chu

    2011-01-01

    Statisticians typically estimate the parameters of latent class and latent profile models using the Expectation-Maximization algorithm. This paper proposes an alternative two-stage approach to model fitting. The first stage uses the modified k-means and hierarchical clustering algorithms to identify the latent classes that best satisfy the…

  20. MODELING PAVEMENT DETERIORATION PROCESSES BY POISSON HIDDEN MARKOV MODELS

    NASA Astrophysics Data System (ADS)

    Nam, Le Thanh; Kaito, Kiyoyuki; Kobayashi, Kiyoshi; Okizuka, Ryosuke

    In pavement management, it is important to estimate lifecycle cost, which is composed of the expenses for repairing local damages, including potholes, and repairing and rehabilitating the surface and base layers of pavements, including overlays. In this study, a model is produced under the assumption that the deterioration process of pavement is a complex one that includes local damages, which occur frequently, and the deterioration of the surface and base layers of pavement, which progresses slowly. The variation in pavement soundness is expressed by the Markov deterioration model and the Poisson hidden Markov deterioration model, in which the frequency of local damage depends on the distribution of pavement soundness, is formulated. In addition, the authors suggest a model estimation method using the Markov Chain Monte Carlo (MCMC) method, and attempt to demonstrate the applicability of the proposed Poisson hidden Markov deterioration model by studying concrete application cases.

  1. Latent Curve Models and Latent Change Score Models Estimated in R

    ERIC Educational Resources Information Center

    Ghisletta, Paolo; McArdle, John J.

    2012-01-01

    In recent years the use of the latent curve model (LCM) among researchers in social sciences has increased noticeably, probably thanks to contemporary software developments and the availability of specialized literature. Extensions of the LCM, like the the latent change score model (LCSM), have also increased in popularity. At the same time, the R…

  2. A Markov model of the Indus script

    PubMed Central

    Rao, Rajesh P. N.; Yadav, Nisha; Vahia, Mayank N.; Joglekar, Hrishikesh; Adhikari, R.; Mahadevan, Iravatham

    2009-01-01

    Although no historical information exists about the Indus civilization (flourished ca. 2600–1900 B.C.), archaeologists have uncovered about 3,800 short samples of a script that was used throughout the civilization. The script remains undeciphered, despite a large number of attempts and claimed decipherments over the past 80 years. Here, we propose the use of probabilistic models to analyze the structure of the Indus script. The goal is to reveal, through probabilistic analysis, syntactic patterns that could point the way to eventual decipherment. We illustrate the approach using a simple Markov chain model to capture sequential dependencies between signs in the Indus script. The trained model allows new sample texts to be generated, revealing recurring patterns of signs that could potentially form functional subunits of a possible underlying language. The model also provides a quantitative way of testing whether a particular string belongs to the putative language as captured by the Markov model. Application of this test to Indus seals found in Mesopotamia and other sites in West Asia reveals that the script may have been used to express different content in these regions. Finally, we show how missing, ambiguous, or unreadable signs on damaged objects can be filled in with most likely predictions from the model. Taken together, our results indicate that the Indus script exhibits rich synactic structure and the ability to represent diverse content. both of which are suggestive of a linguistic writing system rather than a nonlinguistic symbol system. PMID:19666571

  3. A Markov model of the Indus script.

    PubMed

    Rao, Rajesh P N; Yadav, Nisha; Vahia, Mayank N; Joglekar, Hrishikesh; Adhikari, R; Mahadevan, Iravatham

    2009-08-18

    Although no historical information exists about the Indus civilization (flourished ca. 2600-1900 B.C.), archaeologists have uncovered about 3,800 short samples of a script that was used throughout the civilization. The script remains undeciphered, despite a large number of attempts and claimed decipherments over the past 80 years. Here, we propose the use of probabilistic models to analyze the structure of the Indus script. The goal is to reveal, through probabilistic analysis, syntactic patterns that could point the way to eventual decipherment. We illustrate the approach using a simple Markov chain model to capture sequential dependencies between signs in the Indus script. The trained model allows new sample texts to be generated, revealing recurring patterns of signs that could potentially form functional subunits of a possible underlying language. The model also provides a quantitative way of testing whether a particular string belongs to the putative language as captured by the Markov model. Application of this test to Indus seals found in Mesopotamia and other sites in West Asia reveals that the script may have been used to express different content in these regions. Finally, we show how missing, ambiguous, or unreadable signs on damaged objects can be filled in with most likely predictions from the model. Taken together, our results indicate that the Indus script exhibits rich synactic structure and the ability to represent diverse content. both of which are suggestive of a linguistic writing system rather than a nonlinguistic symbol system. PMID:19666571

  4. Confirmatory Measurement Model Comparisons Using Latent Means.

    ERIC Educational Resources Information Center

    Millsap, Roger E.; Everson, Howard

    1991-01-01

    Use of confirmatory factor analysis (CFA) with nonzero latent means in testing six different measurement models from classical test theory is discussed. Implications of the six models for observed mean and covariance structures are described, and three examples of the use of CFA in testing the models are presented. (SLD)

  5. Hidden Markov models for stochastic thermodynamics

    NASA Astrophysics Data System (ADS)

    Bechhoefer, John

    2015-07-01

    The formalism of state estimation and hidden Markov models can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to shed light on a recent discussion of phase transitions in the optimized response of an information engine, for which measurement noise serves as a control parameter. The HMM formalism also shows that the value of additional information displays a maximum at intermediate signal-to-noise ratios. Finally, we discuss how systems open to information flow can apparently violate causality; the HMM formalism can quantify the performance gains due to such violations.

  6. Residual Structures in Latent Growth Curve Modeling

    ERIC Educational Resources Information Center

    Grimm, Kevin J.; Widaman, Keith F.

    2010-01-01

    Several alternatives are available for specifying the residual structure in latent growth curve modeling. Two specifications involve uncorrelated residuals and represent the most commonly used residual structures. The first, building on repeated measures analysis of variance and common specifications in multilevel models, forces residual variances…

  7. Forest Pest Occurrence Predictionca-Markov Model

    NASA Astrophysics Data System (ADS)

    Xie, Fangyi; Zhang, Xiaoli; Chen, Xiaoyan

    Since the spatial pattern of forest pest occurrence is determined by biological characteristics and habitat conditions, this paper introduced construction of a cellular automaton model combined with Markov model to predicate the forest pest occurrence. Rules of the model includes the cell states rules, neighborhood rules and transition rules which are defined according to the factors from stand conditions, stand structures, climate and the influence of the factors on the state conversion. Coding for the model is also part of the implementations of the model. The participants were designed including attributes and operations of participants expressed with a UML diagram. Finally, the scale issues on forest pest occurrence prediction, of which the core are the prediction of element size and time interval, are partly discussed in this paper.

  8. Multivariate Markov chain modeling for stock markets

    NASA Astrophysics Data System (ADS)

    Maskawa, Jun-ichi

    2003-06-01

    We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

  9. Mixture Hidden Markov Models in Finance Research

    NASA Astrophysics Data System (ADS)

    Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia

    Finite mixture models have proven to be a powerful framework whenever unobserved heterogeneity cannot be ignored. We introduce in finance research the Mixture Hidden Markov Model (MHMM) that takes into account time and space heterogeneity simultaneously. This approach is flexible in the sense that it can deal with the specific features of financial time series data, such as asymmetry, kurtosis, and unobserved heterogeneity. This methodology is applied to model simultaneously 12 time series of Asian stock markets indexes. Because we selected a heterogeneous sample of countries including both developed and emerging countries, we expect that heterogeneity in market returns due to country idiosyncrasies will show up in the results. The best fitting model was the one with two clusters at country level with different dynamics between the two regimes.

  10. Benchmarking of a Markov multizone model of contaminant transport.

    PubMed

    Jones, Rachael M; Nicas, Mark

    2014-10-01

    A Markov chain model previously applied to the simulation of advection and diffusion process of gaseous contaminants is extended to three-dimensional transport of particulates in indoor environments. The model framework and assumptions are described. The performance of the Markov model is benchmarked against simple conventional models of contaminant transport. The Markov model is able to replicate elutriation predictions of particle deposition with distance from a point source, and the stirred settling of respirable particles. Comparisons with turbulent eddy diffusion models indicate that the Markov model exhibits numerical diffusion in the first seconds after release, but over time accurately predicts mean lateral dispersion. The Markov model exhibits some instability with grid length aspect when turbulence is incorporated by way of the turbulent diffusion coefficient, and advection is present. However, the magnitude of prediction error may be tolerable for some applications and can be avoided by incorporating turbulence by way of fluctuating velocity (e.g. turbulence intensity). PMID:25143517

  11. Estimation and uncertainty of reversible Markov models

    NASA Astrophysics Data System (ADS)

    Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

    2015-11-01

    Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software — http://pyemma.org — as of version 2.0.

  12. Markov state models of biomolecular conformational dynamics

    PubMed Central

    Chodera, John D.; Noé, Frank

    2014-01-01

    It has recently become practical to construct Markov state models (MSMs) that reproduce the long-time statistical conformational dynamics of biomolecules using data from molecular dynamics simulations. MSMs can predict both stationary and kinetic quantities on long timescales (e.g. milliseconds) using a set of atomistic molecular dynamics simulations that are individually much shorter, thus addressing the well-known sampling problem in molecular dynamics simulation. In addition to providing predictive quantitative models, MSMs greatly facilitate both the extraction of insight into biomolecular mechanism (such as folding and functional dynamics) and quantitative comparison with single-molecule and ensemble kinetics experiments. A variety of methodological advances and software packages now bring the construction of these models closer to routine practice. Here, we review recent progress in this field, considering theoretical and methodological advances, new software tools, and recent applications of these approaches in several domains of biochemistry and biophysics, commenting on remaining challenges. PMID:24836551

  13. Inference for dynamic and latent variable models via iterated, perturbed Bayes maps

    PubMed Central

    Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A.

    2015-01-01

    Iterated filtering algorithms are stochastic optimization procedures for latent variable models that recursively combine parameter perturbations with latent variable reconstruction. Previously, theoretical support for these algorithms has been based on the use of conditional moments of perturbed parameters to approximate derivatives of the log likelihood function. Here, a theoretical approach is introduced based on the convergence of an iterated Bayes map. An algorithm supported by this theory displays substantial numerical improvement on the computational challenge of inferring parameters of a partially observed Markov process. PMID:25568084

  14. Component Latent Trait Models for Test Design.

    ERIC Educational Resources Information Center

    Embretson, Susan Whitely

    Latent trait models are presented that can be used for test design in the context of a theory about the variables that underlie task performance. Examples of methods for decomposing and testing hypotheses about the theoretical variables in task performance are given. The methods can be used to determine the processing components that are involved…

  15. Markov state models and molecular alchemy

    NASA Astrophysics Data System (ADS)

    Schütte, Christof; Nielsen, Adam; Weber, Marcus

    2015-01-01

    In recent years, Markov state models (MSMs) have attracted a considerable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g. for peptides including time-resolved spectroscopic experiments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multivalent scenarios. In this article, a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular properties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under consideration. The performance of the reweighting scheme is illustrated for simple test cases, including one where the main wells of the respective energy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.

  16. Multiple alignment using hidden Markov models

    SciTech Connect

    Eddy, S.R.

    1995-12-31

    A simulated annealing method is described for training hidden Markov models and producing multiple sequence alignments from initially unaligned protein or DNA sequences. Simulated annealing in turn uses a dynamic programming algorithm for correctly sampling suboptimal multiple alignments according to their probability and a Boltzmann temperature factor. The quality of simulated annealing alignments is evaluated on structural alignments of ten different protein families, and compared to the performance of other HMM training methods and the ClustalW program. Simulated annealing is better able to find near-global optima in the multiple alignment probability landscape than the other tested HMM training methods. Neither ClustalW nor simulated annealing produce consistently better alignments compared to each other. Examination of the specific cases in which ClustalW outperforms simulated annealing, and vice versa, provides insight into the strengths and weaknesses of current hidden Maxkov model approaches.

  17. Hidden Markov Models for Zero-Inflated Poisson Counts with an Application to Substance Use

    PubMed Central

    DeSantis, Stacia M.; Bandyopadhyay, Dipankar

    2011-01-01

    Paradigms for substance abuse cue-reactivity research involve short term pharmacological or stressful stimulation designed to elicit stress and craving responses in cocaine-dependent subjects. It is unclear as to whether stress induced from participation in such studies increases drug-seeking behavior. We propose a 2-state Hidden Markov model to model the number of cocaine abuses per week before and after participation in a stress- and cue-reactivity study. The hypothesized latent state corresponds to ‘high’ or ‘low’ use. To account for a preponderance of zeros, we assume a zero-inflated Poisson model for the count data. Transition probabilities depend on the prior week’s state, fixed demographic variables, and time-varying covariates. We adopt a Bayesian approach to model fitting, and use the conditional predictive ordinate statistic to demonstrate that the zero-inflated Poisson hidden Markov model outperforms other models for longitudinal count data. PMID:21538455

  18. Markov state models of protein misfolding.

    PubMed

    Sirur, Anshul; De Sancho, David; Best, Robert B

    2016-02-21

    Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity. PMID:26897000

  19. Markov state models of protein misfolding

    NASA Astrophysics Data System (ADS)

    Sirur, Anshul; De Sancho, David; Best, Robert B.

    2016-02-01

    Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity.

  20. Probabilistic Resilience in Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Panerati, Jacopo; Beltrame, Giovanni; Schwind, Nicolas; Zeltner, Stefan; Inoue, Katsumi

    2016-05-01

    Originally defined in the context of ecological systems and environmental sciences, resilience has grown to be a property of major interest for the design and analysis of many other complex systems: resilient networks and robotics systems other the desirable capability of absorbing disruption and transforming in response to external shocks, while still providing the services they were designed for. Starting from an existing formalization of resilience for constraint-based systems, we develop a probabilistic framework based on hidden Markov models. In doing so, we introduce two new important features: stochastic evolution and partial observability. Using our framework, we formalize a methodology for the evaluation of probabilities associated with generic properties, we describe an efficient algorithm for the computation of its essential inference step, and show that its complexity is comparable to other state-of-the-art inference algorithms.

  1. Modeling anger and aggressive driving behavior in a dynamic choice-latent variable model.

    PubMed

    Danaf, Mazen; Abou-Zeid, Maya; Kaysi, Isam

    2015-02-01

    This paper develops a hybrid choice-latent variable model combined with a Hidden Markov model in order to analyze the causes of aggressive driving and forecast its manifestations accordingly. The model is grounded in the state-trait anger theory; it treats trait driving anger as a latent variable that is expressed as a function of individual characteristics, or as an agent effect, and state anger as a dynamic latent variable that evolves over time and affects driving behavior, and that is expressed as a function of trait anger, frustrating events, and contextual variables (e.g., geometric roadway features, flow conditions, etc.). This model may be used in order to test measures aimed at reducing aggressive driving behavior and improving road safety, and can be incorporated into micro-simulation packages to represent aggressive driving. The paper also presents an application of this model to data obtained from a driving simulator experiment performed at the American University of Beirut. The results derived from this application indicate that state anger at a specific time period is significantly affected by the occurrence of frustrating events, trait anger, and the anger experienced at the previous time period. The proposed model exhibited a better goodness of fit compared to a similar simple joint model where driving behavior and decisions are expressed as a function of the experienced events explicitly and not the dynamic latent variable. PMID:25460097

  2. Modelling modal gating of ion channels with hierarchical Markov models

    PubMed Central

    Fackrell, Mark; Crampin, Edmund J.; Taylor, Peter

    2016-01-01

    Many ion channels spontaneously switch between different levels of activity. Although this behaviour known as modal gating has been observed for a long time it is currently not well understood. Despite the fact that appropriately representing activity changes is essential for accurately capturing time course data from ion channels, systematic approaches for modelling modal gating are currently not available. In this paper, we develop a modular approach for building such a model in an iterative process. First, stochastic switching between modes and stochastic opening and closing within modes are represented in separate aggregated Markov models. Second, the continuous-time hierarchical Markov model, a new modelling framework proposed here, then enables us to combine these components so that in the integrated model both mode switching as well as the kinetics within modes are appropriately represented. A mathematical analysis reveals that the behaviour of the hierarchical Markov model naturally depends on the properties of its components. We also demonstrate how a hierarchical Markov model can be parametrized using experimental data and show that it provides a better representation than a previous model of the same dataset. Because evidence is increasing that modal gating reflects underlying molecular properties of the channel protein, it is likely that biophysical processes are better captured by our new approach than in earlier models. PMID:27616917

  3. Stochastic Approximation Methods for Latent Regression Item Response Models

    ERIC Educational Resources Information Center

    von Davier, Matthias; Sinharay, Sandip

    2010-01-01

    This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…

  4. Manpower planning using Markov Chain model

    NASA Astrophysics Data System (ADS)

    Saad, Syafawati Ab; Adnan, Farah Adibah; Ibrahim, Haslinda; Rahim, Rahela

    2014-07-01

    Manpower planning is a planning model which understands the flow of manpower based on the policies changes. For such purpose, numerous attempts have been made by researchers to develop a model to investigate the track of movements of lecturers for various universities. As huge number of lecturers in a university, it is difficult to track the movement of lecturers and also there is no quantitative way used in tracking the movement of lecturers. This research is aimed to determine the appropriate manpower model to understand the flow of lecturers in a university in Malaysia by determine the probability and mean time of lecturers remain in the same status rank. In addition, this research also intended to estimate the number of lecturers in different status rank (lecturer, senior lecturer and associate professor). From the previous studies, there are several methods applied in manpower planning model and appropriate method used in this research is Markov Chain model. Results obtained from this study indicate that the appropriate manpower planning model used is validated by compare to the actual data. The smaller margin of error gives a better result which means that the projection is closer to actual data. These results would give some suggestions for the university to plan the hiring lecturers and budgetary for university in future.

  5. Noiseless compression using non-Markov models

    NASA Technical Reports Server (NTRS)

    Blumer, Anselm

    1989-01-01

    Adaptive data compression techniques can be viewed as consisting of a model specified by a database common to the encoder and decoder, an encoding rule and a rule for updating the model to ensure that the encoder and decoder always agree on the interpretation of the next transmission. The techniques which fit this framework range from run-length coding, to adaptive Huffman and arithmetic coding, to the string-matching techniques of Lempel and Ziv. The compression obtained by arithmetic coding is dependent on the generality of the source model. For many sources, an independent-letter model is clearly insufficient. Unfortunately, a straightforward implementation of a Markov model requires an amount of space exponential in the number of letters remembered. The Directed Acyclic Word Graph (DAWG) can be constructed in time and space proportional to the text encoded, and can be used to estimate the probabilities required for arithmetic coding based on an amount of memory which varies naturally depending on the encoded text. The tail of that portion of the text which was encoded is the longest suffix that has occurred previously. The frequencies of letters following these previous occurrences can be used to estimate the probability distribution of the next letter. Experimental results indicate that compression is often far better than that obtained using independent-letter models, and sometimes also significantly better than other non-independent techniques.

  6. Bayesian modeling of ChIP-chip data using latent variables

    PubMed Central

    2009-01-01

    Background The ChIP-chip technology has been used in a wide range of biomedical studies, such as identification of human transcription factor binding sites, investigation of DNA methylation, and investigation of histone modifications in animals and plants. Various methods have been proposed in the literature for analyzing the ChIP-chip data, such as the sliding window methods, the hidden Markov model-based methods, and Bayesian methods. Although, due to the integrated consideration of uncertainty of the models and model parameters, Bayesian methods can potentially work better than the other two classes of methods, the existing Bayesian methods do not perform satisfactorily. They usually require multiple replicates or some extra experimental information to parametrize the model, and long CPU time due to involving of MCMC simulations. Results In this paper, we propose a Bayesian latent model for the ChIP-chip data. The new model mainly differs from the existing Bayesian models, such as the joint deconvolution model, the hierarchical gamma mixture model, and the Bayesian hierarchical model, in two respects. Firstly, it works on the difference between the averaged treatment and control samples. This enables the use of a simple model for the data, which avoids the probe-specific effect and the sample (control/treatment) effect. As a consequence, this enables an efficient MCMC simulation of the posterior distribution of the model, and also makes the model more robust to the outliers. Secondly, it models the neighboring dependence of probes by introducing a latent indicator vector. A truncated Poisson prior distribution is assumed for the latent indicator variable, with the rationale being justified at length. Conclusion The Bayesian latent method is successfully applied to real and ten simulated datasets, with comparisons with some of the existing Bayesian methods, hidden Markov model methods, and sliding window methods. The numerical results indicate that the Bayesian

  7. Hidden Markov models for threat prediction fusion

    NASA Astrophysics Data System (ADS)

    Ross, Kenneth N.; Chaney, Ronald D.

    2000-04-01

    This work addresses the often neglected, but important problem of Level 3 fusion or threat refinement. This paper describes algorithms for threat prediction and test results from a prototype threat prediction fusion engine. The threat prediction fusion engine selectively models important aspects of the battlespace state using probability-based methods and information obtained from lower level fusion engines. Our approach uses hidden Markov models of a hierarchical threat state to find the most likely Course of Action (CoA) for the opposing forces. Decision tress use features derived from the CoA probabilities and other information to estimate the level of threat presented by the opposing forces. This approach provides the user with several measures associated with the level of threat, including: probability that the enemy is following a particular CoA, potential threat presented by the opposing forces, and likely time of the threat. The hierarchical approach used for modeling helps us efficiently represent the battlespace with a structure that permits scaling the models to larger scenarios without adding prohibitive computational costs or sacrificing model fidelity.

  8. Bayesian Semiparametric Structural Equation Models with Latent Variables

    ERIC Educational Resources Information Center

    Yang, Mingan; Dunson, David B.

    2010-01-01

    Structural equation models (SEMs) with latent variables are widely useful for sparse covariance structure modeling and for inferring relationships among latent variables. Bayesian SEMs are appealing in allowing for the incorporation of prior information and in providing exact posterior distributions of unknowns, including the latent variables. In…

  9. Skills Diagnosis Using IRT-Based Continuous Latent Trait Models

    ERIC Educational Resources Information Center

    Stout, William

    2007-01-01

    This article summarizes the continuous latent trait IRT approach to skills diagnosis as particularized by a representative variety of continuous latent trait models using item response functions (IRFs). First, several basic IRT-based continuous latent trait approaches are presented in some detail. Then a brief summary of estimation, model…

  10. Optimized Markov state models for metastable systems

    NASA Astrophysics Data System (ADS)

    Guarnera, Enrico; Vanden-Eijnden, Eric

    2016-07-01

    A method is proposed to identify target states that optimize a metastability index amongst a set of trial states and use these target states as milestones (or core sets) to build Markov State Models (MSMs). If the optimized metastability index is small, this automatically guarantees the accuracy of the MSM, in the sense that the transitions between the target milestones is indeed approximately Markovian. The method is simple to implement and use, it does not require that the dynamics on the trial milestones be Markovian, and it also offers the possibility to partition the system's state-space by assigning every trial milestone to the target milestones it is most likely to visit next and to identify transition state regions. Here the method is tested on the Gly-Ala-Gly peptide, where it is shown to correctly identify the expected metastable states in the dihedral angle space of the molecule without a priori information about these states. It is also applied to analyze the folding landscape of the Beta3s mini-protein, where it is shown to identify the folded basin as a connecting hub between an helix-rich region, which is entropically stabilized, and a beta-rich region, which is energetically stabilized and acts as a kinetic trap.

  11. Stochastic motif extraction using hidden Markov model

    SciTech Connect

    Fujiwara, Yukiko; Asogawa, Minoru; Konagaya, Akihiko

    1994-12-31

    In this paper, we study the application of an HMM (hidden Markov model) to the problem of representing protein sequences by a stochastic motif. A stochastic protein motif represents the small segments of protein sequences that have a certain function or structure. The stochastic motif, represented by an HMM, has conditional probabilities to deal with the stochastic nature of the motif. This HMM directive reflects the characteristics of the motif, such as a protein periodical structure or grouping. In order to obtain the optimal HMM, we developed the {open_quotes}iterative duplication method{close_quotes} for HMM topology learning. It starts from a small fully-connected network and iterates the network generation and parameter optimization until it achieves sufficient discrimination accuracy. Using this method, we obtained an HMM for a leucine zipper motif. Compared to the accuracy of a symbolic pattern representation with accuracy of 14.8 percent, an HMM achieved 79.3 percent in prediction. Additionally, the method can obtain an HMM for various types of zinc finger motifs, and it might separate the mixed data. We demonstrated that this approach is applicable to the validation of the protein databases; a constructed HMM b as indicated that one protein sequence annotated as {open_quotes}lencine-zipper like sequence{close_quotes} in the database is quite different from other leucine-zipper sequences in terms of likelihood, and we found this discrimination is plausible.

  12. Time series segmentation with shifting means hidden markov models

    NASA Astrophysics Data System (ADS)

    Kehagias, Ath.; Fortin, V.

    2006-08-01

    We present a new family of hidden Markov models and apply these to the segmentation of hydrological and environmental time series. The proposed hidden Markov models have a discrete state space and their structure is inspired from the shifting means models introduced by Chernoff and Zacks and by Salas and Boes. An estimation method inspired from the EM algorithm is proposed, and we show that it can accurately identify multiple change-points in a time series. We also show that the solution obtained using this algorithm can serve as a starting point for a Monte-Carlo Markov chain Bayesian estimation method, thus reducing the computing time needed for the Markov chain to converge to a stationary distribution.

  13. Latent Variable Models of Need for Uniqueness.

    PubMed

    Tepper, K; Hoyle, R H

    1996-10-01

    The theory of uniqueness has been invoked to explain attitudinal and behavioral nonconformity with respect to peer-group, social-cultural, and statistical norms, as well as the development of a distinctive view of self via seeking novelty goods, adopting new products, acquiring scarce commodities, and amassing material possessions. Present research endeavors in psychology and consumer behavior are inhibited by uncertainty regarding the psychometric properties of the Need for Uniqueness Scale, the primary instrument for measuring individual differences in uniqueness motivation. In an important step toward facilitating research on uniqueness motivation, we used confirmatory factor analysis to evaluate three a priori latent variable models of responses to the Need for Uniqueness Scale. Among the a priori models, an oblique three-factor model best accounted for commonality among items. Exploratory factor analysis followed by estimation of unrestricted three- and four-factor models revealed that a model with a complex pattern of loadings on four modestly correlated factors may best explain the latent structure of the Need for Uniqueness Scale. Additional analyses evaluated the associations among the three a priori factors and an array of individual differences. Results of those analyses indicated the need to distinguish among facets of the uniqueness motive in behavioral research. PMID:26788594

  14. A semi-Markov model for price returns

    NASA Astrophysics Data System (ADS)

    D'Amico, Guglielmo; Petroni, Filippo

    2012-10-01

    We study the high frequency price dynamics of traded stocks by a model of returns using a semi-Markov approach. More precisely we assume that the intraday returns are described by a discrete time homogeneous semi-Markov process and the overnight returns are modeled by a Markov chain. Based on this assumptions we derived the equations for the first passage time distribution and the volatility autocorrelation function. Theoretical results have been compared with empirical findings from real data. In particular we analyzed high frequency data from the Italian stock market from 1 January 2007 until the end of December 2010. The semi-Markov hypothesis is also tested through a nonparametric test of hypothesis.

  15. Alternative approaches for econometric analysis of panel count data using dynamic latent class models (with application to doctor visits data).

    PubMed

    Hyppolite, Judex; Trivedi, Pravin

    2012-06-01

    Cross-sectional latent class regression models, also known as switching regressions or hidden Markov models, cannot identify transitions between classes that may occur over time. This limitation can potentially be overcome when panel data are available. For such data, we develop a sequence of models that combine features of the static cross-sectional latent class (finite mixture) models with those of hidden Markov models. We model the probability of movement between categories in terms of a Markovian structure, which links the current state with a previous state, where state may refer to the category of an individual. This article presents a suite of mixture models of varying degree of complexity and flexibility for use in a panel count data setting, beginning with a baseline model which is a two-component mixture of Poisson distribution in which latent classes are fixed and permanent. Sequentially, we extend this framework (i) to allow the mixing proportions to be smoothly varying continuous functions of time-varying covariates, (ii) to add time dependence to the benchmark model by modeling the class-indicator variable as a first-order Markov chain and (iii) to extend item (i) by making it dynamic and introducing covariate dependence in the transition probabilities. We develop and implement estimation algorithms for these models and provide an empirical illustration using 1995-1999 panel data on the number of doctor visits derived from the German Socio-Economic Panel. PMID:22556003

  16. Model fitting and inference under Latent Equilibrium Processes

    PubMed Central

    Bhattacharya, Sourabh; Gelfand, Alan E.; Holsinger, Kent E.

    2008-01-01

    This paper presents a methodology for model fitting and inference in the context of Bayesian models of the type f(Y | X, θ)f(X | θ)f(θ), where Y is the (set of) observed data, θ is a set of model parameters and X is an unobserved (latent) stationary stochastic process induced by the first order transition model f(X(t+1) | X(t), θ), where X(t) denotes the state of the process at time (or generation) t. The crucial feature of the above type of model is that, given θ, the transition model f(X(t+1) | X(t), θ) is known but the distribution of the stochastic process in equilibrium, that is f(X | θ), is, except in very special cases, intractable, hence unknown. A further point to note is that the data Y has been assumed to be observed when the underlying process is in equilibrium. In other words, the data is not collected dynamically over time. We refer to such specification as a latent equilibrium process (LEP) model. It is motivated by problems in population genetics (though other applications are discussed), where it is of interest to learn about parameters such as mutation and migration rates and population sizes, given a sample of allele frequencies at one or more loci. In such problems it is natural to assume that the distribution of the observed allele frequencies depends on the true (unobserved) population allele frequencies, whereas the distribution of the true allele frequencies is only indirectly specified through a transition model. As a hierarchical specification, it is natural to fit the LEP within a Bayesian framework. Fitting such models is usually done via Markov chain Monte Carlo (MCMC). However, we demonstrate that, in the case of LEP models, implementation of MCMC is far from straightforward. The main contribution of this paper is to provide a methodology to implement MCMC for LEP models. We demonstrate our approach in population genetics problems with both simulated and real data sets. The resultant model fitting is computationally intensive

  17. Evaluating Latent Growth Curve Models Using Individual Fit Statistics

    ERIC Educational Resources Information Center

    Coffman, Donna L.; Millsap, Roger E.

    2006-01-01

    The usefulness of assessing individual fit in latent growth curve models was examined. The study used simulated data based on an unconditional and a conditional latent growth curve model with a linear component and a small quadratic component and a linear model was fit to the data. Then the overall fit of linear and quadratic models to these data…

  18. Numerical methods in Markov chain modeling

    NASA Technical Reports Server (NTRS)

    Philippe, Bernard; Saad, Youcef; Stewart, William J.

    1989-01-01

    Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.

  19. Hidden Markov Models for Fault Detection in Dynamic Systems

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic

    1994-01-01

    Continuous monitoring of complex dynamic systems is an increasingly important issue in diverse areas such as nuclear plant safety, production line reliability, and medical health monitoring systems. Recent advances in both sensor technology and computational capabilities have made on-line permanent monitoring much more feasible than it was in the past. In this paper it is shown that a pattern recognition system combined with a finite-state hidden Markov model provides a particularly useful method for modelling temporal context in continuous monitoring. The parameters of the Markov model are derived from gross failure statistics such as the mean time between failures. The model is validated on a real-world fault diagnosis problem and it is shown that Markov modelling in this context offers significant practical benefits.

  20. Modeling Nonlinear Change via Latent Change and Latent Acceleration Frameworks: Examining Velocity and Acceleration of Growth Trajectories

    ERIC Educational Resources Information Center

    Grimm, Kevin; Zhang, Zhiyong; Hamagami, Fumiaki; Mazzocco, Michele

    2013-01-01

    We propose the use of the latent change and latent acceleration frameworks for modeling nonlinear growth in structural equation models. Moving to these frameworks allows for the direct identification of "rates of change" and "acceleration" in latent growth curves--information available indirectly through traditional growth curve models when change…

  1. Intercept Centering and Time Coding in Latent Difference Score Models

    ERIC Educational Resources Information Center

    Grimm, Kevin J.

    2012-01-01

    Latent difference score (LDS) models combine benefits derived from autoregressive and latent growth curve models allowing for time-dependent influences and systematic change. The specification and descriptions of LDS models include an initial level of ability or trait plus an accumulation of changes. A limitation of this specification is that the…

  2. A Bayesian Semiparametric Latent Variable Model for Mixed Responses

    ERIC Educational Resources Information Center

    Fahrmeir, Ludwig; Raach, Alexander

    2007-01-01

    In this paper we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric Gaussian regression model. We extend existing LVMs with the usual linear covariate effects by including nonparametric components for nonlinear…

  3. A vigilance model for latent learning.

    PubMed

    Boguslavsky, G W

    1978-01-01

    The author proposes a heuristic model for latent learning. It is concluded that to regard academic learning as qualitatively different from other forms of learning is to deny evolutionary continuity. Academic learning is not a unitary process governed by a single set of parameters. In addition, it is observed that the problem of student motivation may very well turn out to be purely academic. The instructional technique for a captive audience of a class may be so structured as to make the direction of attention irresistible, the performance of a response, when needed, compelling, and the acquisition of knowledge inevitable. Vigilance is an instance of innate foundation. Its most striking characteristics are its universality in the animal world, its ready evocation by a wide range of stimuli, and its apparent behavior and physiological manifestations. The last two are the natural resources for objective investigation, and the first may well be the basis of broad and valid generalizations. PMID:748845

  4. Building Higher-Order Markov Chain Models with EXCEL

    ERIC Educational Resources Information Center

    Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.

    2004-01-01

    Categorical data sequences occur in many applications such as forecasting, data mining and bioinformatics. In this note, we present higher-order Markov chain models for modelling categorical data sequences with an efficient algorithm for solving the model parameters. The algorithm can be implemented easily in a Microsoft EXCEL worksheet. We give a…

  5. A Markov model for NASA's Ground Communications Facility

    NASA Technical Reports Server (NTRS)

    Adeyemi, O.

    1974-01-01

    A 'natural' way of constructing finite-state Markov chains (FSMC) is presented for those noise burst channels that can be modeled by them. In particular, a five-state Markov chain is given as a model of errors occurring at the Ground Communications Facility (GCF). A maximum likelihood procedure applicable to any FSMC is developed for estimating all the model parameters starting from the data of error runs. A few of the statistics important for estimating the performance of error control strategies on the channel are provided.

  6. Meeting the NICE requirements: a Markov model approach.

    PubMed

    Mauskopf, J

    2000-01-01

    The National Institute of Clinical Excellence (NICE) was established in the United Kingdom in April 1999 to issue guidance for the National Health Service (NHS) on the use of selective new health care interventions. This article describes the NICE requirements for both incidence-based cost-effectiveness analyses and prevalence-based estimates of the aggregate NHS impact of the new drug. The article demonstrates how both of these requirements can be met using Markov modeling techniques. A Markov model for a hypothetical new treatment for HIV infection is used as an illustration of how to generate the estimates that are required by NICE. The article concludes with a discussion of the difficulties of obtaining data of sufficient quality to include in the Markov model to ensure that the submission meets all the NICE requirements and is credible to the NICE advisory board. PMID:16464193

  7. Assessment of optimized Markov models in protein fold classification.

    PubMed

    Lampros, Christos; Simos, Thomas; Exarchos, Themis P; Exarchos, Konstantinos P; Papaloukas, Costas; Fotiadis, Dimitrios I

    2014-08-01

    Protein fold classification is a challenging task strongly associated with the determination of proteins' structure. In this work, we tested an optimization strategy on a Markov chain and a recently introduced Hidden Markov Model (HMM) with reduced state-space topology. The proteins with unknown structure were scored against both these models. Then the derived scores were optimized following a local optimization method. The Protein Data Bank (PDB) and the annotation of the Structural Classification of Proteins (SCOP) database were used for the evaluation of the proposed methodology. The results demonstrated that the fold classification accuracy of the optimized HMM was substantially higher compared to that of the Markov chain or the reduced state-space HMM approaches. The proposed methodology achieved an accuracy of 41.4% on fold classification, while Sequence Alignment and Modeling (SAM), which was used for comparison, reached an accuracy of 38%. PMID:25152041

  8. Nonlinear Latent Curve Models for Multivariate Longitudinal Data

    ERIC Educational Resources Information Center

    Blozis, Shelley A.; Conger, Katherine J.; Harring, Jeffrey R.

    2007-01-01

    Latent curve models have become a useful approach to analyzing longitudinal data, due in part to their allowance of and emphasis on individual differences in features that describe change. Common applications of latent curve models in developmental studies rely on polynomial functions, such as linear or quadratic functions. Although useful for…

  9. Nonlinear and Quasi-Simplex Patterns in Latent Growth Models

    ERIC Educational Resources Information Center

    Bianconcini, Silvia

    2012-01-01

    In the SEM literature, simplex and latent growth models have always been considered competing approaches for the analysis of longitudinal data, even if they are strongly connected and both of specific importance. General dynamic models, which simultaneously estimate autoregressive structures and latent curves, have been recently proposed in the…

  10. Spurious Latent Classes in the Mixture Rasch Model

    ERIC Educational Resources Information Center

    Alexeev, Natalia; Templin, Jonathan; Cohen, Allan S.

    2011-01-01

    Mixture Rasch models have been used to study a number of psychometric issues such as goodness of fit, response strategy differences, strategy shifts, and multidimensionality. Although these models offer the potential for improving understanding of the latent variables being measured, under some conditions overextraction of latent classes may…

  11. An Importance Sampling EM Algorithm for Latent Regression Models

    ERIC Educational Resources Information Center

    von Davier, Matthias; Sinharay, Sandip

    2007-01-01

    Reporting methods used in large-scale assessments such as the National Assessment of Educational Progress (NAEP) rely on latent regression models. To fit the latent regression model using the maximum likelihood estimation technique, multivariate integrals must be evaluated. In the computer program MGROUP used by the Educational Testing Service for…

  12. Nonparametric identification and maximum likelihood estimation for hidden Markov models

    PubMed Central

    Alexandrovich, G.; Holzmann, H.; Leister, A.

    2016-01-01

    Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability matrices have full-rank and are ergodic, and if the state-dependent distributions are all distinct, but not necessarily linearly independent. Based on this identification result, we develop a nonparametric maximum likelihood estimation theory. First, we show that the asymptotic contrast, the Kullback–Leibler divergence of the hidden Markov model, also identifies the true parameter vector nonparametrically. Second, for classes of state-dependent densities which are arbitrary mixtures of a parametric family, we establish the consistency of the nonparametric maximum likelihood estimator. Here, identification of the mixing distributions need not be assumed. Numerical properties of the estimates and of nonparametric goodness of fit tests are investigated in a simulation study.

  13. A latent variable transformation model approach for exploring dysphagia.

    PubMed

    Snavely, Anna C; Harrington, David P; Li, Yi

    2014-11-10

    Multiple outcomes are often collected in applications where the quantity of interest cannot be measured directly or is difficult or expensive to measure. In a head and neck cancer study conducted at Dana-Farber Cancer Institute, the investigators wanted to determine the effect of clinical and treatment factors on unobservable dysphagia through collected multiple outcomes of mixed types. Latent variable models are commonly adopted in this setting. These models stipulate that multiple collected outcomes are conditionally independent given the latent factor. Mixed types of outcomes (e.g., continuous vs. ordinal) and censored outcomes present statistical challenges, however, as a natural analog of the multivariate normal distribution does not exist for mixed data. Recently, Lin et al. proposed a semiparametric latent variable transformation model for mixed outcome data; however, it may not readily accommodate event time outcomes where censoring is present. In this paper, we extend the work of Lin et al. by proposing both semiparametric and parametric latent variable models that allow for the estimation of the latent factor in the presence of measurable outcomes of mixed types, including censored outcomes. Both approaches allow for a direct estimate of the treatment (or other covariate) effect on the unobserved latent variable, greatly enhancing the interpretability of the models. The semiparametric approach has the added advantage of allowing the relationship between the measurable outcomes and latent variables to be unspecified, rendering more robust inference. The parametric and semiparametric models can also be used together, providing a comprehensive modeling strategy for complicated latent variable problems. PMID:24974798

  14. Multiensemble Markov models of molecular thermodynamics and kinetics.

    PubMed

    Wu, Hao; Paul, Fabian; Wehmeyer, Christoph; Noé, Frank

    2016-06-01

    We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models-clustering of high-dimensional spaces and modeling of complex many-state systems-with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein-ligand binding model. PMID:27226302

  15. Deterioration Prediction Model of Irrigation Facilities by Markov Chain Model

    NASA Astrophysics Data System (ADS)

    Mori, Takehisa; Nishino, Noriyasu; Fujiwara, Tetsuro

    "Stock Management" launched in all over Japan is an activity to use irrigation facilities effectively and to reduce life cycle costs of theirs. Deterioration prediction of the irrigation facility condition is a vital process for the study of maintenance measures and the estimation of maintenance cost. It is important issue to establish the prediction technique with higher accuracy. Thereupon, we established a deterioration prediction model by a statistical method "Markov chain", and analyzed a function diagnosis data of irrigation facilities. As a result, we clarified the deterioration characteristics into each structure type and facilities.

  16. Multiensemble Markov models of molecular thermodynamics and kinetics

    PubMed Central

    Wu, Hao; Paul, Fabian; Noé, Frank

    2016-01-01

    We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models—clustering of high-dimensional spaces and modeling of complex many-state systems—with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein–ligand binding model. PMID:27226302

  17. Markov reliability models for digital flight control systems

    NASA Technical Reports Server (NTRS)

    Mcgough, John; Reibman, Andrew; Trivedi, Kishor

    1989-01-01

    The reliability of digital flight control systems can often be accurately predicted using Markov chain models. The cost of numerical solution depends on a model's size and stiffness. Acyclic Markov models, a useful special case, are particularly amenable to efficient numerical solution. Even in the general case, instantaneous coverage approximation allows the reduction of some cyclic models to more readily solvable acyclic models. After considering the solution of single-phase models, the discussion is extended to phased-mission models. Phased-mission reliability models are classified based on the state restoration behavior that occurs between mission phases. As an economical approach for the solution of such models, the mean failure rate solution method is introduced. A numerical example is used to show the influence of fault-model parameters and interphase behavior on system unreliability.

  18. Higher-Order Item Response Models for Hierarchical Latent Traits

    ERIC Educational Resources Information Center

    Huang, Hung-Yu; Wang, Wen-Chung; Chen, Po-Hsi; Su, Chi-Ming

    2013-01-01

    Many latent traits in the human sciences have a hierarchical structure. This study aimed to develop a new class of higher order item response theory models for hierarchical latent traits that are flexible in accommodating both dichotomous and polytomous items, to estimate both item and person parameters jointly, to allow users to specify…

  19. A Markov switching model for annual hydrologic time series

    NASA Astrophysics Data System (ADS)

    Akıntuǧ, B.; Rasmussen, P. F.

    2005-09-01

    This paper investigates the properties of Markov switching (MS) models (also known as hidden Markov models) for generating annual time series. This type of model has been used in a number of recent studies in the water resources literature. The model considered here assumes that climate is switching between M states and that the state sequence can be described by a Markov chain. Observations are assumed to be drawn from a normal distribution whose parameters depend on the state variable. We present the stochastic properties of this class of models along with procedures for model identification and parameter estimation. Although, at a first glance, MS models appear to be quite different from ARMA models, we show that it is possible to find an ARMA model that has the same autocorrelation function and the same marginal distribution as any given MS model. Hence, despite the difference in model structure, there are strong similarities between MS and ARMA models. MS and ARMA models are applied to the time series of mean annual discharge of the Niagara River. Although it is difficult to draw any general conclusion from a single case study, it appears that MS models (and ARMA models derived from MS models) generally have stronger autocorrelation at higher lags than ARMA models estimated by conventional maximum likelihood. This may be an important property if the purpose of the study is the analysis of multiyear droughts.

  20. Operations and support cost modeling using Markov chains

    NASA Technical Reports Server (NTRS)

    Unal, Resit

    1989-01-01

    Systems for future missions will be selected with life cycle costs (LCC) as a primary evaluation criterion. This reflects the current realization that only systems which are considered affordable will be built in the future due to the national budget constaints. Such an environment calls for innovative cost modeling techniques which address all of the phases a space system goes through during its life cycle, namely: design and development, fabrication, operations and support; and retirement. A significant portion of the LCC for reusable systems are generated during the operations and support phase (OS). Typically, OS costs can account for 60 to 80 percent of the total LCC. Clearly, OS costs are wholly determined or at least strongly influenced by decisions made during the design and development phases of the project. As a result OS costs need to be considered and estimated early in the conceptual phase. To be effective, an OS cost estimating model needs to account for actual instead of ideal processes by associating cost elements with probabilities. One approach that may be suitable for OS cost modeling is the use of the Markov Chain Process. Markov chains are an important method of probabilistic analysis for operations research analysts but they are rarely used for life cycle cost analysis. This research effort evaluates the use of Markov Chains in LCC analysis by developing OS cost model for a hypothetical reusable space transportation vehicle (HSTV) and suggests further uses of the Markov Chain process as a design-aid tool.

  1. Bayesian Inference for Growth Mixture Models with Latent Class Dependent Missing Data

    PubMed Central

    Lu, Zhenqiu Laura; Zhang, Zhiyong; Lubke, Gitta

    2014-01-01

    Growth mixture models (GMMs) with nonignorable missing data have drawn increasing attention in research communities but have not been fully studied. The goal of this article is to propose and to evaluate a Bayesian method to estimate the GMMs with latent class dependent missing data. An extended GMM is first presented in which class probabilities depend on some observed explanatory variables and data missingness depends on both the explanatory variables and a latent class variable. A full Bayesian method is then proposed to estimate the model. Through the data augmentation method, conditional posterior distributions for all model parameters and missing data are obtained. A Gibbs sampling procedure is then used to generate Markov chains of model parameters for statistical inference. The application of the model and the method is first demonstrated through the analysis of mathematical ability growth data from the National Longitudinal Survey of Youth 1997 (Bureau of Labor Statistics, U.S. Department of Labor, 1997). A simulation study considering 3 main factors (the sample size, the class probability, and the missing data mechanism) is then conducted and the results show that the proposed Bayesian estimation approach performs very well under the studied conditions. Finally, some implications of this study, including the misspecified missingness mechanism, the sample size, the sensitivity of the model, the number of latent classes, the model comparison, and the future directions of the approach, are discussed. PMID:24790248

  2. Indexed semi-Markov process for wind speed modeling.

    NASA Astrophysics Data System (ADS)

    Petroni, F.; D'Amico, G.; Prattico, F.

    2012-04-01

    The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first

  3. An abstract specification language for Markov reliability models

    NASA Technical Reports Server (NTRS)

    Butler, R. W.

    1985-01-01

    Markov models can be used to compute the reliability of virtually any fault tolerant system. However, the process of delineating all of the states and transitions in a model of complex system can be devastatingly tedious and error-prone. An approach to this problem is presented utilizing an abstract model definition language. This high level language is described in a nonformal manner and illustrated by example.

  4. Multivariate longitudinal data analysis with mixed effects hidden Markov models.

    PubMed

    Raffa, Jesse D; Dubin, Joel A

    2015-09-01

    Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. PMID:25761965

  5. Towards automatic Markov reliability modeling of computer architectures

    NASA Technical Reports Server (NTRS)

    Liceaga, C. A.; Siewiorek, D. P.

    1986-01-01

    The analysis and evaluation of reliability measures using time-varying Markov models is required for Processor-Memory-Switch (PMS) structures that have competing processes such as standby redundancy and repair, or renewal processes such as transient or intermittent faults. The task of generating these models is tedious and prone to human error due to the large number of states and transitions involved in any reasonable system. Therefore model formulation is a major analysis bottleneck, and model verification is a major validation problem. The general unfamiliarity of computer architects with Markov modeling techniques further increases the necessity of automating the model formulation. This paper presents an overview of the Automated Reliability Modeling (ARM) program, under development at NASA Langley Research Center. ARM will accept as input a description of the PMS interconnection graph, the behavior of the PMS components, the fault-tolerant strategies, and the operational requirements. The output of ARM will be the reliability of availability Markov model formulated for direct use by evaluation programs. The advantages of such an approach are (a) utility to a large class of users, not necessarily expert in reliability analysis, and (b) a lower probability of human error in the computation.

  6. A Penalized Latent Class Model for Ordinal Data

    PubMed Central

    Houseman, E. Andrés; Coull, Brent A.; Stemmer-Rachamimov, Anat; Betensky, Rebecca A.

    2016-01-01

    Latent class models provide a useful framework for clustering observations based on several features. Application of latent class methodology to correlated, high-dimensional ordinal data poses many challenges. Unconstrained analyses may not result in an estimable model. Thus, information contained in ordinal variables may not be fully exploited by researchers. We develop a penalized latent class model to facilitate analysis of high-dimensional ordinal data. By stabilizing maximum likelihood estimation, we are able to fit an ordinal latent class model that would otherwise not be identifiable without application of strict constraints. We illustrate our methodology in a study of schwannoma, a peripheral nerve sheath tumor, that included three clinical subtypes and 23 ordinal histological measures. PMID:17626225

  7. A Latent Transition Analysis Model for Latent-State-Dependent Nonignorable Missingness.

    PubMed

    Sterba, Sonya K

    2016-06-01

    Psychologists often use latent transition analysis (LTA) to investigate state-to-state change in discrete latent constructs involving delinquent or risky behaviors. In this setting, latent-state-dependent nonignorable missingness is a potential concern. For some longitudinal models (e.g., growth models), a large literature has addressed extensions to accommodate nonignorable missingness. In contrast, little research has addressed how to extend the LTA to accommodate nonignorable missingness. Here we present a shared parameter LTA that can reduce bias due to latent-state-dependent nonignorable missingness: a parallel-process missing-not-at-random (MNAR-PP) LTA. The MNAR-PP LTA allows outcome process parameters to be interpreted as in the conventional LTA, which facilitates sensitivity analyses assessing changes in estimates between LTA and MNAR-PP LTA. In a sensitivity analysis for our empirical example, previous and current membership in high-delinquency states predicted adolescents' membership in missingness states that had high nonresponse probabilities for some or all items. A conventional LTA overestimated the proportion of adolescents ending up in a low-delinquency state, compared to an MNAR-PP LTA. PMID:25697371

  8. Stochastic algorithms for Markov models estimation with intermittent missing data.

    PubMed

    Deltour, I; Richardson, S; Le Hesran, J Y

    1999-06-01

    Multistate Markov models are frequently used to characterize disease processes, but their estimation from longitudinal data is often hampered by complex patterns of incompleteness. Two algorithms for estimating Markov chain models in the case of intermittent missing data in longitudinal studies, a stochastic EM algorithm and the Gibbs sampler, are described. The first can be viewed as a random perturbation of the EM algorithm and is appropriate when the M step is straightforward but the E step is computationally burdensome. It leads to a good approximation of the maximum likelihood estimates. The Gibbs sampler is used for a full Bayesian inference. The performances of the two algorithms are illustrated on two simulated data sets. A motivating example concerned with the modelling of the evolution of parasitemia by Plasmodium falciparum (malaria) in a cohort of 105 young children in Cameroon is described and briefly analyzed. PMID:11318215

  9. Models of latent tuberculosis: their salient features, limitations, and development.

    PubMed

    Patel, Kamlesh; Jhamb, Sarbjit Singh; Singh, Prati Pal

    2011-07-01

    Latent tuberculosis is a subclinical condition caused by Mycobacterium tuberculosis, which affects about one-third of the population across the world. To abridge the chemotherapy of tuberculosis, it is necessary to have active drugs against latent form of M. tuberculosis. Therefore, it is imperative to devise in vitro and models of latent tuberculosis to explore potential drugs. In vitro models such as hypoxia, nutrient starvation, and multiple stresses are based on adverse conditions encountered by bacilli in granuloma. Bacilli experience oxygen depletion condition in hypoxia model, whereas the nutrient starvation model is based on deprivation of total nutrients from a culture medium. In the multiple stress model dormancy is induced by more than one type of stress. In silico mathematical models have also been developed to predict the interactions of bacilli with the host immune system and to propose structures for potential anti tuberculosis compounds. Besides these in vitro and in silico models, there are a number of in vivo animal models like mouse, guinea pig, rabbit, etc. Although they simulate human latent tuberculosis up to a certain extent but do not truly replicate human infection. All these models have their inherent merits and demerits. However, there is no perfect model for latent tuberculosis. Therefore, it is imperative to upgrade and refine existing models or develop a new model. However, battery of models will always be a better alternative to any single model as they will complement each other by overcoming their limitations. PMID:22219558

  10. CLUSTERING SOUTH AFRICAN HOUSEHOLDS BASED ON THEIR ASSET STATUS USING LATENT VARIABLE MODELS.

    PubMed

    McParland, Damien; Gormley, Isobel Claire; McCormick, Tyler H; Clark, Samuel J; Kabudula, Chodziwadziwa Whiteson; Collinson, Mark A

    2014-06-01

    The Agincourt Health and Demographic Surveillance System has since 2001 conducted a biannual household asset survey in order to quantify household socio-economic status (SES) in a rural population living in northeast South Africa. The survey contains binary, ordinal and nominal items. In the absence of income or expenditure data, the SES landscape in the study population is explored and described by clustering the households into homogeneous groups based on their asset status. A model-based approach to clustering the Agincourt households, based on latent variable models, is proposed. In the case of modeling binary or ordinal items, item response theory models are employed. For nominal survey items, a factor analysis model, similar in nature to a multinomial probit model, is used. Both model types have an underlying latent variable structure-this similarity is exploited and the models are combined to produce a hybrid model capable of handling mixed data types. Further, a mixture of the hybrid models is considered to provide clustering capabilities within the context of mixed binary, ordinal and nominal response data. The proposed model is termed a mixture of factor analyzers for mixed data (MFA-MD). The MFA-MD model is applied to the survey data to cluster the Agincourt households into homogeneous groups. The model is estimated within the Bayesian paradigm, using a Markov chain Monte Carlo algorithm. Intuitive groupings result, providing insight to the different socio-economic strata within the Agincourt region. PMID:25485026

  11. A Hidden Markov Approach to Modeling Interevent Earthquake Times

    NASA Astrophysics Data System (ADS)

    Chambers, D.; Ebel, J. E.; Kafka, A. L.; Baglivo, J.

    2003-12-01

    A hidden Markov process, in which the interevent time distribution is a mixture of exponential distributions with different rates, is explored as a model for seismicity that does not follow a Poisson process. In a general hidden Markov model, one assumes that a system can be in any of a finite number k of states and there is a random variable of interest whose distribution depends on the state in which the system resides. The system moves probabilistically among the states according to a Markov chain; that is, given the history of visited states up to the present, the conditional probability that the next state is a specified one depends only on the present state. Thus the transition probabilities are specified by a k by k stochastic matrix. Furthermore, it is assumed that the actual states are unobserved (hidden) and that only the values of the random variable are seen. From these values, one wishes to estimate the sequence of states, the transition probability matrix, and any parameters used in the state-specific distributions. The hidden Markov process was applied to a data set of 110 interevent times for earthquakes in New England from 1975 to 2000. Using the Baum-Welch method (Baum et al., Ann. Math. Statist. 41, 164-171), we estimate the transition probabilities, find the most likely sequence of states, and estimate the k means of the exponential distributions. Using k=2 states, we found the data were fit well by a mixture of two exponential distributions, with means of approximately 5 days and 95 days. The steady state model indicates that after approximately one fourth of the earthquakes, the waiting time until the next event had the first exponential distribution and three fourths of the time it had the second. Three and four state models were also fit to the data; the data were inconsistent with a three state model but were well fit by a four state model.

  12. Of bugs and birds: Markov Chain Monte Carlo for hierarchical modeling in wildlife research

    USGS Publications Warehouse

    Link, W.A.; Cam, E.; Nichols, J.D.; Cooch, E.G.

    2002-01-01

    Markov chain Monte Carlo (MCMC) is a statistical innovation that allows researchers to fit far more complex models to data than is feasible using conventional methods. Despite its widespread use in a variety of scientific fields, MCMC appears to be underutilized in wildlife applications. This may be due to a misconception that MCMC requires the adoption of a subjective Bayesian analysis, or perhaps simply to its lack of familiarity among wildlife researchers. We introduce the basic ideas of MCMC and software BUGS (Bayesian inference using Gibbs sampling), stressing that a simple and satisfactory intuition for MCMC does not require extraordinary mathematical sophistication. We illustrate the use of MCMC with an analysis of the association between latent factors governing individual heterogeneity in breeding and survival rates of kittiwakes (Rissa tridactyla). We conclude with a discussion of the importance of individual heterogeneity for understanding population dynamics and designing management plans.

  13. Infinite Factorial Unbounded-State Hidden Markov Model.

    PubMed

    Valera, Isabel; Ruiz, Francisco J R; Perez-Cruz, Fernando

    2016-09-01

    There are many scenarios in artificial intelligence, signal processing or medicine, in which a temporal sequence consists of several unknown overlapping independent causes, and we are interested in accurately recovering those canonical causes. Factorial hidden Markov models (FHMMs) present the versatility to provide a good fit to these scenarios. However, in some scenarios, the number of causes or the number of states of the FHMM cannot be known or limited a priori. In this paper, we propose an infinite factorial unbounded-state hidden Markov model (IFUHMM), in which the number of parallel hidden Markovmodels (HMMs) and states in each HMM are potentially unbounded. We rely on a Bayesian nonparametric (BNP) prior over integer-valued matrices, in which the columns represent the Markov chains, the rows the time indexes, and the integers the state for each chain and time instant. First, we extend the existent infinite factorial binary-state HMM to allow for any number of states. Then, we modify this model to allow for an unbounded number of states and derive an MCMC-based inference algorithm that properly deals with the trade-off between the unbounded number of states and chains. We illustrate the performance of our proposed models in the power disaggregation problem. PMID:26571511

  14. Behavior Detection using Confidence Intervals of Hidden Markov Models

    SciTech Connect

    Griffin, Christopher H

    2009-01-01

    Markov models are commonly used to analyze real-world problems. Their combination of discrete states and stochastic transitions is suited to applications with deterministic and stochastic components. Hidden Markov Models (HMMs) are a class of Markov model commonly used in pattern recognition. Currently, HMMs recognize patterns using a maximum likelihood approach. One major drawback with this approach is that data observations are mapped to HMMs without considering the number of data samples available. Another problem is that this approach is only useful for choosing between HMMs. It does not provide a criteria for determining whether or not a given HMM adequately matches the data stream. In this work, we recognize complex behaviors using HMMs and confidence intervals. The certainty of a data match increases with the number of data samples considered. Receiver Operating Characteristic curves are used to find the optimal threshold for either accepting or rejecting a HMM description. We present one example using a family of HMM's to show the utility of the proposed approach. A second example using models extracted from a database of consumer purchases provides additional evidence that this approach can perform better than existing techniques.

  15. Probabilistic Independence Networks for Hidden Markov Probability Models

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic; Heckerman, Cavid; Jordan, Michael I

    1996-01-01

    In this paper we explore hidden Markov models(HMMs) and related structures within the general framework of probabilistic independence networks (PINs). The paper contains a self-contained review of the basic principles of PINs. It is shown that the well-known forward-backward (F-B) and Viterbi algorithms for HMMs are special cases of more general enference algorithms for arbitrary PINs.

  16. Estimation and Model Selection for Finite Mixtures of Latent Interaction Models

    ERIC Educational Resources Information Center

    Hsu, Jui-Chen

    2011-01-01

    Latent interaction models and mixture models have received considerable attention in social science research recently, but little is known about how to handle if unobserved population heterogeneity exists in the endogenous latent variables of the nonlinear structural equation models. The current study estimates a mixture of latent interaction…

  17. Using Parcels to Convert Path Analysis Models into Latent Variable Models

    ERIC Educational Resources Information Center

    Coffman, Donna L.; MacCallum, Robert C.

    2005-01-01

    The biasing effects of measurement error in path analysis models can be overcome by the use of latent variable models. In cases where path analysis is used in practice, it is often possible to use parcels as indicators of a latent variable. The purpose of the current study was to compare latent variable models in which parcels were used as…

  18. Effects of Latent Variable Nonnormality and Model Misspecification on Testing Structural Equation Modeling Interactions

    ERIC Educational Resources Information Center

    Sun, Shaojing; Konold, Timothy R.; Fan, Xitao

    2011-01-01

    Interest in testing interaction terms within the latent variable modeling framework has been on the rise in recent years. However, little is known about the influence of nonnormality and model misspecification on such models that involve latent variable interactions. The authors used Mattson's data generation method to control for latent variable…

  19. A cautionary note on testing latent variable models

    PubMed Central

    Ropovik, Ivan

    2015-01-01

    The article tackles the practice of testing latent variable models. The analysis covered recently published studies from 11 psychology journals varying in orientation and impact. Seventy-five studies that matched the criterion of applying some of the latent modeling techniques were reviewed. Results indicate the presence of a general tendency to ignore the model test (χ2) followed by the acceptance of approximate fit hypothesis without detailed model examination yielding relevant empirical evidence. Due to reduced sensitivity of such a procedure to confront theory with data, there is an almost invariable tendency to accept the theoretical model. This absence of model test consequences, manifested in frequently unsubstantiated neglect of evidence speaking against the model, thus implies the perilous question of whether such empirical testing of latent structures (the way it is widely applied) makes sense at all. PMID:26594192

  20. Combining hidden Markov models for comparing the dynamics of multiple sleep electroencephalograms.

    PubMed

    Langrock, Roland; Swihart, Bruce J; Caffo, Brian S; Punjabi, Naresh M; Crainiceanu, Ciprian M

    2013-08-30

    In this manuscript, we consider methods for the analysis of populations of electroencephalogram signals during sleep for the study of sleep disorders using hidden Markov models (HMMs). Notably, we propose an easily implemented method for simultaneously modeling multiple time series that involve large amounts of data. We apply these methods to study sleep-disordered breathing (SDB) in the Sleep Heart Health Study (SHHS), a landmark study of SDB and cardiovascular consequences. We use the entire, longitudinally collected, SHHS cohort to develop HMM population parameters, which we then apply to obtain subject-specific Markovian predictions. From these predictions, we create several indices of interest, such as transition frequencies between latent states. Our HMM analysis of electroencephalogram signals uncovers interesting findings regarding differences in brain activity during sleep between those with and without SDB. These findings include stability of the percent time spent in HMM latent states across matched diseased and non-diseased groups and differences in the rate of transitioning. PMID:23348835

  1. A Bayesian Model for the Estimation of Latent Interaction and Quadratic Effects When Latent Variables Are Non-Normally Distributed

    ERIC Educational Resources Information Center

    Kelava, Augustin; Nagengast, Benjamin

    2012-01-01

    Structural equation models with interaction and quadratic effects have become a standard tool for testing nonlinear hypotheses in the social sciences. Most of the current approaches assume normally distributed latent predictor variables. In this article, we present a Bayesian model for the estimation of latent nonlinear effects when the latent…

  2. A Flexible Latent Trait Model for Response Times in Tests

    ERIC Educational Resources Information Center

    Ranger, Jochen; Kuhn, Jorg-Tobias

    2012-01-01

    Latent trait models for response times in tests have become popular recently. One challenge for response time modeling is the fact that the distribution of response times can differ considerably even in similar tests. In order to reduce the need for tailor-made models, a model is proposed that unifies two popular approaches to response time…

  3. Markov Boundary Discovery with Ridge Regularized Linear Models

    PubMed Central

    Visweswaran, Shyam

    2016-01-01

    Ridge regularized linear models (RRLMs), such as ridge regression and the SVM, are a popular group of methods that are used in conjunction with coefficient hypothesis testing to discover explanatory variables with a significant multivariate association to a response. However, many investigators are reluctant to draw causal interpretations of the selected variables due to the incomplete knowledge of the capabilities of RRLMs in causal inference. Under reasonable assumptions, we show that a modified form of RRLMs can get “very close” to identifying a subset of the Markov boundary by providing a worst-case bound on the space of possible solutions. The results hold for any convex loss, even when the underlying functional relationship is nonlinear, and the solution is not unique. Our approach combines ideas in Markov boundary and sufficient dimension reduction theory. Experimental results show that the modified RRLMs are competitive against state-of-the-art algorithms in discovering part of the Markov boundary from gene expression data. PMID:27170915

  4. Hidden Markov Modeling for Weigh-In-Motion Estimation

    SciTech Connect

    Abercrombie, Robert K; Ferragut, Erik M; Boone, Shane

    2012-01-01

    This paper describes a hidden Markov model to assist in the weight measurement error that arises from complex vehicle oscillations of a system of discrete masses. Present reduction of oscillations is by a smooth, flat, level approach and constant, slow speed in a straight line. The model uses this inherent variability to assist in determining the true total weight and individual axle weights of a vehicle. The weight distribution dynamics of a generic moving vehicle were simulated. The model estimation converged to within 1% of the true mass for simulated data. The computational demands of this method, while much greater than simple averages, took only seconds to run on a desktop computer.

  5. Discriminative Feature Selection via Multiclass Variable Memory Markov Model

    NASA Astrophysics Data System (ADS)

    Slonim, Noam; Bejerano, Gill; Fine, Shai; Tishby, Naftali

    2003-12-01

    We propose a novel feature selection method based on a variable memory Markov (VMM) model. The VMM was originally proposed as a generative model trying to preserve the original source statistics from training data. We extend this technique to simultaneously handle several sources, and further apply a new criterion to prune out nondiscriminative features out of the model. This results in a multiclass discriminative VMM (DVMM), which is highly efficient, scaling linearly with data size. Moreover, we suggest a natural scheme to sort the remaining features based on their discriminative power with respect to the sources at hand. We demonstrate the utility of our method for text and protein classification tasks.

  6. Distribution system reliability assessment using hierarchical Markov modeling

    SciTech Connect

    Brown, R.E.; Gupta, S.; Christie, R.D.; Venkata, S.S.; Fletcher, R.

    1996-10-01

    Distribution system reliability assessment is concerned with power availability and power quality at each customer`s service entrance. This paper presents a new method, termed Hierarchical Markov Modeling (HMM), which can perform predictive distribution system reliability assessment. HMM is unique in that it decomposes the reliability model based on system topology, integrated protection systems, and individual protection devices. This structure, which easily accommodates the effects of backup protection, fault isolation, and load restoration, is compared to simpler reliability models. HMM is then used to assess the reliability of an existing utility distribution system and to explore the reliability impact of several design improvement options.

  7. A Dynamic Model for Induced Reactivation of Latent Virus

    PubMed Central

    Kepler, G.M.; Nguyen, H.K.; Webster-Cyriaque, J.; Banks, H.T.

    2007-01-01

    We develop a deterministic mathematical model to describe reactivation of latent virus by chemical inducers. This model is applied to the reactivation of latent KSHV in BCBL-1 cell cultures with butyrate as the inducing agent. Parameters for the model are first estimated from known properties of the exponentially growing, uninduced cell cultures. Additional parameters that are necessary to describe induction are determined from fits to experimental data from the literature. Our initial model provides good agreement with two independent sets of experimental data, but also points to the need for a new class of experiments which are required for further understanding of the underlying mechanisms. PMID:17045614

  8. Using LISREL to Fit Nonlinear Latent Curve Models

    ERIC Educational Resources Information Center

    Blozis, Shelley A.; Harring, Jeffrey R.; Mels, Gerhard

    2008-01-01

    Latent curve models offer a flexible approach to the study of longitudinal data when the form of change in a response is nonlinear. This article considers such models that are conditionally linear with regard to the random coefficients at the 2nd level. This framework allows fixed parameters to enter a model linearly or nonlinearly, and random…

  9. Mediation Analysis in a Latent Growth Curve Modeling Framework

    ERIC Educational Resources Information Center

    von Soest, Tilmann; Hagtvet, Knut A.

    2011-01-01

    This article presents several longitudinal mediation models in the framework of latent growth curve modeling and provides a detailed account of how such models can be constructed. Logical and statistical challenges that might arise when such analyses are conducted are also discussed. Specifically, we discuss how the initial status (intercept) and…

  10. A Hierarchical Latent Stochastic Differential Equation Model for Affective Dynamics

    ERIC Educational Resources Information Center

    Oravecz, Zita; Tuerlinckx, Francis; Vandekerckhove, Joachim

    2011-01-01

    In this article a continuous-time stochastic model (the Ornstein-Uhlenbeck process) is presented to model the perpetually altering states of the core affect, which is a 2-dimensional concept underlying all our affective experiences. The process model that we propose can account for the temporal changes in core affect on the latent level. The key…

  11. Latent Growth Curves within Developmental Structural Equation Models.

    ERIC Educational Resources Information Center

    McArdle, J. J.; Epstein, David

    1987-01-01

    Uses structural equation modeling to combine traditional ideas from repeated-measures ANOVA with some traditional ideas from longitudinal factor analysis. The model describes a latent growth curve model that permits the estimation of parameters representing individual and group dynamics. (Author/RH)

  12. Trajectory classification using switched dynamical hidden Markov models.

    PubMed

    Nascimento, Jacinto C; Figueiredo, Mario; Marques, Jorge S

    2010-05-01

    This paper proposes an approach for recognizing human activities (more specifically, pedestrian trajectories) in video sequences, in a surveillance context. A system for automatic processing of video information for surveillance purposes should be capable of detecting, recognizing, and collecting statistics of human activity, reducing human intervention as much as possible. In the method described in this paper, human trajectories are modeled as a concatenation of segments produced by a set of low level dynamical models. These low level models are estimated in an unsupervised fashion, based on a finite mixture formulation, using the expectation-maximization (EM) algorithm; the number of models is automatically obtained using a minimum message length (MML) criterion. This leads to a parsimonious set of models tuned to the complexity of the scene. We describe the switching among the low-level dynamic models by a hidden Markov chain; thus, the complete model is termed a switched dynamical hidden Markov model (SD-HMM). The performance of the proposed method is illustrated with real data from two different scenarios: a shopping center and a university campus. A set of human activities in both scenarios is successfully recognized by the proposed system. These experiments show the ability of our approach to properly describe trajectories with sudden changes. PMID:20051342

  13. Multilevel Latent Class Models with Dirichlet Mixing Distribution

    PubMed Central

    Di, Chong-Zhi; Bandeen-Roche, Karen

    2010-01-01

    Summary Latent class analysis (LCA) and latent class regression (LCR) are widely used for modeling multivariate categorical outcomes in social science and biomedical studies. Standard analyses assume data of different respondents to be mutually independent, excluding application of the methods to familial and other designs in which participants are clustered. In this paper, we consider multilevel latent class models, in which subpopulation mixing probabilities are treated as random effects that vary among clusters according to a common Dirichlet distribution. We apply the Expectation-Maximization (EM) algorithm for model fitting by maximum likelihood (ML). This approach works well, but is computationally intensive when either the number of classes or the cluster size is large. We propose a maximum pairwise likelihood (MPL) approach via a modified EM algorithm for this case. We also show that a simple latent class analysis, combined with robust standard errors, provides another consistent, robust, but less efficient inferential procedure. Simulation studies suggest that the three methods work well in finite samples, and that the MPL estimates often enjoy comparable precision as the ML estimates. We apply our methods to the analysis of comorbid symptoms in the Obsessive Compulsive Disorder study. Our models' random effects structure has more straightforward interpretation than those of competing methods, thus should usefully augment tools available for latent class analysis of multilevel data. PMID:20560936

  14. Hidden Markov Models for Detecting Aseismic Events in Southern California

    NASA Astrophysics Data System (ADS)

    Granat, R.

    2004-12-01

    We employ a hidden Markov model (HMM) to segment surface displacement time series collection by the Southern California Integrated Geodetic Network (SCIGN). These segmented time series are then used to detect regional events by observing the number of simultaneous mode changes across the network; if a large number of stations change at the same time, that indicates an event. The hidden Markov model (HMM) approach assumes that the observed data has been generated by an unobservable dynamical statistical process. The process is of a particular form such that each observation is coincident with the system being in a particular discrete state, which is interpreted as a behavioral mode. The dynamics are the model are constructed so that the next state is directly dependent only on the current state -- it is a first order Markov process. The model is completely described by a set of parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probability distribution of observable outputs associated with each state. The result of this approach is that our segmentation decisions are based entirely on statistical changes in the behavior of the observed daily displacements. In general, finding the optimal model parameters to fit the data is a difficult problem. We present an innovative model fitting method that is unsupervised (i.e., it requires no labeled training data) and uses a regularized version of the expectation-maximization (EM) algorithm to ensure that model solutions are both robust with respect to initial conditions and of high quality. We demonstrate the reliability of the method as compared to standard model fitting methods and show that it results in lower noise in the mode change correlation signal used to detect regional events. We compare candidate events detected by this method to the seismic record and observe that most are not correlated with a significant seismic event. Our analysis

  15. Improved Hidden-Markov-Model Method Of Detecting Faults

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic J.

    1994-01-01

    Method of automated, continuous monitoring to detect faults in complicated dynamic system based on hidden-Markov-model (HMM) approach. Simpler than another, recently proposed HMM method, but retains advantages of that method, including low susceptibility to false alarms, no need for mathematical model of dynamics of system under normal or faulty conditions, and ability to detect subtle changes in characteristics of monitored signals. Examples of systems monitored by use of this method include motors, turbines, and pumps critical in their applications; chemical-processing plants; powerplants; and biomedical systems.

  16. Markov Modeling with Soft Aggregation for Safety and Decision Analysis

    SciTech Connect

    COOPER,J. ARLIN

    1999-09-01

    The methodology in this report improves on some of the limitations of many conventional safety assessment and decision analysis methods. A top-down mathematical approach is developed for decomposing systems and for expressing imprecise individual metrics as possibilistic or fuzzy numbers. A ''Markov-like'' model is developed that facilitates combining (aggregating) inputs into overall metrics and decision aids, also portraying the inherent uncertainty. A major goal of Markov modeling is to help convey the top-down system perspective. One of the constituent methodologies allows metrics to be weighted according to significance of the attribute and aggregated nonlinearly as to contribution. This aggregation is performed using exponential combination of the metrics, since the accumulating effect of such factors responds less and less to additional factors. This is termed ''soft'' mathematical aggregation. Dependence among the contributing factors is accounted for by incorporating subjective metrics on ''overlap'' of the factors as well as by correspondingly reducing the overall contribution of these combinations to the overall aggregation. Decisions corresponding to the meaningfulness of the results are facilitated in several ways. First, the results are compared to a soft threshold provided by a sigmoid function. Second, information is provided on input ''Importance'' and ''Sensitivity,'' in order to know where to place emphasis on considering new controls that may be necessary. Third, trends in inputs and outputs are tracked in order to obtain significant information% including cyclic information for the decision process. A practical example from the air transportation industry is used to demonstrate application of the methodology. Illustrations are given for developing a structure (along with recommended inputs and weights) for air transportation oversight at three different levels, for developing and using cycle information, for developing Importance and

  17. Semi-Nonparametric Methods for Detecting Latent Non-Normality: A Fusion of Latent Trait and Ordered Latent Class Modeling

    ERIC Educational Resources Information Center

    Schmitt, J. Eric; Mehta, Paras D.; Aggen, Steven H.; Kubarych, Thomas S.; Neale, Michael C.

    2006-01-01

    Ordered latent class analysis (OLCA) can be used to approximate unidimensional latent distributions. The main objective of this study is to evaluate the method of OLCA in detecting non-normality of an unobserved continuous variable (i.e., a common factor) used to explain the covariation between dichotomous item-level responses. Using simulation,…

  18. Higher-Order Latent Trait Models for Cognitive Diagnosis

    ERIC Educational Resources Information Center

    de la Torre, Jimmy; Douglas, Jeffrey A.

    2004-01-01

    Higher-order latent traits are proposed for specifying the joint distribution of binary attributes in models for cognitive diagnosis. This approach results in a parsimonious model for the joint distribution of a high-dimensional attribute vector that is natural in many situations when specific cognitive information is sought but a less informative…

  19. Latent Partially Ordered Classification Models and Normal Mixtures

    ERIC Educational Resources Information Center

    Tatsuoka, Curtis; Varadi, Ferenc; Jaeger, Judith

    2013-01-01

    Latent partially ordered sets (posets) can be employed in modeling cognitive functioning, such as in the analysis of neuropsychological (NP) and educational test data. Posets are cognitively diagnostic in the sense that classification states in these models are associated with detailed profiles of cognitive functioning. These profiles allow for…

  20. An Alternative Approach for Nonlinear Latent Variable Models

    ERIC Educational Resources Information Center

    Mooijaart, Ab; Bentler, Peter M.

    2010-01-01

    In the last decades there has been an increasing interest in nonlinear latent variable models. Since the seminal paper of Kenny and Judd, several methods have been proposed for dealing with these kinds of models. This article introduces an alternative approach. The methodology involves fitting some third-order moments in addition to the means and…

  1. Class Extraction and Classification Accuracy in Latent Class Models

    ERIC Educational Resources Information Center

    Wu, Qiong

    2009-01-01

    Despite the increasing popularity of latent class models (LCM) in educational research, methodological studies have not yet accumulated much information on the appropriate application of this modeling technique, especially with regard to requirement on sample size and number of indicators. This dissertation study represented an initial attempt to…

  2. A Two-Parameter Latent Trait Model. Methodology Project.

    ERIC Educational Resources Information Center

    Choppin, Bruce

    On well-constructed multiple-choice tests, the most serious threat to measurement is not variation in item discrimination, but the guessing behavior that may be adopted by some students. Ways of ameliorating the effects of guessing are discussed, especially for problems in latent trait models. A new item response model, including an item parameter…

  3. Hidden Markov model using Dirichlet process for de-identification.

    PubMed

    Chen, Tao; Cullen, Richard M; Godwin, Marshall

    2015-12-01

    For the 2014 i2b2/UTHealth de-identification challenge, we introduced a new non-parametric Bayesian hidden Markov model using a Dirichlet process (HMM-DP). The model intends to reduce task-specific feature engineering and to generalize well to new data. In the challenge we developed a variational method to learn the model and an efficient approximation algorithm for prediction. To accommodate out-of-vocabulary words, we designed a number of feature functions to model such words. The results show the model is capable of understanding local context cues to make correct predictions without manual feature engineering and performs as accurately as state-of-the-art conditional random field models in a number of categories. To incorporate long-range and cross-document context cues, we developed a skip-chain conditional random field model to align the results produced by HMM-DP, which further improved the performance. PMID:26407642

  4. Markov-random-field modeling for linear seismic tomography.

    PubMed

    Kuwatani, Tatsu; Nagata, Kenji; Okada, Masato; Toriumi, Mitsuhiro

    2014-10-01

    We apply the Markov-random-field model to linear seismic tomography and propose a method to estimate the hyperparameters for the smoothness and the magnitude of the noise. Optimal hyperparameters can be determined analytically by minimizing the free energy function, which is defined by marginalizing the evaluation function. In synthetic inversion tests under various settings, the assumed velocity structures are successfully reconstructed, which shows the effectiveness and robustness of the proposed method. The proposed mathematical framework can be applied to inversion problems in various fields in the natural sciences. PMID:25375468

  5. AIRWAY LABELING USING A HIDDEN MARKOV TREE MODEL

    PubMed Central

    Ross, James C.; Díaz, Alejandro A.; Okajima, Yuka; Wassermann, Demian; Washko, George R.; Dy, Jennifer; San José Estépar, Raúl

    2014-01-01

    We present a novel airway labeling algorithm based on a Hidden Markov Tree Model (HMTM). We obtain a collection of discrete points along the segmented airway tree using particles sampling [1] and establish topology using Kruskal’s minimum spanning tree algorithm. Following this, our HMTM algorithm probabilistically assigns labels to each point. While alternative methods label airway branches out to the segmental level, we describe a general method and demonstrate its performance out to the subsubsegmental level (two generations further than previously published approaches). We present results on a collection of 25 computed tomography (CT) datasets taken from a Chronic Obstructive Pulmonary Disease (COPD) study. PMID:25436039

  6. Modeling dyadic processes using Hidden Markov Models: A time series approach to mother-infant interactions during infant immunization

    PubMed Central

    Stifter, Cynthia A.; Rovine, Michael

    2016-01-01

    The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at two and six months of age, used hidden Markov modeling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a 4-state model for the dyadic responses to a two-month inoculation whereas a 6-state model best described the dyadic process at six months. Two of the states at two months and three of the states at six months suggested a progression from high intensity crying to no crying with parents using vestibular and auditory soothing methods. The use of feeding and/or pacifying to soothe the infant characterized one two-month state and two six-month states. These data indicate that with maturation and experience, the mother-infant dyad is becoming more organized around the soothing interaction. Using hidden Markov modeling to describe individual differences, as well as normative processes, is also presented and discussed.

  7. A Markov chain model for reliability growth and decay

    NASA Technical Reports Server (NTRS)

    Siegrist, K.

    1982-01-01

    A mathematical model is developed to describe a complex system undergoing a sequence of trials in which there is interaction between the internal states of the system and the outcomes of the trials. For example, the model might describe a system undergoing testing that is redesigned after each failure. The basic assumptions for the model are that the state of the system after a trial depends probabilistically only on the state before the trial and on the outcome of the trial and that the outcome of a trial depends probabilistically only on the state of the system before the trial. It is shown that under these basic assumptions, the successive states form a Markov chain and the successive states and outcomes jointly form a Markov chain. General results are obtained for the transition probabilities, steady-state distributions, etc. A special case studied in detail describes a system that has two possible state ('repaired' and 'unrepaired') undergoing trials that have three possible outcomes ('inherent failure', 'assignable-cause' 'failure' and 'success'). For this model, the reliability function is computed explicitly and an optimal repair policy is obtained.

  8. Entropy, complexity, and Markov diagrams for random walk cancer models

    PubMed Central

    Newton, Paul K.; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter

    2014-01-01

    The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential. PMID:25523357

  9. Efficient Parallel Learning of Hidden Markov Chain Models on SMPs

    NASA Astrophysics Data System (ADS)

    Li, Lei; Fu, Bin; Faloutsos, Christos

    Quad-core cpus have been a common desktop configuration for today's office. The increasing number of processors on a single chip opens new opportunity for parallel computing. Our goal is to make use of the multi-core as well as multi-processor architectures to speed up large-scale data mining algorithms. In this paper, we present a general parallel learning framework, Cut-And-Stitch, for training hidden Markov chain models. Particularly, we propose two model-specific variants, CAS-LDS for learning linear dynamical systems (LDS) and CAS-HMM for learning hidden Markov models (HMM). Our main contribution is a novel method to handle the data dependencies due to the chain structure of hidden variables, so as to parallelize the EM-based parameter learning algorithm. We implement CAS-LDS and CAS-HMM using OpenMP on two supercomputers and a quad-core commercial desktop. The experimental results show that parallel algorithms using Cut-And-Stitch achieve comparable accuracy and almost linear speedups over the traditional serial version.

  10. Entropy, complexity, and Markov diagrams for random walk cancer models

    NASA Astrophysics Data System (ADS)

    Newton, Paul K.; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter

    2014-12-01

    The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.

  11. Reduction Of Sizes Of Semi-Markov Reliability Models

    NASA Technical Reports Server (NTRS)

    White, Allan L.; Palumbo, Dan L.

    1995-01-01

    Trimming technique reduces computational effort by order of magnitude while introducing negligible error. Error bound depends on only three parameters from semi-Markov model: maximum sum of rates for failure transitions leaving any state, maximum average holding time for recovery-mode state, and operating time for system. Error bound computed before any model generated, enabling modeler to decide immediately whether or not model can be trimmed. Trimming procedure specified by precise and easy description, making it easy to include trimming procedure in program generating mathematical models for use in assessing reliability. Typical application of technique in design of digital control systems required to be extremely reliable. In addition to aerospace applications, fault-tolerant design has growing importance in wide range of industrial applications.

  12. Inferring phenomenological models of Markov processes from data

    NASA Astrophysics Data System (ADS)

    Rivera, Catalina; Nemenman, Ilya

    Microscopically accurate modeling of stochastic dynamics of biochemical networks is hard due to the extremely high dimensionality of the state space of such networks. Here we propose an algorithm for inference of phenomenological, coarse-grained models of Markov processes describing the network dynamics directly from data, without the intermediate step of microscopically accurate modeling. The approach relies on the linear nature of the Chemical Master Equation and uses Bayesian Model Selection for identification of parsimonious models that fit the data. When applied to synthetic data from the Kinetic Proofreading process (KPR), a common mechanism used by cells for increasing specificity of molecular assembly, the algorithm successfully uncovers the known coarse-grained description of the process. This phenomenological description has been notice previously, but this time it is derived in an automated manner by the algorithm. James S. McDonnell Foundation Grant No. 220020321.

  13. Searching For Valid Psychiatric Phenotypes: Discrete Latent Variable Models

    PubMed Central

    Leoutsakos, Jeannie-Marie S.; Zandi, Peter P.; Bandeen-Roche, Karen; Lyketsos, Constantine G.

    2010-01-01

    Introduction A primary challenge in psychiatric genetics is the lack of a completely validated system of classification for mental disorders. Appropriate statistical methods are needed to empirically derive more homogenous disorder subtypes. Methods Using the framework of Robins & Guze’s (1970) five phases, latent variable models to derive and validate diagnostic groups are described. A process of iterative validation is proposed through which refined phenotypes would facilitate research on genetics, pathogenesis, and treatment, which would in turn aid further refinement of disorder definitions. Conclusions Latent variable methods are useful tools for defining and validating psychiatric phenotypes. Further methodological research should address sample size issues and application to iterative validation. PMID:20187060

  14. Self-Organizing Hidden Markov Model Map (SOHMMM).

    PubMed

    Ferles, Christos; Stafylopatis, Andreas

    2013-12-01

    A hybrid approach combining the Self-Organizing Map (SOM) and the Hidden Markov Model (HMM) is presented. The Self-Organizing Hidden Markov Model Map (SOHMMM) establishes a cross-section between the theoretic foundations and algorithmic realizations of its constituents. The respective architectures and learning methodologies are fused in an attempt to meet the increasing requirements imposed by the properties of deoxyribonucleic acid (DNA), ribonucleic acid (RNA), and protein chain molecules. The fusion and synergy of the SOM unsupervised training and the HMM dynamic programming algorithms bring forth a novel on-line gradient descent unsupervised learning algorithm, which is fully integrated into the SOHMMM. Since the SOHMMM carries out probabilistic sequence analysis with little or no prior knowledge, it can have a variety of applications in clustering, dimensionality reduction and visualization of large-scale sequence spaces, and also, in sequence discrimination, search and classification. Two series of experiments based on artificial sequence data and splice junction gene sequences demonstrate the SOHMMM's characteristics and capabilities. PMID:24001407

  15. Meta-Analysis of Scale Reliability Using Latent Variable Modeling

    ERIC Educational Resources Information Center

    Raykov, Tenko; Marcoulides, George A.

    2013-01-01

    A latent variable modeling approach is outlined that can be used for meta-analysis of reliability coefficients of multicomponent measuring instruments. Important limitations of efforts to combine composite reliability findings across multiple studies are initially pointed out. A reliability synthesis procedure is discussed that is based on…

  16. Interrater Agreement Evaluation: A Latent Variable Modeling Approach

    ERIC Educational Resources Information Center

    Raykov, Tenko; Dimitrov, Dimiter M.; von Eye, Alexander; Marcoulides, George A.

    2013-01-01

    A latent variable modeling method for evaluation of interrater agreement is outlined. The procedure is useful for point and interval estimation of the degree of agreement among a given set of judges evaluating a group of targets. In addition, the approach allows one to test for identity in underlying thresholds across raters as well as to identify…

  17. On Latent Change Model Choice in Longitudinal Studies

    ERIC Educational Resources Information Center

    Raykov, Tenko; Zajacova, Anna

    2012-01-01

    An interval estimation procedure for proportion of explained observed variance in latent curve analysis is discussed, which can be used as an aid in the process of choosing between linear and nonlinear models. The method allows obtaining confidence intervals for the R[squared] indexes associated with repeatedly followed measures in longitudinal…

  18. Linking Academic Entitlement and Student Incivility Using Latent Means Modeling

    ERIC Educational Resources Information Center

    Kopp, Jason P.; Finney, Sara J.

    2013-01-01

    Academic entitlement has been theoretically linked with uncivil student behavior; however, this relationship has not been tested. To address this gap in the literature, the authors used latent means modeling to estimate the relationship between the Academic Entitlement Questionnaire and uncivil student behavior. The authors gathered scores on the…

  19. Active Inference for Binary Symmetric Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Allahverdyan, Armen E.; Galstyan, Aram

    2015-10-01

    We consider active maximum a posteriori (MAP) inference problem for hidden Markov models (HMM), where, given an initial MAP estimate of the hidden sequence, we select to label certain states in the sequence to improve the estimation accuracy of the remaining states. We focus on the binary symmetric HMM, and employ its known mapping to 1d Ising model in random fields. From the statistical physics viewpoint, the active MAP inference problem reduces to analyzing the ground state of the 1d Ising model under modified external fields. We develop an analytical approach and obtain a closed form solution that relates the expected error reduction to model parameters under the specified active inference scheme. We then use this solution to determine most optimal active inference scheme in terms of error reduction, and examine the relation of those schemes to heuristic principles of uncertainty reduction and solution unicity.

  20. Stylistic gait synthesis based on hidden Markov models

    NASA Astrophysics Data System (ADS)

    Tilmanne, Joëlle; Moinet, Alexis; Dutoit, Thierry

    2012-12-01

    In this work we present an expressive gait synthesis system based on hidden Markov models (HMMs), following and modifying a procedure originally developed for speaking style adaptation, in speech synthesis. A large database of neutral motion capture walk sequences was used to train an HMM of average walk. The model was then used for automatic adaptation to a particular style of walk using only a small amount of training data from the target style. The open source toolkit that we adapted for motion modeling also enabled us to take into account the dynamics of the data and to model accurately the duration of each HMM state. We also address the assessment issue and propose a procedure for qualitative user evaluation of the synthesized sequences. Our tests show that the style of these sequences can easily be recognized and look natural to the evaluators.

  1. A hidden Markov model for space-time precipitation

    SciTech Connect

    Zucchini, W. ); Guttorp, P. )

    1991-08-01

    Stochastic models for precipitation events in space and time over mesoscale spatial areas have important applications in hydrology, both as input to runoff models and as parts of general circulation models (GCMs) of global climate. A family of multivariate models for the occurrence/nonoccurrence of precipitation at N sites is constructed by assuming a different probability of events at the sites for each of a number of unobservable climate states. The climate process is assumed to follow a Markov chain. Simple formulae for first- and second-order parameter functions are derived, and used to find starting values for a numerical maximization of the likelihood. The method is illustrated by applying it to data for one site in Washington and to data for a network in the Great plains.

  2. Robust Hidden Markov Models for Geophysical Data Analysis

    NASA Astrophysics Data System (ADS)

    Granat, R. A.

    2002-12-01

    We employed robust hidden Markov models (HMMs) to perform statistical analysis of seismic events and crustal deformation. These models allowed us to classify different kinds of events or modes of deformation, and furthermore gave us a statistical basis for understanding relationships between different classes. A hidden Markov model is a statistical model for ordered data (typically in time). The observed data is assumed to have been generated by an unobservable statistical process of a particular form. This process is such that each observation is coincident with the system being in a particular discrete state. Furthermore, the next state is dependent on the current state; in other words, it is a first order Markov process. The model is completely described by a set of model parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probabilities of observable outputs associated with each state. Application of the model to data involves optimizing these model parameters with respect to some function of the observations, typically the likelihood of the observations given the model. Our work focused on the fact that this objective function typically has a number of local maxima that is exponential in the model size (the number of states). This means that not only is it very difficult to discover the global maximum, but also that results can vary widely between applications of the model. For some domains, such as speech processing, sufficient a priori information about the system is available such that this problem can be avoided. However, for general scientific analysis, such a priori information is often not available, especially in cases where the HMM is being used as an exploratory tool for scientific understanding. Such was the case for the geophysical data sets used in this work. Our approach involves analytical location of sub-optimal local maxima; once the locations of these maxima have been found

  3. Using Markov state models to study self-assembly.

    PubMed

    Perkett, Matthew R; Hagan, Michael F

    2014-06-01

    Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to construct MSMs that is applicable to modeling a broad class of multi-molecular assembly reactions. Distinct structures formed during assembly are distinguished by their undirected graphs, which are defined by strong subunit interactions. Spatial inhomogeneities of free subunits are accounted for using a recently developed Gaussian-based signature. Simplifications to this state identification are also investigated. The feasibility of this approach is demonstrated on two different coarse-grained models for virus self-assembly. We find good agreement between the dynamics predicted by the MSMs and long, unbiased simulations, and that the MSMs can reduce overall simulation time by orders of magnitude. PMID:24907984

  4. Perspective: Markov models for long-timescale biomolecular dynamics

    SciTech Connect

    Schwantes, C. R.; McGibbon, R. T.; Pande, V. S.

    2014-09-07

    Molecular dynamics simulations have the potential to provide atomic-level detail and insight to important questions in chemical physics that cannot be observed in typical experiments. However, simply generating a long trajectory is insufficient, as researchers must be able to transform the data in a simulation trajectory into specific scientific insights. Although this analysis step has often been taken for granted, it deserves further attention as large-scale simulations become increasingly routine. In this perspective, we discuss the application of Markov models to the analysis of large-scale biomolecular simulations. We draw attention to recent improvements in the construction of these models as well as several important open issues. In addition, we highlight recent theoretical advances that pave the way for a new generation of models of molecular kinetics.

  5. Using Markov state models to study self-assembly

    PubMed Central

    Perkett, Matthew R.; Hagan, Michael F.

    2014-01-01

    Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to construct MSMs that is applicable to modeling a broad class of multi-molecular assembly reactions. Distinct structures formed during assembly are distinguished by their undirected graphs, which are defined by strong subunit interactions. Spatial inhomogeneities of free subunits are accounted for using a recently developed Gaussian-based signature. Simplifications to this state identification are also investigated. The feasibility of this approach is demonstrated on two different coarse-grained models for virus self-assembly. We find good agreement between the dynamics predicted by the MSMs and long, unbiased simulations, and that the MSMs can reduce overall simulation time by orders of magnitude. PMID:24907984

  6. A coupled hidden Markov model for disease interactions.

    PubMed

    Sherlock, Chris; Xifara, Tatiana; Telfer, Sandra; Begon, Mike

    2013-08-01

    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. PMID:24223436

  7. Hidden Markov models for fault detection in dynamic systems

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic J. (Inventor)

    1993-01-01

    The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) perpendicular to x), 1 less than or equal to i is less than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

  8. Hidden Markov models for fault detection in dynamic systems

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic J. (Inventor)

    1995-01-01

    The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) (vertical bar)/x), 1 less than or equal to i isless than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

  9. Wave propagation modeling with non-Markov phase screens.

    PubMed

    Charnotskii, Mikhail

    2016-04-01

    A recently introduced [J. Opt. Soc. Am. A30, 479 (2013)10.1364/JOSAA.30.000479JOAOD61084-7529] sparse spectrum (SS) model of statistically homogeneous random fields makes it possible to generate 3D samples of refractive-index fluctuations with prescribed spectral density at a very reasonable computational cost. The SS technique can be used in the framework of the split-step Fourier method for numerical simulation of wave propagation in turbulence. It allows generation of the phase screen samples that are free from the limitations of the Markov approximation, which is commonly used for theoretical description and numerical modeling of optical waves propagation through turbulence. We investigate statistics of these phase screens and present a numerical algorithm for their generation. PMID:27140765

  10. Identifying Seismicity Levels via Poisson Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Orfanogiannaki, K.; Karlis, D.; Papadopoulos, G. A.

    2010-08-01

    Poisson Hidden Markov models (PHMMs) are introduced to model temporal seismicity changes. In a PHMM the unobserved sequence of states is a finite-state Markov chain and the distribution of the observation at any time is Poisson with rate depending only on the current state of the chain. Thus, PHMMs allow a region to have varying seismicity rate. We applied the PHMM to model earthquake frequencies in the seismogenic area of Killini, Ionian Sea, Greece, between period 1990 and 2006. Simulations of data from the assumed model showed that it describes quite well the true data. The earthquake catalogue is dominated by main shocks occurring in 1993, 1997 and 2002. The time plot of PHMM seismicity states not only reproduces the three seismicity clusters but also quantifies the seismicity level and underlies the degree of strength of the serial dependence of the events at any point of time. Foreshock activity becomes quite evident before the three sequences with the gradual transition to states of cascade seismicity. Traditional analysis, based on the determination of highly significant changes of seismicity rates, failed to recognize foreshocks before the 1997 main shock due to the low number of events preceding that main shock. Then, PHMM has better performance than traditional analysis since the transition from one state to another does not only depend on the total number of events involved but also on the current state of the system. Therefore, PHMM recognizes significant changes of seismicity soon after they start, which is of particular importance for real-time recognition of foreshock activities and other seismicity changes.

  11. Selection between Linear Factor Models and Latent Profile Models Using Conditional Covariances

    ERIC Educational Resources Information Center

    Halpin, Peter F.; Maraun, Michael D.

    2010-01-01

    A method for selecting between K-dimensional linear factor models and (K + 1)-class latent profile models is proposed. In particular, it is shown that the conditional covariances of observed variables are constant under factor models but nonlinear functions of the conditioning variable under latent profile models. The performance of a convenient…

  12. Markov Model of Accident Progression at Fukushima Daiichi

    SciTech Connect

    Cuadra A.; Bari R.; Cheng, L-Y; Ginsberg, T.; Lehner, J.; Martinez-Guridi, G.; Mubayi, V.; Pratt, T.; Yue, M.

    2012-11-11

    On March 11, 2011, a magnitude 9.0 earthquake followed by a tsunami caused loss of offsite power and disabled the emergency diesel generators, leading to a prolonged station blackout at the Fukushima Daiichi site. After successful reactor trip for all operating reactors, the inability to remove decay heat over an extended period led to boil-off of the water inventory and fuel uncovery in Units 1-3. A significant amount of metal-water reaction occurred, as evidenced by the quantities of hydrogen generated that led to hydrogen explosions in the auxiliary buildings of the Units 1 & 3, and in the de-fuelled Unit 4. Although it was assumed that extensive fuel damage, including fuel melting, slumping, and relocation was likely to have occurred in the core of the affected reactors, the status of the fuel, vessel, and drywell was uncertain. To understand the possible evolution of the accident conditions at Fukushima Daiichi, a Markov model of the likely state of one of the reactors was constructed and executed under different assumptions regarding system performance and reliability. The Markov approach was selected for several reasons: It is a probabilistic model that provides flexibility in scenario construction and incorporates time dependence of different model states. It also readily allows for sensitivity and uncertainty analyses of different failure and repair rates of cooling systems. While the analysis was motivated by a need to gain insight on the course of events for the damaged units at Fukushima Daiichi, the work reported here provides a more general analytical basis for studying and evaluating severe accident evolution over extended periods of time. This work was performed at the request of the U.S. Department of Energy to explore 'what-if' scenarios in the immediate aftermath of the accidents.

  13. A Spline Regression Model for Latent Variables

    ERIC Educational Resources Information Center

    Harring, Jeffrey R.

    2014-01-01

    Spline (or piecewise) regression models have been used in the past to account for patterns in observed data that exhibit distinct phases. The changepoint or knot marking the shift from one phase to the other, in many applications, is an unknown parameter to be estimated. As an extension of this framework, this research considers modeling the…

  14. Stochastic Approximation Methods for Latent Regression Item Response Models. Research Report. ETS RR-09-09

    ERIC Educational Resources Information Center

    von Davier, Matthias; Sinharay, Sandip

    2009-01-01

    This paper presents an application of a stochastic approximation EM-algorithm using a Metropolis-Hastings sampler to estimate the parameters of an item response latent regression model. Latent regression models are extensions of item response theory (IRT) to a 2-level latent variable model in which covariates serve as predictors of the…

  15. ASSESSING PHENOTYPIC CORRELATION THROUGH THE MULTIVARIATE PHYLOGENETIC LATENT LIABILITY MODEL

    PubMed Central

    Cybis, Gabriela B.; Sinsheimer, Janet S.; Bedford, Trevor; Mather, Alison E.; Lemey, Philippe; Suchard, Marc A.

    2016-01-01

    Understanding which phenotypic traits are consistently correlated throughout evolution is a highly pertinent problem in modern evolutionary biology. Here, we propose a multivariate phylogenetic latent liability model for assessing the correlation between multiple types of data, while simultaneously controlling for their unknown shared evolutionary history informed through molecular sequences. The latent formulation enables us to consider in a single model combinations of continuous traits, discrete binary traits, and discrete traits with multiple ordered and unordered states. Previous approaches have entertained a single data type generally along a fixed history, precluding estimation of correlation between traits and ignoring uncertainty in the history. We implement our model in a Bayesian phylogenetic framework, and discuss inference techniques for hypothesis testing. Finally, we showcase the method through applications to columbine flower morphology, antibiotic resistance in Salmonella, and epitope evolution in influenza. PMID:27053974

  16. Combining Wavelet Transform and Hidden Markov Models for ECG Segmentation

    NASA Astrophysics Data System (ADS)

    Andreão, Rodrigo Varejão; Boudy, Jérôme

    2006-12-01

    This work aims at providing new insights on the electrocardiogram (ECG) segmentation problem using wavelets. The wavelet transform has been originally combined with a hidden Markov models (HMMs) framework in order to carry out beat segmentation and classification. A group of five continuous wavelet functions commonly used in ECG analysis has been implemented and compared using the same framework. All experiments were realized on the QT database, which is composed of a representative number of ambulatory recordings of several individuals and is supplied with manual labels made by a physician. Our main contribution relies on the consistent set of experiments performed. Moreover, the results obtained in terms of beat segmentation and premature ventricular beat (PVC) detection are comparable to others works reported in the literature, independently of the type of the wavelet. Finally, through an original concept of combining two wavelet functions in the segmentation stage, we achieve our best performances.

  17. A Markov decision model for determining optimal outpatient scheduling.

    PubMed

    Patrick, Jonathan

    2012-06-01

    Managing an efficient outpatient clinic can often be complicated by significant no-show rates and escalating appointment lead times. One method that has been proposed for avoiding the wasted capacity due to no-shows is called open or advanced access. The essence of open access is "do today's demand today". We develop a Markov Decision Process (MDP) model that demonstrates that a short booking window does significantly better than open access. We analyze a number of scenarios that explore the trade-off between patient-related measures (lead times) and physician- or system-related measures (revenue, overtime and idle time). Through simulation, we demonstrate that, over a wide variety of potential scenarios and clinics, the MDP policy does as well or better than open access in terms of minimizing costs (or maximizing profits) as well as providing more consistent throughput. PMID:22089944

  18. Comparison of glycosyltransferase families using the profile hidden Markov model.

    PubMed

    Kikuchi, Norihiro; Kwon, Yeon-Dae; Gotoh, Masanori; Narimatsu, Hisashi

    2003-10-17

    In order to investigate the relationship between glycosyltransferase families and the motif for them, we classified 47 glycosyltransferase families in the CAZy database into four superfamilies, GTS-A, -B, -C, and -D, using a profile Hidden Markov Model method. On the basis of the classification and the similarity between GTS-A and nucleotidylyltransferase family catalyzing the synthesis of nucleotide-sugar, we proposed that ancient oligosaccharide might have been synthesized by the origin of GTS-B whereas the origin of GTS-A might be the gene encoding for synthesis of nucleotide-sugar as the donor and have evolved to glycosyltransferases to catalyze the synthesis of divergent carbohydrates. We also suggested that the divergent evolution of each superfamily in the corresponding subcellular component has increased the complexities of eukaryotic carbohydrate structure. PMID:14521949

  19. Pediatric heart sound segmentation using hidden Markov model.

    PubMed

    Sedighian, Pouye; Subudhi, Andrew W; Scalzo, Fabien; Asgari, Shadnaz

    2014-01-01

    Recent advances in technology have enabled automatic cardiac auscultation using digital stethoscopes. This in turn creates the need for development of algorithms capable of automatic segmentation of heart sounds. Pediatric heart sound segmentation is a challenging task due to various confounding factors including the significant influence of respiration on children's heart sounds. The current work investigates the application of homomorphic filtering and Hidden Markov Model for the purpose of segmenting pediatric heart sounds. The efficacy of the proposed method is evaluated on the publicly available Pascal Challenge dataset and its performance is compared with those of three other existing methods. The results show that our proposed method achieves an accuracy of 92.4%±1.1% and 93.5%±1.1% in identifying the first and second heart sound components, respectively, and is superior to three other existing methods in terms of accuracy or computational complexity. PMID:25571237

  20. Natural movement generation using hidden Markov models and principal components.

    PubMed

    Kwon, Junghyun; Park, Frank C

    2008-10-01

    Recent studies have shown that the perception of natural movements-in the sense of being "humanlike"-depends on both joint and task space characteristics of the movement. This paper proposes a movement generation framework that merges two established techniques from gesture recognition and motion generation-hidden Markov models (HMMs) and principal components-into an efficient and reliable means of generating natural movements, which uniformly considers joint and task space characteristics. Given human motion data that are classified into several movement categories, for each category, the principal components extracted from the joint trajectories are used as basis elements. An HMM is, in turn, designed and trained for each movement class using the human task space motion data. Natural movements are generated as the optimal linear combination of principal components, which yields the highest probability for the trained HMM. Experimental case studies with a prototype humanoid robot demonstrate the various advantages of our proposed framework. PMID:18784005

  1. Projection methods for the numerical solution of Markov chain models

    NASA Technical Reports Server (NTRS)

    Saad, Youcef

    1989-01-01

    Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

  2. Conformational Heterogeneity in the Michaelis Complex of Lactate Dehydrogenase: An Analysis of Vibrational Spectroscopy Using Markov and Hidden Markov Models.

    PubMed

    Pan, Xiaoliang; Schwartz, Steven D

    2016-07-14

    Lactate dehydrogenase (LDH) catalyzes the interconversion of pyruvate and lactate. Recent isotope-edited IR spectroscopy suggests that conformational heterogeneity exists within the Michaelis complex of LDH, and this heterogeneity affects the propensity toward the on-enzyme chemical step for each Michaelis substate. By combining molecular dynamics simulations with Markov and hidden Markov models, we obtained a detailed kinetic network of the substates of the Michaelis complex of LDH. The ensemble-average electric fields exerted onto the vibrational probe were calculated to provide a direct comparison with the vibrational spectroscopy. Structural features of the Michaelis substates were also analyzed on atomistic scales. Our work not only clearly demonstrates the conformational heterogeneity in the Michaelis complex of LDH and its coupling to the reactivities of the substates, but it also suggests a methodology to simultaneously resolve kinetics and structures on atomistic scales, which can be directly compared with the vibrational spectroscopy. PMID:27347759

  3. Modeling healthcare data using multiple-channel latent Dirichlet allocation.

    PubMed

    Lu, Hsin-Min; Wei, Chih-Ping; Hsiao, Fei-Yuan

    2016-04-01

    Information and communications technologies have enabled healthcare institutions to accumulate large amounts of healthcare data that include diagnoses, medications, and additional contextual information such as patient demographics. To gain a better understanding of big healthcare data and to develop better data-driven clinical decision support systems, we propose a novel multiple-channel latent Dirichlet allocation (MCLDA) approach for modeling diagnoses, medications, and contextual information in healthcare data. The proposed MCLDA model assumes that a latent health status group structure is responsible for the observed co-occurrences among diagnoses, medications, and contextual information. Using a real-world research testbed that includes one million healthcare insurance claim records, we investigate the utility of MCLDA. Our empirical evaluation results suggest that MCLDA is capable of capturing the comorbidity structures and linking them with the distribution of medications. Moreover, MCLDA is able to identify the pairing between diagnoses and medications in a record based on the assigned latent groups. MCLDA can also be employed to predict missing medications or diagnoses given partial records. Our evaluation results also show that, in most cases, MCLDA outperforms alternative methods such as logistic regressions and the k-nearest-neighbor (KNN) model for two prediction tasks, i.e., medication and diagnosis prediction. Thus, MCLDA represents a promising approach to modeling healthcare data for clinical decision support. PMID:26898516

  4. Classifying movement behaviour in relation to environmental conditions using hidden Markov models.

    PubMed

    Patterson, Toby A; Basson, Marinelle; Bravington, Mark V; Gunn, John S

    2009-11-01

    1. Linking the movement and behaviour of animals to their environment is a central problem in ecology. Through the use of electronic tagging and tracking (ETT), collection of in situ data from free-roaming animals is now commonplace, yet statistical approaches enabling direct relation of movement observations to environmental conditions are still in development. 2. In this study, we examine the hidden Markov model (HMM) for behavioural analysis of tracking data. HMMs allow for prediction of latent behavioural states while directly accounting for the serial dependence prevalent in ETT data. Updating the probability of behavioural switches with tag or remote-sensing data provides a statistical method that links environmental data to behaviour in a direct and integrated manner. 3. It is important to assess the reliability of state categorization over the range of time-series lengths typically collected from field instruments and when movement behaviours are similar between movement states. Simulation with varying lengths of times series data and contrast between average movements within each state was used to test the HMMs ability to estimate movement parameters. 4. To demonstrate the methods in a realistic setting, the HMMs were used to categorize resident and migratory phases and the relationship between movement behaviour and ocean temperature using electronic tagging data from southern bluefin tuna (Thunnus maccoyii). Diagnostic tools to evaluate the suitability of different models and inferential methods for investigating differences in behaviour between individuals are also demonstrated. PMID:19563470

  5. Comparing quantum versus Markov random walk models of judgements measured by rating scales

    PubMed Central

    Wang, Z.; Busemeyer, J. R.

    2016-01-01

    Quantum and Markov random walk models are proposed for describing how people evaluate stimuli using rating scales. To empirically test these competing models, we conducted an experiment in which participants judged the effectiveness of public health service announcements from either their own personal perspective or from the perspective of another person. The order of the self versus other judgements was manipulated, which produced significant sequential effects. The quantum and Markov models were fitted to the data using the same number of parameters, and the model comparison strongly supported the quantum over the Markov model. PMID:26621984

  6. Identification and classification of conopeptides using profile Hidden Markov Models.

    PubMed

    Laht, Silja; Koua, Dominique; Kaplinski, Lauris; Lisacek, Frédérique; Stöcklin, Reto; Remm, Maido

    2012-03-01

    Conopeptides are small toxins produced by predatory marine snails of the genus Conus. They are studied with increasing intensity due to their potential in neurosciences and pharmacology. The number of existing conopeptides is estimated to be 1 million, but only about 1000 have been described to date. Thanks to new high-throughput sequencing technologies the number of known conopeptides is likely to increase exponentially in the near future. There is therefore a need for a fast and accurate computational method for identification and classification of the novel conopeptides in large data sets. 62 profile Hidden Markov Models (pHMMs) were built for prediction and classification of all described conopeptide superfamilies and families, based on the different parts of the corresponding protein sequences. These models showed very high specificity in detection of new peptides. 56 out of 62 models do not give a single false positive in a test with the entire UniProtKB/Swiss-Prot protein sequence database. Our study demonstrates the usefulness of mature peptide models for automatic classification with accuracy of 96% for the mature peptide models and 100% for the pro- and signal peptide models. Our conopeptide profile HMMs can be used for finding and annotation of new conopeptides from large datasets generated by transcriptome or genome sequencing. To our knowledge this is the first time this kind of computational method has been applied to predict all known conopeptide superfamilies and some conopeptide families. PMID:22244925

  7. A hidden markov model derived structural alphabet for proteins.

    PubMed

    Camproux, A C; Gautier, R; Tufféry, P

    2004-06-01

    Understanding and predicting protein structures depends on the complexity and the accuracy of the models used to represent them. We have set up a hidden Markov model that discretizes protein backbone conformation as series of overlapping fragments (states) of four residues length. This approach learns simultaneously the geometry of the states and their connections. We obtain, using a statistical criterion, an optimal systematic decomposition of the conformational variability of the protein peptidic chain in 27 states with strong connection logic. This result is stable over different protein sets. Our model fits well the previous knowledge related to protein architecture organisation and seems able to grab some subtle details of protein organisation, such as helix sub-level organisation schemes. Taking into account the dependence between the states results in a description of local protein structure of low complexity. On an average, the model makes use of only 8.3 states among 27 to describe each position of a protein structure. Although we use short fragments, the learning process on entire protein conformations captures the logic of the assembly on a larger scale. Using such a model, the structure of proteins can be reconstructed with an average accuracy close to 1.1A root-mean-square deviation and for a complexity of only 3. Finally, we also observe that sequence specificity increases with the number of states of the structural alphabet. Such models can constitute a very relevant approach to the analysis of protein architecture in particular for protein structure prediction. PMID:15147844

  8. Marginal Maximum Likelihood Estimation of a Latent Variable Model with Interaction

    ERIC Educational Resources Information Center

    Cudeck, Robert; Harring, Jeffrey R.; du Toit, Stephen H. C.

    2009-01-01

    There has been considerable interest in nonlinear latent variable models specifying interaction between latent variables. Although it seems to be only slightly more complex than linear regression without the interaction, the model that includes a product of latent variables cannot be estimated by maximum likelihood assuming normality.…

  9. Weighted-indexed semi-Markov models for modeling financial returns

    NASA Astrophysics Data System (ADS)

    D'Amico, Guglielmo; Petroni, Filippo

    2012-07-01

    In this paper we propose a new stochastic model based on a generalization of semi-Markov chains for studying the high frequency price dynamics of traded stocks. We assume that the financial returns are described by a weighted-indexed semi-Markov chain model. We show, through Monte Carlo simulations, that the model is able to reproduce important stylized facts of financial time series such as the first-passage-time distributions and the persistence of volatility. The model is applied to data from the Italian and German stock markets from 1 January 2007 until the end of December 2010.

  10. Modeling Coordination in Multiple Simultaneous Latent Change Scores

    PubMed Central

    Butner, Jonathan E.; Berg, Cynthia A.; Baucom, Brian R.; Wiebe, Deborah J.

    2016-01-01

    Coordination is a taxonomy of how processes change together through time. It depicts the changes of two or more variables in terms of the strength and consistency of their covariation, the directionality of their covariation (i.e., do increases in one variable correspond with increases [in-phase] or decreases [anti-phase] in the other variable), and the timing of their covariation (i.e., do both variables change at the same rate or does one variable change faster than the other). Current methods are able to characterize some, but not all, of these aspects of coordination and provide incomplete information as a result. The current study addresses this limitation by demonstrating that multivariate latent change score models can be used to fully differentiate all possible coordination patterns. Furthermore, one can then expand coordination beyond the two outcome case to test arrangements of underlying coordination mechanisms or patterns. Examples using two simultaneous latent change score models and four simultaneous latent change score models illustrate this approach within the context of adolescents and parents regulating type 1 diabetes. PMID:26735358

  11. Detecting Mixtures from Structural Model Differences Using Latent Variable Mixture Modeling: A Comparison of Relative Model Fit Statistics

    ERIC Educational Resources Information Center

    Henson, James M.; Reise, Steven P.; Kim, Kevin H.

    2007-01-01

    The accuracy of structural model parameter estimates in latent variable mixture modeling was explored with a 3 (sample size) [times] 3 (exogenous latent mean difference) [times] 3 (endogenous latent mean difference) [times] 3 (correlation between factors) [times] 3 (mixture proportions) factorial design. In addition, the efficacy of several…

  12. Modeling Pacing Behavior and Test Speededness Using Latent Growth Curve Models

    ERIC Educational Resources Information Center

    Kahraman, Nilufer; Cuddy, Monica M.; Clauser, Brian E.

    2013-01-01

    This research explores the usefulness of latent growth curve modeling in the study of pacing behavior and test speededness. Examinee response times from a high-stakes, computerized examination, collected before and after the examination was subjected to a timing change, were analyzed using a series of latent growth curve models to detect…

  13. Ensemble bayesian model averaging using markov chain Monte Carlo sampling

    SciTech Connect

    Vrugt, Jasper A; Diks, Cees G H; Clark, Martyn P

    2008-01-01

    Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.

  14. A Latent Transition Analysis of Academic Intrinsic Motivation from Childhood through Adolescence

    ERIC Educational Resources Information Center

    Marcoulides, George A.; Gottfried, Adele Eskeles; Gottfried, Allen W.; Oliver, Pamella H.

    2008-01-01

    A longitudinal modeling approach was utilized to determine the existence of latent classes with regard to academic intrinsic motivation and the points of stability and transition of individuals between and within classes. A special type of latent Markov Chain model using "Mplus" was fit to data from the Fullerton Longitudinal Study, with academic…

  15. Accelerating Monte Carlo Markov chains with proxy and error models

    NASA Astrophysics Data System (ADS)

    Josset, Laureline; Demyanov, Vasily; Elsheikh, Ahmed H.; Lunati, Ivan

    2015-12-01

    In groundwater modeling, Monte Carlo Markov Chain (MCMC) simulations are often used to calibrate aquifer parameters and propagate the uncertainty to the quantity of interest (e.g., pollutant concentration). However, this approach requires a large number of flow simulations and incurs high computational cost, which prevents a systematic evaluation of the uncertainty in the presence of complex physical processes. To avoid this computational bottleneck, we propose to use an approximate model (proxy) to predict the response of the exact model. Here, we use a proxy that entails a very simplified description of the physics with respect to the detailed physics described by the "exact" model. The error model accounts for the simplification of the physical process; and it is trained on a learning set of realizations, for which both the proxy and exact responses are computed. First, the key features of the set of curves are extracted using functional principal component analysis; then, a regression model is built to characterize the relationship between the curves. The performance of the proposed approach is evaluated on the Imperial College Fault model. We show that the joint use of the proxy and the error model to infer the model parameters in a two-stage MCMC set-up allows longer chains at a comparable computational cost. Unnecessary evaluations of the exact responses are avoided through a preliminary evaluation of the proposal made on the basis of the corrected proxy response. The error model trained on the learning set is crucial to provide a sufficiently accurate prediction of the exact response and guide the chains to the low misfit regions. The proposed methodology can be extended to multiple-chain algorithms or other Bayesian inference methods. Moreover, FPCA is not limited to the specific presented application and offers a general framework to build error models.

  16. Detection and diagnosis of bearing faults using shift-invariant dictionary learning and hidden Markov model

    NASA Astrophysics Data System (ADS)

    Zhou, Haitao; Chen, Jin; Dong, Guangming; Wang, Ran

    2016-05-01

    Many existing signal processing methods usually select a predefined basis function in advance. This basis functions selection relies on a priori knowledge about the target signal, which is always infeasible in engineering applications. Dictionary learning method provides an ambitious direction to learn basis atoms from data itself with the objective of finding the underlying structure embedded in signal. As a special case of dictionary learning methods, shift-invariant dictionary learning (SIDL) reconstructs an input signal using basis atoms in all possible time shifts. The property of shift-invariance is very suitable to extract periodic impulses, which are typical symptom of mechanical fault signal. After learning basis atoms, a signal can be decomposed into a collection of latent components, each is reconstructed by one basis atom and its corresponding time-shifts. In this paper, SIDL method is introduced as an adaptive feature extraction technique. Then an effective approach based on SIDL and hidden Markov model (HMM) is addressed for machinery fault diagnosis. The SIDL-based feature extraction is applied to analyze both simulated and experiment signal with specific notch size. This experiment shows that SIDL can successfully extract double impulses in bearing signal. The second experiment presents an artificial fault experiment with different bearing fault type. Feature extraction based on SIDL method is performed on each signal, and then HMM is used to identify its fault type. This experiment results show that the proposed SIDL-HMM has a good performance in bearing fault diagnosis.

  17. Decoding coalescent hidden Markov models in linear time

    PubMed Central

    Harris, Kelley; Sheehan, Sara; Kamm, John A.; Song, Yun S.

    2014-01-01

    In many areas of computational biology, hidden Markov models (HMMs) have been used to model local genomic features. In particular, coalescent HMMs have been used to infer ancient population sizes, migration rates, divergence times, and other parameters such as mutation and recombination rates. As more loci, sequences, and hidden states are added to the model, however, the runtime of coalescent HMMs can quickly become prohibitive. Here we present a new algorithm for reducing the runtime of coalescent HMMs from quadratic in the number of hidden time states to linear, without making any additional approximations. Our algorithm can be incorporated into various coalescent HMMs, including the popular method PSMC for inferring variable effective population sizes. Here we implement this algorithm to speed up our demographic inference method diCal, which is equivalent to PSMC when applied to a sample of two haplotypes. We demonstrate that the linear-time method can reconstruct a population size change history more accurately than the quadratic-time method, given similar computation resources. We also apply the method to data from the 1000 Genomes project, inferring a high-resolution history of size changes in the European population. PMID:25340178

  18. A comparison of weighted ensemble and Markov state model methodologies

    NASA Astrophysics Data System (ADS)

    Feng, Haoyun; Costaouec, Ronan; Darve, Eric; Izaguirre, Jesús A.

    2015-06-01

    Computation of reaction rates and elucidation of reaction mechanisms are two of the main goals of molecular dynamics (MD) and related simulation methods. Since it is time consuming to study reaction mechanisms over long time scales using brute force MD simulations, two ensemble methods, Markov State Models (MSMs) and Weighted Ensemble (WE), have been proposed to accelerate the procedure. Both approaches require clustering of microscopic configurations into networks of "macro-states" for different purposes. MSMs model a discretization of the original dynamics on the macro-states. Accuracy of the model significantly relies on the boundaries of macro-states. On the other hand, WE uses macro-states to formulate a resampling procedure that kills and splits MD simulations for achieving better efficiency of sampling. Comparing to MSMs, accuracy of WE rate predictions is less sensitive to the definition of macro-states. Rigorous numerical experiments using alanine dipeptide and penta-alanine support our analyses. It is shown that MSMs introduce significant biases in the computation of reaction rates, which depend on the boundaries of macro-states, and Accelerated Weighted Ensemble (AWE), a formulation of weighted ensemble that uses the notion of colors to compute fluxes, has reliable flux estimation on varying definitions of macro-states. Our results suggest that whereas MSMs provide a good idea of the metastable sets and visualization of overall dynamics, AWE provides reliable rate estimations requiring less efforts on defining macro-states on the high dimensional conformational space.

  19. Recognition of surgical skills using hidden Markov models

    NASA Astrophysics Data System (ADS)

    Speidel, Stefanie; Zentek, Tom; Sudra, Gunther; Gehrig, Tobias; Müller-Stich, Beat Peter; Gutt, Carsten; Dillmann, Rüdiger

    2009-02-01

    Minimally invasive surgery is a highly complex medical discipline and can be regarded as a major breakthrough in surgical technique. A minimally invasive intervention requires enhanced motor skills to deal with difficulties like the complex hand-eye coordination and restricted mobility. To alleviate these constraints we propose to enhance the surgeon's capabilities by providing a context-aware assistance using augmented reality techniques. To recognize and analyze the current situation for context-aware assistance, we need intraoperative sensor data and a model of the intervention. Characteristics of a situation are the performed activity, the used instruments, the surgical objects and the anatomical structures. Important information about the surgical activity can be acquired by recognizing the surgical gesture performed. Surgical gestures in minimally invasive surgery like cutting, knot-tying or suturing are here referred to as surgical skills. We use the motion data from the endoscopic instruments to classify and analyze the performed skill and even use it for skill evaluation in a training scenario. The system uses Hidden Markov Models (HMM) to model and recognize a specific surgical skill like knot-tying or suturing with an average recognition rate of 92%.

  20. A clustering approach for estimating parameters of a profile hidden Markov model.

    PubMed

    Aghdam, Rosa; Pezeshk, Hamid; Malekpour, Seyed Amir; Shemehsavar, Soudabeh; Eslahchi, Changiz

    2013-01-01

    A Profile Hidden Markov Model (PHMM) is a standard form of a Hidden Markov Models used for modeling protein and DNA sequence families based on multiple alignment. In this paper, we implement Baum-Welch algorithm and the Bayesian Monte Carlo Markov Chain (BMCMC) method for estimating parameters of small artificial PHMM. In order to improve the prediction accuracy of the estimation of the parameters of the PHMM, we classify the training data using the weighted values of sequences in the PHMM then apply an algorithm for estimating parameters of the PHMM. The results show that the BMCMC method performs better than the Maximum Likelihood estimation. PMID:23865165

  1. Grey-Markov model with state membership degree and its application

    NASA Astrophysics Data System (ADS)

    Ye, Jing; Li, Bingjun; Liu, Fang

    2013-10-01

    In the Grey-Markov forecasting, the extent of a given state that a research object belongs to is expressed as state membership degree. The state membership degree can help compensate for the inaccurate states division and improve the predicted results. Based on the Grey-Markov forecasting analysis, this paper uses the central triangle albino function to calculate the state membership degrees of research objects and determine the state transition probability. Thereby, the new model achieves the improvement of conventional Grey-Markov model. Taking the grain production of Henan Province as an example, the validity and applicability of the improved model are verified.

  2. Ensemble hidden Markov models with application to landmine detection

    NASA Astrophysics Data System (ADS)

    Hamdi, Anis; Frigui, Hichem

    2015-12-01

    We introduce an ensemble learning method for temporal data that uses a mixture of hidden Markov models (HMM). We hypothesize that the data are generated by K models, each of which reflects a particular trend in the data. The proposed approach, called ensemble HMM (eHMM), is based on clustering within the log-likelihood space and has two main steps. First, one HMM is fit to each of the N individual training sequences. For each fitted model, we evaluate the log-likelihood of each sequence. This results in an N-by-N log-likelihood distance matrix that will be partitioned into K groups using a relational clustering algorithm. In the second step, we learn the parameters of one HMM per cluster. We propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we investigate the maximum likelihood (ML), the minimum classification error (MCE), and the variational Bayesian (VB) training approaches. Finally, to test a new sequence, its likelihood is computed in all the models and a final confidence value is assigned by combining the models' outputs using an artificial neural network. We propose both discrete and continuous versions of the eHMM. Our approach was evaluated on a real-world application for landmine detection using ground-penetrating radar (GPR). Results show that both the continuous and discrete eHMM can identify meaningful and coherent HMM mixture components that describe different properties of the data. Each HMM mixture component models a group of data that share common attributes. These attributes are reflected in the mixture model's parameters. The results indicate that the proposed method outperforms the baseline HMM that uses one model for each class in the data.

  3. Optical character recognition of handwritten Arabic using hidden Markov models

    NASA Astrophysics Data System (ADS)

    Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.; Olama, Mohammed M.

    2011-04-01

    The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.

  4. A markov model based analysis of stochastic biochemical systems.

    PubMed

    Ghosh, Preetam; Ghosh, Samik; Basu, Kalyan; Das, Sajial K

    2007-01-01

    The molecular networks regulating basic physiological processes in a cell are generally converted into rate equations assuming the number of biochemical molecules as deterministic variables. At steady state these rate equations gives a set of differential equations that are solved using numerical methods. However, the stochastic cellular environment motivates us to propose a mathematical framework for analyzing such biochemical molecular networks. The stochastic simulators that solve a system of differential equations includes this stochasticity in the model, but suffer from simulation stiffness and require huge computational overheads. This paper describes a new markov chain based model to simulate such complex biological systems with reduced computation and memory overheads. The central idea is to transform the continuous domain chemical master equation (CME) based method into a discrete domain of molecular states with corresponding state transition probabilities and times. Our methodology allows the basic optimization schemes devised for the CME and can also be extended to reduce the computational and memory overheads appreciably at the cost of accuracy. The simulation results for the standard Enzyme-Kinetics and Transcriptional Regulatory systems show promising correspondence with the CME based methods and point to the efficacy of our scheme. PMID:17951818

  5. Mapping eQTL Networks with Mixed Graphical Markov Models

    PubMed Central

    Tur, Inma; Roverato, Alberto; Castelo, Robert

    2014-01-01

    Expression quantitative trait loci (eQTL) mapping constitutes a challenging problem due to, among other reasons, the high-dimensional multivariate nature of gene-expression traits. Next to the expression heterogeneity produced by confounding factors and other sources of unwanted variation, indirect effects spread throughout genes as a result of genetic, molecular, and environmental perturbations. From a multivariate perspective one would like to adjust for the effect of all of these factors to end up with a network of direct associations connecting the path from genotype to phenotype. In this article we approach this challenge with mixed graphical Markov models, higher-order conditional independences, and q-order correlation graphs. These models show that additive genetic effects propagate through the network as function of gene–gene correlations. Our estimation of the eQTL network underlying a well-studied yeast data set leads to a sparse structure with more direct genetic and regulatory associations that enable a straightforward comparison of the genetic control of gene expression across chromosomes. Interestingly, it also reveals that eQTLs explain most of the expression variability of network hub genes. PMID:25271303

  6. Efficient inference of hidden Markov models from large observation sequences

    NASA Astrophysics Data System (ADS)

    Priest, Benjamin W.; Cybenko, George

    2016-05-01

    The hidden Markov model (HMM) is widely used to model time series data. However, the conventional Baum- Welch algorithm is known to perform poorly when applied to long observation sequences. The literature contains several alternatives that seek to improve the memory or time complexity of the algorithm. However, for an HMM with N states and an observation sequence of length T, these alternatives require at best O(N) space and O(N2T) time. Given the preponderance of applications that increasingly deal with massive amounts of data, an alternative whose time is O(T)+poly(N) is desired. Recent research presents an alternative to the Baum-Welch algorithm that relies on nonnegative matrix factorization. This document examines the space complexity of this alternative approach and proposes further optimizations using approaches adopted from the matrix sketching literature. The result is a streaming algorithm whose space complexity is constant and time complexity is linear with respect to the size of the observation sequence. The paper also presents a batch algorithm that allow for even further improved space complexity at the expense of an additional pass over the observation sequence.

  7. Supervised learning of hidden Markov models for sequence discrimination

    SciTech Connect

    Mamitsuka, Hiroshi

    1997-12-01

    We present two supervised learning algorithms for hidden Markov models (HMMs) for sequence discrimination. When we model a class of sequences with an HMM, conventional learning algorithms for HMMs have trained the HMM with training examples belonging to the class, i.e. positive examples alone, while both of our methods allow us to use negative examples as well as positive examples. One of our algorithms minimizes a kind of distance between a target likelihood of a given training sequence and an actual likelihood of the sequence, which is obtained by a given HMM, using an additive type of parameter updating based on a gradient-descent learning. The other algorithm maximizes a criterion which represents a kind of ratio of the likelihood of a positive example to the likelihood of the total example, using a multiplicative type of parameter updating which is more efficient in actual computation time than the additive type one. We compare our two methods with two conventional methods on a type of cross-validation of actual motif classification experiments. Experimental results show that in terms of the average number of classification errors, our two methods out-perform the two conventional algorithms. 14 refs., 4 figs., 1 tab.

  8. A Network of SCOP Hidden Markov Models and Its Analysis

    PubMed Central

    2011-01-01

    Background The Structural Classification of Proteins (SCOP) database uses a large number of hidden Markov models (HMMs) to represent families and superfamilies composed of proteins that presumably share the same evolutionary origin. However, how the HMMs are related to one another has not been examined before. Results In this work, taking into account the processes used to build the HMMs, we propose a working hypothesis to examine the relationships between HMMs and the families and superfamilies that they represent. Specifically, we perform an all-against-all HMM comparison using the HHsearch program (similar to BLAST) and construct a network where the nodes are HMMs and the edges connect similar HMMs. We hypothesize that the HMMs in a connected component belong to the same family or superfamily more often than expected under a random network connection model. Results show a pattern consistent with this working hypothesis. Moreover, the HMM network possesses features distinctly different from the previously documented biological networks, exemplified by the exceptionally high clustering coefficient and the large number of connected components. Conclusions The current finding may provide guidance in devising computational methods to reduce the degree of overlaps between the HMMs representing the same superfamilies, which may in turn enable more efficient large-scale sequence searches against the database of HMMs. PMID:21635719

  9. Optical character recognition of handwritten Arabic using hidden Markov models

    SciTech Connect

    Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.; Olama, Mohammed M

    2011-01-01

    The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.

  10. Analysis of nanopore data using hidden Markov models

    PubMed Central

    Schreiber, Jacob; Karplus, Kevin

    2015-01-01

    Motivation: Nanopore-based sequencing techniques can reconstruct properties of biosequences by analyzing the sequence-dependent ionic current steps produced as biomolecules pass through a pore. Typically this involves alignment of new data to a reference, where both reference construction and alignment have been performed by hand. Results: We propose an automated method for aligning nanopore data to a reference through the use of hidden Markov models. Several features that arise from prior processing steps and from the class of enzyme used can be simply incorporated into the model. Previously, the M2MspA nanopore was shown to be sensitive enough to distinguish between cytosine, methylcytosine and hydroxymethylcytosine. We validated our automated methodology on a subset of that data by automatically calculating an error rate for the distinction between the three cytosine variants and show that the automated methodology produces a 2–3% error rate, lower than the 10% error rate from previous manual segmentation and alignment. Availability and implementation: The data, output, scripts and tutorials replicating the analysis are available at https://github.com/UCSCNanopore/Data/tree/master/Automation. Contact: karplus@soe.ucsc.edu or jmschreiber91@gmail.com Supplementary information: Supplementary data are available from Bioinformatics online. PMID:25649617

  11. Latent Growth Modeling of Longitudinal Data: A Finite Growth Mixture Modeling Approach.

    ERIC Educational Resources Information Center

    Li, Fuzhong; Duncan, Terry E.; Duncan, Susan C.; Acock, Alan

    2001-01-01

    Presents a new approach that extends conventional random coefficient growth models to incorporate a categorical latent trajectory variable representing latent classes or mixtures. Provides a didactic example of this new methodology using adolescent alcohol use data and discusses the method as a tool for mapping hypotheses of development onto…

  12. Hui and Walter’s latent-class model extended to estimate diagnostic test properties from surveillance data: a latent model for latent data

    PubMed Central

    Bermingham, Mairead L.; Handel, Ian G.; Glass, Elizabeth J.; Woolliams, John A.; Bronsvoort, B. Mark de Clare; McBride, Stewart H.; Skuce, Robin A.; Allen, Adrian R.; McDowell, Stanley W. J.; Bishop, Stephen C.

    2015-01-01

    Diagnostic test sensitivity and specificity are probabilistic estimates with far reaching implications for disease control, management and genetic studies. In the absence of ‘gold standard’ tests, traditional Bayesian latent class models may be used to assess diagnostic test accuracies through the comparison of two or more tests performed on the same groups of individuals. The aim of this study was to extend such models to estimate diagnostic test parameters and true cohort-specific prevalence, using disease surveillance data. The traditional Hui-Walter latent class methodology was extended to allow for features seen in such data, including (i) unrecorded data (i.e. data for a second test available only on a subset of the sampled population) and (ii) cohort-specific sensitivities and specificities. The model was applied with and without the modelling of conditional dependence between tests. The utility of the extended model was demonstrated through application to bovine tuberculosis surveillance data from Northern and the Republic of Ireland. Simulation coupled with re-sampling techniques, demonstrated that the extended model has good predictive power to estimate the diagnostic parameters and true herd-level prevalence from surveillance data. Our methodology can aid in the interpretation of disease surveillance data, and the results can potentially refine disease control strategies. PMID:26148538

  13. Using Cox cluster processes to model latent pulse location patterns in hormone concentration data.

    PubMed

    Carlson, Nichole E; Grunwald, Gary K; Johnson, Timothy D

    2016-04-01

    Many hormones, including stress hormones, are intermittently secreted as pulses. The pulsatile location process, describing times when pulses occur, is a regulator of the entire stress system. Characterizing the pulse location process is particularly difficult because the pulse locations are latent; only hormone concentration at sampled times is observed. In addition, for stress hormones the process may change both over the day and relative to common external stimuli. This potentially results in clustering in pulse locations across subjects. Current approaches to characterizing the pulse location process do not capture subject-to-subject clustering in locations. Here we show how a Bayesian Cox cluster process may be adapted as a model of the pulse location process. We show that this novel model of pulse locations is capable of detecting circadian rhythms in pulse locations, clustering of pulse locations between subjects, and identifying exogenous controllers of pulse events. We integrate our pulse location process into a model of hormone concentration, the observed data. A spatial birth-and-death Markov chain Monte Carlo algorithm is used for estimation. We exhibit the strengths of this model on simulated data and adrenocorticotropic and cortisol data collected to study the stress axis in depressed and non-depressed women. PMID:26553914

  14. Data-driven Markov models and their application in the evaluation of adverse events in radiotherapy.

    PubMed

    Abler, Daniel; Kanellopoulos, Vassiliki; Davies, Jim; Dosanjh, Manjit; Jena, Raj; Kirkby, Norman; Peach, Ken

    2013-07-01

    Decision-making processes in medicine rely increasingly on modelling and simulation techniques; they are especially useful when combining evidence from multiple sources. Markov models are frequently used to synthesize the available evidence for such simulation studies, by describing disease and treatment progress, as well as associated factors such as the treatment's effects on a patient's life and the costs to society. When the same decision problem is investigated by multiple stakeholders, differing modelling assumptions are often applied, making synthesis and interpretation of the results difficult. This paper proposes a standardized approach towards the creation of Markov models. It introduces the notion of 'general Markov models', providing a common definition of the Markov models that underlie many similar decision problems, and develops a language for their specification. We demonstrate the application of this language by developing a general Markov model for adverse event analysis in radiotherapy and argue that the proposed method can automate the creation of Markov models from existing data. The approach has the potential to support the radiotherapy community in conducting systematic analyses involving predictive modelling of existing and upcoming radiotherapy data. We expect it to facilitate the application of modelling techniques in medical decision problems beyond the field of radiotherapy, and to improve the comparability of their results. PMID:23824126

  15. High-order hidden Markov model for piecewise linear processes and applications to speech recognition.

    PubMed

    Lee, Lee-Min; Jean, Fu-Rong

    2016-08-01

    The hidden Markov models have been widely applied to systems with sequential data. However, the conditional independence of the state outputs will limit the output of a hidden Markov model to be a piecewise constant random sequence, which is not a good approximation for many real processes. In this paper, a high-order hidden Markov model for piecewise linear processes is proposed to better approximate the behavior of a real process. A parameter estimation method based on the expectation-maximization algorithm was derived for the proposed model. Experiments on speech recognition of noisy Mandarin digits were conducted to examine the effectiveness of the proposed method. Experimental results show that the proposed method can reduce the recognition error rate compared to a baseline hidden Markov model. PMID:27586781

  16. Variable Star Signature Classification using Slotted Symbolic Markov Modeling

    NASA Astrophysics Data System (ADS)

    Johnston, Kyle B.; Peter, Adrian M.

    2016-01-01

    With the advent of digital astronomy, new benefits and new challenges have been presented to the modern day astronomer. No longer can the astronomer rely on manual processing, instead the profession as a whole has begun to adopt more advanced computational means. Our research focuses on the construction and application of a novel time-domain signature extraction methodology and the development of a supporting supervised pattern classification algorithm for the identification of variable stars. A methodology for the reduction of stellar variable observations (time-domain data) into a novel feature space representation is introduced. The methodology presented will be referred to as Slotted Symbolic Markov Modeling (SSMM) and has a number of advantages which will be demonstrated to be beneficial; specifically to the supervised classification of stellar variables. It will be shown that the methodology outperformed a baseline standard methodology on a standardized set of stellar light curve data. The performance on a set of data derived from the LINEAR dataset will also be shown.

  17. Hidden Markov chain modeling for epileptic networks identification.

    PubMed

    Le Cam, Steven; Louis-Dorr, Valérie; Maillard, Louis

    2013-01-01

    The partial epileptic seizures are often considered to be caused by a wrong balance between inhibitory and excitatory interneuron connections within a focal brain area. These abnormal balances are likely to result in loss of functional connectivities between remote brain structures, while functional connectivities within the incriminated zone are enhanced. The identification of the epileptic networks underlying these hypersynchronies are expected to contribute to a better understanding of the brain mechanisms responsible for the development of the seizures. In this objective, threshold strategies are commonly applied, based on synchrony measurements computed from recordings of the electrophysiologic brain activity. However, such methods are reported to be prone to errors and false alarms. In this paper, we propose a hidden Markov chain modeling of the synchrony states with the aim to develop a reliable machine learning methods for epileptic network inference. The method is applied on a real Stereo-EEG recording, demonstrating consistent results with the clinical evaluations and with the current knowledge on temporal lobe epilepsy. PMID:24110697

  18. ENSO informed Drought Forecasting Using Nonhomogeneous Hidden Markov Chain Model

    NASA Astrophysics Data System (ADS)

    Kwon, H.; Yoo, J.; Kim, T.

    2013-12-01

    The study aims at developing a new scheme to investigate the potential use of ENSO (El Niño/Southern Oscillation) for drought forecasting. In this regard, objective of this study is to extend a previously developed nonhomogeneous hidden Markov chain model (NHMM) to identify climate states associated with drought that can be potentially used to forecast drought conditions using climate information. As a target variable for forecasting, SPI(standardized precipitation index) is mainly utilized. This study collected monthly precipitation data over 56 stations that cover more than 30 years and K-means cluster analysis using drought properties was applied to partition regions into mutually exclusive clusters. In this study, six main clusters were distinguished through the regionalization procedure. For each cluster, the NHMM was applied to estimate the transition probability of hidden states as well as drought conditions informed by large scale climate indices (e.g. SOI, Nino1.2, Nino3, Nino3.4, MJO and PDO). The NHMM coupled with large scale climate information shows promise as a technique for forecasting drought scenarios. A more detailed explanation of large scale climate patterns associated with the identified hidden states will be provided with anomaly composites of SSTs and SLPs. Acknowledgement This research was supported by a grant(11CTIPC02) from Construction Technology Innovation Program (CTIP) funded by Ministry of Land, Transport and Maritime Affairs of Korean government.

  19. User’s manual for basic version of MCnest Markov chain nest productivity model

    EPA Science Inventory

    The Markov Chain Nest Productivity Model (or MCnest) integrates existing toxicity information from three standardized avian toxicity tests with information on species life history and the timing of pesticide applications relative to the timing of avian breeding seasons to quantit...

  20. Technical manual for basic version of the Markov chain nest productivity model (MCnest)

    EPA Science Inventory

    The Markov Chain Nest Productivity Model (or MCnest) integrates existing toxicity information from three standardized avian toxicity tests with information on species life history and the timing of pesticide applications relative to the timing of avian breeding seasons to quantit...

  1. Regional land salinization assessment and simulation through cellular automaton-Markov modeling and spatial pattern analysis.

    PubMed

    Zhou, De; Lin, Zhulu; Liu, Liming

    2012-11-15

    Land salinization and desalinization are complex processes affected by both biophysical and human-induced driving factors. Conventional approaches of land salinization assessment and simulation are either too time consuming or focus only on biophysical factors. The cellular automaton (CA)-Markov model, when coupled with spatial pattern analysis, is well suited for regional assessments and simulations of salt-affected landscapes since both biophysical and socioeconomic data can be efficiently incorporated into a geographic information system framework. Our hypothesis set forth that the CA-Markov model can serve as an alternative tool for regional assessment and simulation of land salinization or desalinization. Our results suggest that the CA-Markov model, when incorporating biophysical and human-induced factors, performs better than the model which did not account for these factors when simulating the salt-affected landscape of the Yinchuan Plain (China) in 2009. In general, the CA-Markov model is best suited for short-term simulations and the performance of the CA-Markov model is largely determined by the availability of high-quality, high-resolution socioeconomic data. The coupling of the CA-Markov model with spatial pattern analysis provides an improved understanding of spatial and temporal variations of salt-affected landscape changes and an option to test different soil management scenarios for salinity management. PMID:23085467

  2. Group association test using a hidden Markov model.

    PubMed

    Cheng, Yichen; Dai, James Y; Kooperberg, Charles

    2016-04-01

    In the genomic era, group association tests are of great interest. Due to the overwhelming number of individual genomic features, the power of testing for association of a single genomic feature at a time is often very small, as are the effect sizes for most features. Many methods have been proposed to test association of a trait with a group of features within a functional unit as a whole, e.g. all SNPs in a gene, yet few of these methods account for the fact that generally a substantial proportion of the features are not associated with the trait. In this paper, we propose to model the association for each feature in the group as a mixture of features with no association and features with non-zero associations to explicitly account for the possibility that a fraction of features may not be associated with the trait while other features in the group are. The feature-level associations are first estimated by generalized linear models; the sequence of these estimated associations is then modeled by a hidden Markov chain. To test for global association, we develop a modified likelihood ratio test based on a log-likelihood function that ignores higher order dependency plus a penalty term. We derive the asymptotic distribution of the likelihood ratio test under the null hypothesis. Furthermore, we obtain the posterior probability of association for each feature, which provides evidence of feature-level association and is useful for potential follow-up studies. In simulations and data application, we show that our proposed method performs well when compared with existing group association tests especially when there are only few features associated with the outcome. PMID:26420797

  3. A graph theoretic approach to global earthquake sequencing: A Markov chain model

    NASA Astrophysics Data System (ADS)

    Vasudevan, K.; Cavers, M. S.

    2012-12-01

    We construct a directed graph to represent a Markov chain of global earthquake sequences and analyze the statistics of transition probabilities linked to earthquake zones. For earthquake zonation, we consider the simplified plate boundary template of Kagan, Bird, and Jackson (KBJ template, 2010). We demonstrate the applicability of the directed graph approach to hazard-related forecasting using some of the properties of graphs that represent the finite Markov chain. We extend the present study to consider Bird's 52-plate zonation (2003) describing the global earthquakes at and within plate boundaries to gain further insight into the usefulness of digraphs corresponding to a Markov chain model.

  4. Target characterization using hidden Markov models and classifiers

    SciTech Connect

    Kil, D.H.; Shin, F.B.; Fricke, J.R.

    1996-06-01

    We investigate various projection spaces and extract key parameters or features from each space to characterize low-frequency active (LFA) target returns in a low-dimensional space. The projection spaces encompass (1) time-embedded phase map, (2) segmented matched filter output, (3) various time-frequency distribution functions, such as Reduced Interference Distribution, to capture time-varying echo signatures, and (4) principal component inversion for signal cleaning and characterization. We utilize both dynamic and static features and parameterize them with a hybrid classification methodology consisting of hidden Markov models, classifiers, and data fusion. This clue identification and evaluation process is complemented by concurrent work on target physics to enhance our understanding of the target echo formation process. As a function of target aspect, we can observe (1) back scatter dominated by axial n=0 modes propagating back and forth along the length of the shell, (2) direct scatter from shell discontinuities, (3) helical or creeping waves from phase matching between the acoustic waves and membrane waves (both shear and compressional), and (4) the ``array response`` of the shell, with coherent superposition of elemental scattering sites along the shell leading to a peak response near broadside. As a function of target structures (the empty shell and the ribbed/complex shells), we see considerable complexity brought about by multiple reflections of the membrane waves between the rings. We show the merit of fusing parameters estimated from these projection spaces in characterizing LFA target returns using the MIT/NRL scaled model data. Our hybrid classifiers outperform the matched filter-based recognizer by an average of 5-25%;. This improvement can be attributed to a combination of good features that maximize inter-class discrimination and appropriate classifier topologies that exploit the underlying multi-dimensional feature probability density function.

  5. Bayesian Analysis of Multivariate Latent Curve Models with Nonlinear Longitudinal Latent Effects

    ERIC Educational Resources Information Center

    Song, Xin-Yuan; Lee, Sik-Yum; Hser, Yih-Ing

    2009-01-01

    In longitudinal studies, investigators often measure multiple variables at multiple time points and are interested in investigating individual differences in patterns of change on those variables. Furthermore, in behavioral, social, psychological, and medical research, investigators often deal with latent variables that cannot be observed directly…

  6. Dimensionality of the Latent Structure and Item Selection via Latent Class Multidimensional IRT Models

    ERIC Educational Resources Information Center

    Bartolucci, F.; Montanari, G. E.; Pandolfi, S.

    2012-01-01

    With reference to a questionnaire aimed at assessing the performance of Italian nursing homes on the basis of the health conditions of their patients, we investigate two relevant issues: dimensionality of the latent structure and discriminating power of the items composing the questionnaire. The approach is based on a multidimensional item…

  7. On Latent Trait Estimation in Multidimensional Compensatory Item Response Models.

    PubMed

    Wang, Chun

    2015-06-01

    Making inferences from IRT-based test scores requires accurate and reliable methods of person parameter estimation. Given an already calibrated set of item parameters, the latent trait could be estimated either via maximum likelihood estimation (MLE) or using Bayesian methods such as maximum a posteriori (MAP) estimation or expected a posteriori (EAP) estimation. In addition, Warm's (Psychometrika 54:427-450, 1989) weighted likelihood estimation method was proposed to reduce the bias of the latent trait estimate in unidimensional models. In this paper, we extend the weighted MLE method to multidimensional models. This new method, denoted as multivariate weighted MLE (MWLE), is proposed to reduce the bias of the MLE even for short tests. MWLE is compared to alternative estimators (i.e., MLE, MAP and EAP) and shown, both analytically and through simulations studies, to be more accurate in terms of bias than MLE while maintaining a similar variance. In contrast, Bayesian estimators (i.e., MAP and EAP) result in biased estimates with smaller variability. PMID:24604245

  8. Stochastic model of homogeneous coding and latent periodicity in DNA sequences.

    PubMed

    Chaley, Maria; Kutyrkin, Vladimir

    2016-02-01

    The concept of latent triplet periodicity in coding DNA sequences which has been earlier extensively discussed is confirmed in the result of analysis of a number of eukaryotic genomes, where latent periodicity of a new type, called profile periodicity, is recognized in the CDSs. Original model of Stochastic Homogeneous Organization of Coding (SHOC-model) in textual string is proposed. This model explains the existence of latent profile periodicity and regularity in DNA sequences. PMID:26656186

  9. Markov Model of Severe Accident Progression and Management

    SciTech Connect

    Bari, R.A.; Cheng, L.; Cuadra,A.; Ginsberg,T.; Lehner,J.; Martinez-Guridi,G.; Mubayi,V.; Pratt,W.T.; Yue, M.

    2012-06-25

    The earthquake and tsunami that hit the nuclear power plants at the Fukushima Daiichi site in March 2011 led to extensive fuel damage, including possible fuel melting, slumping, and relocation at the affected reactors. A so-called feed-and-bleed mode of reactor cooling was initially established to remove decay heat. The plan was to eventually switch over to a recirculation cooling system. Failure of feed and bleed was a possibility during the interim period. Furthermore, even if recirculation was established, there was a possibility of its subsequent failure. Decay heat has to be sufficiently removed to prevent further core degradation. To understand the possible evolution of the accident conditions and to have a tool for potential future hypothetical evaluations of accidents at other nuclear facilities, a Markov model of the state of the reactors was constructed in the immediate aftermath of the accident and was executed under different assumptions of potential future challenges. This work was performed at the request of the U.S. Department of Energy to explore 'what-if' scenarios in the immediate aftermath of the accident. The work began in mid-March and continued until mid-May 2011. The analysis had the following goals: (1) To provide an overall framework for describing possible future states of the damaged reactors; (2) To permit an impact analysis of 'what-if' scenarios that could lead to more severe outcomes; (3) To determine approximate probabilities of alternative end-states under various assumptions about failure and repair times of cooling systems; (4) To infer the reliability requirements of closed loop cooling systems needed to achieve stable core end-states and (5) To establish the importance for the results of the various cooling system and physical phenomenological parameters via sensitivity calculations.

  10. Modeling sediment transport as a spatio-temporal Markov process.

    NASA Astrophysics Data System (ADS)

    Heyman, Joris; Ancey, Christophe

    2014-05-01

    Despite a century of research about sediment transport by bedload occuring in rivers, its constitutive laws remain largely unknown. The proof being that our ability to predict mid-to-long term transported volumes within reasonable confidence interval is almost null. The intrinsic fluctuating nature of bedload transport may be one of the most important reasons why classical approaches fail. Microscopic probabilistic framework has the advantage of taking into account these fluctuations at the particle scale, to understand their effect on the macroscopic variables such as sediment flux. In this framework, bedload transport is seen as the random motion of particles (sand, gravel, pebbles...) over a two-dimensional surface (the river bed). The number of particles in motion, as well as their velocities, are random variables. In this talk, we show how a simple birth-death Markov model governing particle motion on a regular lattice accurately reproduces the spatio-temporal correlations observed at the macroscopic level. Entrainment, deposition and transport of particles by the turbulent fluid (air or water) are supposed to be independent and memoryless processes that modify the number of particles in motion. By means of the Poisson representation, we obtained a Fokker-Planck equation that is exactly equivalent to the master equation and thus valid for all cell sizes. The analysis shows that the number of moving particles evolves locally far from thermodynamic equilibrium. Several analytical results are presented and compared to experimental data. The index of dispersion (or variance over mean ratio) is proved to grow from unity at small scales to larger values at larger scales confirming the non Poisonnian behavior of bedload transport. Also, we study the one and two dimensional K-function, which gives the average number of moving particles located in a ball centered at a particle centroid function of the ball's radius.

  11. A continuous time version and a generalization of a Markov-recapture model for trapping experiments.

    PubMed

    Alpizar-Jara, Russell; Smith, Charles E

    2008-01-01

    Wileyto et al. [E.P. Wileyto, W.J. Ewens, M.A. Mullen, Markov-recapture population estimates: a tool for improving interpretation of trapping experiments, Ecology 75 (1994) 1109] propose a four-state discrete time Markov process, which describes the structure of a marking-capture experiment as a method of population estimation. They propose this method primarily for estimation of closed insect populations. Their method provides a mark-recapture estimate from a single trap observation by allowing subjects to mark themselves. The estimate of the unknown population size is based on the assumption of a closed population and a simple Markov model in which the rates of marking, capture, and recapture are assumed to be equal. Using the one step transition probability matrix of their model, we illustrate how to go from an embedded discrete time Markov process to a continuous time Markov process assuming exponentially distributed holding times. We also compute the transition probabilities after time t for the continuous time case and compare the limiting behavior of the continuous and discrete time processes. Finally, we generalize their model by relaxing the assumption of equal per capita rates for marking, capture, and recapture. Other questions about how their results change when using a continuous time Markov process are examined. PMID:18556026

  12. Modeling Relations among Discrete Developmental Processes: A General Approach to Associative Latent Transition Analysis

    ERIC Educational Resources Information Center

    Bray, Bethany C.; Lanza, Stephanie T.; Collins, Linda M.

    2010-01-01

    To understand one developmental process, it is often helpful to investigate its relations with other developmental processes. Statistical methods that model development in multiple processes simultaneously over time include latent growth curve models with time-varying covariates, multivariate latent growth curve models, and dual trajectory models.…

  13. Comparison of the unavailability using FT model and Markov model of SDS1

    SciTech Connect

    Cho, S.; Jiang, J.

    2006-07-01

    In Candu nuclear power plants, the unavailability of the shutdown system number 1 (SDS1) is not only a function of the component failure rate, but also the test interval, the test duration, and the channel configuration. In classical fault tree methods, the effect of the configuration change and the test duration is usually ignored. To analyze their effects on the unavailability, a dynamic fault tree model and a Markov process model of the shutdown system number 1 have been developed and quantified using the high neutron power trip channel data in this paper. It is shown that the Markov process model of the SDS1 trip channel provides the most conservative results, while the dynamic fault tree model offers the least conservative one. The unavailability decreases as the test frequency and the test duration increases in both models. (authors)

  14. Latent Tuberculosis Infection: Myths, Models, and Molecular Mechanisms

    PubMed Central

    Dutta, Noton K.

    2014-01-01

    SUMMARY The aim of this review is to present the current state of knowledge on human latent tuberculosis infection (LTBI) based on clinical studies and observations, as well as experimental in vitro and animal models. Several key terms are defined, including “latency,” “persistence,” “dormancy,” and “antibiotic tolerance.” Dogmas prevalent in the field are critically examined based on available clinical and experimental data, including the long-held beliefs that infection is either latent or active, that LTBI represents a small population of nonreplicating, “dormant” bacilli, and that caseous granulomas are the haven for LTBI. The role of host factors, such as CD4+ and CD8+ T cells, T regulatory cells, tumor necrosis factor alpha (TNF-α), and gamma interferon (IFN-γ), in controlling TB infection is discussed. We also highlight microbial regulatory and metabolic pathways implicated in bacillary growth restriction and antibiotic tolerance under various physiologically relevant conditions. Finally, we pose several clinically important questions, which remain unanswered and will serve to stimulate future research on LTBI. PMID:25184558

  15. A discrete latent factor model for smoking, cancer and mortality.

    PubMed

    Howdon, Daniel; Jones, Andrew M

    2015-07-01

    This paper investigates the relationship between smoking and ill-health, with a focus on the onset of cancer. A discrete latent factor model for smoking and health outcomes, allowing for these to be commonly affected by unobserved factors, is jointly estimated, using the British Health and Lifestyle Survey (HALS) dataset. Post-estimation predictions suggest the reduction in time-to-cancer to be 5.7 years for those with an exposure of 30 pack-years, compared to never-smokers. Estimation of posterior probabilities for class membership shows that individuals in certain classes exhibit similar observables but highly divergent health outcomes, suggesting that unobserved factors influence outcomes. The use of a joint model changes the results substantially. The results show that failure to account for unobserved heterogeneity leads to differences in survival times between those with different smoking exposures to be overestimated by more than 50% (males, with 30 pack-years of exposure). PMID:25898078

  16. Addressing the Problem of Switched Class Labels in Latent Variable Mixture Model Simulation Studies

    ERIC Educational Resources Information Center

    Tueller, Stephen J.; Drotar, Scott; Lubke, Gitta H.

    2011-01-01

    The discrimination between alternative models and the detection of latent classes in the context of latent variable mixture modeling depends on sample size, class separation, and other aspects that are related to power. Prior to a mixture analysis it is useful to investigate model performance in a simulation study that reflects the research…

  17. Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots

    ERIC Educational Resources Information Center

    Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.

    2013-01-01

    Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…

  18. Stochastic Ordering of the Latent Trait by the Sum Score Under Various Polytomous IRT Models

    ERIC Educational Resources Information Center

    van der Ark, L. Andries

    2005-01-01

    The sum score is often used to order respondents on the latent trait measured by the test. Therefore, it is desirable that under the chosen model the sum score stochastically orders the latent trait. It is known that unlike dichotomous item response theory (IRT) models, most polytomous IRT models do not imply stochastic ordering. It is unknown,…

  19. A Latent Transition Analysis Model for Assessing Change in Cognitive Skills

    ERIC Educational Resources Information Center

    Li, Feiming; Cohen, Allan; Bottge, Brian; Templin, Jonathan

    2016-01-01

    Latent transition analysis (LTA) was initially developed to provide a means of measuring change in dynamic latent variables. In this article, we illustrate the use of a cognitive diagnostic model, the DINA model, as the measurement model in a LTA, thereby demonstrating a means of analyzing change in cognitive skills over time. An example is…

  20. Examining Parallelism of Sets of Psychometric Measures Using Latent Variable Modeling

    ERIC Educational Resources Information Center

    Raykov, Tenko; Patelis, Thanos; Marcoulides, George A.

    2011-01-01

    A latent variable modeling approach that can be used to examine whether several psychometric tests are parallel is discussed. The method consists of sequentially testing the properties of parallel measures via a corresponding relaxation of parameter constraints in a saturated model or an appropriately constructed latent variable model. The…

  1. Confidence Intervals for a Semiparametric Approach to Modeling Nonlinear Relations among Latent Variables

    ERIC Educational Resources Information Center

    Pek, Jolynn; Losardo, Diane; Bauer, Daniel J.

    2011-01-01

    Compared to parametric models, nonparametric and semiparametric approaches to modeling nonlinearity between latent variables have the advantage of recovering global relationships of unknown functional form. Bauer (2005) proposed an indirect application of finite mixtures of structural equation models where latent components are estimated in the…

  2. MARKOV Model Application to Proliferation Risk Reduction of an Advanced Nuclear System

    SciTech Connect

    Bari,R.A.

    2008-07-13

    The Generation IV International Forum (GIF) emphasizes proliferation resistance and physical protection (PR&PP) as a main goal for future nuclear energy systems. The GIF PR&PP Working Group has developed a methodology for the evaluation of these systems. As an application of the methodology, Markov model has been developed for the evaluation of proliferation resistance and is demonstrated for a hypothetical Example Sodium Fast Reactor (ESFR) system. This paper presents the case of diversion by the facility owner/operator to obtain material that could be used in a nuclear weapon. The Markov model is applied to evaluate material diversion strategies. The following features of the Markov model are presented here: (1) An effective detection rate has been introduced to account for the implementation of multiple safeguards approaches at a given strategic point; (2) Technical failure to divert material is modeled as intrinsic barriers related to the design of the facility or the properties of the material in the facility; and (3) Concealment to defeat or degrade the performance of safeguards is recognized in the Markov model. Three proliferation risk measures are calculated directly by the Markov model: the detection probability, technical failure probability, and proliferation time. The material type is indicated by an index that is based on the quality of material diverted. Sensitivity cases have been done to demonstrate the effects of different modeling features on the measures of proliferation resistance.

  3. Reliability analysis and prediction of mixed mode load using Markov Chain Model

    NASA Astrophysics Data System (ADS)

    Nikabdullah, N.; Singh, S. S. K.; Alebrahim, R.; Azizi, M. A.; K, Elwaleed A.; Noorani, M. S. M.

    2014-06-01

    The aim of this paper is to present the reliability analysis and prediction of mixed mode loading by using a simple two state Markov Chain Model for an automotive crankshaft. The reliability analysis and prediction for any automotive component or structure is important for analyzing and measuring the failure to increase the design life, eliminate or reduce the likelihood of failures and safety risk. The mechanical failures of the crankshaft are due of high bending and torsion stress concentration from high cycle and low rotating bending and torsional stress. The Markov Chain was used to model the two states based on the probability of failure due to bending and torsion stress. In most investigations it revealed that bending stress is much serve than torsional stress, therefore the probability criteria for the bending state would be higher compared to the torsion state. A statistical comparison between the developed Markov Chain Model and field data was done to observe the percentage of error. The reliability analysis and prediction was derived and illustrated from the Markov Chain Model were shown in the Weibull probability and cumulative distribution function, hazard rate and reliability curve and the bathtub curve. It can be concluded that Markov Chain Model has the ability to generate near similar data with minimal percentage of error and for a practical application; the proposed model provides a good accuracy in determining the reliability for the crankshaft under mixed mode loading.

  4. Reliability analysis and prediction of mixed mode load using Markov Chain Model

    SciTech Connect

    Nikabdullah, N.; Singh, S. S. K.; Alebrahim, R.; Azizi, M. A.; K, Elwaleed A.; Noorani, M. S. M.

    2014-06-19

    The aim of this paper is to present the reliability analysis and prediction of mixed mode loading by using a simple two state Markov Chain Model for an automotive crankshaft. The reliability analysis and prediction for any automotive component or structure is important for analyzing and measuring the failure to increase the design life, eliminate or reduce the likelihood of failures and safety risk. The mechanical failures of the crankshaft are due of high bending and torsion stress concentration from high cycle and low rotating bending and torsional stress. The Markov Chain was used to model the two states based on the probability of failure due to bending and torsion stress. In most investigations it revealed that bending stress is much serve than torsional stress, therefore the probability criteria for the bending state would be higher compared to the torsion state. A statistical comparison between the developed Markov Chain Model and field data was done to observe the percentage of error. The reliability analysis and prediction was derived and illustrated from the Markov Chain Model were shown in the Weibull probability and cumulative distribution function, hazard rate and reliability curve and the bathtub curve. It can be concluded that Markov Chain Model has the ability to generate near similar data with minimal percentage of error and for a practical application; the proposed model provides a good accuracy in determining the reliability for the crankshaft under mixed mode loading.

  5. Hierarchical modeling for reliability analysis using Markov models. B.S./M.S. Thesis - MIT

    NASA Technical Reports Server (NTRS)

    Fagundo, Arturo

    1994-01-01

    Markov models represent an extremely attractive tool for the reliability analysis of many systems. However, Markov model state space grows exponentially with the number of components in a given system. Thus, for very large systems Markov modeling techniques alone become intractable in both memory and CPU time. Often a particular subsystem can be found within some larger system where the dependence of the larger system on the subsystem is of a particularly simple form. This simple dependence can be used to decompose such a system into one or more subsystems. A hierarchical technique is presented which can be used to evaluate these subsystems in such a way that their reliabilities can be combined to obtain the reliability for the full system. This hierarchical approach is unique in that it allows the subsystem model to pass multiple aggregate state information to the higher level model, allowing more general systems to be evaluated. Guidelines are developed to assist in the system decomposition. An appropriate method for determining subsystem reliability is also developed. This method gives rise to some interesting numerical issues. Numerical error due to roundoff and integration are discussed at length. Once a decomposition is chosen, the remaining analysis is straightforward but tedious. However, an approach is developed for simplifying the recombination of subsystem reliabilities. Finally, a real world system is used to illustrate the use of this technique in a more practical context.

  6. Super-Resolution Using Hidden Markov Model and Bayesian Detection Estimation Framework

    NASA Astrophysics Data System (ADS)

    Humblot, Fabrice; Mohammad-Djafari, Ali

    2006-12-01

    This paper presents a new method for super-resolution (SR) reconstruction of a high-resolution (HR) image from several low-resolution (LR) images. The HR image is assumed to be composed of homogeneous regions. Thus, the a priori distribution of the pixels is modeled by a finite mixture model (FMM) and a Potts Markov model (PMM) for the labels. The whole a priori model is then a hierarchical Markov model. The LR images are assumed to be obtained from the HR image by lowpass filtering, arbitrarily translation, decimation, and finally corruption by a random noise. The problem is then put in a Bayesian detection and estimation framework, and appropriate algorithms are developed based on Markov chain Monte Carlo (MCMC) Gibbs sampling. At the end, we have not only an estimate of the HR image but also an estimate of the classification labels which leads to a segmentation result.

  7. Deriving non-homogeneous DNA Markov chain models by cluster analysis algorithm minimizing multiple alignment entropy.

    PubMed

    Borodovsky, M; Peresetsky, A

    1994-09-01

    Non-homogeneous Markov chain models can represent biologically important regions of DNA sequences. The statistical pattern that is described by these models is usually weak and was found primarily because of strong biological indications. The general method for extracting similar patterns is presented in the current paper. The algorithm incorporates cluster analysis, multiple alignment and entropy minimization. The method was first tested using the set of DNA sequences produced by Markov chain generators. It was shown that artificial gene sequences, which initially have been randomly set up along the multiple alignment panels, are aligned according to the hidden triplet phase. Then the method was applied to real protein-coding sequences and the resulting alignment clearly indicated the triplet phase and produced the parameters of the optimal 3-periodic non-homogeneous Markov chain model. These Markov models were already employed in the GeneMark gene prediction algorithm, which is used in genome sequencing projects. The algorithm can also handle the case in which the sequences to be aligned reveal different statistical patterns, such as Escherichia coli protein-coding sequences belonging to Class II and Class III. The algorithm accepts a random mix of sequences from different classes, and is able to separate them into two groups (clusters), align each cluster separately, and define a non-homogeneous Markov chain model for each sequence cluster. PMID:7952897

  8. Hypothesis Generation in Latent Growth Curve Modeling Using Principal Components

    ERIC Educational Resources Information Center

    Davison, Mark L.

    2008-01-01

    While confirmatory latent growth curve analyses provide procedures for testing hypotheses about latent growth curves underlying data, one must first derive hypotheses to be tested. It is argued that such hypotheses should be generated from a combination of theory and exploratory data analyses. An exploratory components analysis is described and…

  9. A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses

    ERIC Educational Resources Information Center

    Vasdekis, Vassilis G. S.; Cagnone, Silvia; Moustaki, Irini

    2012-01-01

    The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate…

  10. An NCME Instructional Module on Latent DIF Analysis Using Mixture Item Response Models

    ERIC Educational Resources Information Center

    Cho, Sun-Joo; Suh, Youngsuk; Lee, Woo-yeol

    2016-01-01

    The purpose of this ITEMS module is to provide an introduction to differential item functioning (DIF) analysis using mixture item response models. The mixture item response models for DIF analysis involve comparing item profiles across latent groups, instead of manifest groups. First, an overview of DIF analysis based on latent groups, called…

  11. Software for the Application of Discrete Latent Structure Models to Item Response Data.

    ERIC Educational Resources Information Center

    Haertel, Edward H.

    These FORTRAN programs and MATHEMATICA routines were developed in the course of a research project titled "Achievement and Assessment in School Science: Modeling and Mapping Ability and Performance." Their use is described in other publications from that project, including "Latent Traits or Latent States? The Role of Discrete Models for Ability…

  12. Using Design-Based Latent Growth Curve Modeling with Cluster-Level Predictor to Address Dependency

    ERIC Educational Resources Information Center

    Wu, Jiun-Yu; Kwok, Oi-Man; Willson, Victor L.

    2014-01-01

    The authors compared the effects of using the true Multilevel Latent Growth Curve Model (MLGCM) with single-level regular and design-based Latent Growth Curve Models (LGCM) with or without the higher-level predictor on various criterion variables for multilevel longitudinal data. They found that random effect estimates were biased when the…

  13. Recent Changes Leading to Subsequent Changes: Extensions of Multivariate Latent Difference Score Models

    ERIC Educational Resources Information Center

    Grimm, Kevin J.; An, Yang; McArdle, John J.; Zonderman, Alan B.; Resnick, Susan M.

    2012-01-01

    Latent difference score models (e.g., McArdle & Hamagami, 2001) are extended to include effects from prior changes to subsequent changes. This extension of latent difference scores allows for testing hypotheses where recent changes, as opposed to recent levels, are a primary predictor of subsequent changes. These models are applied to bivariate…

  14. Projected metastable Markov processes and their estimation with observable operator models

    SciTech Connect

    Wu, Hao Prinz, Jan-Hendrik Noé, Frank

    2015-10-14

    The determination of kinetics of high-dimensional dynamical systems, such as macromolecules, polymers, or spin systems, is a difficult and generally unsolved problem — both in simulation, where the optimal reaction coordinate(s) are generally unknown and are difficult to compute, and in experimental measurements, where only specific coordinates are observable. Markov models, or Markov state models, are widely used but suffer from the fact that the dynamics on a coarsely discretized state spaced are no longer Markovian, even if the dynamics in the full phase space are. The recently proposed projected Markov models (PMMs) are a formulation that provides a description of the kinetics on a low-dimensional projection without making the Markovianity assumption. However, as yet no general way of estimating PMMs from data has been available. Here, we show that the observed dynamics of a PMM can be exactly described by an observable operator model (OOM) and derive a PMM estimator based on the OOM learning.

  15. Projected metastable Markov processes and their estimation with observable operator models

    NASA Astrophysics Data System (ADS)

    Wu, Hao; Prinz, Jan-Hendrik; Noé, Frank

    2015-10-01

    The determination of kinetics of high-dimensional dynamical systems, such as macromolecules, polymers, or spin systems, is a difficult and generally unsolved problem — both in simulation, where the optimal reaction coordinate(s) are generally unknown and are difficult to compute, and in experimental measurements, where only specific coordinates are observable. Markov models, or Markov state models, are widely used but suffer from the fact that the dynamics on a coarsely discretized state spaced are no longer Markovian, even if the dynamics in the full phase space are. The recently proposed projected Markov models (PMMs) are a formulation that provides a description of the kinetics on a low-dimensional projection without making the Markovianity assumption. However, as yet no general way of estimating PMMs from data has been available. Here, we show that the observed dynamics of a PMM can be exactly described by an observable operator model (OOM) and derive a PMM estimator based on the OOM learning.

  16. Hideen Markov Models and Neural Networks for Fault Detection in Dynamic Systems

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic

    1994-01-01

    None given. (From conclusion): Neural networks plus Hidden Markov Models(HMM)can provide excellene detection and false alarm rate performance in fault detection applications. Modified models allow for novelty detection. Also covers some key contributions of neural network model, and application status.

  17. Post processing with first- and second-order hidden Markov models

    NASA Astrophysics Data System (ADS)

    Taghva, Kazem; Poudel, Srijana; Malreddy, Spandana

    2013-01-01

    In this paper, we present the implementation and evaluation of first order and second order Hidden Markov Models to identify and correct OCR errors in the post processing of books. Our experiments show that the first order model approximately corrects 10% of the errors with 100% precision, while the second order model corrects a higher percentage of errors with much lower precision.

  18. Methods for testing the Markov condition in the illness-death model: a comparative study.

    PubMed

    Rodríguez-Girondo, Mar; Uña-Álvarez, Jacobo de

    2016-09-10

    Markov three-state progressive and illness-death models are often used in biomedicine for describing survival data when an intermediate event of interest may be observed during the follow-up. However, the usual estimators for Markov models (e.g., Aalen-Johansen transition probabilities) may be systematically biased in non-Markovian situations. On the other hand, despite non-Markovian estimators for transition probabilities and related curves are available, including the Markov information in the construction of the estimators allows for variance reduction. Therefore, testing for the Markov condition is a relevant issue in practice. In this paper, we discuss several characterizations of the Markov condition, with special focus on its equivalence with the quasi-independence between left truncation and survival times in standard survival analysis. New methods for testing the Markovianity of an illness-death model are proposed and compared with existing ones by means of an intensive simulation study. We illustrate our findings through the analysis of a data set from stem cell transplant in leukemia. Copyright © 2016 John Wiley & Sons, Ltd. PMID:26990971

  19. A Bayesian method for construction of Markov models to describe dynamics on various time-scales

    NASA Astrophysics Data System (ADS)

    Rains, Emily K.; Andersen, Hans C.

    2010-10-01

    The dynamics of many biological processes of interest, such as the folding of a protein, are slow and complicated enough that a single molecular dynamics simulation trajectory of the entire process is difficult to obtain in any reasonable amount of time. Moreover, one such simulation may not be sufficient to develop an understanding of the mechanism of the process, and multiple simulations may be necessary. One approach to circumvent this computational barrier is the use of Markov state models. These models are useful because they can be constructed using data from a large number of shorter simulations instead of a single long simulation. This paper presents a new Bayesian method for the construction of Markov models from simulation data. A Markov model is specified by (τ,P,T), where τ is the mesoscopic time step, P is a partition of configuration space into mesostates, and T is an NP×NP transition rate matrix for transitions between the mesostates in one mesoscopic time step, where NP is the number of mesostates in P. The method presented here is different from previous Bayesian methods in several ways. (1) The method uses Bayesian analysis to determine the partition as well as the transition probabilities. (2) The method allows the construction of a Markov model for any chosen mesoscopic time-scale τ. (3) It constructs Markov models for which the diagonal elements of T are all equal to or greater than 0.5. Such a model will be called a "consistent mesoscopic Markov model" (CMMM). Such models have important advantages for providing an understanding of the dynamics on a mesoscopic time-scale. The Bayesian method uses simulation data to find a posterior probability distribution for (P,T) for any chosen τ. This distribution can be regarded as the Bayesian probability that the kinetics observed in the atomistic simulation data on the mesoscopic time-scale τ was generated by the CMMM specified by (P,T). An optimization algorithm is used to find the most probable

  20. Using Markov models to simulate electron spin resonance spectra from molecular dynamics trajectories.

    PubMed

    Sezer, Deniz; Freed, Jack H; Roux, Benoit

    2008-09-01

    Simulating electron spin resonance (ESR) spectra directly from molecular dynamics simulations of a spin-labeled protein necessitates a large number (hundreds or thousands) of relatively long (hundreds of nanoseconds) trajectories. To meet this challenge, we explore the possibility of constructing accurate stochastic models of the spin label dynamics from atomistic trajectories. A systematic, two-step procedure, based on the probabilistic framework of hidden Markov models, is developed to build a discrete-time Markov chain process that faithfully captures the internal spin label dynamics on time scales longer than about 150 ps. The constructed Markov model is used both to gain insight into the long-lived conformations of the spin label and to generate the stochastic trajectories required for the simulation of ESR spectra. The methodology is illustrated with an application to the case of a spin-labeled poly alanine alpha helix in explicit solvent. PMID:18698714

  1. Latent variable mixture modeling in psychiatric research--a review and application.

    PubMed

    Miettunen, J; Nordström, T; Kaakinen, M; Ahmed, A O

    2016-02-01

    Latent variable mixture modeling represents a flexible approach to investigating population heterogeneity by sorting cases into latent but non-arbitrary subgroups that are more homogeneous. The purpose of this selective review is to provide a non-technical introduction to mixture modeling in a cross-sectional context. Latent class analysis is used to classify individuals into homogeneous subgroups (latent classes). Factor mixture modeling represents a newer approach that represents a fusion of latent class analysis and factor analysis. Factor mixture models are adaptable to representing categorical and dimensional states of affairs. This article provides an overview of latent variable mixture models and illustrates the application of these methods by applying them to the study of the latent structure of psychotic experiences. The flexibility of latent variable mixture models makes them adaptable to the study of heterogeneity in complex psychiatric and psychological phenomena. They also allow researchers to address research questions that directly compare the viability of dimensional, categorical and hybrid conceptions of constructs. PMID:26526221

  2. Detection and characterization of regulatory elements using probabilistic conditional random field and hidden Markov models.

    PubMed

    Wang, Hongyan; Zhou, Xiaobo

    2013-04-01

    By altering the electrostatic charge of histones or providing binding sites to protein recognition molecules, Chromatin marks have been proposed to regulate gene expression, a property that has motivated researchers to link these marks to cis-regulatory elements. With the help of next generation sequencing technologies, we can now correlate one specific chromatin mark with regulatory elements (e.g. enhancers or promoters) and also build tools, such as hidden Markov models, to gain insight into mark combinations. However, hidden Markov models have limitation for their character of generative models and assume that a current observation depends only on a current hidden state in the chain. Here, we employed two graphical probabilistic models, namely the linear conditional random field model and multivariate hidden Markov model, to mark gene regions with different states based on recurrent and spatially coherent character of these eight marks. Both models revealed chromatin states that may correspond to enhancers and promoters, transcribed regions, transcriptional elongation, and low-signal regions. We also found that the linear conditional random field model was more effective than the hidden Markov model in recognizing regulatory elements, such as promoter-, enhancer-, and transcriptional elongation-associated regions, which gives us a better choice. PMID:23237214

  3. Comparison of the Beta and the Hidden Markov Models of Trust in Dynamic Environments

    NASA Astrophysics Data System (ADS)

    Moe, Marie E. G.; Helvik, Bjarne E.; Knapskog, Svein J.

    Computational trust and reputation models are used to aid the decision-making process in complex dynamic environments, where we are unable to obtain perfect information about the interaction partners. In this paper we present a comparison of our proposed hidden Markov trust model to the Beta reputation system. The hidden Markov trust model takes the time between observations into account, it also distinguishes between system states and uses methods previously applied to intrusion detection for the prediction of which state an agent is in. We show that the hidden Markov trust model performs better when it comes to the detection of changes in behavior of agents, due to its larger richness in model features. This means that our trust model may be more realistic in dynamic environments. However, the increased model complexity also leads to bigger challenges in estimating parameter values for the model. We also show that the hidden Markov trust model can be parameterized so that it responds similarly to the Beta reputation system.

  4. Fusion of Hidden Markov Random Field models and its Bayesian estimation.

    PubMed

    Destrempes, François; Angers, Jean-François; Mignotte, Max

    2006-10-01

    In this paper, we present a Hidden Markov Random Field (HMRF) data-fusion model. The proposed model is applied to the segmentation of natural images based on the fusion of colors and textons into Julesz ensembles. The corresponding Exploration/ Selection/Estimation (ESE) procedure for the estimation of the parameters is presented. This method achieves the estimation of the parameters of the Gaussian kernels, the mixture proportions, the region labels, the number of regions, and the Markov hyper-parameter. Meanwhile, we present a new proof of the asymptotic convergence of the ESE procedure, based on original finite time bounds for the rate of convergence. PMID:17022259

  5. Model Selection Information Criteria for Non-Nested Latent Class Models.

    ERIC Educational Resources Information Center

    Lin, Ting Hsiang; Dayton, C. Mitchell

    1997-01-01

    The use of these three model selection information criteria for latent class models was studied for nonnested models: (1) Akaike's information criterion (H. Akaike, 1973) (AIC); (2) the Schwarz information (G. Schwarz, 1978) (SIC) criterion; and (3) the Bozdogan version of the AIC (CAIC) (H. Bozdogan, 1987). Situations in which each is preferable…

  6. On the Relation between the Linear Factor Model and the Latent Profile Model

    ERIC Educational Resources Information Center

    Halpin, Peter F.; Dolan, Conor V.; Grasman, Raoul P. P. P.; De Boeck, Paul

    2011-01-01

    The relationship between linear factor models and latent profile models is addressed within the context of maximum likelihood estimation based on the joint distribution of the manifest variables. Although the two models are well known to imply equivalent covariance decompositions, in general they do not yield equivalent estimates of the…

  7. Enhancement of Markov chain model by integrating exponential smoothing: A case study on Muslims marriage and divorce

    NASA Astrophysics Data System (ADS)

    Jamaluddin, Fadhilah; Rahim, Rahela Abdul

    2015-12-01

    Markov Chain has been introduced since the 1913 for the purpose of studying the flow of data for a consecutive number of years of the data and also forecasting. The important feature in Markov Chain is obtaining the accurate Transition Probability Matrix (TPM). However to obtain the suitable TPM is hard especially in involving long-term modeling due to unavailability of data. This paper aims to enhance the classical Markov Chain by introducing Exponential Smoothing technique in developing the appropriate TPM.

  8. Higher Order Testlet Response Models for Hierarchical Latent Traits and Testlet-Based Items

    ERIC Educational Resources Information Center

    Huang, Hung-Yu; Wang, Wen-Chung

    2013-01-01

    Both testlet design and hierarchical latent traits are fairly common in educational and psychological measurements. This study aimed to develop a new class of higher order testlet response models that consider both local item dependence within testlets and a hierarchy of latent traits. Due to high dimensionality, the authors adopted the Bayesian…

  9. Evaluating the Power of Latent Growth Curve Models to Detect Individual Differences in Change

    ERIC Educational Resources Information Center

    Hertzog, Christopher; von Oertzen, Timo; Ghisletta, Paolo; Lindenberger, Ulman

    2008-01-01

    We evaluated the statistical power of single-indicator latent growth curve models to detect individual differences in change (variances of latent slopes) as a function of sample size, number of longitudinal measurement occasions, and growth curve reliability. We recommend the 2 degree-of-freedom generalized test assessing loss of fit when both…

  10. Sample Sizes for Two-Group Second-Order Latent Growth Curve Models

    ERIC Educational Resources Information Center

    Wanstrom, Linda

    2009-01-01

    Second-order latent growth curve models (S. C. Duncan & Duncan, 1996; McArdle, 1988) can be used to study group differences in change in latent constructs. We give exact formulas for the covariance matrix of the parameter estimates and an algebraic expression for the estimation of slope differences. Formulas for calculations of the required sample…

  11. Latent Class Analysis with Distal Outcomes: A Flexible Model-Based Approach

    ERIC Educational Resources Information Center

    Lanza, Stephanie T.; Tan, Xianming; Bray, Bethany C.

    2013-01-01

    Although prediction of class membership from observed variables in latent class analysis is well understood, predicting an observed distal outcome from latent class membership is more complicated. A flexible model-based approach is proposed to empirically derive and summarize the class-dependent density functions of distal outcomes with…

  12. Longitudinal Data Analysis with Latent Growth Modeling: An Introduction and Illustration for Higher Education Researchers

    ERIC Educational Resources Information Center

    Blanchard, Rebecca D.; Konold, Timothy R.

    2011-01-01

    This paper introduces latent growth modeling (LGM) as a statistical method for analyzing change over time in latent, or unobserved, variables, with particular emphasis of the application of this method in higher education research. While increasingly popular in other areas of education research and despite a wealth of publicly-available datasets…

  13. Advanced Nonlinear Latent Variable Modeling: Distribution Analytic LMS and QML Estimators of Interaction and Quadratic Effects

    ERIC Educational Resources Information Center

    Kelava, Augustin; Werner, Christina S.; Schermelleh-Engel, Karin; Moosbrugger, Helfried; Zapf, Dieter; Ma, Yue; Cham, Heining; Aiken, Leona S.; West, Stephen G.

    2011-01-01

    Interaction and quadratic effects in latent variable models have to date only rarely been tested in practice. Traditional product indicator approaches need to create product indicators (e.g., x[superscript 2] [subscript 1], x[subscript 1]x[subscript 4]) to serve as indicators of each nonlinear latent construct. These approaches require the use of…

  14. Modeling HIV persistence, the latent reservoir, and viral blips

    PubMed Central

    Rong, Libin; Perelson, Alan S.

    2009-01-01

    HIV-1 eradication from infected individuals has not been achieved with the use of highly active antiretroviral therapy (HAART) for a prolonged period of time. The cellular reservoir for HIV-1 in resting memory CD4+ T cells remains a major obstacle to viral elimination. The reservoir does not decay significantly over long periods of time but is able to release replication-competent HIV-1 upon cell activation. Residual ongoing viral replication may likely occur in many patients because low levels of virus can be detected in plasma by sensitive assays and transient episodes of viremia, or HIV-1 blips, are often observed in patients even with successful viral suppression for many years. Here we review our current knowledge of the factors contributing to viral persistence, the latent reservoir, and blips, and mathematical models developed to explore them and their relationships. We show how mathematical modeling can help improve our understanding of HIV-1 dynamics in patients on HAART and of the quantitative events underlying HIV-1 latency, reservoir stability, low-level viremic persistence, and emergence of intermittent viral blips. We also discuss treatment implications related to these studies. PMID:19539630

  15. Detecting critical state before phase transition of complex systems by hidden Markov model

    NASA Astrophysics Data System (ADS)

    Liu, Rui; Chen, Pei; Li, Yongjun; Chen, Luonan

    Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e., before-transition state, pre-transition state, and after-transition state, which can be considered as three different Markov processes. Thus, based on this dynamical feature, we present a novel computational method, i.e., hidden Markov model (HMM), to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e., the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin, and HCV-induced dysplasia and hepatocellular carcinoma.

  16. Clinical Decision Analysis and Markov Modeling for Surgeons: An Introductory Overview.

    PubMed

    Hogendoorn, Wouter; Moll, Frans L; Sumpio, Bauer E; Hunink, M G Myriam

    2016-08-01

    This study addresses the use of decision analysis and Markov models to make contemplated decisions for surgical problems. Decision analysis and decision modeling in surgical research are increasing, but many surgeons are unfamiliar with the techniques and are skeptical of the results. The goal of this review is to familiarize surgeons with techniques and terminology used in decision analytic papers, to provide the reader a practical guide to read these papers, and to ensure that surgeons can critically appraise the quality of published clinical decision models and draw well founded conclusions from such reports.First, a brief explanation of decision analysis and Markov models is presented in simple steps, followed by an overview of the components of a decision and Markov model. Subsequently, commonly used terms and definitions are described and explained, including quality-adjusted life-years, disability-adjusted life-years, discounting, half-cycle correction, cycle length, probabilistic sensitivity analysis, incremental cost-effectiveness ratio, and the willingness-to-pay threshold.Finally, the advantages and limitations of research with Markov models are described, and new modeling techniques and future perspectives are discussed. It is important that surgeons are able to understand conclusions from decision analytic studies and are familiar with the specific definitions of the terminology used in the field to keep up with surgical research. Decision analysis can guide treatment strategies when complex clinical questions need to be answered and is a necessary and useful addition to the surgical research armamentarium. PMID:26756750

  17. Markov Modeling of Component Fault Growth over a Derived Domain of Feasible Output Control Effort Modifications

    NASA Technical Reports Server (NTRS)

    Bole, Brian; Goebel, Kai; Vachtsevanos, George

    2012-01-01

    This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of prognostics-based control adaptation. A metric representing the relative deviation between the nominal output of a system and the net output that is actually enacted by an implemented prognostics-based control routine, will be used to define the action space of the formulated Markov process. The state space of the Markov process will be defined in terms of an abstracted metric representing the relative health remaining in each of the system s components. The proposed formulation of component fault dynamics will conveniently relate feasible system output performance modifications to predictions of future component health deterioration.

  18. A methodology to monitor the changing trends in health status of an elderly person by developing a markov model.

    PubMed

    Kaushik, Alka; Celler, B G; Ambikairajah, E

    2005-01-01

    In this paper we are proposing a statistical testing methodology to monitor changing trends in the health status of elderly people. The occupancy pattern of elderly people can be modeled using a Markov chain, estimating transition probabilities of the chain and test hypotheses about them. The profile of the person for a given period can be stored as a transition matrix of a discrete, regular, ergodic Markov chain. The observation of the occupancy pattern for a given test period can be established as a test Markov chain using information from sensors such as infrared sensors, magnetic switches etc. In the absence of real time data, we have used uniformly distributed transition probabilities to define the profile of the Markov chain and then generated test Markov chain based on this model. The transition probabilities are extracted for the test and profile Markov chain using Maximum Likelihood Estimates (MLE). The statistical testing of occupancy monitoring establishes a basis for statistical inference about the system performance without generating any real time statistics for the occupancy pattern. Chi square test and likelihood ratio tests ensure that the sequences generated from the two Markov chains are statistically same. Any difference in profile Markov chain and test Markov chain could indicate a changed health status of the elderly person. PMID:17282661

  19. Reliability Analysis of the Electrical Control System of Subsea Blowout Preventers Using Markov Models

    PubMed Central

    Liu, Zengkai; Liu, Yonghong; Cai, Baoping

    2014-01-01

    Reliability analysis of the electrical control system of a subsea blowout preventer (BOP) stack is carried out based on Markov method. For the subsea BOP electrical control system used in the current work, the 3-2-1-0 and 3-2-0 input voting schemes are available. The effects of the voting schemes on system performance are evaluated based on Markov models. In addition, the effects of failure rates of the modules and repair time on system reliability indices are also investigated. PMID:25409010

  20. (abstract) Modeling Protein Families and Human Genes: Hidden Markov Models and a Little Beyond

    NASA Technical Reports Server (NTRS)

    Baldi, Pierre

    1994-01-01

    We will first give a brief overview of Hidden Markov Models (HMMs) and their use in Computational Molecular Biology. In particular, we will describe a detailed application of HMMs to the G-Protein-Coupled-Receptor Superfamily. We will also describe a number of analytical results on HMMs that can be used in discrimination tests and database mining. We will then discuss the limitations of HMMs and some new directions of research. We will conclude with some recent results on the application of HMMs to human gene modeling and parsing.

  1. Fitting optimum order of Markov chain models for daily rainfall occurrences in Peninsular Malaysia

    NASA Astrophysics Data System (ADS)

    Deni, Sayang Mohd; Jemain, Abdul Aziz; Ibrahim, Kamarulzaman

    2009-06-01

    The analysis of the daily rainfall occurrence behavior is becoming more important, particularly in water-related sectors. Many studies have identified a more comprehensive pattern of the daily rainfall behavior based on the Markov chain models. One of the aims in fitting the Markov chain models of various orders to the daily rainfall occurrence is to determine the optimum order. In this study, the optimum order of the Markov chain models for a 5-day sequence will be examined in each of the 18 rainfall stations in Peninsular Malaysia, which have been selected based on the availability of the data, using the Akaike’s (AIC) and Bayesian information criteria (BIC). The identification of the most appropriate order in describing the distribution of the wet (dry) spells for each of the rainfall stations is obtained using the Kolmogorov-Smirnov goodness-of-fit test. It is found that the optimum order varies according to the levels of threshold used (e.g., either 0.1 or 10.0 mm), the locations of the region and the types of monsoon seasons. At most stations, the Markov chain models of a higher order are found to be optimum for rainfall occurrence during the northeast monsoon season for both levels of threshold. However, it is generally found that regardless of the monsoon seasons, the first-order model is optimum for the northwestern and eastern regions of the peninsula when the level of thresholds of 10.0 mm is considered. The analysis indicates that the first order of the Markov chain model is found to be most appropriate for describing the distribution of wet spells, whereas the higher-order models are found to be adequate for the dry spells in most of the rainfall stations for both threshold levels and monsoon seasons.

  2. Using higher-order Markov models to reveal flow-based communities in networks

    NASA Astrophysics Data System (ADS)

    Salnikov, Vsevolod; Schaub, Michael T.; Lambiotte, Renaud

    2016-03-01

    Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the prevailing paradigm to model such a network-based dynamics, for instance in the form of random walks or other types of diffusions. Despite the success of this modelling perspective for numerous applications, it represents an over-simplification of several real-world systems. Importantly, simple Markov models lack memory in their dynamics, an assumption often not realistic in practice. Here, we explore possibilities to enrich the system description by means of second-order Markov models, exploiting empirical pathway information. We focus on the problem of community detection and show that standard network algorithms can be generalized in order to extract novel temporal information about the system under investigation. We also apply our methodology to temporal networks, where we can uncover communities shaped by the temporal correlations in the system. Finally, we discuss relations of the framework of second order Markov processes and the recently proposed formalism of using non-backtracking matrices for community detection.

  3. Using higher-order Markov models to reveal flow-based communities in networks

    PubMed Central

    Salnikov, Vsevolod; Schaub, Michael T.; Lambiotte, Renaud

    2016-01-01

    Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the prevailing paradigm to model such a network-based dynamics, for instance in the form of random walks or other types of diffusions. Despite the success of this modelling perspective for numerous applications, it represents an over-simplification of several real-world systems. Importantly, simple Markov models lack memory in their dynamics, an assumption often not realistic in practice. Here, we explore possibilities to enrich the system description by means of second-order Markov models, exploiting empirical pathway information. We focus on the problem of community detection and show that standard network algorithms can be generalized in order to extract novel temporal information about the system under investigation. We also apply our methodology to temporal networks, where we can uncover communities shaped by the temporal correlations in the system. Finally, we discuss relations of the framework of second order Markov processes and the recently proposed formalism of using non-backtracking matrices for community detection. PMID:27029508

  4. Projected and hidden Markov models for calculating kinetics and metastable states of complex molecules.

    PubMed

    Noé, Frank; Wu, Hao; Prinz, Jan-Hendrik; Plattner, Nuria

    2013-11-14

    Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has, therefore, been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase-space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecular observables of interest that are often computed from MSMs can be computed from HMMs/PMMs. The new framework is applicable to both, simulation and single-molecule experimental data. We demonstrate its versatility by applications to educative model systems, a 1 ms Anton MD simulation of the bovine pancreatic trypsin inhibitor protein, and an optical tweezer force probe trajectory of an RNA hairpin. PMID:24320261

  5. Projected and hidden Markov models for calculating kinetics and metastable states of complex molecules

    NASA Astrophysics Data System (ADS)

    Noé, Frank; Wu, Hao; Prinz, Jan-Hendrik; Plattner, Nuria

    2013-11-01

    Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has, therefore, been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase-space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecular observables of interest that are often computed from MSMs can be computed from HMMs/PMMs. The new framework is applicable to both, simulation and single-molecule experimental data. We demonstrate its versatility by applications to educative model systems, a 1 ms Anton MD simulation of the bovine pancreatic trypsin inhibitor protein, and an optical tweezer force probe trajectory of an RNA hairpin.

  6. A Test of the Need Hierarchy Concept by a Markov Model of Change in Need Strength.

    ERIC Educational Resources Information Center

    Rauschenberger, John; And Others

    1980-01-01

    In this study of 547 high school graduates, Alderfer's and Maslow's need hierarchy theories were expressed in Markov chain form and were subjected to empirical test. Both models were disconfirmed. Corroborative multiwave correlational analysis also failed to support the need hierarchy concept. (Author/IRT)

  7. Tracking Problem Solving by Multivariate Pattern Analysis and Hidden Markov Model Algorithms

    ERIC Educational Resources Information Center

    Anderson, John R.

    2012-01-01

    Multivariate pattern analysis can be combined with Hidden Markov Model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first "mind reading" application…

  8. An Evaluation of a Markov Chain Monte Carlo Method for the Rasch Model.

    ERIC Educational Resources Information Center

    Kim, Seock-Ho

    2001-01-01

    Examined the accuracy of the Gibbs sampling Markov chain Monte Carlo procedure for estimating item and person (theta) parameters in the one-parameter logistic model. Analyzed four empirical datasets using the Gibbs sampling, conditional maximum likelihood, marginal maximum likelihood, and joint maximum likelihood methods. Discusses the conditions…

  9. Markov Models of Search State Patterns in a Hypertext Information Retrieval System.

    ERIC Educational Resources Information Center

    Qiu, Liwen

    1993-01-01

    Describes research that was conducted to determine the search state patterns through which users retrieve information in hypertext systems. Use of the Markov model to describe users' search behavior is discussed, and search patterns of different user groups were studied by comparing transition probability matrices. (Contains 25 references.) (LRW)

  10. Obesity status transitions across the elementary years: Use of Markov chain modeling

    Technology Transfer Automated Retrieval System (TEKTRAN)

    Overweight and obesity status transition probabilities using first-order Markov transition models applied to elementary school children were assessed. Complete longitudinal data across eleven assessments were available from 1,494 elementary school children (from 7,599 students in 41 out of 45 school...

  11. Using higher-order Markov models to reveal flow-based communities in networks.

    PubMed

    Salnikov, Vsevolod; Schaub, Michael T; Lambiotte, Renaud

    2016-01-01

    Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the prevailing paradigm to model such a network-based dynamics, for instance in the form of random walks or other types of diffusions. Despite the success of this modelling perspective for numerous applications, it represents an over-simplification of several real-world systems. Importantly, simple Markov models lack memory in their dynamics, an assumption often not realistic in practice. Here, we explore possibilities to enrich the system description by means of second-order Markov models, exploiting empirical pathway information. We focus on the problem of community detection and show that standard network algorithms can be generalized in order to extract novel temporal information about the system under investigation. We also apply our methodology to temporal networks, where we can uncover communities shaped by the temporal correlations in the system. Finally, we discuss relations of the framework of second order Markov processes and the recently proposed formalism of using non-backtracking matrices for community detection. PMID:27029508

  12. Markov Chain Monte Carlo Estimation of Item Parameters for the Generalized Graded Unfolding Model

    ERIC Educational Resources Information Center

    de la Torre, Jimmy; Stark, Stephen; Chernyshenko, Oleksandr S.

    2006-01-01

    The authors present a Markov Chain Monte Carlo (MCMC) parameter estimation procedure for the generalized graded unfolding model (GGUM) and compare it to the marginal maximum likelihood (MML) approach implemented in the GGUM2000 computer program, using simulated and real personality data. In the simulation study, test length, number of response…

  13. An NCME Instructional Module on Estimating Item Response Theory Models Using Markov Chain Monte Carlo Methods

    ERIC Educational Resources Information Center

    Kim, Jee-Seon; Bolt, Daniel M.

    2007-01-01

    The purpose of this ITEMS module is to provide an introduction to Markov chain Monte Carlo (MCMC) estimation for item response models. A brief description of Bayesian inference is followed by an overview of the various facets of MCMC algorithms, including discussion of prior specification, sampling procedures, and methods for evaluating chain…

  14. Avian life history profiles for use in the Markov chain nest productivity model (MCnest)

    EPA Science Inventory

    The Markov Chain nest productivity model, or MCnest, quantitatively estimates the effects of pesticides or other toxic chemicals on annual reproductive success of avian species (Bennett and Etterson 2013, Etterson and Bennett 2013). The Basic Version of MCnest was developed as a...

  15. Semi-Markov regime switching interest rate models and minimal entropy measure

    NASA Astrophysics Data System (ADS)

    Hunt, Julien; Devolder, Pierre

    2011-10-01

    In this paper, we present a discrete time regime switching binomial-like model of the term structure where the regime switches are governed by a discrete time semi-Markov process. We model the evolution of the prices of zero-coupon when given an initial term structure as in the model by Ho and Lee that we aim to extend. We discuss and derive conditions for the model to be arbitrage free and relate this to the notion of martingale measure. We explicitly show that due to the extra source of uncertainty coming from the underlying semi-Markov process, there are an infinite number of equivalent martingale measures. The notion of path independence is also studied in some detail, especially in the presence of regime switches. We deal with the market incompleteness by giving an explicit characterization of the minimal entropy martingale measure. We give an application to the pricing of a European bond option both in a Markov and semi-Markov framework. Finally, we draw some conclusions.

  16. Manifest and Latent Variates

    ERIC Educational Resources Information Center

    Maraun, Michael D.; Halpin, Peter F.

    2008-01-01

    The clue to what latent variable models are, and to a workable account of the basis for the traditional manifest/latent variable distinction, lies in a reconsideration of the indeterminacy property of linear factor structures. In this article, the authors contend that latent variable models are not detectors of unobservable latent structures,…

  17. Entity Relation Detection with Factorial Hidden Markov Models and Maximum Entropy Discriminant Latent Dirichlet Allocations

    ERIC Educational Resources Information Center

    Li, Dingcheng

    2011-01-01

    Coreference resolution (CR) and entity relation detection (ERD) aim at finding predefined relations between pairs of entities in text. CR focuses on resolving identity relations while ERD focuses on detecting non-identity relations. Both CR and ERD are important as they can potentially improve other natural language processing (NLP) related tasks…

  18. Decomposing Person and Occasion-Specific Effects: An Extension of Latent State-Trait (LSI) Theory to Hierarchical LST Models

    ERIC Educational Resources Information Center

    Schermelleh-Engel, Karin; Keith, Nina; Moosbrugger, Helfried; Hodapp, Volker

    2004-01-01

    An extension of latent state-trait (LST) theory to hierarchical LST models is presented. In hierarchical LST models, the covariances between 2 or more latent traits are explained by a general 3rd-order factor, and the covariances between latent state residuals pertaining to different traits measured on the same measurement occasion are explained…

  19. Free energies from dynamic weighted histogram analysis using unbiased Markov state model.

    PubMed

    Rosta, Edina; Hummer, Gerhard

    2015-01-13

    The weighted histogram analysis method (WHAM) is widely used to obtain accurate free energies from biased molecular simulations. However, WHAM free energies can exhibit significant errors if some of the biasing windows are not fully equilibrated. To account for the lack of full equilibration, we develop the dynamic histogram analysis method (DHAM). DHAM uses a global Markov state model to obtain the free energy along the reaction coordinate. A maximum likelihood estimate of the Markov transition matrix is constructed by joint unbiasing of the transition counts from multiple umbrella-sampling simulations along discretized reaction coordinates. The free energy profile is the stationary distribution of the resulting Markov matrix. For this matrix, we derive an explicit approximation that does not require the usual iterative solution of WHAM. We apply DHAM to model systems, a chemical reaction in water treated using quantum-mechanics/molecular-mechanics (QM/MM) simulations, and the Na(+) ion passage through the membrane-embedded ion channel GLIC. We find that DHAM gives accurate free energies even in cases where WHAM fails. In addition, DHAM provides kinetic information, which we here use to assess the extent of convergence in each of the simulation windows. DHAM may also prove useful in the construction of Markov state models from biased simulations in phase-space regions with otherwise low population. PMID:26574225

  20. Interpretable Probabilistic Latent Variable Models for Automatic Annotation of Clinical Text

    PubMed Central

    Kotov, Alexander; Hasan, Mehedi; Carcone, April; Dong, Ming; Naar-King, Sylvie; BroganHartlieb, Kathryn

    2015-01-01

    We propose Latent Class Allocation (LCA) and Discriminative Labeled Latent Dirichlet Allocation (DL-LDA), two novel interpretable probabilistic latent variable models for automatic annotation of clinical text. Both models separate the terms that are highly characteristic of textual fragments annotated with a given set of labels from other non-discriminative terms, but rely on generative processes with different structure of latent variables. LCA directly learns class-specific multinomials, while DL-LDA breaks them down into topics (clusters of semantically related words). Extensive experimental evaluation indicates that the proposed models outperform Naïve Bayes, a standard probabilistic classifier, and Labeled LDA, a state-of-the-art topic model for labeled corpora, on the task of automatic annotation of transcripts of motivational interviews, while the output of the proposed models can be easily interpreted by clinical practitioners. PMID:26958214

  1. Ancestry inference in complex admixtures via variable-length Markov chain linkage models.

    PubMed

    Rodriguez, Jesse M; Bercovici, Sivan; Elmore, Megan; Batzoglou, Serafim

    2013-03-01

    Inferring the ancestral origin of chromosomal segments in admixed individuals is key for genetic applications, ranging from analyzing population demographics and history, to mapping disease genes. Previous methods addressed ancestry inference by using either weak models of linkage disequilibrium, or large models that make explicit use of ancestral haplotypes. In this paper we introduce ALLOY, an efficient method that incorporates generalized, but highly expressive, linkage disequilibrium models. ALLOY applies a factorial hidden Markov model to capture the parallel process producing the maternal and paternal admixed haplotypes, and models the background linkage disequilibrium in the ancestral populations via an inhomogeneous variable-length Markov chain. We test ALLOY in a broad range of scenarios ranging from recent to ancient admixtures with up to four ancestral populations. We show that ALLOY outperforms the previous state of the art, and is robust to uncertainties in model parameters. PMID:23421795

  2. Ancestry Inference in Complex Admixtures via Variable-length Markov Chain Linkage Models

    PubMed Central

    Bercovici, Sivan; Elmore, Megan; Batzoglou, Serafim

    2013-01-01

    Abstract Inferring the ancestral origin of chromosomal segments in admixed individuals is key for genetic applications, ranging from analyzing population demographics and history, to mapping disease genes. Previous methods addressed ancestry inference by using either weak models of linkage disequilibrium, or large models that make explicit use of ancestral haplotypes. In this paper we introduce ALLOY, an efficient method that incorporates generalized, but highly expressive, linkage disequilibrium models. ALLOY applies a factorial hidden Markov model to capture the parallel process producing the maternal and paternal admixed haplotypes, and models the background linkage disequilibrium in the ancestral populations via an inhomogeneous variable-length Markov chain. We test ALLOY in a broad range of scenarios ranging from recent to ancient admixtures with up to four ancestral populations. We show that ALLOY outperforms the previous state of the art, and is robust to uncertainties in model parameters. PMID:23421795

  3. Matrix group structure and Markov invariants in the strand symmetric phylogenetic substitution model.

    PubMed

    Jarvis, Peter D; Sumner, Jeremy G

    2016-08-01

    We consider the continuous-time presentation of the strand symmetric phylogenetic substitution model (in which rate parameters are unchanged under nucleotide permutations given by Watson-Crick base conjugation). Algebraic analysis of the model's underlying structure as a matrix group leads to a change of basis where the rate generator matrix is given by a two-part block decomposition. We apply representation theoretic techniques and, for any (fixed) number of phylogenetic taxa L and polynomial degree D of interest, provide the means to classify and enumerate the associated Markov invariants. In particular, in the quadratic and cubic cases we prove there are precisely [Formula: see text] and [Formula: see text] linearly independent Markov invariants, respectively. Additionally, we give the explicit polynomial forms of the Markov invariants for (i) the quadratic case with any number of taxa L, and (ii) the cubic case in the special case of a three-taxon phylogenetic tree. We close by showing our results are of practical interest since the quadratic Markov invariants provide independent estimates of phylogenetic distances based on (i) substitution rates within Watson-Crick conjugate pairs, and (ii) substitution rates across conjugate base pairs. PMID:26660305

  4. Model Criticism of Bayesian Networks with Latent Variables.

    ERIC Educational Resources Information Center

    Williamson, David M.; Mislevy, Robert J.; Almond, Russell G.

    This study investigated statistical methods for identifying errors in Bayesian networks (BN) with latent variables, as found in intelligent cognitive assessments. BN, commonly used in artificial intelligence systems, are promising mechanisms for scoring constructed-response examinations. The success of an intelligent assessment or tutoring system…

  5. Multilevel Latent Class Analysis: Parametric and Nonparametric Models

    ERIC Educational Resources Information Center

    Finch, W. Holmes; French, Brian F.

    2014-01-01

    Latent class analysis is an analytic technique often used in educational and psychological research to identify meaningful groups of individuals within a larger heterogeneous population based on a set of variables. This technique is flexible, encompassing not only a static set of variables but also longitudinal data in the form of growth mixture…

  6. A Markov Chain Model for evaluating the effectiveness of randomized surveillance procedures

    SciTech Connect

    Edmunds, T.A.

    1994-01-01

    A Markov Chain Model has been developed to evaluate the effectiveness of randomized surveillance procedures. The model is applicable for surveillance systems that monitor a collection of assets by randomly selecting and inspecting the assets. The model provides an estimate of the detection probability as a function of the amount of time that an adversary would require to steal or sabotage the asset. An interactive computer code has been written to perform the necessary computations.

  7. The optimum order of a Markov chain model for daily rainfall in Nigeria

    NASA Astrophysics Data System (ADS)

    Jimoh, O. D.; Webster, P.

    1996-11-01

    Markov type models are often used to describe the occurrence of daily rainfall. Although models of Order 1 have been successfully employed, there remains uncertainty concerning the optimum order for such models. This paper is concerned with estimation of the optimum order of Markov chains and, in particular, the use of objective criteria of the Akaike and Bayesian Information Criteria (AIC and BIC, respectively). Using daily rainfall series for five stations in Nigeria, it has been found that the AIC and BIC estimates vary with month as well as the value of the rainfall threshold used to define a wet day. There is no apparent system to this variation, although AIC estimates are consistently greater than or equal to BIC estimates, with values of the latter limited to zero or unity. The optimum order is also investigated through generation of synthetic sequences of wet and dry days using the transition matrices of zero-, first- and second-order Markov chains. It was found that the first-order model is superior to the zero-order model in representing the characteristics of the historical sequence as judged using frequency duration curves. There was no discernible difference between the model performance for first- and second-order models. There was no seasonal varation in the model performance, which contrasts with the optimum models identified using AIC and BIC estimates. It is concluded that caution is needed with the use of objective criteria for determining the optimum order of the Markov model and that the use of frequency duration curves can provide a robust alternative method of model identification. Comments are also made on the importance of record length and non-stationarity for model identification

  8. A model for the latent heat of melting in free standing metal nanoparticles

    SciTech Connect

    Shin, Jeong-Heon; Deinert, Mark R.

    2014-04-28

    Nanoparticles of many metals are known to exhibit scale dependent latent heats of melting. Analytical models for this phenomenon have so far failed to completely capture the observed phenomena. Here we present a thermodynamic analysis for the melting of metal nanoparticles in terms of their internal energy and a scale dependent surface tension proposed by Tolman. The resulting model predicts the scale dependence of the latent heat of melting and is confirmed using published data for tin and aluminum.

  9. Bayesian comparison of Markov models of molecular dynamics with detailed balance constraint

    NASA Astrophysics Data System (ADS)

    Bacallado, Sergio; Chodera, John D.; Pande, Vijay

    2009-07-01

    Discrete-space Markov models are a convenient way of describing the kinetics of biomolecules. The most common strategies used to validate these models employ statistics from simulation data, such as the eigenvalue spectrum of the inferred rate matrix, which are often associated with large uncertainties. Here, we propose a Bayesian approach, which makes it possible to differentiate between models at a fixed lag time making use of short trajectories. The hierarchical definition of the models allows one to compare instances with any number of states. We apply a conjugate prior for reversible Markov chains, which was recently introduced in the statistics literature. The method is tested in two different systems, a Monte Carlo dynamics simulation of a two-dimensional model system and molecular dynamics simulations of the terminally blocked alanine dipeptide.

  10. First and second order semi-Markov chains for wind speed modeling

    NASA Astrophysics Data System (ADS)

    Prattico, F.; Petroni, F.; D'Amico, G.

    2012-04-01

    The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [3] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [1], by using two models, first

  11. Detection of prostate cancer on histopathology using color fractals and Probabilistic Pairwise Markov models.

    PubMed

    Yu, Elaine; Monaco, James P; Tomaszewski, John; Shih, Natalie; Feldman, Michael; Madabhushi, Anant

    2011-01-01

    In this paper we present a system for detecting regions of carcinoma of the prostate (CaP) in H&E stained radical prostatectomy specimens using the color fractal dimension. Color textural information is known to be a valuable characteristic to distinguish CaP from benign tissue. In addition to color information, we know that cancer tends to form contiguous regions. Our system leverages the color staining information of histology as well as spatial dependencies. The color and textural information is first captured using color fractal dimension. To incorporate spatial dependencies, we combine the probability map constructed via color fractal dimension with a novel Markov prior called the Probabilistic Pairwise Markov Model (PPMM). To demonstrate the capability of this CaP detection system, we applied the algorithm to 27 radical prostatectomy specimens from 10 patients. A per pixel evaluation was conducted with ground truth provided by an expert pathologist using only the color fractal feature first, yielding an area under the receiver operator characteristic curve (AUC) curve of 0.790. In conjunction with a Markov prior, the resultant color fractal dimension + Markov random field (MRF) classifier yielded an AUC of 0.831. PMID:22255076

  12. Markov models and the ensemble Kalman filter for estimation of sorption rates.

    SciTech Connect

    Vugrin, Eric D.; McKenna, Sean Andrew; Vugrin, Kay White

    2007-09-01

    Non-equilibrium sorption of contaminants in ground water systems is examined from the perspective of sorption rate estimation. A previously developed Markov transition probability model for solute transport is used in conjunction with a new conditional probability-based model of the sorption and desorption rates based on breakthrough curve data. Two models for prediction of spatially varying sorption and desorption rates along a one-dimensional streamline are developed. These models are a Markov model that utilizes conditional probabilities to determine the rates and an ensemble Kalman filter (EnKF) applied to the conditional probability method. Both approaches rely on a previously developed Markov-model of mass transfer, and both models assimilate the observed concentration data into the rate estimation at each observation time. Initial values of the rates are perturbed from the true values to form ensembles of rates and the ability of both estimation approaches to recover the true rates is examined over three different sets of perturbations. The models accurately estimate the rates when the mean of the perturbations are zero, the unbiased case. For the cases containing some bias, addition of the ensemble Kalman filter is shown to improve accuracy of the rate estimation by as much as an order of magnitude.

  13. A non-homogeneous Markov model for phased-mission reliability analysis

    NASA Technical Reports Server (NTRS)

    Smotherman, Mark; Zemoudeh, Kay

    1989-01-01

    Three assumptions of Markov modeling for reliability of phased-mission systems that limit flexibility of representation are identified. The proposed generalization has the ability to represent state-dependent behavior, handle phases of random duration using globally time-dependent distributions of phase change time, and model globally time-dependent failure and repair rates. The approach is based on a single nonhomogeneous Markov model in which the concept of state transition is extended to include globally time-dependent phase changes. Phase change times are specified using nonoverlapping distributions with probability distribution functions that are zero outside assigned time intervals; the time intervals are ordered according to the phases. A comparison between a numerical solution of the model and simulation demonstrates that the numerical solution can be several times faster than simulation.

  14. Adaptive Markov chain Monte Carlo forward projection for statistical analysis in epidemic modelling of human papillomavirus.

    PubMed

    Korostil, Igor A; Peters, Gareth W; Cornebise, Julien; Regan, David G

    2013-05-20

    A Bayesian statistical model and estimation methodology based on forward projection adaptive Markov chain Monte Carlo is developed in order to perform the calibration of a high-dimensional nonlinear system of ordinary differential equations representing an epidemic model for human papillomavirus types 6 and 11 (HPV-6, HPV-11). The model is compartmental and involves stratification by age, gender and sexual-activity group. Developing this model and a means to calibrate it efficiently is relevant because HPV is a very multi-typed and common sexually transmitted infection with more than 100 types currently known. The two types studied in this paper, types 6 and 11, are causing about 90% of anogenital warts. We extend the development of a sexual mixing matrix on the basis of a formulation first suggested by Garnett and Anderson, frequently used to model sexually transmitted infections. In particular, we consider a stochastic mixing matrix framework that allows us to jointly estimate unknown attributes and parameters of the mixing matrix along with the parameters involved in the calibration of the HPV epidemic model. This matrix describes the sexual interactions between members of the population under study and relies on several quantities that are a priori unknown. The Bayesian model developed allows one to estimate jointly the HPV-6 and HPV-11 epidemic model parameters as well as unknown sexual mixing matrix parameters related to assortativity. Finally, we explore the ability of an extension to the class of adaptive Markov chain Monte Carlo algorithms to incorporate a forward projection strategy for the ordinary differential equation state trajectories. Efficient exploration of the Bayesian posterior distribution developed for the ordinary differential equation parameters provides a challenge for any Markov chain sampling methodology, hence the interest in adaptive Markov chain methods. We conclude with simulation studies on synthetic and recent actual data. PMID

  15. Comparing Latent Structures of the Grade of Membership, Rasch, and Latent Class Models

    ERIC Educational Resources Information Center

    Erosheva, Elena A.

    2005-01-01

    This paper focuses on model interpretation issues and employs a geometric approach to compare the potential value of using the Grade of Membership (GoM) model in representing population heterogeneity. We consider population heterogeneity manifolds generated by letting subject specific parameters vary over their natural range, while keeping other…

  16. Latent risk and trend models for the evolution of annual fatality numbers in 30 European countries.

    PubMed

    Dupont, Emmanuelle; Commandeur, Jacques J F; Lassarre, Sylvain; Bijleveld, Frits; Martensen, Heike; Antoniou, Constantinos; Papadimitriou, Eleonora; Yannis, George; Hermans, Elke; Pérez, Katherine; Santamariña-Rubio, Elena; Usami, Davide Shingo; Giustiniani, Gabriele

    2014-10-01

    In this paper a unified methodology is presented for the modelling of the evolution of road safety in 30 European countries. For each country, annual data of the best available exposure indicator and of the number of fatalities were simultaneously analysed with the bivariate latent risk time series model. This model is based on the assumption that the amount of exposure and the number of fatalities are intrinsically related. It captures the dynamic evolution in the fatalities as the product of the dynamic evolution in two latent trends: the trend in the fatality risk and the trend in the exposure to that risk. Before applying the latent risk model to the different countries it was first investigated and tested whether the exposure indicator at hand and the fatalities in each country were in fact related at all. If they were, the latent risk model was applied to that country; if not, a univariate local linear trend model was applied to the fatalities series only, unless the latent risk time series model was found to yield better forecasts than the univariate local linear trend model. In either case, the temporal structure of the unobserved components of the optimal model was established, and structural breaks in the trends related to external events were identified and captured by adding intervention variables to the appropriate components of the model. As a final step, for each country the optimally modelled developments were projected into the future, thus yielding forecasts for the number of fatalities up to and including 2020. PMID:25000194

  17. Characterization of Caenorhabditis elegans behavior in response to chemical stress by using hidden Markov model

    NASA Astrophysics Data System (ADS)

    Choi, Yeontaek; Sim, Seungwoo; Lee, Sang-Hee

    2014-06-01

    The locomotion behavior of Caenorhabditis elegans has been extensively studied to understand the relationship between the changes in the organism's neural activity and the biomechanics. However, so far, we have not yet achieved the understanding. This is because the worm complicatedly responds to the environmental factors, especially chemical stress. Constructing a mathematical model is helpful for the understanding the locomotion behavior in various surrounding conditions. In the present study, we built three hidden Markov models for the crawling behavior of C. elegans in a controlled environment with no chemical treatment and in a polluted environment by formaldehyde, toluene, and benzene (0.1 ppm and 0.5 ppm for each case). The organism's crawling activity was recorded using a digital camcorder for 20 min at a rate of 24 frames per second. All shape patterns were quantified by branch length similarity entropy and classified into five groups by using the self-organizing map. To evaluate and establish the hidden Markov models, we compared correlation coefficients between the simulated behavior (i.e. temporal pattern sequence) generated by the models and the actual crawling behavior. The comparison showed that the hidden Markov models are successful to characterize the crawling behavior. In addition, we briefly discussed the possibility of using the models together with the entropy to develop bio-monitoring systems for determining water quality.

  18. Hidden Markov Model analysis of force/torque information in telemanipulation

    SciTech Connect

    Hannaford, B. ); Lee, P. )

    1991-10-01

    A new model is developed for prediction and analysis of sensor information recorded during robotic performance of tasks by telemanipulation. The model uses the Hidden Markov Model (stochastic functions of Markov nets; HMM) to describe the task structure, the operator or intelligent controller's goal structure, and the sensor signals such as forces and torques arising from interaction with the environment. The Markov process portion encodes the task sequence/subgoal structure, and the observation densities associated with each subgoal state encode the expected sensor signals associated with carrying out that subgoal. Methodology is described for construction of the model parameters based on engineering knowledge of the task. The Viterbi algorithm is used for model based analysis of force signals measured during experimental teleoperation and achieves excellent segmentation of the data into subgoal phases. The Baum-Welch algorithm is used to identify the most likely HMM from a given experiment. The HMM achieves a structured, knowledge-base model with explicit uncertainties and mature, optimal identification algorithms.

  19. Hidden Markov models and other machine learning approaches in computational molecular biology

    SciTech Connect

    Baldi, P.

    1995-12-31

    This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In this tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.

  20. STDP Installs in Winner-Take-All Circuits an Online Approximation to Hidden Markov Model Learning

    PubMed Central

    Kappel, David; Nessler, Bernhard; Maass, Wolfgang

    2014-01-01

    In order to cross a street without being run over, we need to be able to extract very fast hidden causes of dynamically changing multi-modal sensory stimuli, and to predict their future evolution. We show here that a generic cortical microcircuit motif, pyramidal cells with lateral excitation and inhibition, provides the basis for this difficult but all-important information processing capability. This capability emerges in the presence of noise automatically through effects of STDP on connections between pyramidal cells in Winner-Take-All circuits with lateral excitation. In fact, one can show that these motifs endow cortical microcircuits with functional properties of a hidden Markov model, a generic model for solving such tasks through probabilistic inference. Whereas in engineering applications this model is adapted to specific tasks through offline learning, we show here that a major portion of the functionality of hidden Markov models arises already from online applications of STDP, without any supervision or rewards. We demonstrate the emergent computing capabilities of the model through several computer simulations. The full power of hidden Markov model learning can be attained through reward-gated STDP. This is due to the fact that these mechanisms enable a rejection sampling approximation to theoretically optimal learning. We investigate the possible performance gain that can be achieved with this more accurate learning method for an artificial grammar task. PMID:24675787

  1. Markov random field restoration of point correspondences for active shape modeling

    NASA Astrophysics Data System (ADS)

    Hilger, Klaus B.; Paulsen, Rasmus R.; Larsen, Rasmus

    2004-05-01

    In this paper it is described how to build a statistical shape model using a training set with a sparse of landmarks. A well defined model mesh is selected and fitted to all shapes in the training set using thin plate spline warping. This is followed by a projection of the points of the warped model mesh to the target shapes. When this is done by a nearest neighbour projection it can result in folds and inhomogeneities in the correspondence vector field. The novelty in this paper is the use and extension of a Markov random field regularisation of the correspondence field. The correspondence field is regarded as a collection of random variables, and using the Hammersley-Clifford theorem it is proved that it can be treated as a Markov Random Field. The problem of finding the optimal correspondence field is cast into a Bayesian framework for Markov Random Field restoration, where the prior distribution is a smoothness term and the observation model is the curvature of the shapes. The Markov Random Field is optimised using a combination of Gibbs sampling and the Metropolis-Hasting algorithm. The parameters of the model are found using a leave-one-out approach. The method leads to a generative model that produces highly homogeneous polygonised shapes with improved reconstruction capabilities of the training data. Furthermore, the method leads to an overall reduction in the total variance of the resulting point distribution model. The method is demonstrated on a set of human ear canals extracted from 3D-laser scans.

  2. A reward semi-Markov process with memory for wind speed modeling

    NASA Astrophysics Data System (ADS)

    Petroni, F.; D'Amico, G.; Prattico, F.

    2012-04-01

    The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first

  3. The Application of Wavelet-Domain Hidden Markov Tree Model in Diabetic Retinal Image Denoising

    PubMed Central

    Cui, Dong; Liu, Minmin; Hu, Lei; Liu, Keju; Guo, Yongxin; Jiao, Qing

    2015-01-01

    The wavelet-domain Hidden Markov Tree Model can properly describe the dependence and correlation of fundus angiographic images’ wavelet coefficients among scales. Based on the construction of the fundus angiographic images Hidden Markov Tree Models and Gaussian Mixture Models, this paper applied expectation-maximum algorithm to estimate the wavelet coefficients of original fundus angiographic images and the Bayesian estimation to achieve the goal of fundus angiographic images denoising. As is shown in the experimental result, compared with the other algorithms as mean filter and median filter, this method effectively improved the peak signal to noise ratio of fundus angiographic images after denoising and preserved the details of vascular edge in fundus angiographic images. PMID:26628926

  4. A path-independent method for barrier option pricing in hidden Markov models

    NASA Astrophysics Data System (ADS)

    Rashidi Ranjbar, Hedieh; Seifi, Abbas

    2015-12-01

    This paper presents a method for barrier option pricing under a Black-Scholes model with Markov switching. We extend the option pricing method of Buffington and Elliott to price continuously monitored barrier options under a Black-Scholes model with regime switching. We use a regime switching random Esscher transform in order to determine an equivalent martingale pricing measure, and then solve the resulting multidimensional integral for pricing barrier options. We have calculated prices for down-and-out call options under a two-state hidden Markov model using two different Monte-Carlo simulation approaches and the proposed method. A comparison of the results shows that our method is faster than Monte-Carlo simulation methods.

  5. Estimation of the occurrence rate of strong earthquakes based on hidden semi-Markov models

    NASA Astrophysics Data System (ADS)

    Votsi, I.; Limnios, N.; Tsaklidis, G.; Papadimitriou, E.

    2012-04-01

    The present paper aims at the application of hidden semi-Markov models (HSMMs) in an attempt to reveal key features for the earthquake generation, associated with the actual stress field, which is not accessible to direct observation. The models generalize the hidden Markov models by considering the hidden process to form actually a semi-Markov chain. Considering that the states of the models correspond to levels of actual stress fields, the stress field level at the occurrence time of each strong event is revealed. The dataset concerns a well catalogued seismically active region incorporating a variety of tectonic styles. More specifically, the models are applied in Greece and its surrounding lands, concerning a complete data sample with strong (M≥ 6.5) earthquakes that occurred in the study area since 1845 up to present. The earthquakes that occurred are grouped according to their magnitudes and the cases of two and three magnitude ranges for a corresponding number of states are examined. The parameters of the HSMMs are estimated and their confidence intervals are calculated based on their asymptotic behavior. The rate of the earthquake occurrence is introduced through the proposed HSMMs and its maximum likelihood estimator is calculated. The asymptotic properties of the estimator are studied, including the uniformly strongly consistency and the asymptotical normality. The confidence interval for the proposed estimator is given. We assume the state space of both the observable and the hidden process to be finite, the hidden Markov chain to be homogeneous and stationary and the observations to be conditionally independent. The hidden states at the occurrence time of each strong event are revealed and the rate of occurrence of an anticipated earthquake is estimated on the basis of the proposed HSMMs. Moreover, the mean time for the first occurrence of a strong anticipated earthquake is estimated and its confidence interval is calculated.

  6. A mixed model for two-state Markov processes under panel observation.

    PubMed

    Cook, R J

    1999-09-01

    Many chronic medical conditions can be meaningfully characterized in terms of a two-state stochastic process. Here we consider the problem in which subjects make transitions among two such states in continuous time but are only observed at discrete, irregularly spaced time points that are possibly unique to each subject. Data arising from such an observation scheme are called panel data, and methods for related analyses are typically based on Markov assumptions. The purpose of this article is to present a conditionally Markov model that accommodates subject-to-subject variation in the model parameters by the introduction of random effects. We focus on a particular random effects formulation that generates a closed-form expression for the marginal likelihood. The methodology is illustrated by application to a data set from a parasitic field infection survey. PMID:11315028

  7. Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant

    NASA Astrophysics Data System (ADS)

    Aggarwal, Anil Kr.; Kumar, Sanjeev; Singh, Vikram; Garg, Tarun Kr.

    2015-12-01

    This paper deals with the Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant. This system was modeled using Markov birth-death process with the assumption that the failure and repair rates of each subsystem follow exponential distribution. The first-order Chapman-Kolmogorov differential equations are developed with the use of mnemonic rule and these equations are solved with Runga-Kutta fourth-order method. The long-run availability, reliability and mean time between failures are computed for various choices of failure and repair rates of subsystems of the system. The findings of the paper are discussed with the plant personnel to adopt and practice suitable maintenance policies/strategies to enhance the performance of the urea synthesis system of the fertilizer plant.

  8. Availability analysis of subsea blowout preventer using Markov model considering demand rate

    NASA Astrophysics Data System (ADS)

    Kim, Sunghee; Chung, Soyeon; Yang, Youngsoon

    2014-12-01

    Availabilities of subsea Blowout Preventers (BOP) in the Gulf of Mexico Outer Continental Shelf (GoM OCS) is investigated using a Markov method. An updated β factor model by SINTEF is used for common-cause failures in multiple redundant systems. Coefficient values of failure rates for the Markov model are derived using the β factor model of the PDS (reliability of computer-based safety systems, Norwegian acronym) method. The blind shear ram preventer system of the subsea BOP components considers a demand rate to reflect reality more. Markov models considering the demand rate for one or two components are introduced. Two data sets are compared at the GoM OCS. The results show that three or four pipe ram preventers give similar availabilities, but redundant blind shear ram preventers or annular preventers enhance the availability of the subsea BOP. Also control systems (PODs) and connectors are contributable components to improve the availability of the subsea BOPs based on sensitivity analysis.

  9. Bayesian clustering of DNA sequences using Markov chains and a stochastic partition model.

    PubMed

    Jääskinen, Väinö; Parkkinen, Ville; Cheng, Lu; Corander, Jukka

    2014-02-01

    In many biological applications it is necessary to cluster DNA sequences into groups that represent underlying organismal units, such as named species or genera. In metagenomics this grouping needs typically to be achieved on the basis of relatively short sequences which contain different types of errors, making the use of a statistical modeling approach desirable. Here we introduce a novel method for this purpose by developing a stochastic partition model that clusters Markov chains of a given order. The model is based on a Dirichlet process prior and we use conjugate priors for the Markov chain parameters which enables an analytical expression for comparing the marginal likelihoods of any two partitions. To find a good candidate for the posterior mode in the partition space, we use a hybrid computational approach which combines the EM-algorithm with a greedy search. This is demonstrated to be faster and yield highly accurate results compared to earlier suggested clustering methods for the metagenomics application. Our model is fairly generic and could also be used for clustering of other types of sequence data for which Markov chains provide a reasonable way to compress information, as illustrated by experiments on shotgun sequence type data from an Escherichia coli strain. PMID:24246289

  10. Regularized Deterministic Annealing Hidden Markov Models for Identificationand Analysis of Seismic and Aseismic events.

    NASA Astrophysics Data System (ADS)

    Granat, R. A.; Clayton, R.; Kedar, S.; Kaneko, Y.

    2003-12-01

    We employ a robust hidden Markov model (HMM) based technique to perform statistical pattern analysis of suspected seismic and aseismic events in the poorly explored period band of minutes to hours. The technique allows us to classify known events and provides a statistical basis for finding and cataloging similar events represented elsewhere in the observations. In this work, we focus on data collected by the Southern California TriNet system. The hidden Markov model (HMM) approach assumes that the observed data has been generated by an unobservable dynamical statistical process. The process is of a particular form such that each observation is coincident with the system being in a particular discrete state. The dynamics are the model are constructed so that the next state is directly dependent only on the current state -- it is a first order Markov process. The model is completely described by a set of parameters: the initial state probabilities, the first order Markov chain state-to-state transition probabilities, and the probability distribution of observable outputs associated with each state. Application of the model to data involves optimizing these model parameters with respect to some function of the observations, typically the likelihood of the observations given the model. Our work focused on the fact that this objective function has a number of local maxima that is exponential in the model size (the number of states). This means that not only is it very difficult to discover the global maximum, but also that results can vary widely between applications of the model. For some domains which employ HMMs for such purposes, such as speech processing, sufficient a priori information about the system is available to avoid this problem. However, for seismic data in general such a priori information is not available. Our approach involves analytical location of sub-optimal local maxima; once the locations of these maxima have been found, then we can employ a

  11. Modeling carbachol-induced hippocampal network synchronization using hidden Markov models

    NASA Astrophysics Data System (ADS)

    Dragomir, Andrei; Akay, Yasemin M.; Akay, Metin

    2010-10-01

    In this work we studied the neural state transitions undergone by the hippocampal neural network using a hidden Markov model (HMM) framework. We first employed a measure based on the Lempel-Ziv (LZ) estimator to characterize the changes in the hippocampal oscillation patterns in terms of their complexity. These oscillations correspond to different modes of hippocampal network synchronization induced by the cholinergic agonist carbachol in the CA1 region of mice hippocampus. HMMs are then used to model the dynamics of the LZ-derived complexity signals as first-order Markov chains. Consequently, the signals corresponding to our oscillation recordings can be segmented into a sequence of statistically discriminated hidden states. The segmentation is used for detecting transitions in neural synchronization modes in data recorded from wild-type and triple transgenic mice models (3xTG) of Alzheimer's disease (AD). Our data suggest that transition from low-frequency (delta range) continuous oscillation mode into high-frequency (theta range) oscillation, exhibiting repeated burst-type patterns, occurs always through a mode resembling a mixture of the two patterns, continuous with burst. The relatively random patterns of oscillation during this mode may reflect the fact that the neuronal network undergoes re-organization. Further insight into the time durations of these modes (retrieved via the HMM segmentation of the LZ-derived signals) reveals that the mixed mode lasts significantly longer (p < 10-4) in 3xTG AD mice. These findings, coupled with the documented cholinergic neurotransmission deficits in the 3xTG mice model, may be highly relevant for the case of AD.

  12. A method of hidden Markov model optimization for use with geophysical data sets

    NASA Technical Reports Server (NTRS)

    Granat, R. A.

    2003-01-01

    Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.

  13. An Introduction to Markov Modeling: Concepts and Uses

    NASA Technical Reports Server (NTRS)

    Boyd, Mark A.; Lau, Sonie (Technical Monitor)

    1998-01-01

    Kharkov modeling is a modeling technique that is widely useful for dependability analysis of complex fault tolerant systems. It is very flexible in the type of systems and system behavior it can model. It is not, however, the most appropriate modeling technique for every modeling situation. The first task in obtaining a reliability or availability estimate for a system is selecting which modeling technique is most appropriate to the situation at hand. A person performing a dependability analysis must confront the question: is Kharkov modeling most appropriate to the system under consideration, or should another technique be used instead? The need to answer this gives rise to other more basic questions regarding Kharkov modeling: what are the capabilities and limitations of Kharkov modeling as a modeling technique? How does it relate to other modeling techniques? What kind of system behavior can it model? What kinds of software tools are available for performing dependability analyses with Kharkov modeling techniques? These questions and others will be addressed in this tutorial.

  14. Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

    SciTech Connect

    Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G. E-mail: gerhard.hummer@biophys.mpg.de; Hummer, Gerhard E-mail: gerhard.hummer@biophys.mpg.de

    2014-09-21

    Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.

  15. A new approach to simulating stream isotope dynamics using Markov switching autoregressive models

    NASA Astrophysics Data System (ADS)

    Birkel, Christian; Paroli, Roberta; Spezia, Luigi; Dunn, Sarah M.; Tetzlaff, Doerthe; Soulsby, Chris

    2012-09-01

    In this study we applied Markov switching autoregressive models (MSARMs) as a proof-of-concept to analyze the temporal dynamics and statistical characteristics of the time series of two conservative water isotopes, deuterium (δ2H) and oxygen-18 (δ18O), in daily stream water samples over two years in a small catchment in eastern Scotland. MSARMs enabled us to explicitly account for the identified non-linear, non-Normal and non-stationary isotope dynamics of both time series. The hidden states of the Markov chain could also be associated with meteorological and hydrological drivers identifying the short (event) and longer-term (inter-event) transport mechanisms for both isotopes. Inference was based on the Bayesian approach performed through Markov Chain Monte Carlo algorithms, which also allowed us to deal with a high rate of missing values (17%). Although it is usually assumed that both isotopes are conservative and exhibit similar dynamics, δ18O showed somewhat different time series characteristics. Both isotopes were best modelled with two hidden states, but δ18O demanded autoregressions of the first order, whereas δ2H of the second. Moreover, both the dynamics of observations and the hidden states of the two isotopes were explained by two different sets of covariates. Consequently use of the two tracers for transit time modelling and hydrograph separation may result in different interpretations on the functioning of a catchment system.

  16. Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions.

    PubMed

    Nedialkova, Lilia V; Amat, Miguel A; Kevrekidis, Ioannis G; Hummer, Gerhard

    2014-09-21

    Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small--but nontrivial--differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space. PMID:25240340

  17. Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

    NASA Astrophysics Data System (ADS)

    Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

    2014-09-01

    Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.

  18. A latent profile analysis of the Five Factor Model of personality: Modeling trait interactions.

    PubMed

    Merz, Erin L; Roesch, Scott C

    2011-12-01

    Interactions among the dimensions of the Five Factor Model (FFM) have not typically been evaluated in mental health research, with the extant literature focusing on bivariate relationships with psychological constructs of interest. This study used latent profile analysis to mimic higher-order interactions to identify homogenous personality profiles using the FFM, and also examined relationships between resultant profiles and affect, self-esteem, depression, anxiety, and coping efficacy. Participants (N = 371) completed self-report and daily diary questionnaires. A 3-profile solution provided the best fit to the data; the profiles were characterized as well-adjusted, reserved, and excitable. The well-adjusted group reported better psychological functioning in validation analyses. The reserved and excitable groups differed on anxiety, with the excitable group reporting generally higher anxiety than the reserved group. Latent profile analysis may be a parsimonious way to model personality heterogeneity. PMID:21984857

  19. A latent profile analysis of the Five Factor Model of personality: Modeling trait interactions

    PubMed Central

    Merz, Erin L.; Roesch, Scott C.

    2011-01-01

    Interactions among the dimensions of the Five Factor Model (FFM) have not typically been evaluated in mental health research, with the extant literature focusing on bivariate relationships with psychological constructs of interest. This study used latent profile analysis to mimic higher-order interactions to identify homogenous personality profiles using the FFM, and also examined relationships between resultant profiles and affect, self-esteem, depression, anxiety, and coping efficacy. Participants (N = 371) completed self-report and daily diary questionnaires. A 3-profile solution provided the best fit to the data; the profiles were characterized as well-adjusted, reserved, and excitable. The well-adjusted group reported better psychological functioning in validation analyses. The reserved and excitable groups differed on anxiety, with the excitable group reporting generally higher anxiety than the reserved group. Latent profile analysis may be a parsimonious way to model personality heterogeneity. PMID:21984857

  20. On the Performance Characteristics of Latent-Factor and Knowledge Tracing Models

    ERIC Educational Resources Information Center

    Klingler, Severin; Käser, Tanja; Solenthaler, Barbara; Gross, Markus

    2015-01-01

    Modeling student knowledge is a fundamental task of an intelligent tutoring system. A popular approach for modeling the acquisition of knowledge is Bayesian Knowledge Tracing (BKT). Various extensions to the original BKT model have been proposed, among them two novel models that unify BKT and Item Response Theory (IRT). Latent Factor Knowledge…

  1. The Exploration of the Relationship between Guessing and Latent Ability in IRT Models

    ERIC Educational Resources Information Center

    Gao, Song

    2011-01-01

    This study explored the relationship between successful guessing and latent ability in IRT models. A new IRT model was developed with a guessing function integrating probability of guessing an item correctly with the examinee's ability and the item parameters. The conventional 3PL IRT model was compared with the new 2PL-Guessing model on…

  2. Specification Search for Identifying the Correct Mean Trajectory in Polynomial Latent Growth Models

    ERIC Educational Resources Information Center

    Kim, Minjung; Kwok, Oi-Man; Yoon, Myeongsun; Willson, Victor; Lai, Mark H. C.

    2016-01-01

    This study investigated the optimal strategy for model specification search under the latent growth modeling (LGM) framework, specifically on searching for the correct polynomial mean or average growth model when there is no a priori hypothesized model in the absence of theory. In this simulation study, the effectiveness of different starting…

  3. Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns

    PubMed Central

    Bildirici, Melike; Ersin, Özgür

    2014-01-01

    The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes. The second purpose of the study is to augment the MS-GARCH type models with artificial neural networks to benefit from the universal approximation properties to achieve improved forecasting accuracy. Therefore, the proposed Markov-switching MS-ARMA-FIGARCH, APGARCH, and FIAPGARCH processes are further augmented with MLP, Recurrent NN, and Hybrid NN type neural networks. The MS-ARMA-GARCH family and MS-ARMA-GARCH-NN family are utilized for modeling the daily stock returns in an emerging market, the Istanbul Stock Index (ISE100). Forecast accuracy is evaluated in terms of MAE, MSE, and RMSE error criteria and Diebold-Mariano equal forecast accuracy tests. The results suggest that the fractionally integrated and asymmetric power counterparts of Gray's MS-GARCH model provided promising results, while the best results are obtained for their neural network based counterparts. Further, among the models analyzed, the models based on the Hybrid-MLP and Recurrent-NN, the MS-ARMA-FIAPGARCH-HybridMLP, and MS-ARMA-FIAPGARCH-RNN provided the best forecast performances over the baseline single regime GARCH models and further, over the Gray's MS-GARCH model. Therefore, the models are promising for various economic applications. PMID:24977200

  4. Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns.

    PubMed

    Bildirici, Melike; Ersin, Özgür

    2014-01-01

    The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes. The second purpose of the study is to augment the MS-GARCH type models with artificial neural networks to benefit from the universal approximation properties to achieve improved forecasting accuracy. Therefore, the proposed Markov-switching MS-ARMA-FIGARCH, APGARCH, and FIAPGARCH processes are further augmented with MLP, Recurrent NN, and Hybrid NN type neural networks. The MS-ARMA-GARCH family and MS-ARMA-GARCH-NN family are utilized for modeling the daily stock returns in an emerging market, the Istanbul Stock Index (ISE100). Forecast accuracy is evaluated in terms of MAE, MSE, and RMSE error criteria and Diebold-Mariano equal forecast accuracy tests. The results suggest that the fractionally integrated and asymmetric power counterparts of Gray's MS-GARCH model provided promising results, while the best results are obtained for their neural network based counterparts. Further, among the models analyzed, the models based on the Hybrid-MLP and Recurrent-NN, the MS-ARMA-FIAPGARCH-HybridMLP, and MS-ARMA-FIAPGARCH-RNN provided the best forecast performances over the baseline single regime GARCH models and further, over the Gray's MS-GARCH model. Therefore, the models are promising for various economic applications. PMID:24977200

  5. Metastates in Mean-Field Models with Random External Fields Generated by Markov Chains

    NASA Astrophysics Data System (ADS)

    Formentin, M.; Külske, C.; Reichenbachs, A.

    2012-01-01

    We extend the construction by Külske and Iacobelli of metastates in finite-state mean-field models in independent disorder to situations where the local disorder terms are a sample of an external ergodic Markov chain in equilibrium. We show that for non-degenerate Markov chains, the structure of the theorems is analogous to the case of i.i.d. variables when the limiting weights in the metastate are expressed with the aid of a CLT for the occupation time measure of the chain. As a new phenomenon we also show in a Potts example that for a degenerate non-reversible chain this CLT approximation is not enough, and that the metastate can have less symmetry than the symmetry of the interaction and a Gaussian approximation of disorder fluctuations would suggest.

  6. Parametric latent class joint model for a longitudinal biomarker and recurrent events

    PubMed Central

    Han, Jun; Slate, Elizabeth H.; Peña, Edsel A.

    2014-01-01

    SUMMARY A joint model for a longitudinal biomarker and recurrent events is proposed. This general model accommodates the effects of covariates on the biomarker and event processes, the effects of accumulating event occurrences, and effects caused by interventions after each event occurrence. Association between the biomarker and recurrent event processes is captured through a latent class structure, which also serves to handle an underlying heterogeneous population. We use the EM algorithm for maximum likelihood estimation of the model parameters and a penalized likelihood measure to determine the number of latent classes. This joint model is validated by simulation and illustrated with a data set from epileptic seizure study. PMID:17542002

  7. Distinguishing between Latent Classes and Continuous Factors with Categorical Outcomes: Class Invariance of Parameters of Factor Mixture Models

    ERIC Educational Resources Information Center

    Lubke, Gitta; Neale, Michael

    2008-01-01

    Factor mixture models are latent variable models with categorical and continuous latent variables that can be used as a model-based approach to clustering. A previous article covered the results of a simulation study showing that in the absence of model violations, it is usually possible to choose the correct model when fitting a series of models…

  8. A Markov Model for Assessing the Reliability of a Digital Feedwater Control System

    SciTech Connect

    Chu,T.L.; Yue, M.; Martinez-Guridi, G.; Lehner, J.

    2009-02-11

    A Markov approach has been selected to represent and quantify the reliability model of a digital feedwater control system (DFWCS). The system state, i.e., whether a system fails or not, is determined by the status of the components that can be characterized by component failure modes. Starting from the system state that has no component failure, possible transitions out of it are all failure modes of all components in the system. Each additional component failure mode will formulate a different system state that may or may not be a system failure state. The Markov transition diagram is developed by strictly following the sequences of component failures (i.e., failure sequences) because the different orders of the same set of failures may affect the system in completely different ways. The formulation and quantification of the Markov model, together with the proposed FMEA (Failure Modes and Effects Analysis) approach, and the development of the supporting automated FMEA tool are considered the three major elements of a generic conceptual framework under which the reliability of digital systems can be assessed.

  9. A Stable Clock Error Model Using Coupled First and Second Order Gauss-Markov Processes

    NASA Technical Reports Server (NTRS)

    Carpenter, Russell; Lee, Taesul

    2008-01-01

    Long data outages may occur in applications of global navigation satellite system technology to orbit determination for missions that spend significant fractions of their orbits above the navigation satellite constellation(s). Current clock error models based on the random walk idealization may not be suitable in these circumstances, since the covariance of the clock errors may become large enough to overflow flight computer arithmetic. A model that is stable, but which approximates the existing models over short time horizons is desirable. A coupled first- and second-order Gauss-Markov process is such a model.

  10. An approximation formula for a class of Markov reliability models

    NASA Technical Reports Server (NTRS)

    White, A. L.

    1984-01-01

    A way of considering a small but often used class of reliability model and approximating algebraically the systems reliability is shown. The models considered are appropriate for redundant reconfigurable digital control systems that operate for a short period of time without maintenance, and for such systems the method gives a formula in terms of component fault rates, system recovery rates, and system operating time.

  11. Interlocking directorates in Irish companies using a latent space model for bipartite networks.

    PubMed

    Friel, Nial; Rastelli, Riccardo; Wyse, Jason; Raftery, Adrian E

    2016-06-14

    We analyze the temporal bipartite network of the leading Irish companies and their directors from 2003 to 2013, encompassing the end of the Celtic Tiger boom and the ensuing financial crisis in 2008. We focus on the evolution of company interlocks, whereby a company director simultaneously sits on two or more boards. We develop a statistical model for this dataset by embedding the positions of companies and directors in a latent space. The temporal evolution of the network is modeled through three levels of Markovian dependence: one on the model parameters, one on the companies' latent positions, and one on the edges themselves. The model is estimated using Bayesian inference. Our analysis reveals that the level of interlocking, as measured by a contraction of the latent space, increased before and during the crisis, reaching a peak in 2009, and has generally stabilized since then. PMID:27247395

  12. Interlocking directorates in Irish companies using a latent space model for bipartite networks

    PubMed Central

    Friel, Nial; Rastelli, Riccardo; Wyse, Jason; Raftery, Adrian E.

    2016-01-01

    We analyze the temporal bipartite network of the leading Irish companies and their directors from 2003 to 2013, encompassing the end of the Celtic Tiger boom and the ensuing financial crisis in 2008. We focus on the evolution of company interlocks, whereby a company director simultaneously sits on two or more boards. We develop a statistical model for this dataset by embedding the positions of companies and directors in a latent space. The temporal evolution of the network is modeled through three levels of Markovian dependence: one on the model parameters, one on the companies’ latent positions, and one on the edges themselves. The model is estimated using Bayesian inference. Our analysis reveals that the level of interlocking, as measured by a contraction of the latent space, increased before and during the crisis, reaching a peak in 2009, and has generally stabilized since then. PMID:27247395

  13. A Model of Young Children's Social Cognition: Linkages Between Latent Structures and Discrete Processing

    ERIC Educational Resources Information Center

    Meece, Darrell

    1999-01-01

    This study proposes a model of associations between young children's social cognition and their social behavior with peers. In this model, two latent structures -children's representations of peer relationships and emotion regulation -- predict children's competent, prosocial, withdrawn, and aggressive behavior. Moreover, the model proposes that…

  14. Protein modeling with hybrid Hidden Markov Model/Neurel network architectures

    SciTech Connect

    Baldi, P.; Chauvin, Y.

    1995-12-31

    Hidden Markov Models (HMMs) are useful in a number of tasks in computational molecular biology, and in particular to model and align protein families. We argue that HMMs are somewhat optimal within a certain modeling hierarchy. Single first order HMMs, however, have two potential limitations: a large number of unstructured parameters, and a built-in inability to deal with long-range dependencies. Hybrid HMM/Neural Network (NN) architectures attempt to overcome these limitations. In hybrid HMM/NN, the HMM parameters are computed by a NN. This provides a reparametrization that allows for flexible control of model complexity, and incorporation of constraints. The approach is tested on the immunoglobulin family. A hybrid model is trained, and a multiple alignment derived, with less than a fourth of the number of parameters used with previous single HMMs. To capture dependencies, however, one must resort to a larger hybrid model class, where the data is modeled by multiple HMMs. The parameters of the HMMs, and their modulation as a function of input or context, is again calculated by a NN.

  15. Quasi-hidden Markov model and its applications in cluster analysis of earthquake catalogs

    NASA Astrophysics Data System (ADS)

    Wu, Zhengxiao

    2011-12-01

    We identify a broad class of models, quasi-hidden Markov models (QHMMs), which include hidden Markov models (HMMs) as special cases. Applying the QHMM framework, this paper studies how an earthquake cluster propagates statistically. Two QHMMs are used to describe two different propagating patterns. The "mother-and-kids" model regards the first shock in an earthquake cluster as "mother" and the aftershocks as "kids," which occur in a neighborhood centered by the mother. In the "domino" model, however, the next aftershock strikes in a neighborhood centered by the most recent previous earthquake in the cluster, and therefore aftershocks act like dominoes. As the likelihood of QHMMs can be efficiently computed via the forward algorithm, likelihood-based model selection criteria can be calculated to compare these two models. We demonstrate this procedure using data from the central New Zealand region. For this data set, the mother-and-kids model yields a higher likelihood as well as smaller AIC and BIC. In other words, in the aforementioned area the next aftershock is more likely to occur near the first shock than near the latest aftershock in the cluster. This provides an answer, though not entirely satisfactorily, to the question "where will the next aftershock be?". The asymptotic consistency of the model selection procedure in the paper is duly established, namely that, when the number of the observations goes to infinity, with probability one the procedure picks out the model with the smaller deviation from the true model (in terms of relative entropy rate).

  16. Bayesian Modeling of Time Trends in Component Reliability Data via Markov Chain Monte Carlo Simulation

    SciTech Connect

    D. L. Kelly

    2007-06-01

    Markov chain Monte Carlo (MCMC) techniques represent an extremely flexible and powerful approach to Bayesian modeling. This work illustrates the application of such techniques to time-dependent reliability of components with repair. The WinBUGS package is used to illustrate, via examples, how Bayesian techniques can be used for parametric statistical modeling of time-dependent component reliability. Additionally, the crucial, but often overlooked subject of model validation is discussed, and summary statistics for judging the model’s ability to replicate the observed data are developed, based on the posterior predictive distribution for the parameters of interest.

  17. Markov Models and the Ensemble Kalman Filter for Estimation of Sorption Rates

    NASA Astrophysics Data System (ADS)

    Vugrin, E. D.; McKenna, S. A.; White Vugrin, K.

    2007-12-01

    Non-equilibrium sorption of contaminants in ground water systems is examined from the perspective of sorption rate estimation. A previously developed Markov transition probability model for solute transport is used in conjunction with a new conditional probability-based model of the sorption and desorption rates based on breakthrough curve data. Two models for prediction of spatially varying sorption and desorption rates along a one-dimensional streamline are developed. These models are a Markov model that utilizes conditional probabilities to determine the rates and an ensemble Kalman filter (EnKF) applied to the conditional probability method. Both approaches rely on a previously developed Markov-model of mass transfer, and both models assimilate the observed concentration data into the rate estimation at each observation time. Initial values of the rates are perturbed from the true values to form ensembles of rates and the ability of both estimation approaches to recover the true rates is examined over three different sets of perturbations. The models accurately estimate the rates when the mean of the perturbations are zero, the unbiased case. For the cases containing some bias, addition of the ensemble Kalman filter is shown to improve accuracy of the rate estimation by as much as an order of magnitude. Sandia is a multi program laboratory operated by Sandia Corporation, a Lockheed Martin Company, for the United States Department of Energy's National Nuclear Security Administration under Contract DE-AC04-94AL85000. This work was supported under the Sandia Laboratory Directed Research and Development program.

  18. Estimation of Contextual Effects through Nonlinear Multilevel Latent Variable Modeling with a Metropolis-Hastings Robbins-Monro Algorithm

    ERIC Educational Resources Information Center

    Yang, Ji Seung

    2012-01-01

    Nonlinear multilevel latent variable modeling has been suggested as an alternative to traditional hierarchical linear modeling to more properly handle measurement error and sampling error issues in contextual effects modeling. However, a nonlinear multilevel latent variable model requires significant computational effort because the estimation…

  19. Phonetic recognition of natural speech by nonstationary Markov models

    NASA Astrophysics Data System (ADS)

    Falaschi, Alessandro

    1988-04-01

    A speech recognition system based on statistical decision theory, viewing the problem as the classical design of a decoder in a communication system framework is outlined. Statistical properties of the language are used to characterize the allowable phonetic sequence inside the words, while trying to capture allophonic phoneme features into functional-dependent acoustical models with the aim of utilizing them as word segmentation cues. Experiments prove the utility of an explicit modeling of the intrinsic speech nonstationarity in a statistically based speech recognition system. The nonstationarity of phonetic chain statistics and acoustical transition probabilities can be easily taken into account, yielding recognition improvements. The use of inside syllable position dependent phonetic models does not improve recognition performance, and the iterative Viterbi training algorithm seems unable to adequately valorize this kind of acoustical modeling. As a direct consequence of the system design, the recognized phonetic sequence exhibits word boundary marks even in absence of pauses between words, thus giving anchor points to the higher level parsing algorithms needed in a complete recognition system.

  20. Markov-switching multifractal models as another class of random-energy-like models in one-dimensional space

    NASA Astrophysics Data System (ADS)

    Saakian, David B.

    2012-03-01

    We map the Markov-switching multifractal model (MSM) onto the random energy model (REM). The MSM is, like the REM, an exactly solvable model in one-dimensional space with nontrivial correlation functions. According to our results, four different statistical physics phases are possible in random walks with multifractal behavior. We also introduce the continuous branching version of the model, calculate the moments, and prove multiscaling behavior. Different phases have different multiscaling properties.

  1. A Nonstationary Markov Model Detects Directional Evolution in Hymenopteran Morphology

    PubMed Central

    Klopfstein, Seraina; Vilhelmsen, Lars; Ronquist, Fredrik

    2015-01-01

    Directional evolution has played an important role in shaping the morphological, ecological, and molecular diversity of life. However, standard substitution models assume stationarity of the evolutionary process over the time scale examined, thus impeding the study of directionality. Here we explore a simple, nonstationary model of evolution for discrete data, which assumes that the state frequencies at the root differ from the equilibrium frequencies of the homogeneous evolutionary process along the rest of the tree (i.e., the process is nonstationary, nonreversible, but homogeneous). Within this framework, we develop a Bayesian approach for testing directional versus stationary evolution using a reversible-jump algorithm. Simulations show that when only data from extant taxa are available, the success in inferring directionality is strongly dependent on the evolutionary rate, the shape of the tree, the relative branch lengths, and the number of taxa. Given suitable evolutionary rates (0.1–0.5 expected substitutions between root and tips), accounting for directionality improves tree inference and often allows correct rooting of the tree without the use of an outgroup. As an empirical test, we apply our method to study directional evolution in hymenopteran morphology. We focus on three character systems: wing veins, muscles, and sclerites. We find strong support for a trend toward loss of wing veins and muscles, while stationarity cannot be ruled out for sclerites. Adding fossil and time information in a total-evidence dating approach, we show that accounting for directionality results in more precise estimates not only of the ancestral state at the root of the tree, but also of the divergence times. Our model relaxes the assumption of stationarity and reversibility by adding a minimum of additional parameters, and is thus well suited to studying the nature of the evolutionary process in data sets of limited size, such as morphology and ecology. PMID:26272507

  2. A Nonstationary Markov Model Detects Directional Evolution in Hymenopteran Morphology.

    PubMed

    Klopfstein, Seraina; Vilhelmsen, Lars; Ronquist, Fredrik

    2015-11-01

    Directional evolution has played an important role in shaping the morphological, ecological, and molecular diversity of life. However, standard substitution models assume stationarity of the evolutionary process over the time scale examined, thus impeding the study of directionality. Here we explore a simple, nonstationary model of evolution for discrete data, which assumes that the state frequencies at the root differ from the equilibrium frequencies of the homogeneous evolutionary process along the rest of the tree (i.e., the process is nonstationary, nonreversible, but homogeneous). Within this framework, we develop a Bayesian approach for testing directional versus stationary evolution using a reversible-jump algorithm. Simulations show that when only data from extant taxa are available, the success in inferring directionality is strongly dependent on the evolutionary rate, the shape of the tree, the relative branch lengths, and the number of taxa. Given suitable evolutionary rates (0.1-0.5 expected substitutions between root and tips), accounting for directionality improves tree inference and often allows correct rooting of the tree without the use of an outgroup. As an empirical test, we apply our method to study directional evolution in hymenopteran morphology. We focus on three character systems: wing veins, muscles, and sclerites. We find strong support for a trend toward loss of wing veins and muscles, while stationarity cannot be ruled out for sclerites. Adding fossil and time information in a total-evidence dating approach, we show that accounting for directionality results in more precise estimates not only of the ancestral state at the root of the tree, but also of the divergence times. Our model relaxes the assumption of stationarity and reversibility by adding a minimum of additional parameters, and is thus well suited to studying the nature of the evolutionary process in data sets of limited size, such as morphology and ecology. PMID:26272507

  3. Markov-Tree model of intrinsic transport in Hamiltonian systems

    NASA Technical Reports Server (NTRS)

    Meiss, J. D.; Ott, E.

    1985-01-01

    A particle in a chaotic region of phase space can spend a long time near the boundary of a regular region since transport there is slow. This 'stickiness' of regular regions is thought to be responsible for previous observations in numerical experiments of a long-time algebraic decay of the particle survival probability, i.e., survival probability approximately t to the (-z) power for large t. This paper presents a global model for transport in such systems and demonstrates the essential role of the infinite hierarchy of small islands interspersed in the chaotic region. Results for z are discussed.

  4. A segmental hidden semi-Markov model (HSMM)-based diagnostics and prognostics framework and methodology

    NASA Astrophysics Data System (ADS)

    Dong, Ming; He, David

    2007-07-01

    Diagnostics and prognostics are two important aspects in a condition-based maintenance (CBM) program. However, these two tasks are often separately performed. For example, data might be collected and analysed separately for diagnosis and prognosis. This practice increases the cost and reduces the efficiency of CBM and may affect the accuracy of the diagnostic and prognostic results. In this paper, a statistical modelling methodology for performing both diagnosis and prognosis in a unified framework is presented. The methodology is developed based on segmental hidden semi-Markov models (HSMMs). An HSMM is a hidden Markov model (HMM) with temporal structures. Unlike HMM, an HSMM does not follow the unrealistic Markov chain assumption and therefore provides more powerful modelling and analysis capability for real problems. In addition, an HSMM allows modelling the time duration of the hidden states and therefore is capable of prognosis. To facilitate the computation in the proposed HSMM-based diagnostics and prognostics, new forward-backward variables are defined and a modified forward-backward algorithm is developed. The existing state duration estimation methods are inefficient because they require a huge storage and computational load. Therefore, a new approach is proposed for training HSMMs in which state duration probabilities are estimated on the lattice (or trellis) of observations and states. The model parameters are estimated through the modified forward-backward training algorithm. The estimated state duration probability distributions combined with state-changing point detection can be used to predict the useful remaining life of a system. The evaluation of the proposed methodology was carried out through a real world application: health monitoring of hydraulic pumps. In the tests, the recognition rates for all states are greater than 96%. For each individual pump, the recognition rate is increased by 29.3% in comparison with HMMs. Because of the temporal

  5. Estimating parameters of hidden Markov models based on marked individuals: use of robust design data

    USGS Publications Warehouse

    Kendall, William L.; White, Gary C.; Hines, James E.; Langtimm, Catherine A.; Yoshizaki, Jun

    2012-01-01

    Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last twenty years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We also provide user-friendly software to implement these models. This general framework could also be used by practitioners to consider constrained models of particular interest, or model the relationship between within-primary period parameters (e.g., state structure) and between-primary period parameters (e.g., state transition probabilities).

  6. Estimating parameters of hidden Markov models based on marked individuals: use of robust design data.

    PubMed

    Kendall, William L; White, Gary C; Hines, James E; Langtimm, Catherine A; Yoshizaki, Jun

    2012-04-01

    Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last 20 years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected-value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We have also implemented these models in program MARK. This general framework could also be used by practitioners to consider constrained models of particular interest, or to model the relationship between within-primary-period parameters (e.g., state structure) and between-primary-period parameters (e.g., state transition probabilities). PMID:22690641

  7. Computing the viscosity of supercooled liquids: Markov Network model.

    PubMed

    Li, Ju; Kushima, Akihiro; Eapen, Jacob; Lin, Xi; Qian, Xiaofeng; Mauro, John C; Diep, Phong; Yip, Sidney

    2011-01-01

    The microscopic origin of glass transition, when liquid viscosity changes continuously by more than ten orders of magnitude, is challenging to explain from first principles. Here we describe the detailed derivation and implementation of a Markovian Network model to calculate the shear viscosity of deeply supercooled liquids based on numerical sampling of an atomistic energy landscape, which sheds some light on this transition. Shear stress relaxation is calculated from a master-equation description in which the system follows a transition-state pathway trajectory of hopping among local energy minima separated by activation barriers, which is in turn sampled by a metadynamics-based algorithm. Quantitative connection is established between the temperature variation of the calculated viscosity and the underlying potential energy and inherent stress landscape, showing a different landscape topography or "terrain" is needed for low-temperature viscosity (of order 10(7) Pa·s) from that associated with high-temperature viscosity (10(-5) Pa·s). Within this range our results clearly indicate the crossover from an essentially Arrhenius scaling behavior at high temperatures to a low-temperature behavior that is clearly super-Arrhenius (fragile) for a Kob-Andersen model of binary liquid. Experimentally the manifestation of this crossover in atomic dynamics continues to raise questions concerning its fundamental origin. In this context this work explicitly demonstrates that a temperature-dependent "terrain" characterizing different parts of the same potential energy surface is sufficient to explain the signature behavior of vitrification, at the same time the notion of a temperature-dependent effective activation barrier is quantified. PMID:21464988

  8. Measuring Growth in a Longitudinal Large-Scale Assessment with a General Latent Variable Model

    ERIC Educational Resources Information Center

    von Davier, Matthias; Xu, Xueli; Carstensen, Claus H.

    2011-01-01

    The aim of the research presented here is the use of extensions of longitudinal item response theory (IRT) models in the analysis and comparison of group-specific growth in large-scale assessments of educational outcomes. A general discrete latent variable model was used to specify and compare two types of multidimensional item-response-theory…

  9. Constant Latent Odds-Ratios Models and the Mantel-Haenszel Null Hypothesis

    ERIC Educational Resources Information Center

    Hessen, David J.

    2005-01-01

    In the present paper, a new family of item response theory (IRT) models for dichotomous item scores is proposed. Two basic assumptions define the most general model of this family. The first assumption is local independence of the item scores given a unidimensional latent trait. The second assumption is that the odds-ratios for all item-pairs are…

  10. Computational Tools for Probing Interactions in Multiple Linear Regression, Multilevel Modeling, and Latent Curve Analysis

    ERIC Educational Resources Information Center

    Preacher, Kristopher J.; Curran, Patrick J.; Bauer, Daniel J.

    2006-01-01

    Simple slopes, regions of significance, and confidence bands are commonly used to evaluate interactions in multiple linear regression (MLR) models, and the use of these techniques has recently been extended to multilevel or hierarchical linear modeling (HLM) and latent curve analysis (LCA). However, conducting these tests and plotting the…

  11. Divorce and Child Behavior Problems: Applying Latent Change Score Models to Life Event Data

    ERIC Educational Resources Information Center

    Malone, Patrick S.; Lansford, Jennifer E.; Castellino, Domini R.; Berlin, Lisa J.; Dodge, Kenneth A.; Bates, John E.; Pettit, Gregory S.

    2004-01-01

    Effects of parents' divorce on children's adjustment have been studied extensively. This article applies new advances in trajectory modeling to the problem of disentangling the effects of divorce on children's adjustment from related factors such as the child's age at the time of divorce and the child's gender. Latent change score models were used…

  12. A Note on the Specification of Error Structures in Latent Interaction Models

    ERIC Educational Resources Information Center

    Mao, Xiulin; Harring, Jeffrey R.; Hancock, Gregory R.

    2015-01-01

    Latent interaction models have motivated a great deal of methodological research, mainly in the area of estimating such models. Product-indicator methods have been shown to be competitive with other methods of estimation in terms of parameter bias and standard error accuracy, and their continued popularity in empirical studies is due, in part, to…

  13. An Introduction to Latent Growth Models: Analysis of Repeated Measures Physical Performance Data

    ERIC Educational Resources Information Center

    Park, Ilhyeok; Schutz, Robert W.

    2005-01-01

    The purpose of this paper is to introduce the Latent Growth Model (LGM) to researchers in exercise and sport science. Although the LGM has several merits over traditional analysis techniques in analyzing change and was first introduced almost 20 years ago, it is still underused in exercise and sport science research. This statistical model can be…

  14. Detecting Growth Shape Misspecifications in Latent Growth Models: An Evaluation of Fit Indexes

    ERIC Educational Resources Information Center

    Leite, Walter L.; Stapleton, Laura M.

    2011-01-01

    In this study, the authors compared the likelihood ratio test and fit indexes for detection of misspecifications of growth shape in latent growth models through a simulation study and a graphical analysis. They found that the likelihood ratio test, MFI, and root mean square error of approximation performed best for detecting model misspecification…

  15. Developmental Relations between Vocabulary Knowledge and Reading Comprehension: A Latent Change Score Modeling Study

    ERIC Educational Resources Information Center

    Quinn, Jamie M.; Wagner, Richard K.; Petscher, Yaacov; Lopez, Danielle

    2015-01-01

    The present study followed a sample of first-grade (N = 316, M[subscript age] = 7.05 at first test) through fourth-grade students to evaluate dynamic developmental relations between vocabulary knowledge and reading comprehension. Using latent change score modeling, competing models were fit to the repeated measurements of vocabulary knowledge and…

  16. An Explanation of the Effectiveness of Latent Semantic Indexing by Means of a Bayesian Regression Model.

    ERIC Educational Resources Information Center

    Story, Roger E.

    1996-01-01

    Discussion of the use of Latent Semantic Indexing to determine relevancy in information retrieval focuses on statistical regression and Bayesian methods. Topics include keyword searching; a multiple regression model; how the regression model can aid search methods; and limitations of this approach, including complexity, linearity, and…

  17. Building an Identifiable Latent Class Model with Covariate Effects on Underlying and Measured Variables

    ERIC Educational Resources Information Center

    Huang, Guan-Hua; Bandeen-Roche, Karen

    2004-01-01

    In recent years, latent class models have proven useful for analyzing relationships between measured multiple indicators and covariates of interest. Such models summarize shared features of the multiple indicators as an underlying categorical variable, and the indicators' substantive associations with predictors are built directly and indirectly…

  18. A Second-Order Conditionally Linear Mixed Effects Model with Observed and Latent Variable Covariates

    ERIC Educational Resources Information Center

    Harring, Jeffrey R.; Kohli, Nidhi; Silverman, Rebecca D.; Speece, Deborah L.

    2012-01-01

    A conditionally linear mixed effects model is an appropriate framework for investigating nonlinear change in a continuous latent variable that is repeatedly measured over time. The efficacy of the model is that it allows parameters that enter the specified nonlinear time-response function to be stochastic, whereas those parameters that enter in a…

  19. The Latent Curve ARMA (P, Q) Panel Model: Longitudinal Data Analysis in Educational Research and Evaluation

    ERIC Educational Resources Information Center

    Sivo, Stephen; Fan, Xitao

    2008-01-01

    Autocorrelated residuals in longitudinal data are widely reported as common to longitudinal data. Yet few, if any, researchers modeling growth processes evaluate a priori whether their data have this feature. Sivo, Fan, and Witta (2005) found that not modeling autocorrelated residuals present in longitudinal data severely biases latent curve…

  20. [Succession caused by beaver (Castor fiber L.) life activity: II. A refined Markov model].

    PubMed

    Logofet; Evstigneev, O I; Aleinikov, A A; Morozova, A O

    2015-01-01

    The refined Markov model of cyclic zoogenic successions caused by beaver (Castor fiber L.) life activity represents a discrete chain of the following six states: flooded forest, swamped forest, pond, grassy swamp, shrubby swamp, and wet forest, which correspond to certain stages of succession. Those stages are defined, and a conceptual scheme of probable transitions between them for one time step is constructed from the knowledge of beaver behaviour in small river floodplains of "Bryanskii Les" Reserve. We calibrated the corresponding matrix of transition probabilities according to the optimization principle: minimizing differences between the model outcome and reality; the model generates a distribution of relative areas corresponding to the stages of succession, that has to be compared to those gained from case studies in the Reserve during 2002-2006. The time step is chosen to equal 2 years, and the first-step data in the sum of differences are given various weights, w (between 0 and 1). The value of w = 0.2 is selected due to its optimality and for some additional reasons. By the formulae of finite homogeneous Markov chain theory, we obtained the main results of the calibrated model, namely, a steady-state distribution of stage areas, indexes of cyclicity, and the mean durations (M(j)) of succession stages. The results of calibration give an objective quantitative nature to the expert knowledge of the course of succession and get a proper interpretation. The 2010 data, which are not involved in the calibration procedure, enabled assessing the quality of prediction by the homogeneous model in short-term (from the 2006 situation): the error of model area distribution relative to the distribution observed in 2010 falls into the range of 9-17%, the best prognosis being given by the least optimal matrices (rejected values of w). This indicates a formally heterogeneous nature of succession processes in time. Thus, the refined version of the homogeneous Markov chain

  1. Alignment of multiple proteins with an ensemble of Hidden Markov Models

    PubMed Central

    Song, Yinglei; Qu, Junfeng; Hura, Gurdeep S.

    2011-01-01

    In this paper, we developed a new method that progressively construct and update a set of alignments by adding sequences in certain order to each of the existing alignments. Each of the existing alignments is modelled with a profile Hidden Markov Model (HMM) and an added sequence is aligned to each of these profile HMMs. We introduced an integer parameter for the number of profile HMMs. The profile HMMs are then updated based on the alignments with leading scores. Our experiments on BaliBASE showed that our approach could efficiently explore the alignment space and significantly improve the alignment accuracy. PMID:20376922

  2. Hidden Markov Model-based Pedestrian Navigation System using MEMS Inertial Sensors

    NASA Astrophysics Data System (ADS)

    Zhang, Yingjun; Liu, Wen; Yang, Xuefeng; Xing, Shengwei

    2015-02-01

    In this paper, a foot-mounted pedestrian navigation system using MEMS inertial sensors is implemented, where the zero-velocity detection is abstracted into a hidden Markov model with 4 states and 15 observations. Moreover, an observations extraction algorithm has been developed to extract observations from sensor outputs; sample sets are used to train and optimize the model parameters by the Baum-Welch algorithm. Finally, a navigation system is developed, and the performance of the pedestrian navigation system is evaluated using indoor and outdoor field tests, and the results show that position error is less than 3% of total distance travelled.

  3. Hierarchical Markov random-field modeling for texture classification in chest radiographs

    NASA Astrophysics Data System (ADS)

    Vargas-Voracek, Rene; Floyd, Carey E., Jr.; Nolte, Loren W.; McAdams, Page

    1996-04-01

    A hierarchical Markov random field (MRF) modeling approach is presented for the classification of textures in selected regions of interest (ROIs) of chest radiographs. The procedure integrates possible texture classes and their spatial definition with other components present in an image such as noise and background trend. Classification is performed as a maximum a-posteriori (MAP) estimation of texture class and involves an iterative Gibbs- sampling technique. Two cases are studied: classification of lung parenchyma versus bone and classification of normal lung parenchyma versus miliary tuberculosis (MTB). Accurate classification was obtained for all examined cases showing the potential of the proposed modeling approach for texture analysis of radiographic images.

  4. An analytical study of various telecomminication networks using markov models

    NASA Astrophysics Data System (ADS)

    Ramakrishnan, M.; Jayamani, E.; Ezhumalai, P.

    2015-04-01

    The main aim of this paper is to examine issues relating to the performance of various Telecommunication networks, and applied queuing theory for better design and improved efficiency. Firstly, giving an analytical study of queues deals with quantifying the phenomenon of waiting lines using representative measures of performances, such as average queue length (on average number of customers in the queue), average waiting time in queue (on average time to wait) and average facility utilization (proportion of time the service facility is in use). In the second, using Matlab simulator, summarizes the finding of the investigations, from which and where we obtain results and describing methodology for a) compare the waiting time and average number of messages in the queue in M/M/1 and M/M/2 queues b) Compare the performance of M/M/1 and M/D/1 queues and study the effect of increasing the number of servers on the blocking probability M/M/k/k queue model.

  5. PyEMMA 2: A Software Package for Estimation, Validation, and Analysis of Markov Models.

    PubMed

    Scherer, Martin K; Trendelkamp-Schroer, Benjamin; Paul, Fabian; Pérez-Hernández, Guillermo; Hoffmann, Moritz; Plattner, Nuria; Wehmeyer, Christoph; Prinz, Jan-Hendrik; Noé, Frank

    2015-11-10

    Markov (state) models (MSMs) and related models of molecular kinetics have recently received a surge of interest as they can systematically reconcile simulation data from either a few long or many short simulations and allow us to analyze the essential metastable structures, thermodynamics, and kinetics of the molecular system under investigation. However, the estimation, validation, and analysis of such models is far from trivial and involves sophisticated and often numerically sensitive methods. In this work we present the open-source Python package PyEMMA ( http://pyemma.org ) that provides accurate and efficient algorithms for kinetic model construction. PyEMMA can read all common molecular dynamics data formats, helps in the selection of input features, provides easy access to dimension reduction algorithms such as principal component analysis (PCA) and time-lagged independent component analysis (TICA) and clustering algorithms such as k-means, and contains estimators for MSMs, hidden Markov models, and several other models. Systematic model validation and error calculation methods are provided. PyEMMA offers a wealth of analysis functions such that the user can conveniently compute molecular observables of interest. We have derived a systematic and accurate way to coarse-grain MSMs to few states and to illustrate the structures of the metastable states of the system. Plotting functions to produce a manuscript-ready presentation of the results are available. In this work, we demonstrate the features of the software and show new methodological concepts and results produced by PyEMMA. PMID:26574340

  6. Three Approaches to Using Lengthy Ordinal Scales in Structural Equation Models: Parceling, Latent Scoring, and Shortening Scales

    ERIC Educational Resources Information Center

    Yang, Chongming; Nay, Sandra; Hoyle, Rick H.

    2010-01-01

    Lengthy scales or testlets pose certain challenges for structural equation modeling (SEM) if all the items are included as indicators of a latent construct. Three general approaches to modeling lengthy scales in SEM (parceling, latent scoring, and shortening) have been reviewed and evaluated. A hypothetical population model is simulated containing…

  7. Latent segmentation based count models: Analysis of bicycle safety in Montreal and Toronto.

    PubMed

    Yasmin, Shamsunnahar; Eluru, Naveen

    2016-10-01

    The study contributes to literature on bicycle safety by building on the traditional count regression models to investigate factors affecting bicycle crashes at the Traffic Analysis Zone (TAZ) level. TAZ is a traffic related geographic entity which is most frequently used as spatial unit for macroscopic crash risk analysis. In conventional count models, the impact of exogenous factors is restricted to be the same across the entire region. However, it is possible that the influence of exogenous factors might vary across different TAZs. To accommodate for the potential variation in the impact of exogenous factors we formulate latent segmentation based count models. Specifically, we formulate and estimate latent segmentation based Poisson (LP) and latent segmentation based Negative Binomial (LNB) models to study bicycle crash counts. In our latent segmentation approach, we allow for more than two segments and also consider a large set of variables in segmentation and segment specific models. The formulated models are estimated using bicycle-motor vehicle crash data from the Island of Montreal and City of Toronto for the years 2006 through 2010. The TAZ level variables considered in our analysis include accessibility measures, exposure measures, sociodemographic characteristics, socioeconomic characteristics, road network characteristics and built environment. A policy analysis is also conducted to illustrate the applicability of the proposed model for planning purposes. This macro-level research would assist decision makers, transportation officials and community planners to make informed decisions to proactively improve bicycle safety - a prerequisite to promoting a culture of active transportation. PMID:27442595

  8. High range resolution radar target identification using the Prony model and hidden Markov models

    NASA Astrophysics Data System (ADS)

    Dewitt, Mark R.

    1992-12-01

    Fully polarized Xpatch signatures are transformed to two left circularly polarized signals. These two signals are then filtered by a linear FM pulse compression ('chirp') transfer function, corrupted by AWGN, and filtered by a filter matched to the 'chirp' transfer function. The bandwidth of the 'chirp' radar is about 750 MHz. Range profile feature extraction is performed using the TLS Prony Model parameter estimation technique developed at Ohio State University. Using the Prony Model, each scattering center is described by a polarization ellipse, relative energy, frequency response, and range. This representation of the target is vector quantized using a K-means clustering algorithm. Sequences of vector quantized scattering centers as well as sequences of vector quantized range profiles are used to synthesize target specific Hidden Markov Models (HMM's). The identification decision is made by determining which HMM has the highest probability of generating the unknown sequence. The data consist of synthesized Xpatch signatures of two targets which have been difficult to separate with other RTI algorithms. The RTI algorithm developed is clearly able to separate these two targets over a 10 by 10 degree (1 degree granularity) aspect angle window off the nose for SNR's as low as 0 dB. The classification rate is 100 percent for SNR's of 5 - 20 dB, 95 percent for a SNR of 0 dB and it drops rapidly for SNR's lower than 0 dB.

  9. biomvRhsmm: Genomic Segmentation with Hidden Semi-Markov Model

    PubMed Central

    Murani, Eduard; Ponsuksili, Siriluck

    2014-01-01

    High-throughput technologies like tiling array and next-generation sequencing (NGS) generate continuous homogeneous segments or signal peaks in the genome that represent transcripts and transcript variants (transcript mapping and quantification), regions of deletion and amplification (copy number variation), or regions characterized by particular common features like chromatin state or DNA methylation ratio (epigenetic modifications). However, the volume and output of data produced by these technologies present challenges in analysis. Here, a hidden semi-Markov model (HSMM) is implemented and tailored to handle multiple genomic profile, to better facilitate genome annotation by assisting in the detection of transcripts, regulatory regions, and copy number variation by holistic microarray or NGS. With support for various data distributions, instead of limiting itself to one specific application, the proposed hidden semi-Markov model is designed to allow modeling options to accommodate different types of genomic data and to serve as a general segmentation engine. By incorporating genomic positions into the sojourn distribution of HSMM, with optional prior learning using annotation or previous studies, the modeling output is more biologically sensible. The proposed model has been compared with several other state-of-the-art segmentation models through simulation benchmarking, which shows that our efficient implementation achieves comparable or better sensitivity and specificity in genomic segmentation. PMID:24995333

  10. Controlling influenza disease: Comparison between discrete time Markov chain and deterministic model

    NASA Astrophysics Data System (ADS)

    Novkaniza, F.; Ivana, Aldila, D.

    2016-04-01

    Mathematical model of respiratory diseases spread with Discrete Time Markov Chain (DTMC) and deterministic approach for constant total population size are analyzed and compared in this article. Intervention of medical treatment and use of medical mask included in to the model as a constant parameter to controlling influenza spreads. Equilibrium points and basic reproductive ratio as the endemic criteria and it level set depend on some variable are given analytically and numerically as a results from deterministic model analysis. Assuming total of human population is constant from deterministic model, number of infected people also analyzed with Discrete Time Markov Chain (DTMC) model. Since Δt → 0, we could assume that total number of infected people might change only from i to i + 1, i - 1, or i. Approximation probability of an outbreak with gambler's ruin problem will be presented. We find that no matter value of basic reproductive ℛ0, either its larger than one or smaller than one, number of infection will always tends to 0 for t → ∞. Some numerical simulation to compare between deterministic and DTMC approach is given to give a better interpretation and a better understanding about the models results.

  11. Study of behavior and determination of customer lifetime value(CLV) using Markov chain model

    NASA Astrophysics Data System (ADS)

    Permana, Dony; Indratno, Sapto Wahyu; Pasaribu, Udjianna S.

    2014-03-01

    Customer Lifetime Value or CLV is a restriction on interactive marketing to help a company in arranging financial for the marketing of new customer acquisition and customer retention. Additionally CLV can be able to segment customers for financial arrangements. Stochastic models for the fairly new CLV used a Markov chain. In this model customer retention probability and new customer acquisition probability play an important role. This model is originally introduced by Pfeifer and Carraway in 2000 [1]. They introduced several CLV models, one of them only involves customer and former customer. In this paper we expand the model by adding the assumption of the transition from former customer to customer. In the proposed model, the CLV value is higher than the CLV value obtained by Pfeifer and Caraway model. But our model still requires a longer convergence time.

  12. Study of behavior and determination of customer lifetime value(CLV) using Markov chain model

    SciTech Connect

    Permana, Dony; Indratno, Sapto Wahyu; Pasaribu, Udjianna S.

    2014-03-24

    Customer Lifetime Value or CLV is a restriction on interactive marketing to help a company in arranging financial for the marketing of new customer acquisition and customer retention. Additionally CLV can be able to segment customers for financial arrangements. Stochastic models for the fairly new CLV used a Markov chain. In this model customer retention probability and new customer acquisition probability play an important role. This model is originally introduced by Pfeifer and Carraway in 2000 [1]. They introduced several CLV models, one of them only involves customer and former customer. In this paper we expand the model by adding the assumption of the transition from former customer to customer. In the proposed model, the CLV value is higher than the CLV value obtained by Pfeifer and Caraway model. But our model still requires a longer convergence time.

  13. Markov Chain-Like Quantum Biological Modeling of Mutations, Aging, and Evolution

    PubMed Central

    Djordjevic, Ivan B.

    2015-01-01

    Recent evidence suggests that quantum mechanics is relevant in photosynthesis, magnetoreception, enzymatic catalytic reactions, olfactory reception, photoreception, genetics, electron-transfer in proteins, and evolution; to mention few. In our recent paper published in Life, we have derived the operator-sum representation of a biological channel based on codon basekets, and determined the quantum channel model suitable for study of the quantum biological channel capacity. However, this model is essentially memoryless and it is not able to properly model the propagation of mutation errors in time, the process of aging, and evolution of genetic information through generations. To solve for these problems, we propose novel quantum mechanical models to accurately describe the process of creation spontaneous, induced, and adaptive mutations and their propagation in time. Different biological channel models with memory, proposed in this paper, include: (i) Markovian classical model, (ii) Markovian-like quantum model, and (iii) hybrid quantum-classical model. We then apply these models in a study of aging and evolution of quantum biological channel capacity through generations. We also discuss key differences of these models with respect to a multilevel symmetric channel-based Markovian model and a Kimura model-based Markovian process. These models are quite general and applicable to many open problems in biology, not only biological channel capacity, which is the main focus of the paper. We will show that the famous quantum Master equation approach, commonly used to describe different biological processes, is just the first-order approximation of the proposed quantum Markov chain-like model, when the observation interval tends to zero. One of the important implications of this model is that the aging phenotype becomes determined by different underlying transition probabilities in both programmed and random (damage) Markov chain-like models of aging, which are mutually

  14. Short-term droughts forecast using Markov chain model in Victoria, Australia

    NASA Astrophysics Data System (ADS)

    Rahmat, Siti Nazahiyah; Jayasuriya, Niranjali; Bhuiyan, Muhammed A.

    2016-04-01

    A comprehensive risk management strategy for dealing with drought should include both short-term and long-term planning. The objective of this paper is to present an early warning method to forecast drought using the Standardised Precipitation Index (SPI) and a non-homogeneous Markov chain model. A model such as this is useful for short-term planning. The developed method has been used to forecast droughts at a number of meteorological monitoring stations that have been regionalised into six (6) homogenous clusters with similar drought characteristics based on SPI. The non-homogeneous Markov chain model was used to estimate drought probabilities and drought predictions up to 3 months ahead. The drought severity classes defined using the SPI were computed at a 12-month time scale. The drought probabilities and the predictions were computed for six clusters that depict similar drought characteristics in Victoria, Australia. Overall, the drought severity class predicted was quite similar for all the clusters, with the non-drought class probabilities ranging from 49 to 57 %. For all clusters, the near normal class had a probability of occurrence varying from 27 to 38 %. For the more moderate and severe classes, the probabilities ranged from 2 to 13 % and 3 to 1 %, respectively. The developed model predicted drought situations 1 month ahead reasonably well. However, 2 and 3 months ahead predictions should be used with caution until the models are developed further.

  15. Bayesian Markov models consistently outperform PWMs at predicting motifs in nucleotide sequences.

    PubMed

    Siebert, Matthias; Söding, Johannes

    2016-07-27

    Position weight matrices (PWMs) are the standard model for DNA and RNA regulatory motifs. In PWMs nucleotide probabilities are independent of nucleotides at other positions. Models that account for dependencies need many parameters and are prone to overfitting. We have developed a Bayesian approach for motif discovery using Markov models in which conditional probabilities of order k - 1 act as priors for those of order k This Bayesian Markov model (BaMM) training automatically adapts model complexity to the amount of available data. We also derive an EM algorithm for de-novo discovery of enriched motifs. For transcription factor binding, BaMMs achieve significantly (P    =  1/16) higher cross-validated partial AUC than PWMs in 97% of 446 ChIP-seq ENCODE datasets and improve performance by 36% on average. BaMMs also learn complex multipartite motifs, improving predictions of transcription start sites, polyadenylation sites, bacterial pause sites, and RNA binding sites by 26-101%. BaMMs never performed worse than PWMs. These robust improvements argue in favour of generally replacing PWMs by BaMMs. PMID:27288444

  16. A new Markov model for base-loaded units for use in production costing

    SciTech Connect

    Ansari, S.H.; Patton, A.D. )

    1990-08-01

    This paper describes a new Markov model for base-loaded units henceforth to be called the LLM (load linked Markov) model for use in a probabilistic production costing algorithm. This new LLM model recognizes the relationship between the need for operating a base-loaded unit and the system load cycle. A comparison of the results obtained by using a traditional production costing method, the Opcost method with explicit consideration of unit duty cycle effects and the new method using the LLM model for base-loaded units to be called Procop method show significant differences in the energies produced by the base-loaded units and consequently the other units. The linkage of a base-loaded unit's need for operation to the load cycle avoids the assumption of the traditional model that the base-loaded units are equally needed all times. It also avoids the ad hoc treatment of outage postponability of base-loaded units. Hence the Procop method is more physically based and is likely to be more accurately responsive to changes in the load cycle and other system parameters.

  17. Modeling of stratigraphic columns using Markov Chains and Gibbs sampling algorithms, Campo Oritupano, Venezuela.

    NASA Astrophysics Data System (ADS)

    Durán, E.

    2012-04-01

    The interbeded sandstones, siltstones and shale layers within the stratigraphic units of the Oficina Formation were stochastically characterized. The units within the Oritupano field are modeled using the information from 12 wells and a post-stack 3-D seismic cube. The Markov Chain algorithm was successful at maintaining the proportion of lithotypes of the columns in the study area. Different transition probability matrixes are evaluated by changing the length of the sequences represented in the transition matrix and how this choice of length affects ciclicity and the genetic relations between lithotypes. The Gibbs algorithm, using small sequences as building blocks for modeling, kept the main stratigraphic succession according to the geology. Although the modeled stratigraphy depends strongly on initial conditions, the use of longer sequences in the substitution helps not to overweight the transition counts from one lithotype to the same in the main diagonal of the probability matrix of the Markov Chain in the Gibbs algorithm. A methodology based on the phase spectrum of the seismic trace for tying the modeled sequences with the seismic data is evaluated and discussed. The results point to the phase spectrum as an alternate way to cross-correlate synthetic seismograms with the seismic trace in favor of the well known amplitude correlation. Finally, a map of net sand over the study area is generated from the modeled columns and compared with previous stratigraphic and facies analysis at the levels of interest.

  18. Multilayer Markov Random Field models for change detection in optical remote sensing images

    NASA Astrophysics Data System (ADS)

    Benedek, Csaba; Shadaydeh, Maha; Kato, Zoltan; Szirányi, Tamás; Zerubia, Josiane

    2015-09-01

    In this paper, we give a comparative study on three Multilayer Markov Random Field (MRF) based solutions proposed for change detection in optical remote sensing images, called Multicue MRF, Conditional Mixed Markov model, and Fusion MRF. Our purposes are twofold. On one hand, we highlight the significance of the focused model family and we set them against various state-of-the-art approaches through a thematic analysis and quantitative tests. We discuss the advantages and drawbacks of class comparison vs. direct approaches, usage of training data, various targeted application fields and different ways of Ground Truth generation, meantime informing the Reader in which roles the Multilayer MRFs can be efficiently applied. On the other hand we also emphasize the differences between the three focused models at various levels, considering the model structures, feature extraction, layer interpretation, change concept definition, parameter tuning and performance. We provide qualitative and quantitative comparison results using principally a publicly available change detection database which contains aerial image pairs and Ground Truth change masks. We conclude that the discussed models are competitive against alternative state-of-the-art solutions, if one uses them as pre-processing filters in multitemporal optical image analysis. In addition, they cover together a large range of applications, considering the different usage options of the three approaches.

  19. Comparison of the kinetics of different Markov models for ligand binding under varying conditions

    SciTech Connect

    Martini, Johannes W. R.; Habeck, Michael

    2015-03-07

    We recently derived a Markov model for macromolecular ligand binding dynamics from few physical assumptions and showed that its stationary distribution is the grand canonical ensemble [J. W. R. Martini, M. Habeck, and M. Schlather, J. Math. Chem. 52, 665 (2014)]. The transition probabilities of the proposed Markov process define a particular Glauber dynamics and have some similarity to the Metropolis-Hastings algorithm. Here, we illustrate that this model is the stochastic analog of (pseudo) rate equations and the corresponding system of differential equations. Moreover, it can be viewed as a limiting case of general stochastic simulations of chemical kinetics. Thus, the model links stochastic and deterministic approaches as well as kinetics and equilibrium described by the grand canonical ensemble. We demonstrate that the family of transition matrices of our model, parameterized by temperature and ligand activity, generates ligand binding kinetics that respond to changes in these parameters in a qualitatively similar way as experimentally observed kinetics. In contrast, neither the Metropolis-Hastings algorithm nor the Glauber heat bath reflects changes in the external conditions correctly. Both converge rapidly to the stationary distribution, which is advantageous when the major interest is in the equilibrium state, but fail to describe the kinetics of ligand binding realistically. To simulate cellular processes that involve the reversible stochastic binding of multiple factors, our pseudo rate equation model should therefore be preferred to the Metropolis-Hastings algorithm and the Glauber heat bath, if the stationary distribution is not of only interest.

  20. Comparison of the kinetics of different Markov models for ligand binding under varying conditions.

    PubMed

    Martini, Johannes W R; Habeck, Michael

    2015-03-01

    We recently derived a Markov model for macromolecular ligand binding dynamics from few physical assumptions and showed that its stationary distribution is the grand canonical ensemble [J. W. R. Martini, M. Habeck, and M. Schlather, J. Math. Chem. 52, 665 (2014)]. The transition probabilities of the proposed Markov process define a particular Glauber dynamics and have some similarity to the Metropolis-Hastings algorithm. Here, we illustrate that this model is the stochastic analog of (pseudo) rate equations and the corresponding system of differential equations. Moreover, it can be viewed as a limiting case of general stochastic simulations of chemical kinetics. Thus, the model links stochastic and deterministic approaches as well as kinetics and equilibrium described by the grand canonical ensemble. We demonstrate that the family of transition matrices of our model, parameterized by temperature and ligand activity, generates ligand binding kinetics that respond to changes in these parameters in a qualitatively similar way as experimentally observed kinetics. In contrast, neither the Metropolis-Hastings algorithm nor the Glauber heat bath reflects changes in the external conditions correctly. Both converge rapidly to the stationary distribution, which is advantageous when the major interest is in the equilibrium state, but fail to describe the kinetics of ligand binding realistically. To simulate cellular processes that involve the reversible stochastic binding of multiple factors, our pseudo rate equation model should therefore be preferred to the Metropolis-Hastings algorithm and the Glauber heat bath, if the stationary distribution is not of only interest. PMID:25747058

  1. Comparison of the kinetics of different Markov models for ligand binding under varying conditions

    NASA Astrophysics Data System (ADS)

    Martini, Johannes W. R.; Habeck, Michael

    2015-03-01

    We recently derived a Markov model for macromolecular ligand binding dynamics from few physical assumptions and showed that its stationary distribution is the grand canonical ensemble [J. W. R. Martini, M. Habeck, and M. Schlather, J. Math. Chem. 52, 665 (2014)]. The transition probabilities of the proposed Markov process define a particular Glauber dynamics and have some similarity to the Metropolis-Hastings algorithm. Here, we illustrate that this model is the stochastic analog of (pseudo) rate equations and the corresponding system of differential equations. Moreover, it can be viewed as a limiting case of general stochastic simulations of chemical kinetics. Thus, the model links stochastic and deterministic approaches as well as kinetics and equilibrium described by the grand canonical ensemble. We demonstrate that the family of transition matrices of our model, parameterized by temperature and ligand activity, generates ligand binding kinetics that respond to changes in these parameters in a qualitatively similar way as experimentally observed kinetics. In contrast, neither the Metropolis-Hastings algorithm nor the Glauber heat bath reflects changes in the external conditions correctly. Both converge rapidly to the stationary distribution, which is advantageous when the major interest is in the equilibrium state, but fail to describe the kinetics of ligand binding realistically. To simulate cellular processes that involve the reversible stochastic binding of multiple factors, our pseudo rate equation model should therefore be preferred to the Metropolis-Hastings algorithm and the Glauber heat bath, if the stationary distribution is not of only interest.

  2. Inference and Decoding of Motor Cortex Low-Dimensional Dynamics via Latent State-Space Models.

    PubMed

    Aghagolzadeh, Mehdi; Truccolo, Wilson

    2016-02-01

    Motor cortex neuronal ensemble spiking activity exhibits strong low-dimensional collective dynamics (i.e., coordinated modes of activity) during behavior. Here, we demonstrate that these low-dimensional dynamics, revealed by unsupervised latent state-space models, can provide as accurate or better reconstruction of movement kinematics as direct decoding from the entire recorded ensemble. Ensembles of single neurons were recorded with triple microelectrode arrays (MEAs) implanted in ventral and dorsal premotor (PMv, PMd) and primary motor (M1) cortices while nonhuman primates performed 3-D reach-to-grasp actions. Low-dimensional dynamics were estimated via various types of latent state-space models including, for example, Poisson linear dynamic system (PLDS) models. Decoding from low-dimensional dynamics was implemented via point process and Kalman filters coupled in series. We also examined decoding based on a predictive subsampling of the recorded population. In this case, a supervised greedy procedure selected neuronal subsets that optimized decoding performance. When comparing decoding based on predictive subsampling and latent state-space models, the size of the neuronal subset was set to the same number of latent state dimensions. Overall, our findings suggest that information about naturalistic reach kinematics present in the recorded population is preserved in the inferred low-dimensional motor cortex dynamics. Furthermore, decoding based on unsupervised PLDS models may also outperform previous approaches based on direct decoding from the recorded population or on predictive subsampling. PMID:26336135

  3. Hidden Markov model analysis of force/torque information in telemanipulation

    NASA Technical Reports Server (NTRS)

    Hannaford, Blake; Lee, Paul

    1991-01-01

    A model for the prediction and analysis of sensor information recorded during robotic performance of telemanipulation tasks is presented. The model uses the hidden Markov model to describe the task structure, the operator's or intelligent controller's goal structure, and the sensor signals. A methodology for constructing the model parameters based on engineering knowledge of the task is described. It is concluded that the model and its optimal state estimation algorithm, the Viterbi algorithm, are very succesful at the task of segmenting the data record into phases corresponding to subgoals of the task. The model provides a rich modeling structure within a statistical framework, which enables it to represent complex systems and be robust to real-world sensory signals.

  4. High-throughput detection of prostate cancer in histological sections using probabilistic pairwise Markov models.

    PubMed

    Monaco, James P; Tomaszewski, John E; Feldman, Michael D; Hagemann, Ian; Moradi, Mehdi; Mousavi, Parvin; Boag, Alexander; Davidson, Chris; Abolmaesumi, Purang; Madabhushi, Anant

    2010-08-01

    In this paper we present a high-throughput system for detecting regions of carcinoma of the prostate (CaP) in HSs from radical prostatectomies (RPs) using probabilistic pairwise Markov models (PPMMs), a novel type of Markov random field (MRF). At diagnostic resolution a digitized HS can contain 80Kx70K pixels - far too many for current automated Gleason grading algorithms to process. However, grading can be separated into two distinct steps: (1) detecting cancerous regions and (2) then grading these regions. The detection step does not require diagnostic resolution and can be performed much more quickly. Thus, we introduce a CaP detection system capable of analyzing an entire digitized whole-mount HS (2x1.75cm(2)) in under three minutes (on a desktop computer) while achieving a CaP detection sensitivity and specificity of 0.87 and 0.90, respectively. We obtain this high-throughput by tailoring the system to analyze the HSs at low resolution (8microm per pixel). This motivates the following algorithm: (Step 1) glands are segmented, (Step 2) the segmented glands are classified as malignant or benign, and (Step 3) the malignant glands are consolidated into continuous regions. The classification of individual glands leverages two features: gland size and the tendency for proximate glands to share the same class. The latter feature describes a spatial dependency which we model using a Markov prior. Typically, Markov priors are expressed as the product of potential functions. Unfortunately, potential functions are mathematical abstractions, and constructing priors through their selection becomes an ad hoc procedure, resulting in simplistic models such as the Potts. Addressing this problem, we introduce PPMMs which formulate priors in terms of probability density functions, allowing the creation of more sophisticated models. To demonstrate the efficacy of our CaP detection system and assess the advantages of using a PPMM prior instead of the Potts, we alternately

  5. Multi-state Markov model for disability: A case of Malaysia Social Security (SOCSO)

    NASA Astrophysics Data System (ADS)

    Samsuddin, Shamshimah; Ismail, Noriszura

    2016-06-01

    Studies of SOCSO's contributor outcomes like disability are usually restricted to a single outcome. In this respect, the study has focused on the approach of multi-state Markov model for estimating the transition probabilities among SOCSO's contributor in Malaysia between states: work, temporary disability, permanent disability and death at yearly intervals on age, gender, year and disability category; ignoring duration and past disability experience which is not consider of how or when someone arrived in that category. These outcomes represent different states which depend on health status among the workers.

  6. Memetic Approaches for Optimizing Hidden Markov Models: A Case Study in Time Series Prediction

    NASA Astrophysics Data System (ADS)

    Bui, Lam Thu; Barlow, Michael

    We propose a methodology for employing memetics (local search) within the framework of evolutionary algorithms to optimize parameters of hidden markov models. With this proposal, the rate and frequency of using local search are automatically changed over time either at a population or individual level. At the population level, we allow the rate of using local search to decay over time to zero (at the final generation). At the individual level, each individual is equipped with information of when it will do local search and for how long. This information evolves over time alongside the main elements of the chromosome representing the individual.

  7. Markov Jump-Linear Performance Models for Recoverable Flight Control Computers

    NASA Technical Reports Server (NTRS)

    Zhang, Hong; Gray, W. Steven; Gonzalez, Oscar R.

    2004-01-01

    Single event upsets in digital flight control hardware induced by atmospheric neutrons can reduce system performance and possibly introduce a safety hazard. One method currently under investigation to help mitigate the effects of these upsets is NASA Langley s Recoverable Computer System. In this paper, a Markov jump-linear model is developed for a recoverable flight control system, which will be validated using data from future experiments with simulated and real neutron environments. The method of tracking error analysis and the plan for the experiments are also described.

  8. High-Throughput Detection of Prostate Cancer in Histological Sections Using Probabilistic Pairwise Markov Models

    PubMed Central

    Monaco, James P.; Tomaszewski, John E.; Feldman, Michael D.; Hagemann, Ian; Moradi, Mehdi; Mousavi, Parvin; Boag, Alexander; Davidson, Chris; Abolmaesumi, Purang; Madabhushi, Anant

    2010-01-01

    In this paper we present a high-throughput system for detecting regions of carcinoma of the prostate (CaP) in HSs from radical prostatectomies (RPs) using probabilistic pairwise Markov models (PPMMs), a novel type of Markov random field (MRF). At diagnostic resolution a digitized HS can contain 80K×70K pixels — far too many for current automated Gleason grading algorithms to process. However, grading can be separated into two distinct steps: 1) detecting cancerous regions and 2) then grading these regions. The detection step does not require diagnostic resolution and can be performed much more quickly. Thus, we introduce a CaP detection system capable of analyzing an entire digitized whole-mount HS (2×1.75 cm2) in under three minutes (on a desktop computer) while achieving a CaP detection sensitivity and specificity of 0.87 and 0.90, respectively. We obtain this high-throughput by tailoring the system to analyze the HSs at low resolution (8 µm per pixel). This motivates the following algorithm: Step 1) glands are segmented, Step 2) the segmented glands are classified as malignant or benign, and Step 3) the malignant glands are consolidated into continuous regions. The classification of individual glands leverages two features: gland size and the tendency for proximate glands to share the same class. The latter feature describes a spatial dependency which we model using a Markov prior. Typically, Markov priors are expressed as the product of potential functions. Unfortunately, potential functions are mathematical abstractions, and constructing priors through their selection becomes an ad hoc procedure, resulting in simplistic models such as the Potts. Addressing this problem, we introduce PPMMs which formulate priors in terms of probability density functions, allowing the creation of more sophisticated models. To demonstrate the efficacy of our CaP detection system and assess the advantages of using a PPMM prior instead of the Potts, we alternately incorporate

  9. Estimating the pen trajectories of static signatures using hidden Markov models.

    PubMed

    Nel, Emli-Mari; du Preez, Johan A; Herbst, B M

    2005-11-01

    Static signatures originate as handwritten images on documents and by definition do not contain any dynamic information. This lack of information makes static signature verification systems significantly less reliable than their dynamic counterparts. This study involves extracting dynamic information from static images, specifically the pen trajectory while the signature was created. We assume that a dynamic version of the static image is available (typically obtained during an earlier registration process). We then derive a hidden Markov model from the static image and match it to the dynamic version of the image. This match results in the estimated pen trajectory of the static image. PMID:16285373

  10. Estimating the survival function based on the semi-Markov model for dependent censoring.

    PubMed

    Zhao, Ziqiang; Zheng, Ming; Jin, Zhezhen

    2016-04-01

    In this paper, we study a nonparametric maximum likelihood estimator (NPMLE) of the survival function based on a semi-Markov model under dependent censoring. We show that the NPMLE is asymptotically normal and achieves asymptotic nonparametric efficiency. We also provide a uniformly consistent estimator of the corresponding asymptotic covariance function based on an information operator. The finite-sample performance of the proposed NPMLE is examined with simulation studies, which show that the NPMLE has smaller mean squared error than the existing estimators and its corresponding pointwise confidence intervals have reasonable coverages. A real example is also presented. PMID:25772373

  11. Mixture Item Response Theory-MIMIC Model: Simultaneous Estimation of Differential Item Functioning for Manifest Groups and Latent Classes

    ERIC Educational Resources Information Center

    Bilir, Mustafa Kuzey

    2009-01-01

    This study uses a new psychometric model (mixture item response theory-MIMIC model) that simultaneously estimates differential item functioning (DIF) across manifest groups and latent classes. Current DIF detection methods investigate DIF from only one side, either across manifest groups (e.g., gender, ethnicity, etc.), or across latent classes…

  12. Reciprocal Markov Modeling of Feedback Mechanisms Between Emotion and Dietary Choice Using Experience-Sampling Data.

    PubMed

    Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H

    2015-01-01

    With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters. PMID:26717120

  13. Reciprocal Markov modeling of feedback mechanisms between emotion and dietary choice using experience sampling data

    PubMed Central

    Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H.

    2015-01-01

    With intensively collected longitudinal data, recent advances in Experience Sampling Method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well-equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet & Dube, 2011) that observed 160 participants’ food consumption and momentary emotions six times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal healthiness decision, the proposed Reciprocal Markov Model (RMM) can accommodate both hidden (“general” emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent to the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters. PMID:26717120

  14. A Hidden Markov Model for Analysis of Frontline Veterinary Data for Emerging Zoonotic Disease Surveillance

    PubMed Central

    Robertson, Colin; Sawford, Kate; Gunawardana, Walimunige S. N.; Nelson, Trisalyn A.; Nathoo, Farouk; Stephen, Craig

    2011-01-01

    Surveillance systems tracking health patterns in animals have potential for early warning of infectious disease in humans, yet there are many challenges that remain before this can be realized. Specifically, there remains the challenge of detecting early warning signals for diseases that are not known or are not part of routine surveillance for named diseases. This paper reports on the development of a hidden Markov model for analysis of frontline veterinary sentinel surveillance data from Sri Lanka. Field veterinarians collected data on syndromes and diagnoses using mobile phones. A model for submission patterns accounts for both sentinel-related and disease-related variability. Models for commonly reported cattle diagnoses were estimated separately. Region-specific weekly average prevalence was estimated for each diagnoses and partitioned into normal and abnormal periods. Visualization of state probabilities was used to indicate areas and times of unusual disease prevalence. The analysis suggests that hidden Markov modelling is a useful approach for surveillance datasets from novel populations and/or having little historical baselines. PMID:21949763

  15. Prediction of earthquake hazard by hidden Markov model (around Bilecik, NW Turkey)

    NASA Astrophysics Data System (ADS)

    Can, Ceren; Ergun, Gul; Gokceoglu, Candan

    2014-09-01

    Earthquakes are one of the most important natural hazards to be evaluated carefully in engineering projects, due to the severely damaging effects on human-life and human-made structures. The hazard of an earthquake is defined by several approaches and consequently earthquake parameters such as peak ground acceleration occurring on the focused area can be determined. In an earthquake prone area, the identification of the seismicity patterns is an important task to assess the seismic activities and evaluate the risk of damage and loss along with an earthquake occurrence. As a powerful and flexible framework to characterize the temporal seismicity changes and reveal unexpected patterns, Poisson hidden Markov model provides a better understanding of the nature of earthquakes. In this paper, Poisson hidden Markov model is used to predict the earthquake hazard in Bilecik (NW Turkey) as a result of its important geographic location. Bilecik is in close proximity to the North Anatolian Fault Zone and situated between Ankara and Istanbul, the two biggest cites of Turkey. Consequently, there are major highways, railroads and many engineering structures are being constructed in this area. The annual frequencies of earthquakes occurred within a radius of 100 km area centered on Bilecik, from January 1900 to December 2012, with magnitudes (M) at least 4.0 are modeled by using Poisson-HMM. The hazards for the next 35 years from 2013 to 2047 around the area are obtained from the model by forecasting the annual frequencies of M ≥ 4 earthquakes.

  16. Prediction of earthquake hazard by hidden Markov model (around Bilecik, NW Turkey)

    NASA Astrophysics Data System (ADS)

    Can, Ceren Eda; Ergun, Gul; Gokceoglu, Candan

    2014-09-01

    Earthquakes are one of the most important natural hazards to be evaluated carefully in engineering projects, due to the severely damaging effects on human-life and human-made structures. The hazard of an earthquake is defined by several approaches and consequently earthquake parameters such as peak ground acceleration occurring on the focused area can be determined. In an earthquake prone area, the identification of the seismicity patterns is an important task to assess the seismic activities and evaluate the risk of damage and loss along with an earthquake occurrence. As a powerful and flexible framework to characterize the temporal seismicity changes and reveal unexpected patterns, Poisson hidden Markov model provides a better understanding of the nature of earthquakes. In this paper, Poisson hidden Markov model is used to predict the earthquake hazard in Bilecik (NW Turkey) as a result of its important geographic location. Bilecik is in close proximity to the North Anatolian Fault Zone and situated between Ankara and Istanbul, the two biggest cites of Turkey. Consequently, there are major highways, railroads and many engineering structures are being constructed in this area. The annual frequencies of earthquakes occurred within a radius of 100 km area centered on Bilecik, from January 1900 to December 2012, with magnitudes ( M) at least 4.0 are modeled by using Poisson-HMM. The hazards for the next 35 years from 2013 to 2047 around the area are obtained from the model by forecasting the annual frequencies of M ≥ 4 earthquakes.

  17. Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study.

    PubMed

    de Uña-Álvarez, Jacobo; Meira-Machado, Luís

    2015-06-01

    Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. PMID:25735883

  18. Further Examining Berry's Model: The Applicability of Latent Profile Analysis to Acculturation

    ERIC Educational Resources Information Center

    Fox, Rina S.; Merz, Erin L.; Solórzano, Martha T.; Roesch, Scott C.

    2013-01-01

    This study used latent profile analysis (LPA) to identify acculturation profiles. A three-profile solution fit the data best, and comparisons on demographic and psychosocial outcomes as a function of profile yielded expected results. The findings support using LPA as a parsimonious way to model acculturation without anticipating profiles in…

  19. Quantitative Genetic Analysis of Latent Growth Curve Models of Cognitive Abilities in Adulthood

    ERIC Educational Resources Information Center

    Reynolds, Chandra A.; Finkel, Deborah; McArdle, John J.; Gatz, Margaret; Berg, Stig; Pedersen, Nancy L.

    2005-01-01

    Though many cognitive abilities exhibit marked decline over the adult years, individual differences in rates of change have been observed. In the current study, biometrical latent growth models were used to examine sources of variability for ability level (intercept) and change (linear and quadratic effects) for verbal, fluid, memory, and…

  20. Latent Model Analysis of Substance Use and HIV Risk Behaviors among High-Risk Minority Adults

    ERIC Educational Resources Information Center

    Wang, Min Qi; Matthew, Resa F.; Chiu, Yu-Wen; Yan, Fang; Bellamy, Nikki D.

    2007-01-01

    Objectives: This study evaluated substance use and HIV risk profile using a latent model analysis based on ecological theory, inclusive of a risk and protective factor framework, in sexually active minority adults (N=1,056) who participated in a federally funded substance abuse and HIV prevention health initiative from 2002 to 2006. Methods: Data…

  1. A Direct Latent Variable Modeling Based Method for Point and Interval Estimation of Coefficient Alpha

    ERIC Educational Resources Information Center

    Raykov, Tenko; Marcoulides, George A.

    2015-01-01

    A direct approach to point and interval estimation of Cronbach's coefficient alpha for multiple component measuring instruments is outlined. The procedure is based on a latent variable modeling application with widely circulated software. As a by-product, using sample data the method permits ascertaining whether the population discrepancy…

  2. Bayesian Analysis of Structural Equation Models with Nonlinear Covariates and Latent Variables

    ERIC Educational Resources Information Center

    Song, Xin-Yuan; Lee, Sik-Yum

    2006-01-01

    In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the…

  3. Some Results and Comments on Using Latent Structure Models to Measure Achievement.

    ERIC Educational Resources Information Center

    Wilcox, Rand R.

    1980-01-01

    Technical problems in achievement testing associated with using latent structure models to estimate the probability of guessing correct responses by examinees is studied; also the lack of problems associated with using Wilcox's formula score. Maximum likelihood estimates are derived which may be applied when items are hierarchically related.…

  4. The Use of Loglinear Models for Assessing Differential Item Functioning across Manifest and Latent Examinee Groups.

    ERIC Educational Resources Information Center

    Kelderman, Henk; Macready, George B.

    1990-01-01

    Loglinear latent class models are used to detect differential item functioning (DIF). Likelihood ratio tests for assessing the presence of various types of DIF are described, and these methods are illustrated through the analysis of a "real world" data set. (TJH)

  5. Self-Esteem and Delinquency in South Korean Adolescents: Latent Growth Modeling

    ERIC Educational Resources Information Center

    Lee, Kyungeun; Lee, Julie

    2012-01-01

    This study examined the inter-related development of self-esteem and delinquency across three years. Participants were 3449 Korean high school adolescents (age M = 15.8, SD = 0.42, 1725 boys, 1724 girls) from Korea Youth Panel Study (KYPS), in 2005-2007, nationally representative of Korean adolescents. Latent growth modeling was employed for…

  6. Applying a Weighted Maximum Likelihood Latent Trait Estimator to the Generalized Partial Credit Model

    ERIC Educational Resources Information Center

    Penfield, Randall D.; Bergeron, Jennifer M.

    2005-01-01

    This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…

  7. Bayesian Inference for Growth Mixture Models with Latent Class Dependent Missing Data

    ERIC Educational Resources Information Center

    Lu, Zhenqiu Laura; Zhang, Zhiyong; Lubke, Gitta

    2011-01-01

    "Growth mixture models" (GMMs) with nonignorable missing data have drawn increasing attention in research communities but have not been fully studied. The goal of this article is to propose and to evaluate a Bayesian method to estimate the GMMs with latent class dependent missing data. An extended GMM is first presented in which class…

  8. Latent Differential Equation Modeling of Self-Regulatory and Coregulatory Affective Processes

    ERIC Educational Resources Information Center

    Steele, Joel S.; Ferrer, Emilio

    2011-01-01

    We examine emotion self-regulation and coregulation in romantic couples using daily self-reports of positive and negative affect. We fit these data using a damped linear oscillator model specified as a latent differential equation to investigate affect dynamics at the individual level and coupled influences for the 2 partners in each couple.…

  9. Investigation of Mediational Processes Using Parallel Process Latent Growth Curve Modeling.

    ERIC Educational Resources Information Center

    Cheong, JeeWon; MacKinnon, David P.; Khoo, Siek Toon

    2003-01-01

    Investigated a method to evaluate mediational processes using latent growth curve modeling and tested it with empirical data from a longitudinal steroid use prevention program focusing on 1,506 high school football players over 4 years. Findings suggest the usefulness of the approach. (SLD)

  10. A Program Implementing Mardia's Multivariate Normality Test for Use in Structural Equation Modeling with Latent Variables.

    ERIC Educational Resources Information Center

    MacIntosh, Randall

    1997-01-01

    Presents KANT, a FORTRAN 77 software program that tests assumptions of multivariate normality in a data set. Based on the test developed by M. V. Mardia (1985), the KANT program is useful for those engaged in structural equation modeling with latent variables. (SLD)

  11. Evaluation of Validity and Reliability for Hierarchical Scales Using Latent Variable Modeling

    ERIC Educational Resources Information Center

    Raykov, Tenko; Marcoulides, George A.

    2012-01-01

    A latent variable modeling method is outlined, which accomplishes estimation of criterion validity and reliability for a multicomponent measuring instrument with hierarchical structure. The approach provides point and interval estimates for the scale criterion validity and reliability coefficients, and can also be used for testing composite or…

  12. Classical Item Analysis Using Latent Variable Modeling: A Note on a Direct Evaluation Procedure

    ERIC Educational Resources Information Center

    Raykov, Tenko; Marcoulides, George A.

    2011-01-01

    A directly applicable latent variable modeling procedure for classical item analysis is outlined. The method allows one to point and interval estimate item difficulty, item correlations, and item-total correlations for composites consisting of categorical items. The approach is readily employed in empirical research and as a by-product permits…

  13. On Fitting Nonlinear Latent Curve Models to Multiple Variables Measured Longitudinally

    ERIC Educational Resources Information Center

    Blozis, Shelley A.

    2007-01-01

    This article shows how nonlinear latent curve models may be fitted for simultaneous analysis of multiple variables measured longitudinally using Mx statistical software. Longitudinal studies often involve observation of several variables across time with interest in the associations between change characteristics of different variables measured…

  14. A General Multivariate Latent Growth Model with Applications to Student Achievement

    ERIC Educational Resources Information Center

    Bianconcini, Silvia; Cagnone, Silvia

    2012-01-01

    The evaluation of the formative process in the University system has been assuming an ever increasing importance in the European countries. Within this context, the analysis of student performance and capabilities plays a fundamental role. In this work, the authors propose a multivariate latent growth model for studying the performances of a…

  15. Intraclass Correlation Coefficients in Hierarchical Designs: Evaluation Using Latent Variable Modeling

    ERIC Educational Resources Information Center

    Raykov, Tenko

    2011-01-01

    Interval estimation of intraclass correlation coefficients in hierarchical designs is discussed within a latent variable modeling framework. A method accomplishing this aim is outlined, which is applicable in two-level studies where participants (or generally lower-order units) are clustered within higher-order units. The procedure can also be…

  16. Longitudinal Changes in Physical Fitness Performance in Youth: A Multilevel Latent Growth Curve Modeling Approach

    ERIC Educational Resources Information Center

    Wang, Chee Keng John; Pyun, Do Young; Liu, Woon Chia; Lim, Boon San Coral; Li, Fuzhong

    2013-01-01

    Using a multilevel latent growth curve modeling (LGCM) approach, this study examined longitudinal change in levels of physical fitness performance over time (i.e. four years) in young adolescents aged from 12-13 years. The sample consisted of 6622 students from 138 secondary schools in Singapore. Initial analyses found between-school variation on…

  17. Evaluation of Reliability Coefficients for Two-Level Models via Latent Variable Analysis

    ERIC Educational Resources Information Center

    Raykov, Tenko; Penev, Spiridon

    2010-01-01

    A latent variable analysis procedure for evaluation of reliability coefficients for 2-level models is outlined. The method provides point and interval estimates of group means' reliability, overall reliability of means, and conditional reliability. In addition, the approach can be used to test simple hypotheses about these parameters. The…

  18. Accuracy of Estimates and Statistical Power for Testing Meditation in Latent Growth Curve Modeling

    ERIC Educational Resources Information Center

    Cheong, JeeWon

    2011-01-01

    The latent growth curve modeling (LGCM) approach has been increasingly utilized to investigate longitudinal mediation. However, little is known about the accuracy of the estimates and statistical power when mediation is evaluated in the LGCM framework. A simulation study was conducted to address these issues under various conditions including…

  19. Multivariate Effect Size Estimation: Confidence Interval Construction via Latent Variable Modeling

    ERIC Educational Resources Information Center

    Raykov, Tenko; Marcoulides, George A.

    2010-01-01

    A latent variable modeling method is outlined for constructing a confidence interval (CI) of a popular multivariate effect size measure. The procedure uses the conventional multivariate analysis of variance (MANOVA) setup and is applicable with large samples. The approach provides a population range of plausible values for the proportion of…

  20. The Structure of Student Satisfaction with College Services: A Latent Class Model

    ERIC Educational Resources Information Center

    Adwere-Boamah, Joseph

    2011-01-01

    Latent Class Analysis (LCA) was used to identify distinct groups of Community college students based on their self-ratings of satisfaction with student service programs. The programs were counseling, financial aid, health center, student programs and student government. The best fitting model to describe the data was a two Discrete-Factor model…

  1. Latent Curve Modeling of Internalizing Behaviors and Interpersonal Skills through Elementary School

    ERIC Educational Resources Information Center

    Reynolds, Matthew R.; Sander, Janay B.; Irvin, Matthew J.

    2010-01-01

    The trajectories of internalizing and interpersonal behaviors from kindergarten through fifth grade were studied using univariate and bivariate latent curve models. Internalizing behaviors demonstrated a small, yet statistically significant, linear increase over time, while interpersonal behaviors showed a small, yet statistically significant,…

  2. Applications of Latent-Variable Models in Educational Psychology: The Need for Methodological-Substantive Synergies

    ERIC Educational Resources Information Center

    Marsh, Herbert W.; Hau, Kit-Tai

    2007-01-01

    As emphasized in the call for papers by Jonna Kulikowich and Gregory Hancock, the primary goal of this special issue of "Contemporary Educational Psychology" is to assemble a collection of illustrative empirical studies in educational psychology that utilize one or more state-of-the-art latent variable modeling procedures. Distinguishing these…

  3. Evaluation of Scale Reliability for Unidimensional Measures Using Latent Variable Modeling

    ERIC Educational Resources Information Center

    Raykov, Tenko

    2009-01-01

    This article outlines a readily and widely applicable procedure of reliability evaluation for scales with unidimensional measures. The method is developed within the framework of the popular latent variable modeling methodology, and it accomplishes point, as well as interval, estimation of measuring instrument reliability. The approach can be…

  4. Coding and Centering of Time in Latent Curve Models in the Presence of Interindividual Time Heterogeneity

    ERIC Educational Resources Information Center

    Blozis, Shelley A.; Cho, Young Il

    2008-01-01

    The coding of time in latent curve models has been shown to have important implications in the interpretation of growth parameters. Centering time is often done to improve interpretation but may have consequences for estimated parameters. This article studies the effects of coding and centering time when there is interindividual heterogeneity in…

  5. Evaluation of Scale Reliability with Binary Measures Using Latent Variable Modeling

    ERIC Educational Resources Information Center

    Raykov, Tenko; Dimitrov, Dimiter M.; Asparouhov, Tihomir

    2010-01-01

    A method for interval estimation of scale reliability with discrete data is outlined. The approach is applicable with multi-item instruments consisting of binary measures, and is developed within the latent variable modeling methodology. The procedure is useful for evaluation of consistency of single measures and of sum scores from item sets…

  6. Daily evapotranspiration estimates by scaling instantaneous latent heat flux derived from a two-source model

    Technology Transfer Automated Retrieval System (TEKTRAN)

    Radiometric brightness temperature can be used in energy balance models that estimate sensible and latent heat fluxes of the land surface. However, brightness temperature is usually available only at one time of day when acquired from aircraft, fine-scale satellite platforms, or infrared thermometer...

  7. Studying Differential Item Functioning via Latent Variable Modeling: A Note on a Multiple-Testing Procedure

    ERIC Educational Resources Information Center

    Raykov, Tenko; Marcoulides, George A.; Lee, Chun-Lung; Chang, Chi

    2013-01-01

    This note is concerned with a latent variable modeling approach for the study of differential item functioning in a multigroup setting. A multiple-testing procedure that can be used to evaluate group differences in response probabilities on individual items is discussed. The method is readily employed when the aim is also to locate possible…

  8. A degree-day model for the latent period of stagonospora nodorum blotch in winter wheat

    Technology Transfer Automated Retrieval System (TEKTRAN)

    Stagonospora nodorum blotch (SNB), which is caused by Stagonospora nodorum, occurs frequently in the southeastern United States and severe epidemics can lead to substantial economic losses. To establish a model for the development of SNB based on the effects of temperature on the latent period of th...

  9. Aptitude, Achievement and Competence in Medicine: A Latent Variable Path Model

    ERIC Educational Resources Information Center

    Collin, V. Terri; Violato, Claudio; Hecker, Kent

    2009-01-01

    To develop and test a latent variable path model of general achievement, aptitude for medicine and competence in medicine employing data from the Medical College Admission Test (MCAT), pre-medical undergraduate grade point average (UGPA) and demographic characteristics for competence in pre-clinical and measures of competence (United States…

  10. Assessing the Reliability of Curriculum-Based Measurement: An Application of Latent Growth Modeling

    ERIC Educational Resources Information Center

    Yeo, Seungsoo; Kim, Dong-Il; Branum-Martin, Lee; Wayman, Miya Miura; Espin, Christine A.

    2012-01-01

    The purpose of this study was to demonstrate the use of Latent Growth Modeling (LGM) as a method for estimating reliability of Curriculum-Based Measurement (CBM) progress-monitoring data. The LGM approach permits the error associated with each measure to differ at each time point, thus providing an alternative method for examining of the…

  11. Global Convergence of the EM Algorithm for Unconstrained Latent Variable Models with Categorical Indicators

    ERIC Educational Resources Information Center

    Weissman, Alexander

    2013-01-01

    Convergence of the expectation-maximization (EM) algorithm to a global optimum of the marginal log likelihood function for unconstrained latent variable models with categorical indicators is presented. The sufficient conditions under which global convergence of the EM algorithm is attainable are provided in an information-theoretic context by…

  12. Hidden Markov models and neural networks for fault detection in dynamic systems

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic

    1994-01-01

    Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.

  13. Spatially Enhanced Differential RNA Methylation Analysis from Affinity-Based Sequencing Data with Hidden Markov Model

    PubMed Central

    Zhang, Yu-Chen; Zhang, Shao-Wu; Liu, Lian; Liu, Hui; Zhang, Lin; Cui, Xiaodong; Huang, Yufei; Meng, Jia

    2015-01-01

    With the development of new sequencing technology, the entire N6-methyl-adenosine (m6A) RNA methylome can now be unbiased profiled with methylated RNA immune-precipitation sequencing technique (MeRIP-Seq), making it possible to detect differential methylation states of RNA between two conditions, for example, between normal and cancerous tissue. However, as an affinity-based method, MeRIP-Seq has yet provided base-pair resolution; that is, a single methylation site determined from MeRIP-Seq data can in practice contain multiple RNA methylation residuals, some of which can be regulated by different enzymes and thus differentially methylated between two conditions. Since existing peak-based methods could not effectively differentiate multiple methylation residuals located within a single methylation site, we propose a hidden Markov model (HMM) based approach to address this issue. Specifically, the detected RNA methylation site is further divided into multiple adjacent small bins and then scanned with higher resolution using a hidden Markov model to model the dependency between spatially adjacent bins for improved accuracy. We tested the proposed algorithm on both simulated data and real data. Result suggests that the proposed algorithm clearly outperforms existing peak-based approach on simulated systems and detects differential methylation regions with higher statistical significance on real dataset. PMID:26301253

  14. Detection of new genes in a bacterial genome using Markov models for three gene classes.

    PubMed

    Borodovsky, M; McIninch, J D; Koonin, E V; Rudd, K E; Médigue, C; Danchin, A

    1995-09-11

    We further investigated the statistical features of the three classes of Escherichia coli genes that have been previously delineated by factorial correspondence analysis and dynamic clustering methods. A phased Markov model for a nucleotide sequence of each gene class was developed and employed for gene prediction using the GeneMark program. The protein-coding region prediction accuracy was determined for class-specific Markov models of different orders when the programs implementing these models were applied to gene sequences from the same or other classes. It is shown that at least two training sets and two program versions derived for different classes of E. coli genes are necessary in order to achieve a high accuracy of coding region prediction for uncharacterized sequences. Some annotated E. coli genes from Class I and Class III are shown to be spurious, whereas many open reading frames (ORFs) that have not been annotated in GenBank as genes are predicted to encode proteins. The amino acid sequences of the putative products of these ORFs initially did not show similarity to already known proteins. However, conserved regions have been identified in several of them by screening the latest entries in protein sequence databases and applying methods for motif search, while some other of these new genes have been identified in independent experiments. PMID:7567469

  15. Markov-switching model for nonstationary runoff conditioned on El Niño information

    NASA Astrophysics Data System (ADS)

    Gelati, E.; Madsen, H.; Rosbjerg, D.

    2010-02-01

    We define a Markov-modulated autoregressive model with exogenous input (MARX) to generate runoff scenarios using climatic information. Runoff parameterization is assumed to be conditioned on a hidden climate state following a Markov chain, where state transition probabilities are functions of the climatic input. MARX allows stochastic modeling of nonstationary runoff, as runoff anomalies are described by a mixture of autoregressive models with exogenous input, each one corresponding to a climate state. We apply MARX to inflow time series of the Daule Peripa reservoir (Ecuador). El Niño-Southern Oscillation (ENSO) information is used to condition runoff parameterization. Among the investigated ENSO indexes, the NINO 1+2 sea surface temperature anomalies and the trans-Niño index perform best as predictors. In the perspective of reservoir optimization at various time scales, MARX produces realistic long-term scenarios and short-term forecasts, especially when intense El Niño events occur. Low predictive ability is found for negative runoff anomalies, as no climatic index correlating properly with negative inflow anomalies has yet been identified.

  16. The analysis of disease biomarker data using a mixed hidden Markov model (Open Access publication)

    PubMed Central

    Detilleux, Johann C

    2008-01-01

    A mixed hidden Markov model (HMM) was developed for predicting breeding values of a biomarker (here, somatic cell score) and the individual probabilities of health and disease (here, mastitis) based upon the measurements of the biomarker. At a first level, the unobserved disease process (Markov model) was introduced and at a second level, the measurement process was modeled, making the link between the unobserved disease states and the observed biomarker values. This hierarchical formulation allows joint estimation of the parameters of both processes. The flexibility of this approach is illustrated on the simulated data. Firstly, lactation curves for the biomarker were generated based upon published parameters (mean, variance, and probabilities of infection) for cows with known clinical conditions (health or mastitis due to Escherichia coli or Staphylococcus aureus). Next, estimation of the parameters was performed via Gibbs sampling, assuming the health status was unknown. Results from the simulations and mathematics show that the mixed HMM is appropriate to estimate the quantities of interest although the accuracy of the estimates is moderate when the prevalence of the disease is low. The paper ends with some indications for further developments of the methodology. PMID:18694546

  17. Markov chain modelling of reliability analysis and prediction under mixed mode loading

    NASA Astrophysics Data System (ADS)

    Singh, Salvinder; Abdullah, Shahrum; Nik Mohamed, Nik Abdullah; Mohd Noorani, Mohd Salmi

    2015-03-01

    The reliability assessment for an automobile crankshaft provides an important understanding in dealing with the design life of the component in order to eliminate or reduce the likelihood of failure and safety risks. The failures of the crankshafts are considered as a catastrophic failure that leads towards a severe failure of the engine block and its other connecting subcomponents. The reliability of an automotive crankshaft under mixed mode loading using the Markov Chain Model is studied. The Markov Chain is modelled by using a two-state condition to represent the bending and torsion loads that would occur on the crankshaft. The automotive crankshaft represents a good case study of a component under mixed mode loading due to the rotating bending and torsion stresses. An estimation of the Weibull shape parameter is used to obtain the probability density function, cumulative distribution function, hazard and reliability rate functions, the bathtub curve and the mean time to failure. The various properties of the shape parameter is used to model the failure characteristic through the bathtub curve is shown. Likewise, an understanding of the patterns posed by the hazard rate onto the component can be used to improve the design and increase the life cycle based on the reliability and dependability of the component. The proposed reliability assessment provides an accurate, efficient, fast and cost effective reliability analysis in contrast to costly and lengthy experimental techniques.

  18. Modeling Change in Learning Strategies throughout Higher Education: A Multi-Indicator Latent Growth Perspective

    PubMed Central

    Coertjens, Liesje; Donche, Vincent; De Maeyer, Sven; Vanthournout, Gert; Van Petegem, Peter

    2013-01-01

    The change in learning strategies during higher education is an important topic of research in the Student Approaches to Learning field. Although the studies on this topic are increasingly longitudinal, analyses have continued to rely primarily on traditional statistical methods. The present research is innovative in the way it uses a multi-indicator latent growth analysis in order to more accurately estimate the general and differential development in learning strategy scales. Moreover, the predictive strength of the latent growth models are estimated. The sample consists of one cohort of Flemish University College students, 245 of whom participated in the three measurement waves by filling out the processing and regulation strategies scales of the Inventory of Learning Styles – Short Versions. Independent-samples t-tests revealed that the longitudinal group is a non-random subset of students starting University College. For each scale, a multi-indicator latent growth model is estimated using Mplus 6.1. Results suggest that, on average, during higher education, students persisting in their studies in a non-delayed manner seem to shift towards high-quality learning and away from undirected and surface-oriented learning. Moreover, students from the longitudinal group are found to vary in their initial levels, while, unexpectedly, not in their change over time. Although the growth models fit the data well, significant residual variances in the latent factors remain. PMID:23844112

  19. Partially ordered mixed hidden Markov model for the disablement process of older adults

    PubMed Central

    Ip, Edward H.; Zhang, Qiang; Rejeski, W. Jack; Harris, Tamara B.; Kritchevsky, Stephen

    2013-01-01

    At both the individual and societal levels, the health and economic burden of disability in older adults is enormous in developed countries, including the U.S. Recent studies have revealed that the disablement process in older adults often comprises episodic periods of impaired functioning and periods that are relatively free of disability, amid a secular and natural trend of decline in functioning. Rather than an irreversible, progressive event that is analogous to a chronic disease, disability is better conceptualized and mathematically modeled as states that do not necessarily follow a strict linear order of good-to-bad. Statistical tools, including Markov models, which allow bidirectional transition between states, and random effects models, which allow individual-specific rate of secular decline, are pertinent. In this paper, we propose a mixed effects, multivariate, hidden Markov model to handle partially ordered disability states. The model generalizes the continuation ratio model for ordinal data in the generalized linear model literature and provides a formal framework for testing the effects of risk factors and/or an intervention on the transitions between different disability states. Under a generalization of the proportional odds ratio assumption, the proposed model circumvents the problem of a potentially large number of parameters when the number of states and the number of covariates are substantial. We describe a maximum likelihood method for estimating the partially ordered, mixed effects model and show how the model can be applied to a longitudinal data set that consists of N = 2,903 older adults followed for 10 years in the Health Aging and Body Composition Study. We further statistically test the effects of various risk factors upon the probabilities of transition into various severe disability states. The result can be used to inform geriatric and public health science researchers who study the disablement process. PMID:24058222

  20. A finite mixture model for genotype and environment interactions: Detecting latent population heterogeneity

    PubMed Central

    Gillespie, Nathan A.; Neale, Michael C.

    2013-01-01

    Approaches such as DeFries-Fulker extremes regression (LaBuda et al., 1986) are commonly used in genetically informative studies to assess whether familial resemblance varies as a function of the scores of pairs of twins. While useful for detecting such effects, formal modelling of differences in variance components as a function of pairs' trait scores is rarely attempted. We therefore present a finite mixture model which specifies that the population consists of latent groups which may differ in i) their means, and ii) the relative impact of genetic and environmental factors on within-group variation and covariation. This model may be considered as a special case of a factor mixture model, which combines the features of a latent class model with those of a latent trait model. Various models for the class membership of twin pairs may be employed, including additive genetic, common environment, specific environment or major locus (QTL) factors. Simulation results based on variance components derived from Turkheimer and colleagues (2003), illustrate the impact of factors such as the difference in group means and variance components on the feasibility of correctly estimating the parameters of the mixture model. Model-fitting analyses estimated group heritability as .49, which is significantly greater than heritability for the rest of the population in early childhood. These results suggest that factor mixture modelling is sufficiently robust for detecting heterogeneous populations even when group mean differences are modest. PMID:16790151

  1. Modeling and computing of stock index forecasting based on neural network and Markov chain.

    PubMed

    Dai, Yonghui; Han, Dongmei; Dai, Weihui

    2014-01-01

    The stock index reflects the fluctuation of the stock market. For a long time, there have been a lot of researches on the forecast of stock index. However, the traditional method is limited to achieving an ideal precision in the dynamic market due to the influences of many factors such as the economic situation, policy changes, and emergency events. Therefore, the approach based on adaptive modeling and conditional probability transfer causes the new attention of researchers. This paper presents a new forecast method by the combination of improved back-propagation (BP) neural network and Markov chain, as well as its modeling and computing technology. This method includes initial forecasting by improved BP neural network, division of Markov state region, computing of the state transition probability matrix, and the prediction adjustment. Results of the empirical study show that this method can achieve high accuracy in the stock index prediction, and it could provide a good reference for the investment in stock market. PMID:24782659

  2. Probabilistic Reasoning Over Seismic Time Series: Volcano Monitoring by Hidden Markov Models at Mt. Etna

    NASA Astrophysics Data System (ADS)

    Cassisi, Carmelo; Prestifilippo, Michele; Cannata, Andrea; Montalto, Placido; Patanè, Domenico; Privitera, Eugenio

    2016-07-01

    From January 2011 to December 2015, Mt. Etna was mainly characterized by a cyclic eruptive behavior with more than 40 lava fountains from New South-East Crater. Using the RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area, an automatic recognition of the different states of volcanic activity (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN) has been applied for monitoring purposes. Since values of the RMS time series calculated on the seismic signal are generated from a stochastic process, we can try to model the system generating its sampled values, assumed to be a Markov process, using Hidden Markov Models (HMMs). HMMs analysis seeks to recover the sequence of hidden states from the observations. In our framework, observations are characters generated by the Symbolic Aggregate approXimation (SAX) technique, which maps RMS time series values with symbols of a pre-defined alphabet. The main advantages of the proposed framework, based on HMMs and SAX, with respect to other automatic systems applied on seismic signals at Mt. Etna, are the use of multiple stations and static thresholds to well characterize the volcano states. Its application on a wide seismic dataset of Etna volcano shows the possibility to guess the volcano states. The experimental results show that, in most of the cases, we detected lava fountains in advance.

  3. HMM-Fisher: identifying differential methylation using a hidden Markov model and Fisher's exact test.

    PubMed

    Sun, Shuying; Yu, Xiaoqing

    2016-03-01

    DNA methylation is an epigenetic event that plays an important role in regulating gene expression. It is important to study DNA methylation, especially differential methylation patterns between two groups of samples (e.g. patients vs. normal individuals). With next generation sequencing technologies, it is now possible to identify differential methylation patterns by considering methylation at the single CG site level in an entire genome. However, it is challenging to analyze large and complex NGS data. In order to address this difficult question, we have developed a new statistical method using a hidden Markov model and Fisher's exact test (HMM-Fisher) to identify differentially methylated cytosines and regions. We first use a hidden Markov chain to model the methylation signals to infer the methylation state as Not methylated (N), Partly methylated (P), and Fully methylated (F) for each individual sample. We then use Fisher's exact test to identify differentially methylated CG sites. We show the HMM-Fisher method and compare it with commonly cited methods using both simulated data and real sequencing data. The results show that HMM-Fisher outperforms the current available methods to which we have compared. HMM-Fisher is efficient and robust in identifying heterogeneous DM regions. PMID:26854292

  4. Statistical identification with hidden Markov models of large order splitting strategies in an equity market

    NASA Astrophysics Data System (ADS)

    Vaglica, Gabriella; Lillo, Fabrizio; Mantegna, Rosario N.

    2010-07-01

    Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders, we fit hidden Markov models to the time series of the sign of the tick-by-tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a significant majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transaction size distributions of these patches are fat tailed. Long patches are characterized by a large fraction of market orders and a low participation rate, while short patches have a large fraction of limit orders and a high participation rate. We observe the existence of a buy-sell asymmetry in the number, average length, average fraction of market orders and average participation rate of the detected patches. The detected asymmetry is clearly dependent on the local market trend. We also compare the hidden Markov model patches with those obtained with the segmentation method used in Vaglica et al (2008 Phys. Rev. E 77 036110), and we conclude that the former ones can be interpreted as a partition of the latter ones.

  5. Probabilistic Reasoning Over Seismic Time Series: Volcano Monitoring by Hidden Markov Models at Mt. Etna

    NASA Astrophysics Data System (ADS)

    Cassisi, Carmelo; Prestifilippo, Michele; Cannata, Andrea; Montalto, Placido; Patanè, Domenico; Privitera, Eugenio

    2016-04-01

    From January 2011 to December 2015, Mt. Etna was mainly characterized by a cyclic eruptive behavior with more than 40 lava fountains from New South-East Crater. Using the RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area, an automatic recognition of the different states of volcanic activity (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN) has been applied for monitoring purposes. Since values of the RMS time series calculated on the seismic signal are generated from a stochastic process, we can try to model the system generating its sampled values, assumed to be a Markov process, using Hidden Markov Models (HMMs). HMMs analysis seeks to recover the sequence of hidden states from the observations. In our framework, observations are characters generated by the Symbolic Aggregate approXimation (SAX) technique, which maps RMS time series values with symbols of a pre-defined alphabet. The main advantages of the proposed framework, based on HMMs and SAX, with respect to other automatic systems applied on seismic signals at Mt. Etna, are the use of multiple stations and static thresholds to well characterize the volcano states. Its application on a wide seismic dataset of Etna volcano shows the possibility to guess the volcano states. The experimental results show that, in most of the cases, we detected lava fountains in advance.

  6. Modeling strategic use of human computer interfaces with novel hidden Markov models.

    PubMed

    Mariano, Laura J; Poore, Joshua C; Krum, David M; Schwartz, Jana L; Coskren, William D; Jones, Eric M

    2015-01-01

    Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM) for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game's functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic task pursuit. PMID

  7. Modeling strategic use of human computer interfaces with novel hidden Markov models

    PubMed Central

    Mariano, Laura J.; Poore, Joshua C.; Krum, David M.; Schwartz, Jana L.; Coskren, William D.; Jones, Eric M.

    2015-01-01

    Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM) for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game's functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic task pursuit. PMID

  8. "Markov at the bat": a model of cognitive processing in baseball batters.

    PubMed

    Gray, Rob

    2002-11-01

    Anecdotal evidence from players and coaches indicates that cognitive processing (e.g., expectations about the upcoming pitch) plays an important role in successful baseball batting, yet this aspect of hitting has not been investigated in detail. The present study provides experimental evidence that prior expectations significantly influence the timing of a baseball swing. A two-state Markov model was used to predict the effects of pitch sequence and pitch count on batting performance. The model is a hitting strategy of switching between expectancy states using a simple set of transition rules. In a simulated batting experiment, the model provided a good fit to the hitting performance of 6 experienced college baseball players, and the estimated model parameters were highly correlated with playing level. PMID:12430839

  9. Hidden Markov model approach to skill learning and its application to telerobotics

    SciTech Connect

    Yang, J. . Robotics Inst. Univ. of Akron, OH . Dept. of Electrical Engineering); Xu, Y. . Robotics Inst.); Chen, C.S. . Dept. of Electrical Engineering)

    1994-10-01

    In this paper, the authors discuss the problem of how human skill can be represented as a parametric model using a hidden Markov model (HMM), and how an HMM-based skill model can be used to learn human skill. HMM is feasible to characterize a doubly stochastic process--measurable action and immeasurable mental states--that is involved in the skill learning. The authors formulated the learning problem as a multidimensional HMM and developed a testbed for a variety of skill learning applications. Based on ''the most likely performance'' criterion, the best action sequence can be selected from all previously measured action data by modeling the skill as an HMM. The proposed method has been implemented in the teleoperation control of a space station robot system, and some important implementation issues have been discussed. The method allows a robot to learn human skill certain tasks and to improve motion performance.

  10. An estimator of the survival function based on the semi-Markov model under dependent censorship.

    PubMed

    Lee, Seung-Yeoun; Tsai, Wei-Yann

    2005-06-01

    Lee and Wolfe (Biometrics vol. 54 pp. 1176-1178, 1998) proposed the two-stage sampling design for testing the assumption of independent censoring, which involves further follow-up of a subset of lost-to-follow-up censored subjects. They also proposed an adjusted estimator for the survivor function for a proportional hazards model under the dependent censoring model. In this paper, a new estimator for the survivor function is proposed for the semi-Markov model under the dependent censorship on the basis of the two-stage sampling data. The consistency and the asymptotic distribution of the proposed estimator are derived. The estimation procedure is illustrated with an example of lung cancer clinical trial and simulation results are reported of the mean squared errors of estimators under a proportional hazards and two different nonproportional hazards models. PMID:15938546

  11. The Longitudinal Structure of General and Specific Anxiety Dimensions in Children: Testing a Latent Trait-State-Occasion Model

    ERIC Educational Resources Information Center

    Olatunji, Bunmi O.; Cole, David A.

    2009-01-01

    In an 8-wave, 4-year longitudinal study, 787 children (Grades 3-6) completed the Revised Children's Manifest Anxiety Scale (C. R. Reynolds & B. O. Richmond, 1985), a measure of the Physiological Reactivity, Worry-Oversensitivity, and Social Alienation dimensions of anxiety. A latent variable (trait-state-occasion) model and a latent growth curve…

  12. Rasch Model Parameter Estimation in the Presence of a Nonnormal Latent Trait Using a Nonparametric Bayesian Approach

    ERIC Educational Resources Information Center

    Finch, Holmes; Edwards, Julianne M.

    2016-01-01

    Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…

  13. Incorporating teleconnection information into reservoir operating policies using Stochastic Dynamic Programming and a Hidden Markov Model

    NASA Astrophysics Data System (ADS)

    Turner, Sean; Galelli, Stefano; Wilcox, Karen

    2015-04-01

    Water reservoir systems are often affected by recurring large-scale ocean-atmospheric anomalies, known as teleconnections, that cause prolonged periods of climatological drought. Accurate forecasts of these events -- at lead times in the order of weeks and months -- may enable reservoir operators to take more effective release decisions to improve the performance of their systems. In practice this might mean a more reliable water supply system, a more profitable hydropower plant or a more sustainable environmental release policy. To this end, climate indices, which represent the oscillation of the ocean-atmospheric system, might be gainfully employed within reservoir operating models that adapt the reservoir operation as a function of the climate condition. This study develops a Stochastic Dynamic Programming (SDP) approach that can incorporate climate indices using a Hidden Markov Model. The model simulates the climatic regime as a hidden state following a Markov chain, with the state transitions driven by variation in climatic indices, such as the Southern Oscillation Index. Time series analysis of recorded streamflow data reveals the parameters of separate autoregressive models that describe the inflow to the reservoir under three representative climate states ("normal", "wet", "dry"). These models then define inflow transition probabilities for use in a classic SDP approach. The key advantage of the Hidden Markov Model is that it allows conditioning the operating policy not only on the reservoir storage and the antecedent inflow, but also on the climate condition, thus potentially allowing adaptability to a broader range of climate conditions. In practice, the reservoir operator would effect a water release tailored to a specific climate state based on available teleconnection data and forecasts. The approach is demonstrated on the operation of a realistic, stylised water reservoir with carry-over capacity in South-East Australia. Here teleconnections relating

  14. Hierarchical Multinomial Processing Tree Models: A Latent-Trait Approach

    ERIC Educational Resources Information Center

    Klauer, Karl Christoph

    2010-01-01

    Multinomial processing tree models are widely used in many areas of psychology. A hierarchical extension of the model class is proposed, using a multivariate normal distribution of person-level parameters with the mean and covariance matrix to be estimated from the data. The hierarchical model allows one to take variability between persons into…

  15. Tracking Problem Solving by Multivariate Pattern Analysis and Hidden Markov Model Algorithms

    PubMed Central

    Anderson, John R.

    2011-01-01

    Multivariate pattern analysis can be combined with hidden Markov model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first “mind reading” application involves using fMRI activity to track what students are doing as they solve a sequence of algebra problems. The methodology achieves considerable accuracy at determining both what problem-solving step the students are taking and whether they are performing that step correctly. The second “model discovery” application involves using statistical model evaluation to determine how many substates are involved in performing a step of algebraic problem solving. This research indicates that different steps involve different numbers of substates and these substates are associated with different fluency in algebra problem solving. PMID:21820455

  16. A discrete Markov metapopulation model for persistence and extinction of species.

    PubMed

    Thompson, Colin J; Shtilerman, Elad; Stone, Lewi

    2016-09-01

    A simple discrete generation Markov metapopulation model is formulated for studying the persistence and extinction dynamics of a species in a given region which is divided into a large number of sites or patches. Assuming a linear site occupancy probability from one generation to the next we obtain exact expressions for the time evolution of the expected number of occupied sites and the mean-time to extinction (MTE). Under quite general conditions we show that the MTE, to leading order, is proportional to the logarithm of the initial number of occupied sites and in precise agreement with similar expressions for continuous time-dependent stochastic models. Our key contribution is a novel application of generating function techniques and simple asymptotic methods to obtain a second order asymptotic expression for the MTE which is extremely accurate over the entire range of model parameter values. PMID:27302909

  17. Quantifying copy number variations using a hidden Markov model with inhomogeneous emission distributions.

    PubMed

    McCallum, Kenneth Jordan; Wang, Ji-Ping

    2013-07-01

    Copy number variations (CNVs) are a significant source of genetic variation and have been found frequently associated with diseases such as cancers and autism. High-throughput sequencing data are increasingly being used to detect and quantify CNVs; however, the distributional properties of the data are not fully understood. A hidden Markov model (HMM) is proposed using inhomogeneous emission distributions based on negative binomial regression to account for the sequencing biases. The model is tested on the whole genome sequencing data and simulated data sets. An algorithm for CNV detection is implemented in the R package CNVfinder. The model based on negative binomial regression is shown to provide a good fit to the data and provides competitive performance compared with methods based on normalization of read counts. PMID:23428932

  18. Adaptation of hidden Markov models for recognizing speech of reduced frame rate.

    PubMed

    Lee, Lee-Min; Jean, Fu-Rong

    2013-12-01

    The frame rate of the observation sequence in distributed speech recognition applications may be reduced to suit a resource-limited front-end device. In order to use models trained using full-frame-rate data in the recognition of reduced frame-rate (RFR) data, we propose a method for adapting the transition probabilities of hidden Markov models (HMMs) to match the frame rate of the observation. Experiments on the recognition of clean and noisy connected digits are conducted to evaluate the proposed method. Experimental results show that the proposed method can effectively compensate for the frame-rate mismatch between the training and the test data. Using our adapted model to recognize the RFR speech data, one can significantly reduce the computation time and achieve the same level of accuracy as that of a method, which restores the frame rate using data interpolation. PMID:23757520

  19. Development of the hidden Markov models based Lithuanian speech recognition system

    NASA Astrophysics Data System (ADS)

    Ringeliene, Z.; Lipeika, A.

    2010-09-01

    The paper presents a prototype of the speaker-independent Lithuanian isolated word recognition system. The system is based on the hidden Markov models, a powerful statistical method for modeling speech signals. The prototype system can be used for Lithuanian words recognition investigations and is a good starting point for the development of a more sophisticated recognition system. The system graphical user interface is easy to control. Visualization of the entire recognition process is useful for analyzing of the recognition results. Based on this recognizer, a system for Web browser control by voice was developed. The program, which implements control by voice commands, was integrated in the speech recognition system. The system performance was evaluated by using different sets of acoustic models and vocabularies.

  20. A hidden Markov model combined with climate indices for multidecadal streamflow simulation

    NASA Astrophysics Data System (ADS)

    Bracken, C.; Rajagopalan, B.; Zagona, E.

    2014-10-01

    Hydroclimate time series often exhibit very low year-to-year autocorrelation while showing prolonged wet and dry epochs reminiscent of regime-shifting behavior. Traditional stochastic time series models cannot capture the regime-shifting features thereby misrepresenting the risk of prolonged wet and dry periods, consequently impacting management and planning efforts. Upper Colorado River Basin (UCRB) annual flow series highlights this clearly. To address this, a simulation framework is developed using a hidden Markov (HM) model in combination with large-scale climate indices that drive multidecadal variability. We demonstrate this on the UCRB flows and show that the simulations are able to capture the regime features by reproducing the multidecadal spectral features present in the data where a basic HM model without climate information cannot.

  1. Hand Gesture Spotting Based on 3D Dynamic Features Using Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Elmezain, Mahmoud; Al-Hamadi, Ayoub; Michaelis, Bernd

    In this paper, we propose an automatic system that handles hand gesture spotting and recognition simultaneously in stereo color image sequences without any time delay based on Hidden Markov Models (HMMs). Color and 3D depth map are used to segment hand regions. The hand trajectory will determine in further step using Mean-shift algorithm and Kalman filter to generate 3D dynamic features. Furthermore, k-means clustering algorithm is employed for the HMMs codewords. To spot meaningful gestures accurately, a non-gesture model is proposed, which provides confidence limit for the calculated likelihood by other gesture models. The confidence measures are used as an adaptive threshold for spotting meaningful gestures. Experimental results show that the proposed system can successfully recognize isolated gestures with 98.33% and meaningful gestures with 94.35% reliability for numbers (0-9).

  2. Brief Communication: Earthquake sequencing: analysis of time series constructed from the Markov chain model

    NASA Astrophysics Data System (ADS)

    Cavers, M. S.; Vasudevan, K.

    2015-10-01

    Directed graph representation of a Markov chain model to study global earthquake sequencing leads to a time series of state-to-state transition probabilities that includes the spatio-temporally linked recurrent events in the record-breaking sense. A state refers to a configuration comprised of zones with either the occurrence or non-occurrence of an earthquake in each zone in a pre-determined time interval. Since the time series is derived from non-linear and non-stationary earthquake sequencing, we use known analysis methods to glean new information. We apply decomposition procedures such as ensemble empirical mode decomposition (EEMD) to study the state-to-state fluctuations in each of the intrinsic mode functions. We subject the intrinsic mode functions, derived from the time series using the EEMD, to a detailed analysis to draw information content of the time series. Also, we investigate the influence of random noise on the data-driven state-to-state transition probabilities. We consider a second aspect of earthquake sequencing that is closely tied to its time-correlative behaviour. Here, we extend the Fano factor and Allan factor analysis to the time series of state-to-state transition frequencies of a Markov chain. Our results support not only the usefulness of the intrinsic mode functions in understanding the time series but also the presence of power-law behaviour exemplified by the Fano factor and the Allan factor.

  3. Modeling Latent Growth Curves With Incomplete Data Using Different Types of Structural Equation Modeling and Multilevel Software

    ERIC Educational Resources Information Center

    Ferrer, Emilio; Hamagami, Fumiaki; McArdle, John J.

    2004-01-01

    This article offers different examples of how to fit latent growth curve (LGC) models to longitudinal data using a variety of different software programs (i.e., LISREL, Mx, Mplus, AMOS, SAS). The article shows how the same model can be fitted using both structural equation modeling and multilevel software, with nearly identical results, even in…

  4. A Latent Trait Model for Interpreting Misconceptions in Procedural Domains.

    ERIC Educational Resources Information Center

    Tatsuoka, Kikumi K.

    This study introduced a probabilistic model utilizing item response theory (IRT) for dealing with a variety of misconceptions. The model can be used for evaluating the transition behavior of error types, advancement of learning stages, or the stability and persistence of particular misconceptions. Moreover, it apparently can be used for relating…

  5. Practical Formulations of the Latent Growth Item Response Model

    ERIC Educational Resources Information Center

    McGuire, Leah Walker

    2010-01-01

    Growth modeling using longitudinal data seems to be a promising direction for improving the methodology associated with the accountability movement. Longitudinal modeling requires that the measurements of ability are comparable over time and on the same scale. One way to create the vertical scale is through concurrent estimation with…

  6. Hierarchical Multinomial Processing Tree Models: A Latent-Class Approach

    ERIC Educational Resources Information Center

    Klauer, Karl Christoph

    2006-01-01

    Multinomial processing tree models are widely used in many areas of psychology. Their application relies on the assumption of parameter homogeneity, that is, on the assumption that participants do not differ in their parameter values. Tests for parameter homogeneity are proposed that can be routinely used as part of multinomial model analyses to…

  7. The Multigroup Multilevel Categorical Latent Growth Curve Models

    ERIC Educational Resources Information Center

    Hung, Lai-Fa

    2010-01-01

    Longitudinal data describe developmental patterns and enable predictions of individual changes beyond sampled time points. Major methodological issues in longitudinal data include modeling random effects, subject effects, growth curve parameters, and autoregressive residuals. This study embedded the longitudinal model within a multigroup…

  8. What Is the Latent Variable in Causal Indicator Models?

    ERIC Educational Resources Information Center

    Howell, Roy D.

    2014-01-01

    Building on the work of Bollen (2007) and Bollen & Bauldry (2011), Bainter and Bollen (this issue) clarifies several points of confusion in the literature regarding causal indicator models. This author would certainly agree that the effect indicator (reflective) measurement model is inappropriate for some indicators (such as the social…

  9. Cost-effectiveness analysis in colorectal cancer using a semi-Markov model.

    PubMed

    Castelli, Christel; Combescure, Christophe; Foucher, Yohann; Daures, Jean-Pierre

    2007-12-30

    Cost and effectiveness are usually modeled according to one studied event or one health state with parametric or non-parametric methods. In this paper, we propose an original method for assessing total costs while incorporating the dynamics of change in the health status of patients. A semi-Markov model in which the distributions of sojourn times are explicitly defined is developed. The hazard function of sojourn times is modeled by Weibull distributions specific to each transition. A vector of covariates is incorporated into the hazard function of each transition. From a regression model for costs, a cumulative cost function is derived. An estimation of the mean cost per patient in each state defined in the semi-Markov model could thus be made, and this enables us to identify the determinants of direct costs. The results of incremental net benefit (INB) are assessed using the bootstrap method. A cost-effectiveness analysis is performed in order to compare two strategies of follow-up in the colorectal cancer study. Two hundred and forty patients were enrolled in this study. Three health states are defined for patients with curative resection of colorectal cancer: alive without relapse, alive with relapse, and dead. The mean survival is 4.35 and 4.12 years, respectively, in the standard and moderate follow-up groups. We show that mean cost differs significantly by follow-up strategy and Dukes stage. Finally, the INB is assessed and this indicates that neither of the strategies compared was more cost-effective than the other. PMID:18058847

  10. Detecting microcalcifications in digital mammograms using wavelet domain hidden Markov tree model.

    PubMed

    Regentova, Emma; Zhang, Lei; Zheng, Jun; Veni, Gopaalkrishna

    2006-01-01

    In this paper we investigate the performance of statistical modeling of digital mammograms by means of wavelet domain hidden Markov tree model (WHMT) for its inclusion to a computer-aided diagnostic prompting system for detecting microcalcification (MC) clusters. The system incorporates: (1) gross-segmentation of mammograms for obtaining the breast region; (2) eliminating the pepper-type noise, (3) block-wise wavelet transform of the breast signal and likelihood calculation; (4) image segmentation; (5) postprocessing for retaining MC clusters. FROC curves are obtained for all MC clusters containing mammograms of mini-MIAS database. 100% of true positive cases are detected by the system at 2.9 false positives per case. PMID:17945686

  11. The Influence of Hydroxylation on Maintaining CpG Methylation Patterns: A Hidden Markov Model Approach

    PubMed Central

    Ficz, Gabriella; Wolf, Verena; Walter, Jörn

    2016-01-01

    DNA methylation and demethylation are opposing processes that when in balance create stable patterns of epigenetic memory. The control of DNA methylation pattern formation by replication dependent and independent demethylation processes has been suggested to be influenced by Tet mediated oxidation of 5mC. Several alternative mechanisms have been proposed suggesting that 5hmC influences either replication dependent maintenance of DNA methylation or replication independent processes of active demethylation. Using high resolution hairpin oxidative bisulfite sequencing data, we precisely determine the amount of 5mC and 5hmC and model the contribution of 5hmC to processes of demethylation in mouse ESCs. We develop an extended hidden Markov model capable of accurately describing the regional contribution of 5hmC to demethylation dynamics. Our analysis shows that 5hmC has a strong impact on replication dependent demethylation, mainly by impairing methylation maintenance. PMID:27224554

  12. Statistical Inference in Hidden Markov Models Using k-Segment Constraints

    PubMed Central

    Titsias, Michalis K.; Holmes, Christopher C.; Yau, Christopher

    2016-01-01

    Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marginals using the forward–backward algorithm. In this article, we expand the amount of information we could obtain from the posterior distribution of an HMM by introducing linear-time dynamic programming recursions that, conditional on a user-specified constraint in the number of segments, allow us to (i) find MAP sequences, (ii) compute posterior probabilities, and (iii) simulate sample paths. We collectively call these recursions k-segment algorithms and illustrate their utility using simulated and real examples. We also highlight the prospective and retrospective use of k-segment constraints for fitting HMMs or exploring existing model fits. Supplementary materials for this article are available online. PMID:27226674

  13. Hidden Markov model and nuisance attribute projection based bearing performance degradation assessment

    NASA Astrophysics Data System (ADS)

    Jiang, Huiming; Chen, Jin; Dong, Guangming

    2016-05-01

    Hidden Markov model (HMM) has been widely applied in bearing performance degradation assessment. As a machine learning-based model, its accuracy, subsequently, is dependent on the sensitivity of the features used to estimate the degradation performance of bearings. It's a big challenge to extract effective features which are not influenced by other qualities or attributes uncorrelated with the bearing degradation condition. In this paper, a bearing performance degradation assessment method based on HMM and nuisance attribute projection (NAP) is proposed. NAP can filter out the effect of nuisance attributes in feature space through projection. The new feature space projected by NAP is more sensitive to bearing health changes and barely influenced by other interferences occurring in operation condition. To verify the effectiveness of the proposed method, two different experimental databases are utilized. The results show that the combination of HMM and NAP can effectively improve the accuracy and robustness of the bearing performance degradation assessment system.

  14. Damage evaluation by a guided wave-hidden Markov model based method

    NASA Astrophysics Data System (ADS)

    Mei, Hanfei; Yuan, Shenfang; Qiu, Lei; Zhang, Jinjin

    2016-02-01

    Guided wave based structural health monitoring has shown great potential in aerospace applications. However, one of the key challenges of practical engineering applications is the accurate interpretation of the guided wave signals under time-varying environmental and operational conditions. This paper presents a guided wave-hidden Markov model based method to improve the damage evaluation reliability of real aircraft structures under time-varying conditions. In the proposed approach, an HMM based unweighted moving average trend estimation method, which can capture the trend of damage propagation from the posterior probability obtained by HMM modeling is used to achieve a probabilistic evaluation of the structural damage. To validate the developed method, experiments are performed on a hole-edge crack specimen under fatigue loading condition and a real aircraft wing spar under changing structural boundary conditions. Experimental results show the advantage of the proposed method.

  15. Non-intrusive gesture recognition system combining with face detection based on Hidden Markov Model

    NASA Astrophysics Data System (ADS)

    Jin, Jing; Wang, Yuanqing; Xu, Liujing; Cao, Liqun; Han, Lei; Zhou, Biye; Li, Minggao

    2014-11-01

    A non-intrusive gesture recognition human-machine interaction system is proposed in this paper. In order to solve the hand positioning problem which is a difficulty in current algorithms, face detection is used for the pre-processing to narrow the search area and find user's hand quickly and accurately. Hidden Markov Model (HMM) is used for gesture recognition. A certain number of basic gesture units are trained as HMM models. At the same time, an improved 8-direction feature vector is proposed and used to quantify characteristics in order to improve the detection accuracy. The proposed system can be applied in interaction equipments without special training for users, such as household interactive television

  16. Grinding Wheel Condition Monitoring with Hidden Markov Model-Based Clustering Methods

    SciTech Connect

    Liao, T. W.; Hua, G; Qu, Jun; Blau, Peter Julian

    2006-01-01

    Hidden Markov model (HMM) is well known for sequence modeling and has been used for condition monitoring. However, HMM-based clustering methods are developed only recently. This article proposes a HMM-based clustering method for monitoring the condition of grinding wheel used in grinding operations. The proposed method first extract features from signals based on discrete wavelet decomposition using a moving window approach. It then generates a distance (dissimilarity) matrix using HMM. Based on this distance matrix several hierarchical and partitioning-based clustering algorithms are applied to obtain clustering results. The proposed methodology was tested with feature sequences extracted from acoustic emission signals. The results show that clustering accuracy is dependent upon cutting condition. Higher material removal rate seems to produce more discriminatory signals/features than lower material removal rate. The effect of window size, wavelet decomposition level, wavelet basis, clustering algorithm, and data normalization were also studied.

  17. FOAM (Functional Ontology Assignments for Metagenomes): a Hidden Markov Model (HMM) database with environmental focus.

    PubMed

    Prestat, Emmanuel; David, Maude M; Hultman, Jenni; Taş, Neslihan; Lamendella, Regina; Dvornik, Jill; Mackelprang, Rachel; Myrold, David D; Jumpponen, Ari; Tringe, Susannah G; Holman, Elizabeth; Mavromatis, Konstantinos; Jansson, Janet K

    2014-10-29

    A new functional gene database, FOAM (Functional Ontology Assignments for Metagenomes), was developed to screen environmental metagenomic sequence datasets. FOAM provides a new functional ontology dedicated to classify gene functions relevant to environmental microorganisms based on Hidden Markov Models (HMMs). Sets of aligned protein sequences (i.e. 'profiles') were tailored to a large group of target KEGG Orthologs (KOs) from which HMMs were trained. The alignments were checked and curated to make them specific to the targeted KO. Within this process, sequence profiles were enriched with the most abundant sequences available to maximize the yield of accurate classifier models. An associated functional ontology was built to describe the functional groups and hierarchy. FOAM allows the user to select the target search space before HMM-based comparison steps and to easily organize the results into different functional categories and subcategories. FOAM is publicly available at http://portal.nersc.gov/project/m1317/FOAM/. PMID:25260589

  18. A computationally efficient approach for hidden-Markov model-augmented fingerprint-based positioning

    NASA Astrophysics Data System (ADS)

    Roth, John; Tummala, Murali; McEachen, John

    2016-09-01

    This paper presents a computationally efficient approach for mobile subscriber position estimation in wireless networks. A method of data scaling assisted by timing adjust is introduced in fingerprint-based location estimation under a framework which allows for minimising computational cost. The proposed method maintains a comparable level of accuracy to the traditional case where no data scaling is used and is evaluated in a simulated environment under varying channel conditions. The proposed scheme is studied when it is augmented by a hidden-Markov model to match the internal parameters to the channel conditions that present, thus minimising computational cost while maximising accuracy. Furthermore, the timing adjust quantity, available in modern wireless signalling messages, is shown to be able to further reduce computational cost and increase accuracy when available. The results may be seen as a significant step towards integrating advanced position-based modelling with power-sensitive mobile devices.

  19. FOAM (Functional Ontology Assignments for Metagenomes): A Hidden Markov Model (HMM) database with environmental focus

    SciTech Connect

    Prestat, Emmanuel; David, Maude M.; Hultman, Jenni; Ta , Neslihan; Lamendella, Regina; Dvornik, Jill; Mackelprang, Rachel; Myrold, David D.; Jumpponen, Ari; Tringe, Susannah G.; Holman, Elizabeth; Mavromatis, Konstantinos; Jansson, Janet K.

    2014-09-26

    A new functional gene database, FOAM (Functional Ontology Assignments for Metagenomes), was developed to screen environmental metagenomic sequence datasets. FOAM provides a new functional ontology dedicated to classify gene functions relevant to environmental microorganisms based on Hidden Markov Models (HMMs). Sets of aligned protein sequences (i.e. ‘profiles’) were tailored to a large group of target KEGG Orthologs (KOs) from which HMMs were trained. The alignments were checked and curated to make them specific to the targeted KO. Within this process, sequence profiles were enriched with the most abundant sequences available to maximize the yield of accurate classifier models. An associated functional ontology was built to describe the functional groups and hierarchy. FOAM allows the user to select the target search space before HMM-based comparison steps and to easily organize the results into different functional categories and subcategories. FOAM is publicly available at http://portal.nersc.gov/project/m1317/FOAM/.

  20. Latent porcine circovirus type 2-infected domestic pigs: A potential infection model for the effective development of vaccines against latent or chronic virus induced diseases.

    PubMed

    Sydler, Titus; Brägger, Stefanie; Handke, Martin; Hartnack, Sonja; Lewis, Fraser I; Sidler, Xaver; Brugnera, Enrico

    2016-02-17

    Until recently, knowledge of the pathogenicity of Circoviridae and Anelloviridae family members was limited. Our previous discoveries provided clues toward resolving this issue based on studies of the latent nature of porcine circovirus type 2 (PCV2) genotype group members. We developed a conventional pig infection model that indicated that weaners already harbored latent PCV2 infection in the thymus, which enabled the viruses to specifically modulate the maturation of T-helper cells. This finding raised the possibility that the thymi of normal fetuses were already infected with PCV2. The present findings further substantiate our hypothesis that PCV2 masquerades as the host by infecting fetuses before they acquire immune-competence. We provide the first demonstration that all domestic pig fetuses preferentially harbor latent PCV2-infected cells in their thymi. These PCV2-infected cells are different from thymocytes and are located in the medulla of the fetal thymus. These latent PCV2-infected cells in fetuses are found at the same location and share characteristics with the infected cells observed in adolescent pigs. Moreover, fetuses also harbor these infected cells in other lymph system organs. We provide the first demonstration that the fetal thymus virus pools are minimally affected by sow vaccination, highlighting the immune-privileged character of this organ. Furthermore, we found a striking reduction in virus-infected cells in the fetal spleen and an increase in PCV2-infected cells in the fetal intestine of anti-PCV2-vaccinated mothers. These data indicate that specific immune response interactions occur between mothers and their progeny that are not dependent on the humoral immunity of the mother and cannot be attributed to the rudimentary humoral responses of the fetuses because these pig fetuses do not have any PCV2-specific antibodies. These shifts in our understanding of the PCV2-infected cell pool will lead to different avenues in the search for