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Sample records for markov dynamic models

  1. 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

  2. Constructing Dynamic Event Trees from Markov Models

    SciTech Connect

    Paolo Bucci; Jason Kirschenbaum; Tunc Aldemir; Curtis Smith; Ted Wood

    2006-05-01

    In the probabilistic risk assessment (PRA) of process plants, Markov models can be used to model accurately the complex dynamic interactions between plant physical process variables (e.g., temperature, pressure, etc.) and the instrumentation and control system that monitors and manages the process. One limitation of this approach that has prevented its use in nuclear power plant PRAs is the difficulty of integrating the results of a Markov analysis into an existing PRA. In this paper, we explore a new approach to the generation of failure scenarios and their compilation into dynamic event trees from a Markov model of the system. These event trees can be integrated into an existing PRA using software tools such as SAPHIRE. To implement our approach, we first construct a discrete-time Markov chain modeling the system of interest by: a) partitioning the process variable state space into magnitude intervals (cells), b) using analytical equations or a system simulator to determine the transition probabilities between the cells through the cell-to-cell mapping technique, and, c) using given failure/repair data for all the components of interest. The Markov transition matrix thus generated can be thought of as a process model describing the stochastic dynamic behavior of the finite-state system. We can therefore search the state space starting from a set of initial states to explore all possible paths to failure (scenarios) with associated probabilities. We can also construct event trees of arbitrary depth by tracing paths from a chosen initiating event and recording the following events while keeping track of the probabilities associated with each branch in the tree. As an example of our approach, we use the simple level control system often used as benchmark in the literature with one process variable (liquid level in a tank), and three control units: a drain unit and two supply units. Each unit includes a separate level sensor to observe the liquid level in the tank

  3. 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.

  4. Hidden Markov models from molecular dynamics simulations on DNA.

    PubMed

    Thayer, Kelly M; Beveridge, D L

    2002-06-25

    An enhanced bioinformatics tool incorporating the participation of molecular structure as well as sequence in protein DNA recognition is proposed and tested. Boltzmann probability models of sequence-dependent DNA structure from all-atom molecular dynamics simulations were obtained and incorporated into hidden Markov models (HMMs) that can recognize molecular structural signals as well as sequence in protein-DNA binding sites on a genome. The binding of catabolite activator protein (CAP) to cognate DNA sequences was used as a prototype case for implementation and testing of the method. The results indicate that even HMMs based on probabilistic roll/tilt dinucleotide models of sequence-dependent DNA structure have some capability to discriminate between known CAP binding and nonbinding sites and to predict putative CAP binding sites in unknowns. Restricting HMMs to sequence only in regions of strong consensus in which the protein makes base specific contacts with the cognate DNA further improved the discriminatory capabilities of the HMMs. Comparison of results with controls based on sequence only indicates that extending the definition of consensus from sequence to structure improves the transferability of the HMMs, and provides further supportive evidence of a role for dynamical molecular structure as well as sequence in genomic regulatory mechanisms.

  5. 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.

  6. 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.

  7. Semi-Markov Graph Dynamics

    PubMed Central

    Raberto, Marco; Rapallo, Fabio; Scalas, Enrico

    2011-01-01

    In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs. PMID:21887245

  8. 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.

  9. Markov State Models Provide Insights into Dynamic Modulation of Protein Function

    PubMed Central

    2015-01-01

    Conspectus Protein function is inextricably linked to protein dynamics. As we move from a static structural picture to a dynamic ensemble view of protein structure and function, novel computational paradigms are required for observing and understanding conformational dynamics of proteins and its functional implications. In principle, molecular dynamics simulations can provide the time evolution of atomistic models of proteins, but the long time scales associated with functional dynamics make it difficult to observe rare dynamical transitions. The issue of extracting essential functional components of protein dynamics from noisy simulation data presents another set of challenges in obtaining an unbiased understanding of protein motions. Therefore, a methodology that provides a statistical framework for efficient sampling and a human-readable view of the key aspects of functional dynamics from data analysis is required. The Markov state model (MSM), which has recently become popular worldwide for studying protein dynamics, is an example of such a framework. In this Account, we review the use of Markov state models for efficient sampling of the hierarchy of time scales associated with protein dynamics, automatic identification of key conformational states, and the degrees of freedom associated with slow dynamical processes. Applications of MSMs for studying long time scale phenomena such as activation mechanisms of cellular signaling proteins has yielded novel insights into protein function. In particular, from MSMs built using large-scale simulations of GPCRs and kinases, we have shown that complex conformational changes in proteins can be described in terms of structural changes in key structural motifs or “molecular switches” within the protein, the transitions between functionally active and inactive states of proteins proceed via multiple pathways, and ligand or substrate binding modulates the flux through these pathways. Finally, MSMs also provide a

  10. Markov state models provide insights into dynamic modulation of protein function.

    PubMed

    Shukla, Diwakar; Hernández, Carlos X; Weber, Jeffrey K; Pande, Vijay S

    2015-02-17

    CONSPECTUS: Protein function is inextricably linked to protein dynamics. As we move from a static structural picture to a dynamic ensemble view of protein structure and function, novel computational paradigms are required for observing and understanding conformational dynamics of proteins and its functional implications. In principle, molecular dynamics simulations can provide the time evolution of atomistic models of proteins, but the long time scales associated with functional dynamics make it difficult to observe rare dynamical transitions. The issue of extracting essential functional components of protein dynamics from noisy simulation data presents another set of challenges in obtaining an unbiased understanding of protein motions. Therefore, a methodology that provides a statistical framework for efficient sampling and a human-readable view of the key aspects of functional dynamics from data analysis is required. The Markov state model (MSM), which has recently become popular worldwide for studying protein dynamics, is an example of such a framework. In this Account, we review the use of Markov state models for efficient sampling of the hierarchy of time scales associated with protein dynamics, automatic identification of key conformational states, and the degrees of freedom associated with slow dynamical processes. Applications of MSMs for studying long time scale phenomena such as activation mechanisms of cellular signaling proteins has yielded novel insights into protein function. In particular, from MSMs built using large-scale simulations of GPCRs and kinases, we have shown that complex conformational changes in proteins can be described in terms of structural changes in key structural motifs or "molecular switches" within the protein, the transitions between functionally active and inactive states of proteins proceed via multiple pathways, and ligand or substrate binding modulates the flux through these pathways. Finally, MSMs also provide a theoretical

  11. 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

  12. Abstraction Augmented Markov Models.

    PubMed

    Caragea, Cornelia; Silvescu, Adrian; Caragea, Doina; Honavar, Vasant

    2010-12-13

    High accuracy sequence classification often requires the use of higher order Markov models (MMs). However, the number of MM parameters increases exponentially with the range of direct dependencies between sequence elements, thereby increasing the risk of overfitting when the data set is limited in size. We present abstraction augmented Markov models (AAMMs) that effectively reduce the number of numeric parameters of k(th) order MMs by successively grouping strings of length k (i.e., k-grams) into abstraction hierarchies. We evaluate AAMMs on three protein subcellular localization prediction tasks. The results of our experiments show that abstraction makes it possible to construct predictive models that use significantly smaller number of features (by one to three orders of magnitude) as compared to MMs. AAMMs are competitive with and, in some cases, significantly outperform MMs. Moreover, the results show that AAMMs often perform significantly better than variable order Markov models, such as decomposed context tree weighting, prediction by partial match, and probabilistic suffix trees.

  13. Identifying Dynamic Functional Connectivity Changes in Dementia with Lewy Bodies Based on Product Hidden Markov Models

    PubMed Central

    Sourty, Marion; Thoraval, Laurent; Roquet, Daniel; Armspach, Jean-Paul; Foucher, Jack; Blanc, Frédéric

    2016-01-01

    Exploring time-varying connectivity networks in neurodegenerative disorders is a recent field of research in functional MRI. Dementia with Lewy bodies (DLB) represents 20% of the neurodegenerative forms of dementia. Fluctuations of cognition and vigilance are the key symptoms of DLB. To date, no dynamic functional connectivity (DFC) investigations of this disorder have been performed. In this paper, we refer to the concept of connectivity state as a piecewise stationary configuration of functional connectivity between brain networks. From this concept, we propose a new method for group-level as well as for subject-level studies to compare and characterize connectivity state changes between a set of resting-state networks (RSNs). Dynamic Bayesian networks, statistical and graph theory-based models, enable one to learn dependencies between interacting state-based processes. Product hidden Markov models (PHMM), an instance of dynamic Bayesian networks, are introduced here to capture both statistical and temporal aspects of DFC of a set of RSNs. This analysis was based on sliding-window cross-correlations between seven RSNs extracted from a group independent component analysis performed on 20 healthy elderly subjects and 16 patients with DLB. Statistical models of DFC differed in patients compared to healthy subjects for the occipito-parieto-frontal network, the medial occipital network and the right fronto-parietal network. In addition, pairwise comparisons of DFC of RSNs revealed a decrease of dependency between these two visual networks (occipito-parieto-frontal and medial occipital networks) and the right fronto-parietal control network. The analysis of DFC state changes thus pointed out networks related to the cognitive functions that are known to be impaired in DLB: visual processing as well as attentional and executive functions. Besides this context, product HMM applied to RSNs cross-correlations offers a promising new approach to investigate structural and

  14. Identifying Dynamic Functional Connectivity Changes in Dementia with Lewy Bodies Based on Product Hidden Markov Models.

    PubMed

    Sourty, Marion; Thoraval, Laurent; Roquet, Daniel; Armspach, Jean-Paul; Foucher, Jack; Blanc, Frédéric

    2016-01-01

    Exploring time-varying connectivity networks in neurodegenerative disorders is a recent field of research in functional MRI. Dementia with Lewy bodies (DLB) represents 20% of the neurodegenerative forms of dementia. Fluctuations of cognition and vigilance are the key symptoms of DLB. To date, no dynamic functional connectivity (DFC) investigations of this disorder have been performed. In this paper, we refer to the concept of connectivity state as a piecewise stationary configuration of functional connectivity between brain networks. From this concept, we propose a new method for group-level as well as for subject-level studies to compare and characterize connectivity state changes between a set of resting-state networks (RSNs). Dynamic Bayesian networks, statistical and graph theory-based models, enable one to learn dependencies between interacting state-based processes. Product hidden Markov models (PHMM), an instance of dynamic Bayesian networks, are introduced here to capture both statistical and temporal aspects of DFC of a set of RSNs. This analysis was based on sliding-window cross-correlations between seven RSNs extracted from a group independent component analysis performed on 20 healthy elderly subjects and 16 patients with DLB. Statistical models of DFC differed in patients compared to healthy subjects for the occipito-parieto-frontal network, the medial occipital network and the right fronto-parietal network. In addition, pairwise comparisons of DFC of RSNs revealed a decrease of dependency between these two visual networks (occipito-parieto-frontal and medial occipital networks) and the right fronto-parietal control network. The analysis of DFC state changes thus pointed out networks related to the cognitive functions that are known to be impaired in DLB: visual processing as well as attentional and executive functions. Besides this context, product HMM applied to RSNs cross-correlations offers a promising new approach to investigate structural and

  15. The spatiotemporal master equation: Approximation of reaction-diffusion dynamics via Markov state modeling

    NASA Astrophysics Data System (ADS)

    Winkelmann, Stefanie; Schütte, Christof

    2016-12-01

    Accurate modeling and numerical simulation of reaction kinetics is a topic of steady interest. We consider the spatiotemporal chemical master equation (ST-CME) as a model for stochastic reaction-diffusion systems that exhibit properties of metastability. The space of motion is decomposed into metastable compartments, and diffusive motion is approximated by jumps between these compartments. Treating these jumps as first-order reactions, simulation of the resulting stochastic system is possible by the Gillespie method. We present the theory of Markov state models as a theoretical foundation of this intuitive approach. By means of Markov state modeling, both the number and shape of compartments and the transition rates between them can be determined. We consider the ST-CME for two reaction-diffusion systems and compare it to more detailed models. Moreover, a rigorous formal justification of the ST-CME by Galerkin projection methods is presented.

  16. Unfolding mechanism of thrombin-binding aptamer revealed by molecular dynamics simulation and Markov State Model

    PubMed Central

    Zeng, Xiaojun; Zhang, Liyun; Xiao, Xiuchan; Jiang, Yuanyuan; Guo, Yanzhi; Yu, Xinyan; Pu, Xuemei; Li, Menglong

    2016-01-01

    Thrombin-binding aptamer (TBA) with the sequence 5′GGTTGGTGTGGTTGG3′ could fold into G-quadruplex, which correlates with functionally important genomic regionsis. However, unfolding mechanism involved in the structural stability of G-quadruplex has not been satisfactorily elucidated on experiments so far. Herein, we studied the unfolding pathway of TBA by a combination of molecular dynamics simulation (MD) and Markov State Model (MSM). Our results revealed that the unfolding of TBA is not a simple two-state process but proceeds along multiple pathways with multistate intermediates. One high flux confirms some observations from NMR experiment. Another high flux exhibits a different and simpler unfolding pathway with less intermediates. Two important intermediate states were identified. One is similar to the G-triplex reported in the folding of G-quadruplex, but lack of H-bonding between guanines in the upper plane. More importantly, another intermediate state acting as a connector to link the folding region and the unfolding one, was the first time identified, which exhibits higher population and stability than the G-triplex-like intermediate. These results will provide valuable information for extending our understanding the folding landscape of G-quadruplex formation. PMID:27045335

  17. Unfolding mechanism of thrombin-binding aptamer revealed by molecular dynamics simulation and Markov State Model

    NASA Astrophysics Data System (ADS)

    Zeng, Xiaojun; Zhang, Liyun; Xiao, Xiuchan; Jiang, Yuanyuan; Guo, Yanzhi; Yu, Xinyan; Pu, Xuemei; Li, Menglong

    2016-04-01

    Thrombin-binding aptamer (TBA) with the sequence 5‧GGTTGGTGTGGTTGG3‧ could fold into G-quadruplex, which correlates with functionally important genomic regionsis. However, unfolding mechanism involved in the structural stability of G-quadruplex has not been satisfactorily elucidated on experiments so far. Herein, we studied the unfolding pathway of TBA by a combination of molecular dynamics simulation (MD) and Markov State Model (MSM). Our results revealed that the unfolding of TBA is not a simple two-state process but proceeds along multiple pathways with multistate intermediates. One high flux confirms some observations from NMR experiment. Another high flux exhibits a different and simpler unfolding pathway with less intermediates. Two important intermediate states were identified. One is similar to the G-triplex reported in the folding of G-quadruplex, but lack of H-bonding between guanines in the upper plane. More importantly, another intermediate state acting as a connector to link the folding region and the unfolding one, was the first time identified, which exhibits higher population and stability than the G-triplex-like intermediate. These results will provide valuable information for extending our understanding the folding landscape of G-quadruplex formation.

  18. Trajectory Learning for Robot Programming by Demonstration Using Hidden Markov Model and Dynamic Time Warping.

    PubMed

    Vakanski, A; Mantegh, I; Irish, A; Janabi-Sharifi, F

    2012-08-01

    The main objective of this paper is to develop an efficient method for learning and reproduction of complex trajectories for robot programming by demonstration. Encoding of the demonstrated trajectories is performed with hidden Markov model, and generation of a generalized trajectory is achieved by using the concept of key points. Identification of the key points is based on significant changes in position and velocity in the demonstrated trajectories. The resulting sequences of trajectory key points are temporally aligned using the multidimensional dynamic time warping algorithm, and a generalized trajectory is obtained by smoothing spline interpolation of the clustered key points. The principal advantage of our proposed approach is utilization of the trajectory key points from all demonstrations for generation of a generalized trajectory. In addition, variability of the key points' clusters across the demonstrated set is employed for assigning weighting coefficients, resulting in a generalization procedure which accounts for the relevance of reproduction of different parts of the trajectories. The approach is verified experimentally for trajectories with two different levels of complexity.

  19. 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.

  20. Dynamical Models for NGC 6503 Using a Markov Chain Monte Carlo Technique

    NASA Astrophysics Data System (ADS)

    Puglielli, David; Widrow, Lawrence M.; Courteau, Stéphane

    2010-06-01

    We use Bayesian statistics and Markov chain Monte Carlo (MCMC) techniques to construct dynamical models for the spiral galaxy NGC 6503. The constraints include surface brightness (SB) profiles which display a Freeman Type II structure; H I and ionized gas rotation curves; the stellar rotation, which is nearly coincident with the ionized gas curve; and the line of sight stellar dispersion, which displays a σ-drop at the center. The galaxy models consist of a Sérsic bulge, an exponential disk with an optional inner truncation and a cosmologically motivated dark halo. The Bayesian/MCMC technique yields the joint posterior probability distribution function for the input parameters, allowing constraints on model parameters such as the halo cusp strength, structural parameters for the disk and bulge, and mass-to-light ratios. We examine several interpretations of the data: the Type II SB profile may be due to dust extinction, to an inner truncated disk, or to a ring of bright stars, and we test separate fits to the gas and stellar rotation curves to determine if the gas traces the gravitational potential. We test each of these scenarios for bar stability, ruling out dust extinction. We also find that the gas likely does not trace the gravitational potential, since the predicted stellar rotation curve, which includes asymmetric drift, is then inconsistent with the observed stellar rotation curve. The disk is well fit by an inner-truncated profile, but the possibility of ring formation by a bar to reproduce the Type II profile is also a realistic model. We further find that the halo must have a cuspy profile with γ >~ 1; the bulge has a lower M/L than the disk, suggesting a star-forming component in the center of the galaxy; and the bulge, as expected for this late-type galaxy, has a low Sérsic index with nb ~ 1-2, suggesting a formation history dominated by secular evolution.

  1. Markov model of the loan portfolio dynamics considering influence of management and external economic factors

    NASA Astrophysics Data System (ADS)

    Bozhalkina, Yana; Timofeeva, Galina

    2016-12-01

    Mathematical model of loan portfolio in the form of a controlled Markov chain with discrete time is considered. It is assumed that coefficients of migration matrix depend on corrective actions and external factors. Corrective actions include process of receiving applications, interaction with existing solvent and insolvent clients. External factors are macroeconomic indicators, such as inflation and unemployment rates, exchange rates, consumer price indices, etc. Changes in corrective actions adjust the intensity of transitions in the migration matrix. The mathematical model for forecasting the credit portfolio structure taking into account a cumulative impact of internal and external changes is obtained.

  2. Modeling of HIV/AIDS dynamic evolution using non-homogeneous semi-markov process.

    PubMed

    Dessie, Zelalem Getahun

    2014-01-01

    The purpose of this study is to model the progression of HIV/AIDS disease of an individual patient under ART follow-up using non-homogeneous semi-Markov processes. The model focuses on the patient's age as a relevant factor to forecast the transitions among the different levels of seriousness of the disease. A sample of 1456 patients was taken from a hospital record at Amhara Referral Hospitals, Amhara Region, Ethiopia, who were under ART follow up from June 2006 to August 2013. The states of disease progression adopted in the model were defined based on of the following CD4 cell counts: >500 cells/mm(3) (SI); 349 to 500 cells/mm(3) (SII); 199 to 350 cells/mm(3)(SIII); ≤200 cells/mm(3) (SIV); and death (D). The first four states are referred as living states. The probability that an HIV/AIDS patient with any one of the living states will transition to the death state is greater with increasing age, irrespective of the current state and age of the patient. More generally, the probability of dying decreases with increasing CD4 counts over time. For an HIV/AIDS patient in a specific state of the disease, the probability of remaining in the same state decreases with increasing age. Within the living states, the results show that the probability of being in a better state is non-zero, but less than the probability of being in a worse state for all ages. A reliability analysis also revealed that the survival probabilities are all declining over time. Computed conditional probabilities show differential subject response that depends on the age of the patient. The dynamic nature of AIDS progression is confirmed with particular findings that patients are more likely to be in a worse state than a better one unless interventions are made. Our findings suggest that ongoing ART treatment services could be provided more effectively with careful consideration of the recent disease status of patients.

  3. 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.

  4. Optimal Use of Data in Parallel Tempering Simulations for the Construction of Discrete-State Markov Models of Biomolecular Dynamics

    SciTech Connect

    Prinz, Jan-Hendrik; Chondera, John D; Pande, Vijay S; Swope, William C; Smith, Jeremy C; Noe, F

    2011-01-01

    Parallel tempering (PT) molecular dynamics simulations have been extensively investigated as a means of efficient sampling of the configurations of biomolecular systems. Recent work has demonstrated how the short physical trajectories generated in PT simulations of biomolecules can be used to construct the Markov models describing biomolecular dynamics at each simulated temperature. While this approach describes the temperature-dependent kinetics, it does not make optimal use of all available PT data, instead estimating the rates at a given temperature using only data from that temperature. This can be problematic, as some relevant transitions or states may not be sufficiently sampled at the temperature of interest, but might be readily sampled at nearby temperatures. Further, the comparison of temperature-dependent properties can suffer from the false assumption that data collected from different temperatures are uncorrelated. We propose here a strategy in which, by a simple modification of the PT protocol, the harvested trajectories can be reweighted, permitting data from all temperatures to contribute to the estimated kinetic model. The method reduces the statistical uncertainty in the kinetic model relative to the single temperature approach and provides estimates of transition probabilities even for transitions not observed at the temperature of interest. Further, the method allows the kinetics to be estimated at temperatures other than those at which simulations were run. We illustrate this method by applying it to the generation of a Markov model of the conformational dynamics of the solvated terminally blocked alanine peptide.

  5. On metastability and Markov state models for non-stationary molecular dynamics

    NASA Astrophysics Data System (ADS)

    Koltai, Péter; Ciccotti, Giovanni; Schütte, Christof

    2016-11-01

    Unlike for systems in equilibrium, a straightforward definition of a metastable set in the non-stationary, non-equilibrium case may only be given case-by-case—and therefore it is not directly useful any more, in particular in cases where the slowest relaxation time scales are comparable to the time scales at which the external field driving the system varies. We generalize the concept of metastability by relying on the theory of coherent sets. A pair of sets A and B is called coherent with respect to the time interval [t1, t2] if (a) most of the trajectories starting in A at t1 end up in B at t2 and (b) most of the trajectories arriving in B at t2 actually started from A at t1. Based on this definition, we can show how to compute coherent sets and then derive finite-time non-stationary Markov state models. We illustrate this concept and its main differences to equilibrium Markov state modeling on simple, one-dimensional examples.

  6. The properties of tests for spatial effects in discrete Markov chain models of regional income distribution dynamics

    NASA Astrophysics Data System (ADS)

    Rey, Sergio J.; Kang, Wei; Wolf, Levi

    2016-10-01

    Discrete Markov chain models (DMCs) have been widely applied to the study of regional income distribution dynamics and convergence. This popularity reflects the rich body of DMC theory on the one hand and the ability of this framework to provide insights on the internal and external properties of regional income distribution dynamics on the other. In this paper we examine the properties of tests for spatial effects in DMC models of regional distribution dynamics. We do so through a series of Monte Carlo simulations designed to examine the size, power and robustness of tests for spatial heterogeneity and spatial dependence in transitional dynamics. This requires that we specify a data generating process for not only the null, but also alternatives when spatial heterogeneity or spatial dependence is present in the transitional dynamics. We are not aware of any work which has examined these types of data generating processes in the spatial distribution dynamics literature. Results indicate that tests for spatial heterogeneity and spatial dependence display good power for the presence of spatial effects. However, tests for spatial heterogeneity are not robust to the presence of strong spatial dependence, while tests for spatial dependence are sensitive to the spatial configuration of heterogeneity. When the spatial configuration can be considered random, dependence tests are robust to the dynamic spatial heterogeneity, but not so to the process mean heterogeneity when the difference in process means is large relative to the variance of the time series.

  7. Derivation of a Markov state model of the dynamics of a protein-like chain immersed in an implicit solvent

    SciTech Connect

    Schofield, Jeremy Bayat, Hanif

    2014-09-07

    A Markov state model of the dynamics of a protein-like chain immersed in an implicit hard sphere solvent is derived from first principles for a system of monomers that interact via discontinuous potentials designed to account for local structure and bonding in a coarse-grained sense. The model is based on the assumption that the implicit solvent interacts on a fast time scale with the monomers of the chain compared to the time scale for structural rearrangements of the chain and provides sufficient friction so that the motion of monomers is governed by the Smoluchowski equation. A microscopic theory for the dynamics of the system is developed that reduces to a Markovian model of the kinetics under well-defined conditions. Microscopic expressions for the rate constants that appear in the Markov state model are analyzed and expressed in terms of a temperature-dependent linear combination of escape rates that themselves are independent of temperature. Excellent agreement is demonstrated between the theoretical predictions of the escape rates and those obtained through simulation of a stochastic model of the dynamics of bond formation. Finally, the Markov model is studied by analyzing the eigenvalues and eigenvectors of the matrix of transition rates, and the equilibration process for a simple helix-forming system from an ensemble of initially extended configurations to mainly folded configurations is investigated as a function of temperature for a number of different chain lengths. For short chains, the relaxation is primarily single-exponential and becomes independent of temperature in the low-temperature regime. The profile is more complicated for longer chains, where multi-exponential relaxation behavior is seen at intermediate temperatures followed by a low temperature regime in which the folding becomes rapid and single exponential. It is demonstrated that the behavior of the equilibration profile as the temperature is lowered can be understood in terms of the

  8. Evaluation of linearly solvable Markov decision process with dynamic model learning in a mobile robot navigation task.

    PubMed

    Kinjo, Ken; Uchibe, Eiji; Doya, Kenji

    2013-01-01

    Linearly solvable Markov Decision Process (LMDP) is a class of optimal control problem in which the Bellman's equation can be converted into a linear equation by an exponential transformation of the state value function (Todorov, 2009b). In an LMDP, the optimal value function and the corresponding control policy are obtained by solving an eigenvalue problem in a discrete state space or an eigenfunction problem in a continuous state using the knowledge of the system dynamics and the action, state, and terminal cost functions. In this study, we evaluate the effectiveness of the LMDP framework in real robot control, in which the dynamics of the body and the environment have to be learned from experience. We first perform a simulation study of a pole swing-up task to evaluate the effect of the accuracy of the learned dynamics model on the derived the action policy. The result shows that a crude linear approximation of the non-linear dynamics can still allow solution of the task, despite with a higher total cost. We then perform real robot experiments of a battery-catching task using our Spring Dog mobile robot platform. The state is given by the position and the size of a battery in its camera view and two neck joint angles. The action is the velocities of two wheels, while the neck joints were controlled by a visual servo controller. We test linear and bilinear dynamic models in tasks with quadratic and Guassian state cost functions. In the quadratic cost task, the LMDP controller derived from a learned linear dynamics model performed equivalently with the optimal linear quadratic regulator (LQR). In the non-quadratic task, the LMDP controller with a linear dynamics model showed the best performance. The results demonstrate the usefulness of the LMDP framework in real robot control even when simple linear models are used for dynamics learning.

  9. Markov Analysis of Sleep Dynamics

    NASA Astrophysics Data System (ADS)

    Kim, J. W.; Lee, J.-S.; Robinson, P. A.; Jeong, D.-U.

    2009-05-01

    A new approach, based on a Markov transition matrix, is proposed to explain frequent sleep and wake transitions during sleep. The matrix is determined by analyzing hypnograms of 113 obstructive sleep apnea patients. Our approach shows that the statistics of sleep can be constructed via a single Markov process and that durations of all states have modified exponential distributions, in contrast to recent reports of a scale-free form for the wake stage and an exponential form for the sleep stage. Hypnograms of the same subjects, but treated with Continuous Positive Airway Pressure, are analyzed and compared quantitatively with the pretreatment ones, suggesting potential clinical applications.

  10. Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Chan, Lay Guat; Ibrahim, Adriana Irawati Nur Binti

    2016-10-01

    A hidden Markov model (HMM) is a mixture model which has a Markov chain with finite states as its mixing distribution. HMMs have been applied to a variety of fields, such as speech and face recognitions. The main purpose of this study is to investigate the Bayesian approach to HMMs. Using this approach, we can simulate from the parameters' posterior distribution using some Markov chain Monte Carlo (MCMC) sampling methods. HMMs seem to be useful, but there are some limitations. Therefore, by using the Mixture of Dirichlet processes Hidden Markov Model (MDPHMM) based on Yau et. al (2011), we hope to overcome these limitations. We shall conduct a simulation study using MCMC methods to investigate the performance of this model.

  11. The effects of motivation on response rate: a hidden semi-Markov model analysis of behavioral dynamics.

    PubMed

    Eldar, Eran; Morris, Genela; Niv, Yael

    2011-09-30

    A central goal of neuroscience is to understand how neural dynamics bring about the dynamics of behavior. However, neural and behavioral measures are noisy, requiring averaging over trials and subjects. Unfortunately, averaging can obscure the very dynamics that we are interested in, masking abrupt changes and artificially creating gradual processes. We develop a hidden semi-Markov model for precisely characterizing dynamic processes and their alteration due to experimental manipulations. This method takes advantage of multiple trials and subjects without compromising the information available in individual events within a trial. We apply our model to studying the effects of motivation on response rates, analyzing data from hungry and sated rats trained to press a lever to obtain food rewards on a free-operant schedule. Our method can accurately account for punctate changes in the rate of responding and for sequential dependencies between responses. It is ideal for inferring the statistics of underlying response rates and the probability of switching from one response rate to another. Using the model, we show that hungry rats have more distinct behavioral states that are characterized by high rates of responding and they spend more time in these high-press-rate states. Moreover, hungry rats spend less time in, and have fewer distinct states that are characterized by a lack of responding (Waiting/Eating states). These results demonstrate the utility of our analysis method, and provide a precise quantification of the effects of motivation on response rates.

  12. Modelling and analyzing the watershed dynamics using Cellular Automata (CA)-Markov model - A geo-information based approach

    NASA Astrophysics Data System (ADS)

    Behera, Mukunda D.; Borate, Santosh N.; Panda, Sudhindra N.; Behera, Priti R.; Roy, Partha S.

    2012-08-01

    Improper practices of land use and land cover (LULC) including deforestation, expansion of agriculture and infrastructure development are deteriorating watershed conditions. Here, we have utilized remote sensing and GIS tools to study LULC dynamics using Cellular Automata (CA)-Markov model and predicted the future LULC scenario, in terms of magnitude and direction, based on past trend in a hydrological unit, Choudwar watershed, India. By analyzing the LULC pattern during 1972, 1990, 1999 and 2005 using satellite-derived maps, we observed that the biophysical and socio-economic drivers including residential/industrial development, road-rail and settlement proximity have influenced the spatial pattern of the watershed LULC, leading to an accretive linear growth of agricultural and settlement areas. The annual rate of increase from 1972 to 2004 in agriculture land, settlement was observed to be 181.96, 9.89 ha/year, respectively, while decrease in forest, wetland and marshy land were 91.22, 27.56 and 39.52 ha/year, respectively. Transition probability and transition area matrix derived using inputs of (i) residential/industrial development and (ii) proximity to transportation network as the major causes. The predicted LULC scenario for the year 2014, with reasonably good accuracy would provide useful inputs to the LULC planners for effective management of the watershed. The study is a maiden attempt that revealed agricultural expansion is the main driving force for loss of forest, wetland and marshy land in the Choudwar watershed and has the potential to continue in future. The forest in lower slopes has been converted to agricultural land and may soon take a call on forests occurring on higher slopes. Our study utilizes three time period changes to better account for the trend and the modelling exercise; thereby advocates for better agricultural practices with additional energy subsidy to arrest further forest loss and LULC alternations.

  13. A Markov model for the temporal dynamics of balanced random networks of finite size

    PubMed Central

    Lagzi, Fereshteh; Rotter, Stefan

    2014-01-01

    The balanced state of recurrent networks of excitatory and inhibitory spiking neurons is characterized by fluctuations of population activity about an attractive fixed point. Numerical simulations show that these dynamics are essentially nonlinear, and the intrinsic noise (self-generated fluctuations) in networks of finite size is state-dependent. Therefore, stochastic differential equations with additive noise of fixed amplitude cannot provide an adequate description of the stochastic dynamics. The noise model should, rather, result from a self-consistent description of the network dynamics. Here, we consider a two-state Markovian neuron model, where spikes correspond to transitions from the active state to the refractory state. Excitatory and inhibitory input to this neuron affects the transition rates between the two states. The corresponding nonlinear dependencies can be identified directly from numerical simulations of networks of leaky integrate-and-fire neurons, discretized at a time resolution in the sub-millisecond range. Deterministic mean-field equations, and a noise component that depends on the dynamic state of the network, are obtained from this model. The resulting stochastic model reflects the behavior observed in numerical simulations quite well, irrespective of the size of the network. In particular, a strong temporal correlation between the two populations, a hallmark of the balanced state in random recurrent networks, are well represented by our model. Numerical simulations of such networks show that a log-normal distribution of short-term spike counts is a property of balanced random networks with fixed in-degree that has not been considered before, and our model shares this statistical property. Furthermore, the reconstruction of the flow from simulated time series suggests that the mean-field dynamics of finite-size networks are essentially of Wilson-Cowan type. We expect that this novel nonlinear stochastic model of the interaction between

  14. Influence of credit scoring on the dynamics of Markov chain

    NASA Astrophysics Data System (ADS)

    Galina, Timofeeva

    2015-11-01

    Markov processes are widely used to model the dynamics of a credit portfolio and forecast the portfolio risk and profitability. In the Markov chain model the loan portfolio is divided into several groups with different quality, which determined by presence of indebtedness and its terms. It is proposed that dynamics of portfolio shares is described by a multistage controlled system. The article outlines mathematical formalization of controls which reflect the actions of the bank's management in order to improve the loan portfolio quality. The most important control is the organization of approval procedure of loan applications. The credit scoring is studied as a control affecting to the dynamic system. Different formalizations of "good" and "bad" consumers are proposed in connection with the Markov chain model.

  15. Two-boundary first exit time of Gauss-Markov processes for stochastic modeling of acto-myosin dynamics.

    PubMed

    D'Onofrio, Giuseppe; Pirozzi, Enrica

    2016-09-26

    We consider a stochastic differential equation in a strip, with coefficients suitably chosen to describe the acto-myosin interaction subject to time-varying forces. By simulating trajectories of the stochastic dynamics via an Euler discretization-based algorithm, we fit experimental data and determine the values of involved parameters. The steps of the myosin are represented by the exit events from the strip. Motivated by these results, we propose a specific stochastic model based on the corresponding time-inhomogeneous Gauss-Markov and diffusion process evolving between two absorbing boundaries. We specify the mean and covariance functions of the stochastic modeling process taking into account time-dependent forces including the effect of an external load. We accurately determine the probability density function (pdf) of the first exit time (FET) from the strip by solving a system of two non singular second-type Volterra integral equations via a numerical quadrature. We provide numerical estimations of the mean of FET as approximations of the dwell-time of the proteins dynamics. The percentage of backward steps is given in agreement to experimental data. Numerical and simulation results are compared and discussed.

  16. Dynamics in the anisotropic XY model driven by dichotomous Markov noise

    NASA Astrophysics Data System (ADS)

    Ouchi, Katsuya; Horita, Takehiko; Tsukamoto, Naofumi; Fujiwara, Naoya; Fujisaka, Hirokazu

    2008-08-01

    The statistics of a subcritical spatially homogeneous XY spin system driven by dichotomous Markov noise as an external field is investigated, particularly focusing on the switching process of the sign of the order parameter parallel to the external field. The switching process is classified in two types, which are called the Bloch-type switching and the Ising-type switching, according to whether or not the order parameter perpendicular to the external field takes finite value at the switching. The phase diagram for the onset of the switching process with respect to the amplitude of the external field and the anisotropy parameter of the system is constructed. It is revealed that the power spectral density I(ω) for the time series of the order parameter in the case of the Bloch-type switching is proportional to ω-3/2 in an intermediate region of ω . Furthermore, the scaling function of I(ω) near the onset point of the Bloch-type switching is derived.

  17. Stochastic Dynamics through Hierarchically Embedded Markov Chains

    NASA Astrophysics Data System (ADS)

    Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.

    2017-02-01

    Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

  18. Stochastic Dynamics through Hierarchically Embedded Markov Chains.

    PubMed

    Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

    2017-02-03

    Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

  19. Automated recognition of bird song elements from continuous recordings using dynamic time warping and hidden Markov models: a comparative study.

    PubMed

    Kogan, J A; Margoliash, D

    1998-04-01

    The performance of two techniques is compared for automated recognition of bird song units from continuous recordings. The advantages and limitations of dynamic time warping (DTW) and hidden Markov models (HMMs) are evaluated on a large database of male songs of zebra finches (Taeniopygia guttata) and indigo buntings (Passerina cyanea), which have different types of vocalizations and have been recorded under different laboratory conditions. Depending on the quality of recordings and complexity of song, the DTW-based technique gives excellent to satisfactory performance. Under challenging conditions such as noisy recordings or presence of confusing short-duration calls, good performance of the DTW-based technique requires careful selection of templates that may demand expert knowledge. Because HMMs are trained, equivalent or even better performance of HMMs can be achieved based only on segmentation and labeling of constituent vocalizations, albeit with many more training examples than DTW templates. One weakness in HMM performance is the misclassification of short-duration vocalizations or song units with more variable structure (e.g., some calls, and syllables of plastic songs). To address these and other limitations, new approaches for analyzing bird vocalizations are discussed.

  20. 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.

  1. An introduction to hidden Markov models.

    PubMed

    Schuster-Böckler, Benjamin; Bateman, Alex

    2007-06-01

    This unit introduces the concept of hidden Markov models in computational biology. It describes them using simple biological examples, requiring as little mathematical knowledge as possible. The unit also presents a brief history of hidden Markov models and an overview of their current applications before concluding with a discussion of their limitations.

  2. Uncertainty in a Markov state model with missing states and rates: Application to a room temperature kinetic model obtained using high temperature molecular dynamics

    NASA Astrophysics Data System (ADS)

    Chatterjee, Abhijit; Bhattacharya, Swati

    2015-09-01

    Several studies in the past have generated Markov State Models (MSMs), i.e., kinetic models, of biomolecular systems by post-analyzing long standard molecular dynamics (MD) calculations at the temperature of interest and focusing on the maximally ergodic subset of states. Questions related to goodness of these models, namely, importance of the missing states and kinetic pathways, and the time for which the kinetic model is valid, are generally left unanswered. We show that similar questions arise when we generate a room-temperature MSM (denoted MSM-A) for solvated alanine dipeptide using state-constrained MD calculations at higher temperatures and Arrhenius relation — the main advantage of such a procedure being a speed-up of several thousand times over standard MD-based MSM building procedures. Bounds for rate constants calculated using probability theory from state-constrained MD at room temperature help validate MSM-A. However, bounds for pathways possibly missing in MSM-A show that alternate kinetic models exist that produce the same dynamical behaviour at short time scales as MSM-A but diverge later. Even in the worst case scenario, MSM-A is found to be valid longer than the time required to generate it. Concepts introduced here can be straightforwardly extended to other MSM building techniques.

  3. 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.

  4. [Decision analysis in radiology using Markov models].

    PubMed

    Golder, W

    2000-01-01

    Markov models (Multistate transition models) are mathematical tools to simulate a cohort of individuals followed over time to assess the prognosis resulting from different strategies. They are applied on the assumption that persons are in one of a finite number of states of health (Markov states). Each condition is given a transition probability as well as an incremental value. Probabilities may be chosen constant or varying over time due to predefined rules. Time horizon is divided into equal increments (Markov cycles). The model calculates quality-adjusted life expectancy employing real-life units and values and summing up the length of time spent in each health state adjusted for objective outcomes and subjective appraisal. This sort of modeling prognosis for a given patient is analogous to utility in common decision trees. Markov models can be evaluated by matrix algebra, probabilistic cohort simulation and Monte Carlo simulation. They have been applied to assess the relative benefits and risks of a limited number of diagnostic and therapeutic procedures in radiology. More interventions should be submitted to Markov analyses in order to elucidate their cost-effectiveness.

  5. A semi-Markov model with memory for price changes

    NASA Astrophysics Data System (ADS)

    D'Amico, Guglielmo; Petroni, Filippo

    2011-12-01

    We study the high-frequency price dynamics of traded stocks by means of 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 model which depends also on a memory index. The index is introduced to take into account periods of high and low volatility in the market. First of all we derive the equations governing the process and then theoretical results are 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.

  6. Harmonic Oscillator Model for Radin's Markov-Chain Experiments

    NASA Astrophysics Data System (ADS)

    Sheehan, D. P.; Wright, J. H.

    2006-10-01

    The conscious observer stands as a central figure in the measurement problem of quantum mechanics. Recent experiments by Radin involving linear Markov chains driven by random number generators illuminate the role and temporal dynamics of observers interacting with quantum mechanically labile systems. In this paper a Lagrangian interpretation of these experiments indicates that the evolution of Markov chain probabilities can be modeled as damped harmonic oscillators. The results are best interpreted in terms of symmetric equicausal determinism rather than strict retrocausation, as posited by Radin. Based on the present analysis, suggestions are made for more advanced experiments.

  7. Harmonic Oscillator Model for Radin's Markov-Chain Experiments

    SciTech Connect

    Sheehan, D. P.; Wright, J. H.

    2006-10-16

    The conscious observer stands as a central figure in the measurement problem of quantum mechanics. Recent experiments by Radin involving linear Markov chains driven by random number generators illuminate the role and temporal dynamics of observers interacting with quantum mechanically labile systems. In this paper a Lagrangian interpretation of these experiments indicates that the evolution of Markov chain probabilities can be modeled as damped harmonic oscillators. The results are best interpreted in terms of symmetric equicausal determinism rather than strict retrocausation, as posited by Radin. Based on the present analysis, suggestions are made for more advanced experiments.

  8. Temporal Dynamics and Developmental Maturation of Salience, Default and Central-Executive Network Interactions Revealed by Variational Bayes Hidden Markov Modeling

    PubMed Central

    Chen, Tianwen; Kochalka, John; Padmanabhan, Aarthi; Menon, Vinod

    2016-01-01

    Little is currently known about dynamic brain networks involved in high-level cognition and their ontological basis. Here we develop a novel Variational Bayesian Hidden Markov Model (VB-HMM) to investigate dynamic temporal properties of interactions between salience (SN), default mode (DMN), and central executive (CEN) networks—three brain systems that play a critical role in human cognition. In contrast to conventional models, VB-HMM revealed multiple short-lived states characterized by rapid switching and transient connectivity between SN, CEN, and DMN. Furthermore, the three “static” networks occurred in a segregated state only intermittently. Findings were replicated in two adult cohorts from the Human Connectome Project. VB-HMM further revealed immature dynamic interactions between SN, CEN, and DMN in children, characterized by higher mean lifetimes in individual states, reduced switching probability between states and less differentiated connectivity across states. Our computational techniques provide new insights into human brain network dynamics and its maturation with development. PMID:27959921

  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. Multiensemble Markov models of molecular thermodynamics and kinetics.

    PubMed

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

    2016-06-07

    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.

  11. Markov state modeling of sliding friction.

    PubMed

    Pellegrini, F; Landes, François P; Laio, A; Prestipino, S; Tosatti, E

    2016-11-01

    Markov state modeling (MSM) has recently emerged as one of the key techniques for the discovery of collective variables and the analysis of rare events in molecular simulations. In particular in biochemistry this approach is successfully exploited to find the metastable states of complex systems and their evolution in thermal equilibrium, including rare events, such as a protein undergoing folding. The physics of sliding friction and its atomistic simulations under external forces constitute a nonequilibrium field where relevant variables are in principle unknown and where a proper theory describing violent and rare events such as stick slip is still lacking. Here we show that MSM can be extended to the study of nonequilibrium phenomena and in particular friction. The approach is benchmarked on the Frenkel-Kontorova model, used here as a test system whose properties are well established. We demonstrate that the method allows the least prejudiced identification of a minimal basis of natural microscopic variables necessary for the description of the forced dynamics of sliding, through their probabilistic evolution. The steps necessary for the application to realistic frictional systems are highlighted.

  12. Markov state modeling of sliding friction

    NASA Astrophysics Data System (ADS)

    Pellegrini, F.; Landes, François P.; Laio, A.; Prestipino, S.; Tosatti, E.

    2016-11-01

    Markov state modeling (MSM) has recently emerged as one of the key techniques for the discovery of collective variables and the analysis of rare events in molecular simulations. In particular in biochemistry this approach is successfully exploited to find the metastable states of complex systems and their evolution in thermal equilibrium, including rare events, such as a protein undergoing folding. The physics of sliding friction and its atomistic simulations under external forces constitute a nonequilibrium field where relevant variables are in principle unknown and where a proper theory describing violent and rare events such as stick slip is still lacking. Here we show that MSM can be extended to the study of nonequilibrium phenomena and in particular friction. The approach is benchmarked on the Frenkel-Kontorova model, used here as a test system whose properties are well established. We demonstrate that the method allows the least prejudiced identification of a minimal basis of natural microscopic variables necessary for the description of the forced dynamics of sliding, through their probabilistic evolution. The steps necessary for the application to realistic frictional systems are highlighted.

  13. 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

  14. Accelerating population balance-Monte Carlo simulation for coagulation dynamics from the Markov jump model, stochastic algorithm and GPU parallel computing

    SciTech Connect

    Xu, Zuwei; Zhao, Haibo Zheng, Chuguang

    2015-01-15

    This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule provides a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are

  15. Accelerating population balance-Monte Carlo simulation for coagulation dynamics from the Markov jump model, stochastic algorithm and GPU parallel computing

    NASA Astrophysics Data System (ADS)

    Xu, Zuwei; Zhao, Haibo; Zheng, Chuguang

    2015-01-01

    This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule provides a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance-rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are

  16. 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.

  17. Markov and non-Markov processes in complex systems by the dynamical information entropy

    NASA Astrophysics Data System (ADS)

    Yulmetyev, R. M.; Gafarov, F. M.

    1999-12-01

    We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence and important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems), chaotic dynamics of the parameters of financial markets and ecological systems.

  18. A critical appraisal of Markov state models

    NASA Astrophysics Data System (ADS)

    Schütte, Ch.; Sarich, M.

    2015-09-01

    Markov State Modelling as a concept for a coarse grained description of the essential kinetics of a molecular system in equilibrium has gained a lot of attention recently. The last 10 years have seen an ever increasing publication activity on how to construct Markov State Models (MSMs) for very different molecular systems ranging from peptides to proteins, from RNA to DNA, and via molecular sensors to molecular aggregation. Simultaneously the accompanying theory behind MSM building and approximation quality has been developed well beyond the concepts and ideas used in practical applications. This article reviews the main theoretical results, provides links to crucial new developments, outlines the full power of MSM building today, and discusses the essential limitations still to overcome.

  19. 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.

  20. 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

  1. Markov models of the apo-MDM2 lid region reveal diffuse yet two-state binding dynamics and receptor poses for computational docking

    NASA Astrophysics Data System (ADS)

    Mukherjee, Sudipto; Pantelopulos, George A.; Voelz, Vincent A.

    2016-08-01

    MDM2 is a negative regulator of p53 activity and an important target for cancer therapeutics. The N-terminal lid region of MDM2 modulates interactions with p53 via competition for its binding cleft, exchanging slowly between docked and undocked conformations in the absence of p53. To better understand these dynamics, we constructed Markov State Models (MSMs) from large collections of unbiased simulation trajectories of apo-MDM2, and find strong evidence for diffuse, yet two-state folding and binding of the N-terminal region to the p53 receptor site. The MSM also identifies holo-like receptor conformations highly suitable for computational docking, despite initiating trajectories from closed-cleft receptor structures unsuitable for docking. Fixed-anchor docking studies using a test set of high-affinity small molecules and peptides show simulated receptor ensembles achieve docking successes comparable to cross-docking studies using crystal structures of receptors bound by alternative ligands. For p53, the best-scoring receptor structures have the N-terminal region lid region bound in a helical conformation mimicking the bound structure of p53, suggesting lid region association induces receptor conformations suitable for binding. These results suggest that MD + MSM approaches can sample binding-competent receptor conformations suitable for computational peptidomimetic design, and that inclusion of disordered regions may be essential to capturing the correct receptor dynamics.

  2. Markov models of the apo-MDM2 lid region reveal diffuse yet two-state binding dynamics and receptor poses for computational docking

    PubMed Central

    Mukherjee, Sudipto; Pantelopulos, George A.; Voelz, Vincent A.

    2016-01-01

    MDM2 is a negative regulator of p53 activity and an important target for cancer therapeutics. The N-terminal lid region of MDM2 modulates interactions with p53 via competition for its binding cleft, exchanging slowly between docked and undocked conformations in the absence of p53. To better understand these dynamics, we constructed Markov State Models (MSMs) from large collections of unbiased simulation trajectories of apo-MDM2, and find strong evidence for diffuse, yet two-state folding and binding of the N-terminal region to the p53 receptor site. The MSM also identifies holo-like receptor conformations highly suitable for computational docking, despite initiating trajectories from closed-cleft receptor structures unsuitable for docking. Fixed-anchor docking studies using a test set of high-affinity small molecules and peptides show simulated receptor ensembles achieve docking successes comparable to cross-docking studies using crystal structures of receptors bound by alternative ligands. For p53, the best-scoring receptor structures have the N-terminal region lid region bound in a helical conformation mimicking the bound structure of p53, suggesting lid region association induces receptor conformations suitable for binding. These results suggest that MD + MSM approaches can sample binding-competent receptor conformations suitable for computational peptidomimetic design, and that inclusion of disordered regions may be essential to capturing the correct receptor dynamics. PMID:27538695

  3. Markov models of the apo-MDM2 lid region reveal diffuse yet two-state binding dynamics and receptor poses for computational docking.

    PubMed

    Mukherjee, Sudipto; Pantelopulos, George A; Voelz, Vincent A

    2016-08-19

    MDM2 is a negative regulator of p53 activity and an important target for cancer therapeutics. The N-terminal lid region of MDM2 modulates interactions with p53 via competition for its binding cleft, exchanging slowly between docked and undocked conformations in the absence of p53. To better understand these dynamics, we constructed Markov State Models (MSMs) from large collections of unbiased simulation trajectories of apo-MDM2, and find strong evidence for diffuse, yet two-state folding and binding of the N-terminal region to the p53 receptor site. The MSM also identifies holo-like receptor conformations highly suitable for computational docking, despite initiating trajectories from closed-cleft receptor structures unsuitable for docking. Fixed-anchor docking studies using a test set of high-affinity small molecules and peptides show simulated receptor ensembles achieve docking successes comparable to cross-docking studies using crystal structures of receptors bound by alternative ligands. For p53, the best-scoring receptor structures have the N-terminal region lid region bound in a helical conformation mimicking the bound structure of p53, suggesting lid region association induces receptor conformations suitable for binding. These results suggest that MD + MSM approaches can sample binding-competent receptor conformations suitable for computational peptidomimetic design, and that inclusion of disordered regions may be essential to capturing the correct receptor dynamics.

  4. Markov stochasticity coordinates

    NASA Astrophysics Data System (ADS)

    Eliazar, Iddo

    2017-01-01

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method-termed Markov Stochasticity Coordinates-is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  5. Modeling Driver Behavior near Intersections in Hidden Markov Model.

    PubMed

    Li, Juan; He, Qinglian; Zhou, Hang; Guan, Yunlin; Dai, Wei

    2016-12-21

    Intersections are one of the major locations where safety is a big concern to drivers. Inappropriate driver behaviors in response to frequent changes when approaching intersections often lead to intersection-related crashes or collisions. Thus to better understand driver behaviors at intersections, especially in the dilemma zone, a Hidden Markov Model (HMM) is utilized in this study. With the discrete data processing, the observed dynamic data of vehicles are used for the inference of the Hidden Markov Model. The Baum-Welch (B-W) estimation algorithm is applied to calculate the vehicle state transition probability matrix and the observation probability matrix. When combined with the Forward algorithm, the most likely state of the driver can be obtained. Thus the model can be used to measure the stability and risk of driver behavior. It is found that drivers' behaviors in the dilemma zone are of lower stability and higher risk compared with those in other regions around intersections. In addition to the B-W estimation algorithm, the Viterbi Algorithm is utilized to predict the potential dangers of vehicles. The results can be applied to driving assistance systems to warn drivers to avoid possible accidents.

  6. Modeling Driver Behavior near Intersections in Hidden Markov Model

    PubMed Central

    Li, Juan; He, Qinglian; Zhou, Hang; Guan, Yunlin; Dai, Wei

    2016-01-01

    Intersections are one of the major locations where safety is a big concern to drivers. Inappropriate driver behaviors in response to frequent changes when approaching intersections often lead to intersection-related crashes or collisions. Thus to better understand driver behaviors at intersections, especially in the dilemma zone, a Hidden Markov Model (HMM) is utilized in this study. With the discrete data processing, the observed dynamic data of vehicles are used for the inference of the Hidden Markov Model. The Baum-Welch (B-W) estimation algorithm is applied to calculate the vehicle state transition probability matrix and the observation probability matrix. When combined with the Forward algorithm, the most likely state of the driver can be obtained. Thus the model can be used to measure the stability and risk of driver behavior. It is found that drivers’ behaviors in the dilemma zone are of lower stability and higher risk compared with those in other regions around intersections. In addition to the B-W estimation algorithm, the Viterbi Algorithm is utilized to predict the potential dangers of vehicles. The results can be applied to driving assistance systems to warn drivers to avoid possible accidents. PMID:28009838

  7. EMMA: A Software Package for Markov Model Building and Analysis.

    PubMed

    Senne, Martin; Trendelkamp-Schroer, Benjamin; Mey, Antonia S J S; Schütte, Christof; Noé, Frank

    2012-07-10

    The study of folding and conformational changes of macromolecules by molecular dynamics simulations often requires the generation of large amounts of simulation data that are difficult to analyze. Markov (state) models (MSMs) address this challenge by providing a systematic way to decompose the state space of the molecular system into substates and to estimate a transition matrix containing the transition probabilities between these substates. This transition matrix can be analyzed to reveal the metastable, i.e., long-living, states of the system, its slowest relaxation time scales, and transition pathways and rates, e.g., from unfolded to folded, or from dissociated to bound states. Markov models can also be used to calculate spectroscopic data and thus serve as a way to reconcile experimental and simulation data. To reduce the technical burden of constructing, validating, and analyzing such MSMs, we provide the software framework EMMA that is freely available at https://simtk.org/home/emma .

  8. Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series.

    PubMed

    Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina

    2015-01-01

    Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies.

  9. Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series

    PubMed Central

    Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina

    2015-01-01

    Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies. PMID:26427023

  10. Markov models of molecular kinetics: generation and validation.

    PubMed

    Prinz, Jan-Hendrik; Wu, Hao; Sarich, Marco; Keller, Bettina; Senne, Martin; Held, Martin; Chodera, John D; Schütte, Christof; Noé, Frank

    2011-05-07

    Markov state models of molecular kinetics (MSMs), in which the long-time statistical dynamics of a molecule is approximated by a Markov chain on a discrete partition of configuration space, have seen widespread use in recent years. This approach has many appealing characteristics compared to straightforward molecular dynamics simulation and analysis, including the potential to mitigate the sampling problem by extracting long-time kinetic information from short trajectories and the ability to straightforwardly calculate expectation values and statistical uncertainties of various stationary and dynamical molecular observables. In this paper, we summarize the current state of the art in generation and validation of MSMs and give some important new results. We describe an upper bound for the approximation error made by modeling molecular dynamics with a MSM and we show that this error can be made arbitrarily small with surprisingly little effort. In contrast to previous practice, it becomes clear that the best MSM is not obtained by the most metastable discretization, but the MSM can be much improved if non-metastable states are introduced near the transition states. Moreover, we show that it is not necessary to resolve all slow processes by the state space partitioning, but individual dynamical processes of interest can be resolved separately. We also present an efficient estimator for reversible transition matrices and a robust test to validate that a MSM reproduces the kinetics of the molecular dynamics data.

  11. 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.

  12. Dynamical Systems Based Non Equilibrium Statistical Mechanics for Markov Chains

    NASA Astrophysics Data System (ADS)

    Prevost, Mireille

    We introduce an abstract framework concerning non-equilibrium statistical mechanics in the specific context of Markov chains. This framework encompasses both the Evans-Searles and the Gallavotti-Cohen fluctuation theorems. To support and expand on these concepts, several results are proven, among which a central limit theorem and a large deviation principle. The interest for Markov chains is twofold. First, they model a great variety of physical systems. Secondly, their simplicity allows for an easy introduction to an otherwise complicated field encompassing the statistical mechanics of Anosov and Axiom A diffeomorphisms. We give two examples relating the present framework to physical cases modelled by Markov chains. One of these concerns chemical reactions and links key concepts from the framework to their well known physical counterpart.

  13. 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.

  14. 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.

  15. 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.

  16. Metagenomic Classification Using an Abstraction Augmented Markov Model

    PubMed Central

    Zhu, Xiujun (Sylvia)

    2016-01-01

    Abstract The abstraction augmented Markov model (AAMM) is an extension of a Markov model that can be used for the analysis of genetic sequences. It is developed using the frequencies of all possible consecutive words with same length (p-mers). This article will review the theory behind AAMM and apply the theory behind AAMM in metagenomic classification. PMID:26618474

  17. 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.

  18. 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.

  19. 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

  20. Markov source model for printed music decoding

    NASA Astrophysics Data System (ADS)

    Kopec, Gary E.; Chou, Philip A.; Maltz, David A.

    1995-03-01

    This paper describes a Markov source model for a simple subset of printed music notation. The model is based on the Adobe Sonata music symbol set and a message language of our own design. Chord imaging is the most complex part of the model. Much of the complexity follows from a rule of music typography that requires the noteheads for adjacent pitches to be placed on opposite sides of the chord stem. This rule leads to a proliferation of cases for other typographic details such as dot placement. We describe the language of message strings accepted by the model and discuss some of the imaging issues associated with various aspects of the message language. We also point out some aspects of music notation that appear problematic for a finite-state representation. Development of the model was greatly facilitated by the duality between image synthesis and image decoding. Although our ultimate objective was a music image model for use in decoding, most of the development proceeded by using the evolving model for image synthesis, since it is computationally far less costly to image a message than to decode an image.

  1. 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.

  2. Predicting the Kinetics of RNA Oligonucleotides Using Markov State Models.

    PubMed

    Pinamonti, Giovanni; Zhao, Jianbo; Condon, David E; Paul, Fabian; Noè, Frank; Turner, Douglas H; Bussi, Giovanni

    2017-02-14

    Nowadays different experimental techniques, such as single molecule or relaxation experiments, can provide dynamic properties of biomolecular systems, but the amount of detail obtainable with these methods is often limited in terms of time or spatial resolution. Here we use state-of-the-art computational techniques, namely, atomistic molecular dynamics and Markov state models, to provide insight into the rapid dynamics of short RNA oligonucleotides, to elucidate the kinetics of stacking interactions. Analysis of multiple microsecond-long simulations indicates that the main relaxation modes of such molecules can consist of transitions between alternative folded states, rather than between random coils and native structures. After properly removing structures that are artificially stabilized by known inaccuracies of the current RNA AMBER force field, the kinetic properties predicted are consistent with the time scales of previously reported relaxation experiments.

  3. Markov Chain Monte Carlo from Lagrangian Dynamics

    PubMed Central

    Lan, Shiwei; Stathopoulos, Vasileios; Shahbaba, Babak; Girolami, Mark

    2014-01-01

    Hamiltonian Monte Carlo (HMC) improves the computational e ciency of the Metropolis-Hastings algorithm by reducing its random walk behavior. Riemannian HMC (RHMC) further improves the performance of HMC by exploiting the geometric properties of the parameter space. However, the geometric integrator used for RHMC involves implicit equations that require fixed-point iterations. In some cases, the computational overhead for solving implicit equations undermines RHMC's benefits. In an attempt to circumvent this problem, we propose an explicit integrator that replaces the momentum variable in RHMC by velocity. We show that the resulting transformation is equivalent to transforming Riemannian Hamiltonian dynamics to Lagrangian dynamics. Experimental results suggests that our method improves RHMC's overall computational e ciency in the cases considered. All computer programs and data sets are available online (http://www.ics.uci.edu/~babaks/Site/Codes.html) in order to allow replication of the results reported in this paper. PMID:26240515

  4. Hidden Markov models in automatic speech recognition

    NASA Astrophysics Data System (ADS)

    Wrzoskowicz, Adam

    1993-11-01

    This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.

  5. Markov chains and semi-Markov models in time-to-event analysis

    PubMed Central

    Abner, Erin L.; Charnigo, Richard J.; Kryscio, Richard J.

    2014-01-01

    A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields. PMID:24818062

  6. Hidden Markov latent variable models with multivariate longitudinal data.

    PubMed

    Song, Xinyuan; Xia, Yemao; Zhu, Hongtu

    2017-03-01

    Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use.

  7. Dynamic Programming for Structured Continuous Markov Decision Problems

    NASA Technical Reports Server (NTRS)

    Dearden, Richard; Meuleau, Nicholas; Washington, Richard; Feng, Zhengzhu

    2004-01-01

    We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the same throughout the region. We first describe the algorithm for piecewise constant representations. We then extend it to piecewise linear representations, using techniques from POMDPs to represent and reason about linear surfaces efficiently. We show that for complex, structured problems, our approach exploits the natural structure so that optimal solutions can be computed efficiently.

  8. 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.

  9. Probability distributions of molecular observables computed from Markov models.

    PubMed

    Noé, Frank

    2008-06-28

    Molecular dynamics (MD) simulations can be used to estimate transition rates between conformational substates of the simulated molecule. Such an estimation is associated with statistical uncertainty, which depends on the number of observed transitions. In turn, it induces uncertainties in any property computed from the simulation, such as free energy differences or the time scales involved in the system's kinetics. Assessing these uncertainties is essential for testing the reliability of a given observation and also to plan further simulations in such a way that the most serious uncertainties will be reduced with minimal effort. Here, a rigorous statistical method is proposed to approximate the complete statistical distribution of any observable of an MD simulation provided that one can identify conformational substates such that the transition process between them may be modeled with a memoryless jump process, i.e., Markov or Master equation dynamics. The method is based on sampling the statistical distribution of Markov transition matrices that is induced by the observed transition events. It allows physically meaningful constraints to be included, such as sampling only matrices that fulfill detailed balance, or matrices that produce a predefined equilibrium distribution of states. The method is illustrated on mus MD simulations of a hexapeptide for which the distributions and uncertainties of the free energy differences between conformations, the transition matrix elements, and the transition matrix eigenvalues are estimated. It is found that both constraints, detailed balance and predefined equilibrium distribution, can significantly reduce the uncertainty of some observables.

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

    PubMed

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

    2014-12-19

    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. 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.

  12. Incorporation of Markov reliability models for digital instrumentation and control systems into existing PRAs

    SciTech Connect

    Bucci, P.; Mangan, L. A.; Kirschenbaum, J.; Mandelli, D.; Aldemir, T.; Arndt, S. A.

    2006-07-01

    Markov models have the ability to capture the statistical dependence between failure events that can arise in the presence of complex dynamic interactions between components of digital instrumentation and control systems. One obstacle to the use of such models in an existing probabilistic risk assessment (PRA) is that most of the currently available PRA software is based on the static event-tree/fault-tree methodology which often cannot represent such interactions. We present an approach to the integration of Markov reliability models into existing PRAs by describing the Markov model of a digital steam generator feedwater level control system, how dynamic event trees (DETs) can be generated from the model, and how the DETs can be incorporated into an existing PRA with the SAPHIRE software. (authors)

  13. 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

  14. 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.

  15. Clustering metagenomic sequences with interpolated Markov models

    PubMed Central

    2010-01-01

    Background Sequencing of environmental DNA (often called metagenomics) has shown tremendous potential to uncover the vast number of unknown microbes that cannot be cultured and sequenced by traditional methods. Because the output from metagenomic sequencing is a large set of reads of unknown origin, clustering reads together that were sequenced from the same species is a crucial analysis step. Many effective approaches to this task rely on sequenced genomes in public databases, but these genomes are a highly biased sample that is not necessarily representative of environments interesting to many metagenomics projects. Results We present SCIMM (Sequence Clustering with Interpolated Markov Models), an unsupervised sequence clustering method. SCIMM achieves greater clustering accuracy than previous unsupervised approaches. We examine the limitations of unsupervised learning on complex datasets, and suggest a hybrid of SCIMM and supervised learning method Phymm called PHYSCIMM that performs better when evolutionarily close training genomes are available. Conclusions SCIMM and PHYSCIMM are highly accurate methods to cluster metagenomic sequences. SCIMM operates entirely unsupervised, making it ideal for environments containing mostly novel microbes. PHYSCIMM uses supervised learning to improve clustering in environments containing microbial strains from well-characterized genera. SCIMM and PHYSCIMM are available open source from http://www.cbcb.umd.edu/software/scimm. PMID:21044341

  16. Data Stream Prediction Using Incremental Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Wakabayashi, Kei; Miura, Takao

    In this paper, we propose a new technique for time-series prediction. Here we assume that time-series data occur depending on event which is unobserved directly, and we estimate future data as output from the most likely event which will happen at the time. In this investigation we model time-series based on event sequence by using Hidden Markov Model(HMM), and extract time-series patterns as trained HMM parameters. However, we can’t apply HMM approach to data stream prediction in a straightforward manner. This is because Baum-Welch algorithm, which is traditional unsupervised HMM training algorithm, requires many stored historical data and scan it many times. Here we apply incremental Baum-Welch algorithm which is an on-line HMM training method, and estimate HMM parameters dynamically to adapt new time-series patterns. And we show some experimental results to see the validity of our method.

  17. Tracking Human Pose Using Max-Margin Markov Models.

    PubMed

    Zhao, Lin; Gao, Xinbo; Tao, Dacheng; Li, Xuelong

    2015-12-01

    We present a new method for tracking human pose by employing max-margin Markov models. Representing a human body by part-based models, such as pictorial structure, the problem of pose tracking can be modeled by a discrete Markov random field. Considering max-margin Markov networks provide an efficient way to deal with both structured data and strong generalization guarantees, it is thus natural to learn the model parameters using the max-margin technique. Since tracking human pose needs to couple limbs in adjacent frames, the model will introduce loops and will be intractable for learning and inference. Previous work has resorted to pose estimation methods, which discard temporal information by parsing frames individually. Alternatively, approximate inference strategies have been used, which can overfit to statistics of a particular data set. Thus, the performance and generalization of these methods are limited. In this paper, we approximate the full model by introducing an ensemble of two tree-structured sub-models, Markov networks for spatial parsing and Markov chains for temporal parsing. Both models can be trained jointly using the max-margin technique, and an iterative parsing process is proposed to achieve the ensemble inference. We apply our model on three challengeable data sets, which contains highly varied and articulated poses. Comprehensive experimental results demonstrate the superior performance of our method over the state-of-the-art approaches.

  18. Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques

    NASA Astrophysics Data System (ADS)

    Gosavi, Abhijit

    2014-08-01

    In control systems theory, the Markov decision process (MDP) is a widely used optimization model involving selection of the optimal action in each state visited by a discrete-event system driven by Markov chains. The classical MDP model is suitable for an agent/decision-maker interested in maximizing expected revenues, but does not account for minimizing variability in the revenues. An MDP model in which the agent can maximize the revenues while simultaneously controlling the variance in the revenues is proposed. This work is rooted in machine learning/neural network concepts, where updating is based on system feedback and step sizes. First, a Bellman equation for the problem is proposed. Thereafter, convergent dynamic programming and reinforcement learning techniques for solving the MDP are provided along with encouraging numerical results on a small MDP and a preventive maintenance problem.

  19. Mori-Zwanzig theory for dissipative forces in coarse-grained dynamics in the Markov limit

    NASA Astrophysics Data System (ADS)

    Izvekov, Sergei

    2017-01-01

    We derive alternative Markov approximations for the projected (stochastic) force and memory function in the coarse-grained (CG) generalized Langevin equation, which describes the time evolution of the center-of-mass coordinates of clusters of particles in the microscopic ensemble. This is done with the aid of the Mori-Zwanzig projection operator method based on the recently introduced projection operator [S. Izvekov, J. Chem. Phys. 138, 134106 (2013), 10.1063/1.4795091]. The derivation exploits the "generalized additive fluctuating force" representation to which the projected force reduces in the adopted projection operator formalism. For the projected force, we present a first-order time expansion which correctly extends the static fluctuating force ansatz with the terms necessary to maintain the required orthogonality of the projected dynamics in the Markov limit to the space of CG phase variables. The approximant of the memory function correctly accounts for the momentum dependence in the lowest (second) order and indicates that such a dependence may be important in the CG dynamics approaching the Markov limit. In the case of CG dynamics with a weak dependence of the memory effects on the particle momenta, the expression for the memory function presented in this work is applicable to non-Markov systems. The approximations are formulated in a propagator-free form allowing their efficient evaluation from the microscopic data sampled by standard molecular dynamics simulations. A numerical application is presented for a molecular liquid (nitromethane). With our formalism we do not observe the "plateau-value problem" if the friction tensors for dissipative particle dynamics (DPD) are computed using the Green-Kubo relation. Our formalism provides a consistent bottom-up route for hierarchical parametrization of DPD models from atomistic simulations.

  20. 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.

  1. 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.

  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. Optimized parameter selection reveals trends in Markov state models for protein folding

    NASA Astrophysics Data System (ADS)

    Husic, Brooke E.; McGibbon, Robert T.; Sultan, Mohammad M.; Pande, Vijay S.

    2016-11-01

    As molecular dynamics simulations access increasingly longer time scales, complementary advances in the analysis of biomolecular time-series data are necessary. Markov state models offer a powerful framework for this analysis by describing a system's states and the transitions between them. A recently established variational theorem for Markov state models now enables modelers to systematically determine the best way to describe a system's dynamics. In the context of the variational theorem, we analyze ultra-long folding simulations for a canonical set of twelve proteins [K. Lindorff-Larsen et al., Science 334, 517 (2011)] by creating and evaluating many types of Markov state models. We present a set of guidelines for constructing Markov state models of protein folding; namely, we recommend the use of cross-validation and a kinetically motivated dimensionality reduction step for improved descriptions of folding dynamics. We also warn that precise kinetics predictions rely on the features chosen to describe the system and pose the description of kinetic uncertainty across ensembles of models as an open issue.

  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. Quantum hidden Markov models based on transition operation matrices

    NASA Astrophysics Data System (ADS)

    Cholewa, Michał; Gawron, Piotr; Głomb, Przemysław; Kurzyk, Dariusz

    2017-04-01

    In this work, we extend the idea of quantum Markov chains (Gudder in J Math Phys 49(7):072105 [3]) in order to propose quantum hidden Markov models (QHMMs). For that, we use the notions of transition operation matrices and vector states, which are an extension of classical stochastic matrices and probability distributions. Our main result is the Mealy QHMM formulation and proofs of algorithms needed for application of this model: Forward for general case and Vitterbi for a restricted class of QHMMs. We show the relations of the proposed model to other quantum HMM propositions and present an example of application.

  6. Resilient model approximation for Markov jump time-delay systems via reduced model with hierarchical Markov chains

    NASA Astrophysics Data System (ADS)

    Zhu, Yanzheng; Zhang, Lixian; Sreeram, Victor; Shammakh, Wafa; Ahmad, Bashir

    2016-10-01

    In this paper, the resilient model approximation problem for a class of discrete-time Markov jump time-delay systems with input sector-bounded nonlinearities is investigated. A linearised reduced-order model is determined with mode changes subject to domination by a hierarchical Markov chain containing two different nonhomogeneous Markov chains. Hence, the reduced-order model obtained not only reflects the dependence of the original systems but also model external influence that is related to the mode changes of the original system. Sufficient conditions formulated in terms of bilinear matrix inequalities for the existence of such models are established, such that the resulting error system is stochastically stable and has a guaranteed l2-l∞ error performance. A linear matrix inequalities optimisation coupled with line search is exploited to solve for the corresponding reduced-order systems. The potential and effectiveness of the developed theoretical results are demonstrated via a numerical example.

  7. 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.

  8. Dynamic Bandwidth Provisioning Using Markov Chain Based on RSVP

    DTIC Science & Technology

    2013-09-01

    Cambridge University Press,2008. [20] P. Bremaud, Markov Chains : Gibbs Fields, Monte Carlo Simulation and Queues, New York, NY, Springer Science...is successful.  Qualnet, a simulation platform for the wireless environment is used to simulate the algorithm (integration of Markov chain ...in Qualnet, the simulation platform used. 16 THIS PAGE INTENTIONALLY LEFT BLANK 17 III. GENERAL DISCUSSION OF MARKOV CHAIN ALGORITHM AND RSVP

  9. a Markov-Process Inspired CA Model of Highway Traffic

    NASA Astrophysics Data System (ADS)

    Wang, Fa; Li, Li; Hu, Jian-Ming; Ji, Yan; Ma, Rui; Jiang, Rui

    To provide a more accurate description of the driving behaviors especially in car-following, namely a Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process whose stationary distribution corresponds to the observed gap distribution. This new model provides a microscopic simulation explanation for the governing interaction forces (potentials) between the queuing vehicles, which cannot be directly measurable for traffic flow applications. The agreement between empirical observations and simulation results suggests the soundness of this new approach.

  10. Application of Hidden Markov Models in Biomolecular Simulations.

    PubMed

    Shukla, Saurabh; Shamsi, Zahra; Moffett, Alexander S; Selvam, Balaji; Shukla, Diwakar

    2017-01-01

    Hidden Markov models (HMMs) provide a framework to analyze large trajectories of biomolecular simulation datasets. HMMs decompose the conformational space of a biological molecule into finite number of states that interconvert among each other with certain rates. HMMs simplify long timescale trajectories for human comprehension, and allow comparison of simulations with experimental data. In this chapter, we provide an overview of building HMMs for analyzing bimolecular simulation datasets. We demonstrate the procedure for building a Hidden Markov model for Met-enkephalin peptide simulation dataset and compare the timescales of the process.

  11. Bayesian restoration of ion channel records using hidden Markov models.

    PubMed

    Rosales, R; Stark, J A; Fitzgerald, W J; Hladky, S B

    2001-03-01

    Hidden Markov models have been used to restore recorded signals of single ion channels buried in background noise. Parameter estimation and signal restoration are usually carried out through likelihood maximization by using variants of the Baum-Welch forward-backward procedures. This paper presents an alternative approach for dealing with this inferential task. The inferences are made by using a combination of the framework provided by Bayesian statistics and numerical methods based on Markov chain Monte Carlo stochastic simulation. The reliability of this approach is tested by using synthetic signals of known characteristics. The expectations of the model parameters estimated here are close to those calculated using the Baum-Welch algorithm, but the present methods also yield estimates of their errors. Comparisons of the results of the Bayesian Markov Chain Monte Carlo approach with those obtained by filtering and thresholding demonstrate clearly the superiority of the new methods.

  12. A HIERARCHICAL HIDDEN MARKOV DETERIORATION MODEL FOR PAVEMENT STRUCTURE

    NASA Astrophysics Data System (ADS)

    Kobayashi, Kiyoshi; Kaito, Kiyoyuki; Eguchi, Toshiyuki; Ohi, Akira; Okizuka, Ryosuke

    The deterioration process of pavement is a complex process including the deterioration of road surface and the decrease in load bearing capacity of the entire pavement. The decrease in load bearing capacity influences the deterioration rate of road surface. The soundness of road surface can be observed by a road surface condition investigation. On the other hand, the decrease in load bearing capacity can be partially observed through the FWD testing, etc. In this study, such a deterioration process of road surface is described as a mixed Markov process that depends on the load bearing capacity of pavement. Then, the complex deterioration process, which is composed of the deterioration of road surface and the decrease in load bearing capacity of pavement, is expressed as a hierarchical hidden Markov deterioration model. Through a case study of the application into the expressway, a hierarchical hidden Markov deterioration model is estimated, and its applicability and effectiveness are empirically discussed.

  13. Structure and Dynamics Study of LeuT Using the Markov State Model and Perturbation Response Scanning Reveals Distinct Ion Induced Conformational States.

    PubMed

    Asciutto, Eliana K; Gedeon, Patrick C; General, Ignacio J; Madura, Jeffry D

    2016-08-25

    The bacterial leucine transporter (LeuT), a close homologue of the eukaryote monoamine transporters (MATs), currently serves as a powerful template for computer simulations of MATs. Transport of the amino acid leucine through the membrane is made possible by the sodium electrochemical potential. Recent reports indicate that the substrate transport mechanism is based on structural changes such as hinge movements of key transmembrane domains. In order to further investigate the role of sodium ions in the uptake of leucine, here we present a Markov state model analysis of atomistic simulations of lipid embedded LeuT in different environments, generated by varying the presence of binding pocket sodium ions and substrate. Six metastable conformations are found, and structural differences between them along with transition probabilities are determined. We complete the analysis with the implementation of perturbation response scanning on our system, determining the most sensitive and influential regions of LeuT, in each environment. Our results show that the occupation of sites Na1 and Na2, along with the presence of the substrate, selectively influences the geometry of LeuT. In particular, the occupation of each site Na1/Na2 has strong effects (in terms of changes in influence and/or sensitivity, as compared to the case without ions) in specific regions of LeuT, and the effects are different for simultaneous occupation. Our results strengthen the rationale and provide a conformational mechanism for a putative transport mechanism in which Na2 is necessary, but may not be sufficient, to initiate and stabilize extracellular substrate access to the binding pocket.

  14. Robot reliability using fuzzy fault trees and Markov models

    NASA Astrophysics Data System (ADS)

    Leuschen, Martin; Walker, Ian D.; Cavallaro, Joseph R.

    1996-10-01

    Robot reliability has become an increasingly important issue in the last few years, in part due to the increased application of robots in hazardous and unstructured environments. However, much of this work leads to complex and nonintuitive analysis, which results in many techniques being impractical due to computational complexity or lack of appropriately complex models for the manipulator. In this paper, we consider the application of notions and techniques from fuzzy logic, fault trees, and Markov modeling to robot fault tolerance. Fuzzy logic lends itself to quantitative reliability calculations in robotics. The crisp failure rates which are usually used are not actually known, while fuzzy logic, due to its ability to work with the actual approximate (fuzzy) failure rates available during the design process, avoids making too many unwarranted assumptions. Fault trees are a standard reliability tool that can easily assimilate fuzzy logic. Markov modeling allows evaluation of multiple failure modes simultaneously, and is thus an appropriate method of modeling failures in redundant robotic systems. However, no method of applying fuzzy logic to Markov models was known to the authors. This opens up the possibility of new techniques for reliability using Markov modeling and fuzzy logic techniques, which are developed in this paper.

  15. 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.

  16. 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.

  17. 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

  18. 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.

  19. 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.

  20. State reduction for semi-Markov reliability models

    NASA Technical Reports Server (NTRS)

    White, Allan L.; Palumbo, Daniel L.

    1990-01-01

    Trimming, a method of reducing the number of states in a semi-Markov reliability model, is described, and an error bound is derived. The error bound uses only three parameters from the semi-Markov model: (1) the maximum sum of rates for failure transitions leaving any state, (2) the maximum average holding time for a recovery-mode state, (3) and the operating time for the system. The error bound can be computed before any model generation takes places, which means the modeler can decide immediately whether the model can be trimmed. The trimming has a precise and simple description and thus can be easily included in a program that generates reliability models. The simplest version of the error bound for trimming is presented. More accurate versions can be obtained by requesting more information about the system being modeled.

  1. 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.

  2. An abstract language for specifying Markov reliability models

    NASA Technical Reports Server (NTRS)

    Butler, Ricky W.

    1986-01-01

    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.

  3. 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.

  4. 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.

  5. Treatment-based Markov chain models clarify mechanisms of invasion in an invaded grassland community

    PubMed Central

    Nelis, Lisa Castillo; Wootton, J. Timothy

    2010-01-01

    What are the relative roles of mechanisms underlying plant responses in grassland communities invaded by both plants and mammals? What type of community can we expect in the future given current or novel conditions? We address these questions by comparing Markov chain community models among treatments from a field experiment on invasive species on Robinson Crusoe Island, Chile. Because of seed dispersal, grazing and disturbance, we predicted that the exotic European rabbit (Oryctolagus cuniculus) facilitates epizoochorous exotic plants (plants with seeds that stick to the skin an animal) at the expense of native plants. To test our hypothesis, we crossed rabbit exclosure treatments with disturbance treatments, and sampled the plant community in permanent plots over 3 years. We then estimated Markov chain model transition probabilities and found significant differences among treatments. As hypothesized, this modelling revealed that exotic plants survive better in disturbed areas, while natives prefer no rabbits or disturbance. Surprisingly, rabbits negatively affect epizoochorous plants. Markov chain dynamics indicate that an overall replacement of native plants by exotic plants is underway. Using a treatment-based approach to multi-species Markov chain models allowed us to examine the changes in the importance of mechanisms in response to experimental impacts on communities. PMID:19864293

  6. Visual Recognition of American Sign Language Using Hidden Markov Models.

    DTIC Science & Technology

    1995-02-01

    3.3 Previous Use of Hidden Markov Models in Gesture Recognition 19 3.4 Use of HMM’s for Recognizing Sign Language 20 4 Tracking and Modeling...Instead, computer systems may be employed to annotate certain features of sequences. A human gesture recognition system adds another dimension to...focus for many gesture recognition systems. Tracking the natural hand in real time using camera imagery is dif- ficult, but successful systems have

  7. 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.

  8. 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.

  9. Grasp Recognition by Fuzzy Modeling and Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Palm, Rainer; Iliev, Boyko; Kadmiry, Bourhane

    Grasp recognition is a major part of the approach for Programming-by-Demonstration (PbD) for five-fingered robotic hands. This chapter describes three different methods for grasp recognition for a human hand. A human operator wearing a data glove instructs the robot to perform different grasps. For a number of human grasps the finger joint angle trajectories are recorded and modeled by fuzzy clustering and Takagi-Sugeno modeling. This leads to grasp models using time as input parameter and joint angles as outputs. Given a test grasp by the human operator the robot classifies and recognizes the grasp and generates the corresponding robot grasp. Three methods for grasp recognition are compared with each other. In the first method, the test grasp is compared with model grasps using the difference between the model outputs. The second method deals with qualitative fuzzy models which used for recognition and classification. The third method is based on Hidden-Markov-Models (HMM) which are commonly used in robot learning.

  10. 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.

  11. 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.

  12. Markov chain decision model for urinary incontinence procedures.

    PubMed

    Kumar, Sameer; Ghildayal, Nidhi; Ghildayal, Neha

    2017-03-13

    Purpose Urinary incontinence (UI) is a common chronic health condition, a problem specifically among elderly women that impacts quality of life negatively. However, UI is usually viewed as likely result of old age, and as such is generally not evaluated or even managed appropriately. Many treatments are available to manage incontinence, such as bladder training and numerous surgical procedures such as Burch colposuspension and Sling for UI which have high success rates. The purpose of this paper is to analyze which of these popular surgical procedures for UI is effective. Design/methodology/approach This research employs randomized, prospective studies to obtain robust cost and utility data used in the Markov chain decision model for examining which of these surgical interventions is more effective in treating women with stress UI based on two measures: number of quality adjusted life years (QALY) and cost per QALY. Treeage Pro Healthcare software was employed in Markov decision analysis. Findings Results showed the Sling procedure is a more effective surgical intervention than the Burch. However, if a utility greater than certain utility value, for which both procedures are equally effective, is assigned to persistent incontinence, the Burch procedure is more effective than the Sling procedure. Originality/value This paper demonstrates the efficacy of a Markov chain decision modeling approach to study the comparative effectiveness analysis of available treatments for patients with UI, an important public health issue, widely prevalent among elderly women in developed and developing countries. This research also improves upon other analyses using a Markov chain decision modeling process to analyze various strategies for treating UI.

  13. Image segmentation using hidden Markov Gauss mixture models.

    PubMed

    Pyun, Kyungsuk; Lim, Johan; Won, Chee Sun; Gray, Robert M

    2007-07-01

    Image segmentation is an important tool in image processing and can serve as an efficient front end to sophisticated algorithms and thereby simplify subsequent processing. We develop a multiclass image segmentation method using hidden Markov Gauss mixture models (HMGMMs) and provide examples of segmentation of aerial images and textures. HMGMMs incorporate supervised learning, fitting the observation probability distribution given each class by a Gauss mixture estimated using vector quantization with a minimum discrimination information (MDI) distortion. We formulate the image segmentation problem using a maximum a posteriori criteria and find the hidden states that maximize the posterior density given the observation. We estimate both the hidden Markov parameter and hidden states using a stochastic expectation-maximization algorithm. Our results demonstrate that HMGMM provides better classification in terms of Bayes risk and spatial homogeneity of the classified objects than do several popular methods, including classification and regression trees, learning vector quantization, causal hidden Markov models (HMMs), and multiresolution HMMs. The computational load of HMGMM is similar to that of the causal HMM.

  14. Introduction to Hidden Markov Models and Their Applications to Classification Problems

    DTIC Science & Technology

    1999-09-01

    34 model (the model is called ergotic when backward transitions are allowed, as illustrated in Fig 2.2). 5 We define the probability aij as the...Figure 2.2 A Markov Process (Chain), ergotic model 7 For the discrete-time case, a system governed by known or predictable dynamics can be modeled...Total number of positions=N*T :Possible movement / Most likely path Figure 2.4a Trellis Diagram for T=4, and N=3, ergotic model 17 tl t2 t3 t4 $1

  15. 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

  16. 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.

  17. Probabilistic pairwise Markov models: application to prostate cancer detection

    NASA Astrophysics Data System (ADS)

    Monaco, James; Tomaszewski, John E.; Feldman, Michael D.; Moradi, Mehdi; Mousavi, Parvin; Boag, Alexander; Davidson, Chris; Abolmaesumi, Purang; Madabhushi, Anant

    2009-02-01

    Markov Random Fields (MRFs) provide a tractable means for incorporating contextual information into a Bayesian framework. This contextual information is modeled using multiple local conditional probability density functions (LCPDFs) which the MRF framework implicitly combines into a single joint probability density function (JPDF) that describes the entire system. However, only LCPDFs of certain functional forms are consistent, meaning they reconstitute a valid JPDF. These forms are specified by the Gibbs-Markov equivalence theorem which indicates that the JPDF, and hence the LCPDFs, should be representable as a product of potential functions (i.e. Gibbs distributions). Unfortunately, potential functions are mathematical abstractions that lack intuition; and consequently, constructing LCPDFs through their selection becomes an ad hoc procedure, usually resulting in generic and/or heuristic models. In this paper we demonstrate that under certain conditions the LCDPFs can be formulated in terms of quantities that are both meaningful and descriptive: probability distributions. Using probability distributions instead of potential functions enables us to construct consistent LCPDFs whose modeling capabilities are both more intuitive and expansive than typical MRF models. As an example, we compare the efficacy of our so-called probabilistic pairwise Markov models (PPMMs) to the prevalent Potts model by incorporating both into a novel computer aided diagnosis (CAD) system for detecting prostate cancer in whole-mount histological sections. Using the Potts model the CAD system is able to detection cancerous glands with a specificity of 0.82 and sensitivity of 0.71; its area under the receiver operator characteristic (AUC) curve is 0.83. If instead the PPMM model is employed the sensitivity (specificity is held fixed) and AUC increase to 0.77 and 0.87.

  18. 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.

  19. 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

  20. Estimation in a semi-Markov transformation model

    PubMed Central

    Dabrowska, Dorota M.

    2012-01-01

    Multi-state models provide a common tool for analysis of longitudinal failure time data. In biomedical applications, models of this kind are often used to describe evolution of a disease and assume that patient may move among a finite number of states representing different phases in the disease progression. Several authors developed extensions of the proportional hazard model for analysis of multi-state models in the presence of covariates. In this paper, we consider a general class of censored semi-Markov and modulated renewal processes and propose the use of transformation models for their analysis. Special cases include modulated renewal processes with interarrival times specified using transformation models, and semi-Markov processes with with one-step transition probabilities defined using copula-transformation models. We discuss estimation of finite and infinite dimensional parameters of the model, and develop an extension of the Gaussian multiplier method for setting confidence bands for transition probabilities. A transplant outcome data set from the Center for International Blood and Marrow Transplant Research is used for illustrative purposes. PMID:22740583

  1. Hidden Markov models for evolution and comparative genomics analysis.

    PubMed

    Bykova, Nadezda A; Favorov, Alexander V; Mironov, Andrey A

    2013-01-01

    The problem of reconstruction of ancestral states given a phylogeny and data from extant species arises in a wide range of biological studies. The continuous-time Markov model for the discrete states evolution is generally used for the reconstruction of ancestral states. We modify this model to account for a case when the states of the extant species are uncertain. This situation appears, for example, if the states for extant species are predicted by some program and thus are known only with some level of reliability; it is common for bioinformatics field. The main idea is formulation of the problem as a hidden Markov model on a tree (tree HMM, tHMM), where the basic continuous-time Markov model is expanded with the introduction of emission probabilities of observed data (e.g. prediction scores) for each underlying discrete state. Our tHMM decoding algorithm allows us to predict states at the ancestral nodes as well as to refine states at the leaves on the basis of quantitative comparative genomics. The test on the simulated data shows that the tHMM approach applied to the continuous variable reflecting the probabilities of the states (i.e. prediction score) appears to be more accurate then the reconstruction from the discrete states assignment defined by the best score threshold. We provide examples of applying our model to the evolutionary analysis of N-terminal signal peptides and transcription factor binding sites in bacteria. The program is freely available at http://bioinf.fbb.msu.ru/~nadya/tHMM and via web-service at http://bioinf.fbb.msu.ru/treehmmweb.

  2. Protein structure comparison using the markov transition model of evolution.

    PubMed

    Kawabata, T; Nishikawa, K

    2000-10-01

    A number of automatic protein structure comparison methods have been proposed; however, their similarity score functions are often decided by the researchers' intuition and trial-and-error, and not by theoretical background. We propose a novel theory to evaluate protein structure similarity, which is based on the Markov transition model of evolution. Our similarity score between structures i and j is defined as log P(j --> i)/P(i), where P(j --> i) is the probability that structure j changes to structure i during the evolutionary process, and P(i) is the probability that structure i appears by chance. This is a reasonable definition of structure similarity, especially for finding evolutionarily related (homologous) similarity. The probability P(j --> i) is estimated by the Markov transition model, which is similar to the Dayhoff's substitution model between amino acids. To estimate the parameters of the model, homologous protein structure pairs are collected using sequence similarity, and the numbers of structure transitions within the pairs are counted. Next these numbers are transformed to a transition probability matrix of the Markov transition. Transition probabilities for longer time are obtained by multiplying the probability matrix by itself several times. In this study, we generated three types of structure similarity scores: an environment score, a residue-residue distance score, and a secondary structure elements (SSE) score. Using these scores, we developed the structure comparison program, Matras (MArkovian TRAnsition of protein Structure). It employs a hierarchical alignment algorithm, in which a rough alignment is first obtained by SSEs, and then is improved with more detailed functions. We attempted an all-versus-all comparison of the SCOP database, and evaluated its ability to recognize a superfamily relationship, which was manually assigned to be homologous in the SCOP database. A comparison with the FSSP database shows that our program can

  3. 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

  4. Upscaling of Mixing Processes using a Spatial Markov Model

    NASA Astrophysics Data System (ADS)

    Bolster, Diogo; Sund, Nicole; Porta, Giovanni

    2016-11-01

    The Spatial Markov model is a model that has been used to successfully upscale transport behavior across a broad range of spatially heterogeneous flows, with most examples to date coming from applications relating to porous media. In its most common current forms the model predicts spatially averaged concentrations. However, many processes, including for example chemical reactions, require an adequate understanding of mixing below the averaging scale, which means that knowledge of subscale fluctuations, or closures that adequately describe them, are needed. Here we present a framework, consistent with the Spatial Markov modeling framework, that enables us to do this. We apply and present it as applied to a simple example, a spatially periodic flow at low Reynolds number. We demonstrate that our upscaled model can successfully predict mixing by comparing results from direct numerical simulations to predictions with our upscaled model. To this end we focus on predicting two common metrics of mixing: the dilution index and the scalar dissipation. For both metrics our upscaled predictions very closely match observed values from the DNS. This material is based upon work supported by NSF Grants EAR-1351625 and EAR-1417264.

  5. A method to prevent excessive numbers of Markov states in Markov models for quantitative safety and reliability assessment.

    PubMed

    Knegtering, B; Brombacher, A C

    2000-01-01

    This paper presents a method that will drastically reduce the calculation effort required to obtain quantitative safety and reliability assessments to determine safety integrity levels for applications in the process industry. The method described combines all benefits of Markov modeling with the practical benefits of reliability block diagrams.

  6. 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.

  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. 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.

  9. 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.

  10. Markov modulated Poisson process models incorporating covariates for rainfall intensity.

    PubMed

    Thayakaran, R; Ramesh, N I

    2013-01-01

    Time series of rainfall bucket tip times at the Beaufort Park station, Bracknell, in the UK are modelled by a class of Markov modulated Poisson processes (MMPP) which may be thought of as a generalization of the Poisson process. Our main focus in this paper is to investigate the effects of including covariate information into the MMPP model framework on statistical properties. In particular, we look at three types of time-varying covariates namely temperature, sea level pressure, and relative humidity that are thought to be affecting the rainfall arrival process. Maximum likelihood estimation is used to obtain the parameter estimates, and likelihood ratio tests are employed in model comparison. Simulated data from the fitted model are used to make statistical inferences about the accumulated rainfall in the discrete time interval. Variability of the daily Poisson arrival rates is studied.

  11. Α Markov model for longitudinal studies with incomplete dichotomous outcomes.

    PubMed

    Efthimiou, Orestis; Welton, Nicky; Samara, Myrto; Leucht, Stefan; Salanti, Georgia

    2017-03-01

    Missing outcome data constitute a serious threat to the validity and precision of inferences from randomized controlled trials. In this paper, we propose the use of a multistate Markov model for the analysis of incomplete individual patient data for a dichotomous outcome reported over a period of time. The model accounts for patients dropping out of the study and also for patients relapsing. The time of each observation is accounted for, and the model allows the estimation of time-dependent relative treatment effects. We apply our methods to data from a study comparing the effectiveness of 2 pharmacological treatments for schizophrenia. The model jointly estimates the relative efficacy and the dropout rate and also allows for a wide range of clinically interesting inferences to be made. Assumptions about the missingness mechanism and the unobserved outcomes of patients dropping out can be incorporated into the analysis. The presented method constitutes a viable candidate for analyzing longitudinal, incomplete binary data.

  12. Α Markov model for longitudinal studies with incomplete dichotomous outcomes

    PubMed Central

    Welton, Nicky; Samara, Myrto; Leucht, Stefan; Salanti, Georgia

    2016-01-01

    Missing outcome data constitute a serious threat to the validity and precision of inferences from randomized controlled trials. In this paper, we propose the use of a multistate Markov model for the analysis of incomplete individual patient data for a dichotomous outcome reported over a period of time. The model accounts for patients dropping out of the study and also for patients relapsing. The time of each observation is accounted for, and the model allows the estimation of time‐dependent relative treatment effects. We apply our methods to data from a study comparing the effectiveness of 2 pharmacological treatments for schizophrenia. The model jointly estimates the relative efficacy and the dropout rate and also allows for a wide range of clinically interesting inferences to be made. Assumptions about the missingness mechanism and the unobserved outcomes of patients dropping out can be incorporated into the analysis. The presented method constitutes a viable candidate for analyzing longitudinal, incomplete binary data. PMID:27917593

  13. Research on Multi-Stage Inventory Model by Markov Decision Process

    NASA Astrophysics Data System (ADS)

    Rong, Ke

    This paper researched multi-stage inventory system and established limited inventory Markov model, on the other hand it induced DP algorithm of limited inventory Markov model. The results proved that the reorder point of multi-stage inventory system can guarantee demand, and also allows the storage costs to a minimum level in accordance with the above model.

  14. Markov Processes: Exploring the Use of Dynamic Visualizations to Enhance Student Understanding

    ERIC Educational Resources Information Center

    Pfannkuch, Maxine; Budgett, Stephanie

    2016-01-01

    Finding ways to enhance introductory students' understanding of probability ideas and theory is a goal of many first-year probability courses. In this article, we explore the potential of a prototype tool for Markov processes using dynamic visualizations to develop in students a deeper understanding of the equilibrium and hitting times…

  15. Sequence alignments and pair hidden Markov models using evolutionary history.

    PubMed

    Knudsen, Bjarne; Miyamoto, Michael M

    2003-10-17

    This work presents a novel pairwise statistical alignment method based on an explicit evolutionary model of insertions and deletions (indels). Indel events of any length are possible according to a geometric distribution. The geometric distribution parameter, the indel rate, and the evolutionary time are all maximum likelihood estimated from the sequences being aligned. Probability calculations are done using a pair hidden Markov model (HMM) with transition probabilities calculated from the indel parameters. Equations for the transition probabilities make the pair HMM closely approximate the specified indel model. The method provides an optimal alignment, its likelihood, the likelihood of all possible alignments, and the reliability of individual alignment regions. Human alpha and beta-hemoglobin sequences are aligned, as an illustration of the potential utility of this pair HMM approach.

  16. Implementation of a Markov model for phylogenetic trees.

    PubMed

    Bohl, Erich; Lancaster, Peter

    2006-04-07

    A recently developed mathematical model for the analysis of phylogenetic trees is applied to comparative data for 48 species. The model represents a return to fundamentals and makes no hypothesis with respect to the reversibility of the process. The species have been analysed in all subsets of three, and a measure of reliability of the results is provided. The numerical results of the computations on 17,296 triples of species are made available on the Internet. These results are discussed and the development of reliable tree structures for several species is illustrated. It is shown that, indeed, the Markov model is capable of considerably more interesting predictions than has been recognized to date.

  17. Dimensional Reduction for the General Markov Model on Phylogenetic Trees.

    PubMed

    Sumner, Jeremy G

    2017-03-01

    We present a method of dimensional reduction for the general Markov model of sequence evolution on a phylogenetic tree. We show that taking certain linear combinations of the associated random variables (site pattern counts) reduces the dimensionality of the model from exponential in the number of extant taxa, to quadratic in the number of taxa, while retaining the ability to statistically identify phylogenetic divergence events. A key feature is the identification of an invariant subspace which depends only bilinearly on the model parameters, in contrast to the usual multi-linear dependence in the full space. We discuss potential applications including the computation of split (edge) weights on phylogenetic trees from observed sequence data.

  18. Understanding eye movements in face recognition using hidden Markov models.

    PubMed

    Chuk, Tim; Chan, Antoni B; Hsiao, Janet H

    2014-09-16

    We use a hidden Markov model (HMM) based approach to analyze eye movement data in face recognition. HMMs are statistical models that are specialized in handling time-series data. We conducted a face recognition task with Asian participants, and model each participant's eye movement pattern with an HMM, which summarized the participant's scan paths in face recognition with both regions of interest and the transition probabilities among them. By clustering these HMMs, we showed that participants' eye movements could be categorized into holistic or analytic patterns, demonstrating significant individual differences even within the same culture. Participants with the analytic pattern had longer response times, but did not differ significantly in recognition accuracy from those with the holistic pattern. We also found that correct and wrong recognitions were associated with distinctive eye movement patterns; the difference between the two patterns lies in the transitions rather than locations of the fixations alone.

  19. A coupled hidden Markov model for disease interactions

    PubMed Central

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

    2013-01-01

    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

  20. 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.

  1. Dynamic Context-Aware Event Recognition Based on Markov Logic Networks

    PubMed Central

    Liu, Fagui; Deng, Dacheng; Li, Ping

    2017-01-01

    Event recognition in smart spaces is an important and challenging task. Most existing approaches for event recognition purely employ either logical methods that do not handle uncertainty, or probabilistic methods that can hardly manage the representation of structured information. To overcome these limitations, especially in the situation where the uncertainty of sensing data is dynamically changing over the time, we propose a multi-level information fusion model for sensing data and contextual information, and also present a corresponding method to handle uncertainty for event recognition based on Markov logic networks (MLNs) which combine the expressivity of first order logic (FOL) and the uncertainty disposal of probabilistic graphical models (PGMs). Then we put forward an algorithm for updating formula weights in MLNs to deal with data dynamics. Experiments on two datasets from different scenarios are conducted to evaluate the proposed approach. The results show that our approach (i) provides an effective way to recognize events by using the fusion of uncertain data and contextual information based on MLNs and (ii) outperforms the original MLNs-based method in dealing with dynamic data. PMID:28257113

  2. Predictive models of battle dynamics

    NASA Astrophysics Data System (ADS)

    Jelinek, Jan

    2001-09-01

    The application of control and game theories to improve battle planning and execution requires models, which allow military strategists and commanders to reliably predict the expected outcomes of various alternatives over a long horizon into the future. We have developed probabilistic battle dynamics models, whose building blocks in the form of Markov chains are derived from the first principles, and applied them successfully in the design of the Model Predictive Task Commander package. This paper introduces basic concepts of our modeling approach and explains the probability distributions needed to compute the transition probabilities of the Markov chains.

  3. Dynamic response of mechanical systems to impulse process stochastic excitations: Markov approach

    NASA Astrophysics Data System (ADS)

    Iwankiewicz, R.

    2016-05-01

    Methods for determination of the response of mechanical dynamic systems to Poisson and non-Poisson impulse process stochastic excitations are presented. Stochastic differential and integro-differential equations of motion are introduced. For systems driven by Poisson impulse process the tools of the theory of non-diffusive Markov processes are used. These are: the generalized Itô’s differential rule which allows to derive the differential equations for response moments and the forward integro-differential Chapman-Kolmogorov equation from which the equation governing the probability density of the response is obtained. The relation of Poisson impulse process problems to the theory of diffusive Markov processes is given. For systems driven by a class of non-Poisson (Erlang renewal) impulse processes an exact conversion of the original non-Markov problem into a Markov one is based on the appended Markov chain corresponding to the introduced auxiliary pure jump stochastic process. The derivation of the set of integro-differential equations for response probability density and also a moment equations technique are based on the forward integro-differential Chapman-Kolmogorov equation. An illustrating numerical example is also included.

  4. On Markov modelling of near-wall turbulent shear flow

    NASA Astrophysics Data System (ADS)

    Reynolds, A. M.

    1999-11-01

    The role of Reynolds number in determining particle trajectories in near-wall turbulent shear flow is investigated in numerical simulations using a second-order Lagrangian stochastic (LS) model (Reynolds, A.M. 1999: A second-order Lagrangian stochastic model for particle trajectories in inhomogeneous turbulence. Quart. J. Roy. Meteorol. Soc. (In Press)). In such models, it is the acceleration, velocity and position of a particle rather than just its velocity and position which are assumed to evolve jointly as a continuous Markov process. It is found that Reynolds number effects are significant in determining simulated particle trajectories in the viscous sub-layer and the buffer zone. These effects are due almost entirely to the change in the Lagrangian integral timescale and are shown to be well represented in a first-order LS model by Sawford's correction footnote Sawford, B.L. 1991: Reynolds number effects in Lagrangian stochastic models of turbulent dispersion. Phys Fluids, 3, 1577-1586). This is found to remain true even when the Taylor-Reynolds number R_λ ~ O(0.1). This is somewhat surprising because the assumption of a Markovian evolution for velocity and position is strictly applicable only in the large Reynolds number limit because then the Lagrangian acceleration autocorrelation function approaches a delta function at the origin, corresponding to an uncorrelated component in the acceleration, and hence a Markov process footnote Borgas, M.S. and Sawford, B.L. 1991: The small-scale structure of acceleration correlations and its role in the statistical theory of turbulent dispersion. J. Fluid Mech. 288, 295-320.

  5. 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.

  6. 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.

  7. A Markov chain method to determine the dynamic properties of compound extremes and their near future climate change signal

    NASA Astrophysics Data System (ADS)

    Sedlmeier, Katrin; Mieruch, Sebastian; Schädler, Gerd

    2014-05-01

    Compound extremes are receiving more and more attention in the scientific world because of their great impact on society. It is therefore of great interest how well state-of-the-art regional climate models can represent the dynamics of multivariate extremes. Furthermore, the near future climate change signal of compound extremes is interesting especially on the regional scale because high resolution information is needed for impact studies and mitigation and adaptation strategies. We use a method based on Markov Chains to assess these two questions. It is based on the representation of multivariate climate anomalies by first order Markov Chains. We partition our dataset into extreme and non-extreme regimes and reduce the multivariate dataset to a univariate time series which can then be described as a discrete stochastic process, a Markov Chain. From the transition matrix several descriptors such as persistence, recurrence time and entropy are derived which characterize the dynamic properties of the multivariate system. By comparing these descriptors for model and observation data, the representation of the dynamics of the climate system by different models is evaluated. Near future shifts or changes of the dynamics of compound extremes are detected by using regional climate projections and comparing the descriptors for different time periods. In order to obtain reliable estimates of a climate change signal, we use an ensemble of simulations to assess the uncertainty which arise in climate projections. Our work is based on an ensemble of high resolution (7 km) regional climate simulations for Central Europe with the COSMO-CLM regional climate model using different global driving data. The time periods considered are a control period (1971-200) and the near future (2021-2050) and running windows within these time periods. For comparison, E-Obs and HYRAS gridded observational datasets are used. The presentation will mainly focus on bivariate temperature and

  8. Nonparametric model validations for hidden Markov models with applications in financial econometrics.

    PubMed

    Zhao, Zhibiao

    2011-06-01

    We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

  9. Nonparametric model validations for hidden Markov models with applications in financial econometrics

    PubMed Central

    Zhao, Zhibiao

    2011-01-01

    We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise. PMID:21750601

  10. Sensitive protein comparisons with profiles and hidden Markov models.

    PubMed

    Hofmann, K

    2000-05-01

    Sequence database searches have become an important tool for the life sciences in general and for gene discovery-driven biotechnology in particular. Both the functional assignment of newly found proteins and the mining of genome databases for functional candidates are equally important tasks typically addressed by database searches. Sensitivity and reliability of the search methods are of crucial importance. The overall performance of sequence alignments and database searches can be enhanced considerably, when profiles or hidden Markov models (HMMs) derived from protein families are used as query objects instead of single sequences. This review discusses the concept of profiles, generalised profiles and profile-HMMs, the methods how they are constructed and the scope of possible applications in gene discovery and gene functional assignment.

  11. pHMM-tree: phylogeny of profile hidden Markov models.

    PubMed

    Huo, Luyang; Zhang, Han; Huo, Xueting; Yang, Yasong; Li, Xueqiong; Yin, Yanbin

    2017-01-05

    Protein families are often represented by profile hidden Markov models (pHMMs). Homology between two distant protein families can be determined by comparing the pHMMs. Here we explored the idea of building a phylogeny of protein families using the distance matrix of their pHMMs. We developed a new software and web server (pHMM-tree) to allow four major types of inputs: (i) multiple pHMM files, (ii) multiple aligned protein sequence files, (iii) mixture of pHMM and aligned sequence files and (iv) unaligned protein sequences in a single file. The output will be a pHMM phylogeny of different protein families delineating their relationships. We have applied pHMM-tree to build phylogenies for CAZyme (carbohydrate active enzyme) classes and Pfam clans, which attested its usefulness in the phylogenetic representation of the evolutionary relationship among distant protein families.

  12. 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.

  13. 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.

  14. Reduced quantum dynamics with initial system-environment correlations characterized by pure Markov states

    NASA Astrophysics Data System (ADS)

    Türkmen, A.; Verçin, A.; Yılmaz, S.

    2016-09-01

    Any tripartite state which saturates the strong subadditivity relation for the quantum entropy is defined as the Markov state. A tripartite pure state describing an open system, its environment, and their purifying system is a pure Markov state if and only if the bipartite marginal state of the purifying system and environment is a product state. It has been shown that as long as the purification of the input system-environment state is a pure Markov state, the reduced dynamics of the open system can be described, on the support of the initial system state, by a quantum channel for every joint unitary evolution of the system-environment composite even in the presence of initial correlations. Entanglement, discord, and classical correlations of the initial system-environment states implied by the pure Markov states are analyzed and it has been shown that all these correlations are entirely specified by the entropy of environment. Some implications concerning perfect quantum error correction procedure and quantum Markovian dynamics are presented.

  15. Finite Dimensional Markov Process Approximation for Time-Delayed Stochastic Dynamical Systems

    NASA Astrophysics Data System (ADS)

    Sun, Jian-Qiao

    This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of stochastic dynamical systems. The paper presents the theoretical framework for stochastic dynamical systems with time delay based on the FDMP method, including the FPK equation, backward Kolmogorov equation, and reliability formulation. The work of this paper opens a door to various studies of stochastic dynamical systems with time delay.

  16. Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems

    NASA Astrophysics Data System (ADS)

    Sun, Jian-Qiao

    2009-05-01

    This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of stochastic dynamical systems. The paper presents the theoretical framework for stochastic dynamical systems with time delay based on the FDMP method, including the FPK equation, backward Kolmogorov equation, and reliability formulation. A simple one-dimensional stochastic system is used to demonstrate the method and the theory. The work of this paper opens a door to various studies of stochastic dynamical systems with time delay.

  17. 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

  18. Developing Markov chain models for road surface simulation

    NASA Astrophysics Data System (ADS)

    Israel, Wescott B.; Ferris, John B.

    2007-04-01

    Chassis loads and vehicle handling are primarily impacted by the road surface over which a vehicle is traversing. By accurately measuring the geometries of road surfaces, one can generate computer models of these surfaces that will allow more accurate predictions of the loads introduced to various vehicle components. However, the logistics and computational power necessary to handle such large data files makes this problem a difficult one to resolve, especially when vehicle design deadlines are impending. This work aims to improve this process by developing Markov Chain models by which all relevant characteristics of road surface geometries will be represented in the model. This will reduce the logistical difficulties that are presented when attempting to collect data and run a simulation using large data sets of individual roads. Models will be generated primarily from measured road profiles of highways in the United States. Any synthetic road realized from a particular model is representative of all profiles in the set from which the model was derived. Realizations of any length can then be generated allowing efficient simulation and timely information about chassis loads that can be used to make better informed design decisions, more quickly.

  19. Application of Gray Markov SCGM(1,1) c Model to Prediction of Accidents Deaths in Coal Mining.

    PubMed

    Lan, Jian-Yi; Zhou, Ying

    2014-01-01

    The prediction of mine accident is the basis of aviation safety assessment and decision making. Gray prediction is suitable for such kinds of system objects with few data, short time, and little fluctuation, and Markov chain theory is just suitable for forecasting stochastic fluctuating dynamic process. Analyzing the coal mine accident human error cause, combining the advantages of both Gray prediction and Markov theory, an amended Gray Markov SCGM(1,1) c model is proposed. The gray SCGM(1,1) c model is applied to imitate the development tendency of the mine safety accident, and adopt the amended model to improve prediction accuracy, while Markov prediction is used to predict the fluctuation along the tendency. Finally, the new model is applied to forecast the mine safety accident deaths from 1990 to 2010 in China, and, 2011-2014 coal accidents deaths were predicted. The results show that the new model not only discovers the trend of the mine human error accident death toll but also overcomes the random fluctuation of data affecting precision. It possesses stronger engineering application.

  20. 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.

  1. Hidden Markov induced Dynamic Bayesian Network for recovering time evolving gene regulatory networks

    NASA Astrophysics Data System (ADS)

    Zhu, Shijia; Wang, Yadong

    2015-12-01

    Dynamic Bayesian Networks (DBN) have been widely used to recover gene regulatory relationships from time-series data in computational systems biology. Its standard assumption is ‘stationarity’, and therefore, several research efforts have been recently proposed to relax this restriction. However, those methods suffer from three challenges: long running time, low accuracy and reliance on parameter settings. To address these problems, we propose a novel non-stationary DBN model by extending each hidden node of Hidden Markov Model into a DBN (called HMDBN), which properly handles the underlying time-evolving networks. Correspondingly, an improved structural EM algorithm is proposed to learn the HMDBN. It dramatically reduces searching space, thereby substantially improving computational efficiency. Additionally, we derived a novel generalized Bayesian Information Criterion under the non-stationary assumption (called BWBIC), which can help significantly improve the reconstruction accuracy and largely reduce over-fitting. Moreover, the re-estimation formulas for all parameters of our model are derived, enabling us to avoid reliance on parameter settings. Compared to the state-of-the-art methods, the experimental evaluation of our proposed method on both synthetic and real biological data demonstrates more stably high prediction accuracy and significantly improved computation efficiency, even with no prior knowledge and parameter settings.

  2. [Application of Markov model in post-marketing pharmacoeconomic evaluation of traditional Chinese medicine].

    PubMed

    Wang, Xin; Su, Xia; Sun, Wentao; Xie, Yanming; Wang, Yongyan

    2011-10-01

    In post-marketing study of traditional Chinese medicine (TCM), pharmacoeconomic evaluation has an important applied significance. However, the economic literatures of TCM have been unable to fully and accurately reflect the unique overall outcomes of treatment with TCM. For the special nature of TCM itself, we recommend that Markov model could be introduced into post-marketing pharmacoeconomic evaluation of TCM, and also explore the feasibility of model application. Markov model can extrapolate the study time horizon, suit with effectiveness indicators of TCM, and provide measurable comprehensive outcome. In addition, Markov model can promote the development of TCM quality of life scale and the methodology of post-marketing pharmacoeconomic evaluation.

  3. A new constant memory recursion for hidden Markov models.

    PubMed

    Bartolucci, Francesco; Pandolfi, Silvia

    2014-02-01

    We develop the recursion for hidden Markov (HM) models proposed by Bartolucci and Besag (2002), and we show how it may be used to implement an estimation algorithm for these models that requires an amount of memory not depending on the length of the observed series of data. This recursion allows us to obtain the conditional distribution of the latent state at every occasion, given the previous state and the observed data. With respect to the estimation algorithm based on the well-known Baum-Welch recursions, which requires an amount of memory that increases with the sample size, the proposed algorithm also has the advantage of not requiring dummy renormalizations to avoid numerical problems. Moreover, it directly allows us to perform global decoding of the latent sequence of states, without the need of a Viterbi method and with a consistent reduction of the memory requirement with respect to the latter. The proposed approach is compared, in terms of computing time and memory requirement, with the algorithm based on the Baum-Welch recursions and with the so-called linear memory algorithm of Churbanov and Winters-Hilt. The comparison is also based on a series of simulations involving an HM model for continuous time-series data.

  4. Markov modeling of ion channels: implications for understanding disease.

    PubMed

    Lampert, Angelika; Korngreen, Alon

    2014-01-01

    Ion channels are the bridge between the biochemical and electrical domains of our life. These membrane crossing proteins use the electric energy stored in transmembrane ion gradients, which are produced by biochemical activity to generate ionic currents. Each ion channel can be imagined as a small power plant similar to a hydroelectric power station, in which potential energy is converted into electric current. This current drives basically all physiological mechanisms of our body. It is clear that a functional blueprint of these amazing cellular power plants is essential for understanding the principle of all aspects of physiology, particularly neurophysiology. The golden path toward this blueprint starts with the biophysical investigation of ion channel activity and continues through detailed numerical modeling of these channels that will eventually lead to a full system-level description of cellular and organ physiology. Here, we discuss the first two stages of this process focusing on voltage-gated channels, particularly the voltage-gated sodium channel which is neurologically and pathologically important. We first detail the correlations between the known structure of the channel and its activity and describe some pathologies. We then provide a hands-on description of Markov modeling for voltage-gated channels. These two sections of the chapter highlight the dichotomy between the vast amounts of electrophysiological data available on voltage-gated channels and the relatively meager number of physiologically relevant models for these channels.

  5. 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.

  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. 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.

  8. 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.

  9. A second-order Markov process for modeling diffusive motion through spatial discretization.

    PubMed

    Sant, Marco; Papadopoulos, George K; Theodorou, Doros N

    2008-01-14

    A new "mesoscopic" stochastic model has been developed to describe the diffusive behavior of a system of particles at equilibrium. The model is based on discretizing space into slabs by drawing equispaced parallel planes along a coordinate direction. A central role is played by the probability that a particle exits a slab via the face opposite to the one through which it entered (transmission probability), as opposed to exiting via the same face through which it entered (reflection probability). A simple second-order Markov process invoking this probability is developed, leading to an expression for the self-diffusivity, applicable for large slab widths, consistent with a continuous formulation of diffusional motion. This model is validated via molecular dynamics simulations in a bulk system of soft spheres across a wide range of densities.

  10. Bayesian Hidden Markov Modeling of Array CGH Data.

    PubMed

    Guha, Subharup; Li, Yi; Neuberg, Donna

    2008-06-01

    Genomic alterations have been linked to the development and progression of cancer. The technique of comparative genomic hybridization (CGH) yields data consisting of fluorescence intensity ratios of test and reference DNA samples. The intensity ratios provide information about the number of copies in DNA. Practical issues such as the contamination of tumor cells in tissue specimens and normalization errors necessitate the use of statistics for learning about the genomic alterations from array CGH data. As increasing amounts of array CGH data become available, there is a growing need for automated algorithms for characterizing genomic profiles. Specifically, there is a need for algorithms that can identify gains and losses in the number of copies based on statistical considerations, rather than merely detect trends in the data.We adopt a Bayesian approach, relying on the hidden Markov model to account for the inherent dependence in the intensity ratios. Posterior inferences are made about gains and losses in copy number. Localized amplifications (associated with oncogene mutations) and deletions (associated with mutations of tumor suppressors) are identified using posterior probabilities. Global trends such as extended regions of altered copy number are detected. Because the posterior distribution is analytically intractable, we implement a Metropolis-within-Gibbs algorithm for efficient simulation-based inference. Publicly available data on pancreatic adenocarcinoma, glioblastoma multiforme, and breast cancer are analyzed, and comparisons are made with some widely used algorithms to illustrate the reliability and success of the technique.

  11. 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.

  12. Variable Star Signature Classification using Slotted Symbolic Markov Modeling

    NASA Astrophysics Data System (ADS)

    Johnston, K. B.; Peter, A. M.

    2017-01-01

    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. This paper 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.

  13. Predictive glycoengineering of biosimilars using a Markov chain glycosylation model.

    PubMed

    Spahn, Philipp N; Hansen, Anders H; Kol, Stefan; Voldborg, Bjørn G; Lewis, Nathan E

    2017-02-01

    Biosimilar drugs must closely resemble the pharmacological attributes of innovator products to ensure safety and efficacy to obtain regulatory approval. Glycosylation is one critical quality attribute that must be matched, but it is inherently difficult to control due to the complexity of its biogenesis. This usually implies that costly and time-consuming experimentation is required for clone identification and optimization of biosimilar glycosylation. Here, a computational method that utilizes a Markov model of glycosylation to predict optimal glycoengineering strategies to obtain a specific glycosylation profile with desired properties is described. The approach uses a genetic algorithm to find the required quantities to perturb glycosylation reaction rates that lead to the best possible match with a given glycosylation profile. Furthermore, the approach can be used to identify cell lines and clones that will require minimal intervention while achieving a glycoprofile that is most similar to the desired profile. Thus, this approach can facilitate biosimilar design by providing computational glycoengineering guidelines that can be generated with a minimal time and cost.

  14. Continuous myoelectric control for powered prostheses using hidden Markov models.

    PubMed

    Chan, Adrian D C; Englehart, Kevin B

    2005-01-01

    This paper represents an ongoing investigation of dexterous and natural control of upper extremity prostheses using the myoelectric signal. The scheme described within uses a hidden Markov model (HMM) to process four channels of myoelectric signal, with the task of discriminating six classes of limb movement. The HMM-based approach is shown to be capable of higher classification accuracy than previous methods based upon multilayer perceptrons. The method does not require segmentation of the myoelectric signal data, allowing a continuous stream of class decisions to be delivered to a prosthetic device. Due to the fact that the classifier learns the muscle activation patterns for each desired class for each individual, a natural control actuation results. The continuous decision stream allows complex sequences of manipulation involving multiple joints to be performed without interruption. The computational complexity of the HMM in its operational mode is low, making it suitable for a real-time implementation. The low computational overhead associated with training the HMM also enables the possibility of adaptive classifier training while in use.

  15. 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...

  16. A Bayesian Hidden Markov Model-based approach for anomaly detection in electronic systems

    NASA Astrophysics Data System (ADS)

    Dorj, E.; Chen, C.; Pecht, M.

    Early detection of anomalies in any system or component prevents impending failures and enhances performance and availability. The complex architecture of electronics, the interdependency of component functionalities, and the miniaturization of most electronic systems make it difficult to detect and analyze anomalous behaviors. A Hidden Markov Model-based classification technique determines unobservable hidden behaviors of complex and remotely inaccessible electronic systems using observable signals. This paper presents a data-driven approach for anomaly detection in electronic systems based on a Bayesian Hidden Markov Model classification technique. The posterior parameters of the Hidden Markov Models are estimated using the conjugate prior method. An application of the developed Bayesian Hidden Markov Model-based anomaly detection approach is presented for detecting anomalous behavior in Insulated Gate Bipolar Transistors using experimental data. The detection results illustrate that the developed anomaly detection approach can help detect anomalous behaviors in electronic systems, which can help prevent system downtime and catastrophic failures.

  17. 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...

  18. Modeling and Computing of Stock Index Forecasting Based on Neural Network and Markov Chain

    PubMed Central

    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

  19. Design Improvement and Implementation of 3D Gauss-Markov Mobility Model

    DTIC Science & Technology

    2013-02-19

    AFFTC-PA-12430 Design Improvement and Implementation of 3D Gauss-Markov Mobility Model Mohammed Alenazi, Cenk Sahin , and James P.G. Sterbenz...0019 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Mohammed Alenazi, Cenk Sahin , and James P.G. Sterbenz 5d. PROJECT...Gauss-Markov Mobility Model Mohammed Alenazi and Cenk Sahin Faculty Advisor: James P.G. Sterbenz Department of Electrical Engineering & Computer Science

  20. 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.

  1. Efficient decoding algorithms for generalized hidden Markov model gene finders

    PubMed Central

    Majoros, William H; Pertea, Mihaela; Delcher, Arthur L; Salzberg, Steven L

    2005-01-01

    Background The Generalized Hidden Markov Model (GHMM) has proven a useful framework for the task of computational gene prediction in eukaryotic genomes, due to its flexibility and probabilistic underpinnings. As the focus of the gene finding community shifts toward the use of homology information to improve prediction accuracy, extensions to the basic GHMM model are being explored as possible ways to integrate this homology information into the prediction process. Particularly prominent among these extensions are those techniques which call for the simultaneous prediction of genes in two or more genomes at once, thereby increasing significantly the computational cost of prediction and highlighting the importance of speed and memory efficiency in the implementation of the underlying GHMM algorithms. Unfortunately, the task of implementing an efficient GHMM-based gene finder is already a nontrivial one, and it can be expected that this task will only grow more onerous as our models increase in complexity. Results As a first step toward addressing the implementation challenges of these next-generation systems, we describe in detail two software architectures for GHMM-based gene finders, one comprising the common array-based approach, and the other a highly optimized algorithm which requires significantly less memory while achieving virtually identical speed. We then show how both of these architectures can be accelerated by a factor of two by optimizing their content sensors. We finish with a brief illustration of the impact these optimizations have had on the feasibility of our new homology-based gene finder, TWAIN. Conclusions In describing a number of optimizations for GHMM-based gene finders and making available two complete open-source software systems embodying these methods, it is our hope that others will be more enabled to explore promising extensions to the GHMM framework, thereby improving the state-of-the-art in gene prediction techniques. PMID:15667658

  2. Statistical Inference in Hidden Markov Models Using k-Segment Constraints.

    PubMed

    Titsias, Michalis K; Holmes, Christopher C; Yau, Christopher

    2016-01-02

    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.

  3. 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

  4. 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

  5. Reverse engineering a social agent-based hidden markov model--visage.

    PubMed

    Chen, Hung-Ching Justin; Goldberg, Mark; Magdon-Ismail, Malik; Wallace, William A

    2008-12-01

    We present a machine learning approach to discover the agent dynamics that drives the evolution of the social groups in a community. We set up the problem by introducing an agent-based hidden Markov model for the agent dynamics: an agent's actions are determined by micro-laws. Nonetheless, We learn the agent dynamics from the observed communications without knowing state transitions. Our approach is to identify the appropriate micro-laws corresponding to an identification of the appropriate parameters in the model. The model identification problem is then formulated as a mixed optimization problem. To solve the problem, we develop a multistage learning process for determining the group structure, the group evolution, and the micro-laws of a community based on the observed set of communications among actors, without knowing the semantic contents. Finally, to test the quality of our approximations and the feasibility of the approach, we present the results of extensive experiments on synthetic data as well as the results on real communities, such as Enron email and Movie newsgroups. Insight into agent dynamics helps us understand the driving forces behind social evolution.

  6. Accelerating Information Retrieval from Profile Hidden Markov Model Databases

    PubMed Central

    Ashhab, Yaqoub; Tamimi, Hashem

    2016-01-01

    Profile Hidden Markov Model (Profile-HMM) is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases. PMID:27875548

  7. 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.

  8. Accelerating Information Retrieval from Profile Hidden Markov Model Databases.

    PubMed

    Tamimi, Ahmad; Ashhab, Yaqoub; Tamimi, Hashem

    2016-01-01

    Profile Hidden Markov Model (Profile-HMM) is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.

  9. Experimental evaluation of a Markov multizone model of particulate contaminant transport.

    PubMed

    Jones, Rachael M; Nicas, Mark

    2014-10-01

    The performance of a Markov chain model of the three-dimensional transport of particulates in indoor environments is evaluated against experimentally measured supermicrometer particle deposition. Previously, the model was found to replicate the predictions of relatively simple particle transport and fate models; and this work represents the next step in model evaluation. The experiments modeled were (i) the release of polydispersed particles inside a building lobby, and (ii) the release of monodispersed fluorescein-tagged particles inside an experimental chamber under natural and forced mixing. The Markov model was able to reproduce the spatial patterns of particle deposition in both experiments, though the model predictions were sensitive to the parameterization of the particle release mechanism in the second experiment. Overall, the results indicate that the Markov model is a plausible tool for modeling the fate and transport of supermicrometer particles.

  10. Fast Bayesian Inference of Copy Number Variants using Hidden Markov Models with Wavelet Compression

    PubMed Central

    Wiedenhoeft, John; Brugel, Eric; Schliep, Alexander

    2016-01-01

    By integrating Haar wavelets with Hidden Markov Models, we achieve drastically reduced running times for Bayesian inference using Forward-Backward Gibbs sampling. We show that this improves detection of genomic copy number variants (CNV) in array CGH experiments compared to the state-of-the-art, including standard Gibbs sampling. The method concentrates computational effort on chromosomal segments which are difficult to call, by dynamically and adaptively recomputing consecutive blocks of observations likely to share a copy number. This makes routine diagnostic use and re-analysis of legacy data collections feasible; to this end, we also propose an effective automatic prior. An open source software implementation of our method is available at http://schlieplab.org/Software/HaMMLET/ (DOI: 10.5281/zenodo.46262). This paper was selected for oral presentation at RECOMB 2016, and an abstract is published in the conference proceedings. PMID:27177143

  11. Protein conformational plasticity and complex ligand-binding kinetics explored by atomistic simulations and Markov models

    PubMed Central

    Plattner, Nuria; Noé, Frank

    2015-01-01

    Understanding the structural mechanisms of protein–ligand binding and their dependence on protein sequence and conformation is of fundamental importance for biomedical research. Here we investigate the interplay of conformational change and ligand-binding kinetics for the serine protease Trypsin and its competitive inhibitor Benzamidine with an extensive set of 150 μs molecular dynamics simulation data, analysed using a Markov state model. Seven metastable conformations with different binding pocket structures are found that interconvert at timescales of tens of microseconds. These conformations differ in their substrate-binding affinities and binding/dissociation rates. For each metastable state, corresponding solved structures of Trypsin mutants or similar serine proteases are contained in the protein data bank. Thus, our wild-type simulations explore a space of conformations that can be individually stabilized by adding ligands or making suitable changes in protein sequence. These findings provide direct evidence of conformational plasticity in receptors. PMID:26134632

  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. Constructing sequence alignments from a Markov decision model with estimated parameter values.

    PubMed

    Hunt, Fern Y; Kearsley, Anthony J; O'Gallagher, Agnes

    2004-01-01

    Current methods for aligning biological sequences are based on dynamic programming algorithms. If large numbers of sequences or a number of long sequences are to be aligned, the required computations are expensive in memory and central processing unit (CPU) time. In an attempt to bring the tools of large-scale linear programming (LP) methods to bear on this problem, we formulate the alignment process as a controlled Markov chain and construct a suggested alignment based on policies that minimise the expected total cost of the alignment. We discuss the LP associated with the total expected discounted cost and show the results of a solution of the problem based on a primal-dual interior point method. Model parameters, estimated from aligned sequences, along with cost function parameters are used to construct the objective and constraint conditions of the LP problem. This article concludes with a discussion of some alignments obtained from the LP solutions of problems with various cost function parameter values.

  14. A Simple Discrete Model of Brownian Motors: Time-periodic Markov Chains

    NASA Astrophysics Data System (ADS)

    Ge, Hao; Jiang, Da-Quan; Qian, Min

    2006-05-01

    In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simple version of physical model—Brownian motors. We introduce for them the concepts of periodical reversibility, detailed balance, entropy production rate and circulation distribution. We prove the equivalence of the following statements: The time-periodic Markov chain is periodically reversible; It is in detailed balance; Kolmogorov's cycle condition is satisfied; Its entropy production rate vanishes; Every circuit and its reversed circuit have the same circulation weight. Hence, in our model of Markov chains, the directed transport phenomenon of Brownian motors, i.e. the existence of net circulation, can occur only in nonequilibrium and irreversible systems. Moreover, we verify the large deviation property and the Gallavotti-Cohen fluctuation theorem of sample entropy production rates of the Markov chain.

  15. Encoding dynamics for multiscale community detection: Markov time sweeping for the map equation

    NASA Astrophysics Data System (ADS)

    Schaub, Michael T.; Lambiotte, Renaud; Barahona, Mauricio

    2012-08-01

    The detection of community structure in networks is intimately related to finding a concise description of the network in terms of its modules. This notion has been recently exploited by the map equation formalism [Rosvall and Bergstrom, Proc. Natl. Acad. Sci. USAPNASA60027-842410.1073/pnas.0706851105 105, 1118 (2008)] through an information-theoretic description of the process of coding inter- and intracommunity transitions of a random walker in the network at stationarity. However, a thorough study of the relationship between the full Markov dynamics and the coding mechanism is still lacking. We show here that the original map coding scheme, which is both block-averaged and one-step, neglects the internal structure of the communities and introduces an upper scale, the “field-of-view” limit, in the communities it can detect. As a consequence, map is well tuned to detect clique-like communities but can lead to undesirable overpartitioning when communities are far from clique-like. We show that a signature of this behavior is a large compression gap: The map description length is far from its ideal limit. To address this issue, we propose a simple dynamic approach that introduces time explicitly into the map coding through the analysis of the weighted adjacency matrix of the time-dependent multistep transition matrix of the Markov process. The resulting Markov time sweeping induces a dynamical zooming across scales that can reveal (potentially multiscale) community structure above the field-of-view limit, with the relevant partitions indicated by a small compression gap.

  16. Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

    NASA Technical Reports Server (NTRS)

    Bole, Brian; Goebel, Kai; Vachtsevanos, George

    2012-01-01

    A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

  17. Markov Chain analysis of turbiditic facies and flow dynamics (Magura Zone, Outer Western Carpathians, NW Slovakia)

    NASA Astrophysics Data System (ADS)

    Staňová, Sidónia; Soták, Ján; Hudec, Norbert

    2009-08-01

    Methods based on the Markov Chains can be easily applied in the evaluation of order in sedimentary sequences. In this contribution Markov Chain analysis was applied to analysis of turbiditic formation of the Outer Western Carpathians in NW Slovakia, although it also has broader utilization in the interpretation of sedimentary sequences from other depositional environments. Non-random facies transitions were determined in the investigated strata and compared to the standard deep-water facies models to provide statistical evidence for the sedimentological interpretation of depositional processes. As a result, six genetic facies types, interpreted in terms of depositional processes, were identified. They comprise deposits of density flows, turbidity flows, suspension fallout as well as units which resulted from syn- or post-depositional deformation.

  18. Latent mixed Markov modelling of smoking transitions using Monte Carlo bootstrapping.

    PubMed

    Mannan, Haider R; Koval, John J

    2003-03-01

    It has been established that measures and reports of smoking behaviours are subject to substantial measurement errors. Thus, the manifest Markov model which does not consider measurement error in observed responses may not be adequate to mathematically model changes in adolescent smoking behaviour over time. For this purpose we fit several Mixed Markov Latent Class (MMLC) models using data sets from two longitudinal panel studies--the third Waterloo Smoking Prevention study and the UWO smoking study, which have varying numbers of measurements on adolescent smoking behaviour. However, the conventional statistics used for testing goodness of fit of these models do not follow the theoretical chi-square distribution when there is data sparsity. The two data sets analysed had varying degrees of sparsity. This problem can be solved by estimating the proper distribution of fit measures using Monte Carlo bootstrap simulation. In this study, we showed that incorporating response uncertainty in smoking behaviour significantly improved the fit of a single Markov chain model. However, the single chain latent Markov model did not adequately fit the two data sets indicating that the smoking process was heterogeneous with regard to latent Markov chains. It was found that a higher percentage of students (except for never smokers) changed their smoking behaviours over time at the manifest level compared to the latent or true level. The smoking process generally accelerated with time. The students had a tendency to underreport their smoking behaviours while response uncertainty was estimated to be considerably less for the Waterloo smoking study which adopted the 'bogus pipeline' method for reducing measurement error while the UWO study did not. For the two-chain latent mixed Markov models, incorporating a 'stayer' chain to an unrestricted Markov chain led to a significant improvement in model fit for the UWO study only. For both data sets, the assumption for the existence of an

  19. A robust hidden semi-Markov model with application to aCGH data processing.

    PubMed

    Ding, Jiarui; Shah, Sohrab

    2013-01-01

    Hidden semi-Markov models are effective at modelling sequences with succession of homogenous zones by choosing appropriate state duration distributions. To compensate for model mis-specification and provide protection against outliers, we design a robust hidden semi-Markov model with Student's t mixture models as the emission distributions. The proposed approach is used to model array based comparative genomic hybridization data. Experiments conducted on the benchmark data from the Coriell cell lines, and glioblastoma multiforme data illustrate the reliability of the technique.

  20. Drifting Markov models with polynomial drift and applications to DNA sequences.

    PubMed

    Vergne, Nicolas

    2008-01-01

    In this article, we introduce the drifting Markov models (DMMs) which are inhomogeneous Markov models designed for modeling the heterogeneities of sequences (in our case DNA or protein sequences) in a more flexible way than homogeneous Markov chains or even hidden Markov models (HMMs). We focus here on the polynomial drift: the transition matrix varies in a polynomial way. To show the reliability of our models on DNA, we exhibit high similarities between the probability distributions of nucleotides obtained by our models and the frequencies of these nucleotides computed by using a sliding window. In a further step, these DMMs can be used as the states of an HMM: on each of its segments, the observed process can be modeled by a drifting Markov model. Search of rare words in DNA sequences remains possible with DMMs and according to the fits provided, DMMs turn out to be a powerful tool for this purpose. The software is available on request from the author. It will soon be integrated on seq++ library (http://stat.genopole.cnrs.fr/seqpp/).

  1. Mathematical modeling, analysis and Markov Chain Monte Carlo simulation of Ebola epidemics

    NASA Astrophysics Data System (ADS)

    Tulu, Thomas Wetere; Tian, Boping; Wu, Zunyou

    Ebola virus infection is a severe infectious disease with the highest case fatality rate which become the global public health treat now. What makes the disease the worst of all is no specific effective treatment available, its dynamics is not much researched and understood. In this article a new mathematical model incorporating both vaccination and quarantine to study the dynamics of Ebola epidemic has been developed and comprehensively analyzed. The existence as well as uniqueness of the solution to the model is also verified and the basic reproduction number is calculated. Besides, stability conditions are also checked and finally simulation is done using both Euler method and one of the top ten most influential algorithm known as Markov Chain Monte Carlo (MCMC) method. Different rates of vaccination to predict the effect of vaccination on the infected individual over time and that of quarantine are discussed. The results show that quarantine and vaccination are very effective ways to control Ebola epidemic. From our study it was also seen that there is less possibility of an individual for getting Ebola virus for the second time if they survived his/her first infection. Last but not least real data has been fitted to the model, showing that it can used to predict the dynamic of Ebola epidemic.

  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. Prediction of User's Web-Browsing Behavior: Application of Markov Model.

    PubMed

    Awad, M A; Khalil, I

    2012-08-01

    Web prediction is a classification problem in which we attempt to predict the next set of Web pages that a user may visit based on the knowledge of the previously visited pages. Predicting user's behavior while serving the Internet can be applied effectively in various critical applications. Such application has traditional tradeoffs between modeling complexity and prediction accuracy. In this paper, we analyze and study Markov model and all- Kth Markov model in Web prediction. We propose a new modified Markov model to alleviate the issue of scalability in the number of paths. In addition, we present a new two-tier prediction framework that creates an example classifier EC, based on the training examples and the generated classifiers. We show that such framework can improve the prediction time without compromising prediction accuracy. We have used standard benchmark data sets to analyze, compare, and demonstrate the effectiveness of our techniques using variations of Markov models and association rule mining. Our experiments show the effectiveness of our modified Markov model in reducing the number of paths without compromising accuracy. Additionally, the results support our analysis conclusions that accuracy improves with higher orders of all- Kth model.

  4. Inferring Markov chains: Bayesian estimation, model comparison, entropy rate, and out-of-class modeling.

    PubMed

    Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W

    2007-07-01

    Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.

  5. Semi-Markov Models for Degradation-Based Reliability

    DTIC Science & Technology

    2010-01-01

    standard analysis techniques for Markov processes can be employed (cf. Whitt (1984), Altiok (1985), Perros (1994), and Osogami and Harchol-Balter...We want to approximate X by a PH random variable, sayY, with c.d.f. Ĥ. Marie (1980), Altiok (1985), Johnson (1993), Perros (1994), and Osogami and...provides a minimal representation when matching only two moments. By considering the guidance provided by Marie (1980), Whitt (1984), Altiok (1985), Perros

  6. 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.

  7. 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.

  8. The hidden Markov Topic model: a probabilistic model of semantic representation.

    PubMed

    Andrews, Mark; Vigliocco, Gabriella

    2010-01-01

    In this paper, we describe a model that learns semantic representations from the distributional statistics of language. This model, however, goes beyond the common bag-of-words paradigm, and infers semantic representations by taking into account the inherent sequential nature of linguistic data. The model we describe, which we refer to as a Hidden Markov Topics model, is a natural extension of the current state of the art in Bayesian bag-of-words models, that is, the Topics model of Griffiths, Steyvers, and Tenenbaum (2007), preserving its strengths while extending its scope to incorporate more fine-grained linguistic information.

  9. Performance evaluation of Warshall algorithm and dynamic programming for Markov chain in local sequence alignment.

    PubMed

    Khan, Mohammad Ibrahim; Kamal, Md Sarwar

    2015-03-01

    Markov Chain is very effective in prediction basically in long data set. In DNA sequencing it is always very important to find the existence of certain nucleotides based on the previous history of the data set. We imposed the Chapman Kolmogorov equation to accomplish the task of Markov Chain. Chapman Kolmogorov equation is the key to help the address the proper places of the DNA chain and this is very powerful tools in mathematics as well as in any other prediction based research. It incorporates the score of DNA sequences calculated by various techniques. Our research utilize the fundamentals of Warshall Algorithm (WA) and Dynamic Programming (DP) to measures the score of DNA segments. The outcomes of the experiment are that Warshall Algorithm is good for small DNA sequences on the other hand Dynamic Programming are good for long DNA sequences. On the top of above findings, it is very important to measure the risk factors of local sequencing during the matching of local sequence alignments whatever the length.

  10. 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

  11. A Review of Real-Time Markov Model ENSO Forecast in 1996-2015: Why did it Forecast a Strong El Nino since March 2015?

    NASA Astrophysics Data System (ADS)

    Xue, Y.

    2015-12-01

    The Markov model for real time ENSO forecast at Climate Prediction Center of National Centers for Environmental Prediction (NCEP) is based on observed sea surface temperature, sea level from the NCEP ocean reanalysis, and pseudo wind stress from the Florida State University in 1980-1995. The Markov model is constructed in a reduced multivariate EOF (MEOF) space with 3 MEOFs. The cross-validated hindcast skill of NINO3.4 in 1980-1995 is competitive among dynamical and statistical models. The model was implemented into operation at CPC in early 2000s since it successfully forecasted the El Nino in winter 1997/98 starting from November 1996 initial conditions (I.C.). In this study, we assessed the real time forecast skill of ENSO by the Markov model in 1996-2015 and compared it with that of other operational forecast models. It is found that the Markov model has lower forecast skill of ENSO in the 2000s than that in the 1980s and 1990s, which is common among ENSO forecast models. The lower forecast skill of the Markov model in the 2000s can be attributed to weak precursor of positive heat content anomaly in the equatorial Pacific and a shorter lead time of the precursor relative to NINO3.4, both of which is related to the decadal change of ENSO. However, out of surprise, the Markov model successfully forecasted the El Nino in winter 2014/15 starting from February 2014 I.C.. In addition, the Markov model forecasted the continuation of the El Nino into the spring/summer/fall of 2015. Starting from March 2015 I.C., the Markov model forecasted a strong El Nino in winter 2015/16. This surprising long-lead forecast skill can be attributed to the positive second principal component (PC) of MEOF that leads NINO3.4 by 6-9 months, a precursor commonly seen in the 1980s and 1990s. This provided us confidence in the model forecast of a strong El Nino in winter 2015/16 that is highly consistent with the ensemble forecast of dynamical models.

  12. The Autonomous Duck: Exploring the Possibilities of a Markov Chain Model in Animation

    NASA Astrophysics Data System (ADS)

    Villegas, Javier

    This document reports the construction of a framework for the generation of animations based in a Markov chain model of the different poses of some drawn character. The model was implemented and is demonstrated with the animation of a virtual duck in a random walk. Some potential uses of this model in interpolation and generation of in between frames are also explored.

  13. 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.

  14. Observation uncertainty in reversible Markov chains.

    PubMed

    Metzner, Philipp; Weber, Marcus; Schütte, Christof

    2010-09-01

    In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

  15. Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction

    PubMed Central

    Griffin, William A.; Li, Xun

    2016-01-01

    Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects—some good and some bad—on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319

  16. Transition probabilities matrix of Markov Chain in the fatigue crack growth model

    NASA Astrophysics Data System (ADS)

    Nopiah, Zulkifli Mohd; Januri, Siti Sarah; Ariffin, Ahmad Kamal; Masseran, Nurulkamal; Abdullah, Shahrum

    2016-10-01

    Markov model is one of the reliable method to describe the growth of the crack from the initial until fracture phase. One of the important subjects in the crack growth models is to obtain the transition probability matrix of the fatigue. Determining probability transition matrix is important in Markov Chain model for describing probability behaviour of fatigue life in the structure. In this paper, we obtain transition probabilities of a Markov chain based on the Paris law equation to describe the physical meaning of fatigue crack growth problem. The results show that the transition probabilities are capable to calculate the probability of damage in the future with the possibilities of comparing each stage between time.

  17. The Moments of Matched and Mismatched Hidden Markov Models

    DTIC Science & Technology

    1987-06-11

    preprocessor. Denote by hkj the probability that the observation symbol Vk is altered to symbol V. by the noise mechanism and define the m-by-m noise3...probability matrix H = [ hkj ]. It is assumed that H is independent of the state of the Markov chain and of time t. Consequently, the output of a given HMM...chain is i and that symbol j is produced, given that symbol k was the output of the given HMM. The sum over k of bik hkj gives the component b.j of the

  18. Using model-based proposals for fast parameter inference on discrete state space, continuous-time Markov processes

    PubMed Central

    Pooley, C. M.; Bishop, S. C.; Marion, G.

    2015-01-01

    Bayesian statistics provides a framework for the integration of dynamic models with incomplete data to enable inference of model parameters and unobserved aspects of the system under study. An important class of dynamic models is discrete state space, continuous-time Markov processes (DCTMPs). Simulated via the Doob–Gillespie algorithm, these have been used to model systems ranging from chemistry to ecology to epidemiology. A new type of proposal, termed ‘model-based proposal’ (MBP), is developed for the efficient implementation of Bayesian inference in DCTMPs using Markov chain Monte Carlo (MCMC). This new method, which in principle can be applied to any DCTMP, is compared (using simple epidemiological SIS and SIR models as easy to follow exemplars) to a standard MCMC approach and a recently proposed particle MCMC (PMCMC) technique. When measurements are made on a single-state variable (e.g. the number of infected individuals in a population during an epidemic), model-based proposal MCMC (MBP-MCMC) is marginally faster than PMCMC (by a factor of 2–8 for the tests performed), and significantly faster than the standard MCMC scheme (by a factor of 400 at least). However, when model complexity increases and measurements are made on more than one state variable (e.g. simultaneously on the number of infected individuals in spatially separated subpopulations), MBP-MCMC is significantly faster than PMCMC (more than 100-fold for just four subpopulations) and this difference becomes increasingly large. PMID:25994297

  19. Modeling of Network Dynamics under Markovian and Structural Perturbations

    DTIC Science & Technology

    2011-03-04

    U.S. Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 15. SUBJECT TERMS Markov Dynamics, Networks, Structural...Models by Using Stock Price Data and Basic Statistics, Neural, Parallel & Scientific Computations, Vol. 18(2010), pp. 269-282. 8...Large Deviations with Applications to Exit Times for switched Markov Processes 3. G. S. Ladde and Arnut Paothong, Dynamic Modeling and

  20. Simulating Replica Exchange: Markov State Models, Proposal Schemes, and the Infinite Swapping Limit.

    PubMed

    Zhang, Bin W; Dai, Wei; Gallicchio, Emilio; He, Peng; Xia, Junchao; Tan, Zhiqiang; Levy, Ronald M

    2016-08-25

    Replica exchange molecular dynamics is a multicanonical simulation technique commonly used to enhance the sampling of solvated biomolecules on rugged free energy landscapes. While replica exchange is relatively easy to implement, there are many unanswered questions about how to use this technique most efficiently, especially because it is frequently the case in practice that replica exchange simulations are not fully converged. A replica exchange cycle consists of a series of molecular dynamics steps of a set of replicas moving under different Hamiltonians or at different thermodynamic states followed by one or more replica exchange attempts to swap replicas among the different states. How the replica exchange cycle is constructed affects how rapidly the system equilibrates. We have constructed a Markov state model of replica exchange (MSMRE) using long molecular dynamics simulations of a host-guest binding system as an example, in order to study how different implementations of the replica exchange cycle can affect the sampling efficiency. We analyze how the number of replica exchange attempts per cycle, the number of MD steps per cycle, and the interaction between the two parameters affects the largest implied time scale of the MSMRE simulation. The infinite swapping limit is an important concept in replica exchange. We show how to estimate the infinite swapping limit from the diagonal elements of the exchange transition matrix constructed from MSMRE "simulations of simulations" as well as from relatively short runs of the actual replica exchange simulations.

  1. Signal processing of MEMS gyroscope arrays to improve accuracy using a 1st order Markov for rate signal modeling.

    PubMed

    Jiang, Chengyu; Xue, Liang; Chang, Honglong; Yuan, Guangmin; Yuan, Weizheng

    2012-01-01

    This paper presents a signal processing technique to improve angular rate accuracy of the gyroscope by combining the outputs of an array of MEMS gyroscope. A mathematical model for the accuracy improvement was described and a Kalman filter (KF) was designed to obtain optimal rate estimates. Especially, the rate signal was modeled by a first-order Markov process instead of a random walk to improve overall performance. The accuracy of the combined rate signal and affecting factors were analyzed using a steady-state covariance. A system comprising a six-gyroscope array was developed to test the presented KF. Experimental tests proved that the presented model was effective at improving the gyroscope accuracy. The experimental results indicated that six identical gyroscopes with an ARW noise of 6.2 °/√h and a bias drift of 54.14 °/h could be combined into a rate signal with an ARW noise of 1.8 °/√h and a bias drift of 16.3 °/h, while the estimated rate signal by the random walk model has an ARW noise of 2.4 °/√h and a bias drift of 20.6 °/h. It revealed that both models could improve the angular rate accuracy and have a similar performance in static condition. In dynamic condition, the test results showed that the first-order Markov process model could reduce the dynamic errors 20% more than the random walk model.

  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.

  3. Spatio-temporal contextual classification based on Markov random field model. [for thematic mapping

    NASA Technical Reports Server (NTRS)

    Jeon, Byeungwoo; Landgrebe, D. A.

    1991-01-01

    A contextural classifier based on a Markov random field model, which can utilize both spatial and temporal contexts, is investigated. Spatial and temporal neighbors are defined, and the class assignment of each pixel is assumed to be dependent only on the measurement vectors of itself and those of its spatial and temporal neighbors according to the Markov random field property. Only interpixel class dependency context is used in the classification. The joint prior probability of the classes of each pixel and its spatial and temporal neighbors are modeled by a Gibbs random field. The classification is performed in a recursive manner. Experiments with multi-temporal Thematic Mapper data show promising results.

  4. 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.

  5. Markov model-based polymer assembly from force field-parameterized building blocks

    NASA Astrophysics Data System (ADS)

    Durmaz, Vedat

    2015-03-01

    A conventional by hand construction and parameterization of a polymer model for the purpose of molecular simulations can quickly become very work-intensive and time-consuming. Using the example of polyglycerol, I present a polymer decompostion strategy yielding a set of five monomeric residues that are convenient for an instantaneous assembly and subsequent force field simulation of a polyglycerol polymer model. Force field parameters have been developed in accordance with the classical Amber force field. Partial charges of each unit were fitted to the electrostatic potential using quantum-chemical methods and slightly modified in order to guarantee a neutral total polymer charge. In contrast to similarly constructed models of amino acid and nucleotide sequences, the glycerol building blocks may yield an arbitrary degree of bifurcations depending on the underlying probabilistic model. The iterative development of the overall structure as well as the relation of linear to branching units is controlled by a simple Markov model which is presented with few algorithmic details. The resulting polymer is highly suitable for classical explicit water molecular dynamics simulations on the atomistic level after a structural relaxation step. Moreover, the decomposition strategy presented here can easily be adopted to many other (co)polymers.

  6. Exponential integrators for a Markov chain model of the fast sodium channel of cardiomyocytes.

    PubMed

    Starý, Tomás; Biktashev, Vadim N

    2015-04-01

    The modern Markov chain models of ionic channels in excitable membranes are numerically stiff. The popular numerical methods for these models require very small time steps to ensure stability. Our objective is to formulate and test two methods addressing this issue, so that the timestep can be chosen based on accuracy rather than stability. Both proposed methods extend Rush-Larsen technique, which was originally developed to Hogdkin-Huxley type gate models. One method, "matrix Rush-Larsen" (MRL) uses a matrix reformulation of the Rush-Larsen scheme, where the matrix exponentials are calculated using precomputed tables of eigenvalues and eigenvectors. The other, "hybrid operator splitting" (HOS) method exploits asymptotic properties of a particular Markov chain model, allowing explicit analytical expressions for the substeps. We test both methods on the Clancy and Rudy (2002) I(Na)Markov chain model. With precomputed tables for functions of the transmembrane voltage, both methods are comparable to the forward Euler method in accuracy and computational cost, but allow longer time steps without numerical instability. We conclude that both methods are of practical interest. MRL requires more computations than HOS, but is formulated in general terms which can be readily extended to other Markov chain channel models, whereas the utility of HOS depends on the asymptotic properties of a particular model. The significance of the methods is that they allow a considerable speed-up of large-scale computations of cardiac excitation models by increasing the time step, while maintaining acceptable accuracy and preserving numerical stability.

  7. Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

    PubMed

    Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

    2016-01-01

    Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity.

  8. A Latent Markov Model for the Analysis of Longitudinal Data Collected in Continuous Time: States, Durations, and Transitions

    ERIC Educational Resources Information Center

    Bockenholt, Ulf

    2005-01-01

    Markov models provide a general framework for analyzing and interpreting time dependencies in psychological applications. Recent work extended Markov models to the case of latent states because frequently psychological states are not directly observable and subject to measurement error. This article presents a further generalization of latent…

  9. Markov-CA model using analytical hierarchy process and multiregression technique

    NASA Astrophysics Data System (ADS)

    Omar, N. Q.; Sanusi, S. A. M.; Hussin, W. M. W.; Samat, N.; Mohammed, K. S.

    2014-06-01

    The unprecedented increase in population and rapid rate of urbanisation has led to extensive land use changes. Cellular automata (CA) are increasingly used to simulate a variety of urban dynamics. This paper introduces a new CA based on an integration model built-in multi regression and multi-criteria evaluation to improve the representation of CA transition rule. This multi-criteria evaluation is implemented by utilising data relating to the environmental and socioeconomic factors in the study area in order to produce suitability maps (SMs) using an analytical hierarchical process, which is a well-known method. Before being integrated to generate suitability maps for the periods from 1984 to 2010 based on the different decision makings, which have become conditioned for the next step of CA generation. The suitability maps are compared in order to find the best maps based on the values of the root equation (R2). This comparison can help the stakeholders make better decisions. Thus, the resultant suitability map derives a predefined transition rule for the last step for CA model. The approach used in this study highlights a mechanism for monitoring and evaluating land-use and land-cover changes in Kirkuk city, Iraq owing changes in the structures of governments, wars, and an economic blockade over the past decades. The present study asserts the high applicability and flexibility of Markov-CA model. The results have shown that the model and its interrelated concepts are performing rather well.

  10. Hierarchical Bayesian Markov switching models with application to predicting spawning success of shovelnose sturgeon

    USGS Publications Warehouse

    Holan, S.H.; Davis, G.M.; Wildhaber, M.L.; DeLonay, A.J.; Papoulias, D.M.

    2009-01-01

    The timing of spawning in fish is tightly linked to environmental factors; however, these factors are not very well understood for many species. Specifically, little information is available to guide recruitment efforts for endangered species such as the sturgeon. Therefore, we propose a Bayesian hierarchical model for predicting the success of spawning of the shovelnose sturgeon which uses both biological and behavioural (longitudinal) data. In particular, we use data that were produced from a tracking study that was conducted in the Lower Missouri River. The data that were produced from this study consist of biological variables associated with readiness to spawn along with longitudinal behavioural data collected by using telemetry and archival data storage tags. These high frequency data are complex both biologically and in the underlying behavioural process. To accommodate such complexity we developed a hierarchical linear regression model that uses an eigenvalue predictor, derived from the transition probability matrix of a two-state Markov switching model with generalized auto-regressive conditional heteroscedastic dynamics. Finally, to minimize the computational burden that is associated with estimation of this model, a parallel computing approach is proposed. ?? Journal compilation 2009 Royal Statistical Society.

  11. The algebra of the general Markov model on phylogenetic trees and networks.

    PubMed

    Sumner, J G; Holland, B R; Jarvis, P D

    2012-04-01

    It is known that the Kimura 3ST model of sequence evolution on phylogenetic trees can be extended quite naturally to arbitrary split systems. However, this extension relies heavily on mathematical peculiarities of the associated Hadamard transformation, and providing an analogous augmentation of the general Markov model has thus far been elusive. In this paper, we rectify this shortcoming by showing how to extend the general Markov model on trees to include incompatible edges; and even further to more general network models. This is achieved by exploring the algebra of the generators of the continuous-time Markov chain together with the “splitting” operator that generates the branching process on phylogenetic trees. For simplicity, we proceed by discussing the two state case and then show that our results are easily extended to more states with little complication. Intriguingly, upon restriction of the two state general Markov model to the parameter space of the binary symmetric model, our extension is indistinguishable from the Hadamard approach only on trees; as soon as any incompatible splits are introduced the two approaches give rise to differing probability distributions with disparate structure. Through exploration of a simple example, we give an argument that our extension to more general networks has desirable properties that the previous approaches do not share. In particular, our construction allows for convergent evolution of previously divergent lineages; a property that is of significant interest for biological applications.

  12. Reliability analysis of the electrical control system of subsea blowout preventers using Markov models.

    PubMed

    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.

  13. 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

  14. Studies of regional-scale climate variability and change. Hidden Markov models and coupled ocean-atmosphere modes

    SciTech Connect

    Ghil, M.; Kravtsov, S.; Robertson, A. W.; Smyth, P.

    2008-10-14

    This project was a continuation of previous work under DOE CCPP funding, in which we had developed a twin approach of probabilistic network (PN) models (sometimes called dynamic Bayesian networks) and intermediate-complexity coupled ocean-atmosphere models (ICMs) to identify the predictable modes of climate variability and to investigate their impacts on the regional scale. We had developed a family of PNs (similar to Hidden Markov Models) to simulate historical records of daily rainfall, and used them to downscale GCM seasonal predictions. Using an idealized atmospheric model, we had established a novel mechanism through which ocean-induced sea-surface temperature (SST) anomalies might influence large-scale atmospheric circulation patterns on interannual and longer time scales; we had found similar patterns in a hybrid coupled ocean-atmosphere-sea-ice model. The goal of the this continuation project was to build on these ICM results and PN model development to address prediction of rainfall and temperature statistics at the local scale, associated with global climate variability and change, and to investigate the impact of the latter on coupled ocean-atmosphere modes. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling together with the development of associated software; new intermediate coupled models; a new methodology of inverse modeling for linking ICMs with observations and GCM results; and, observational studies of decadal and multi-decadal natural climate results, informed by ICM results.

  15. Detecting memory and structure in human navigation patterns using Markov chain models of varying order.

    PubMed

    Singer, Philipp; Helic, Denis; Taraghi, Behnam; Strohmaier, Markus

    2014-01-01

    One of the most frequently used models for understanding human navigation on the Web is the Markov chain model, where Web pages are represented as states and hyperlinks as probabilities of navigating from one page to another. Predominantly, human navigation on the Web has been thought to satisfy the memoryless Markov property stating that the next page a user visits only depends on her current page and not on previously visited ones. This idea has found its way in numerous applications such as Google's PageRank algorithm and others. Recently, new studies suggested that human navigation may better be modeled using higher order Markov chain models, i.e., the next page depends on a longer history of past clicks. Yet, this finding is preliminary and does not account for the higher complexity of higher order Markov chain models which is why the memoryless model is still widely used. In this work we thoroughly present a diverse array of advanced inference methods for determining the appropriate Markov chain order. We highlight strengths and weaknesses of each method and apply them for investigating memory and structure of human navigation on the Web. Our experiments reveal that the complexity of higher order models grows faster than their utility, and thus we confirm that the memoryless model represents a quite practical model for human navigation on a page level. However, when we expand our analysis to a topical level, where we abstract away from specific page transitions to transitions between topics, we find that the memoryless assumption is violated and specific regularities can be observed. We report results from experiments with two types of navigational datasets (goal-oriented vs. free form) and observe interesting structural differences that make a strong argument for more contextual studies of human navigation in future work.

  16. (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.

  17. A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI.

    PubMed

    Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

    2015-10-01

    In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e., internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature.

  18. 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

  19. Spatio-temporal reconstruction of brain dynamics from EEG with a Markov prior.

    PubMed

    Hansen, Sofie Therese; Hansen, Lars Kai

    2016-12-13

    Electroencephalography (EEG) can capture brain dynamics in high temporal resolution. By projecting the scalp EEG signal back to its origin in the brain also high spatial resolution can be achieved. Source localized EEG therefore has potential to be a very powerful tool for understanding the functional dynamics of the brain. Solving the inverse problem of EEG is however highly ill-posed as there are many more potential locations of the EEG generators than EEG measurement points. Several well-known properties of brain dynamics can be exploited to alleviate this problem. More short ranging connections exist in the brain than long ranging, arguing for spatially focal sources. Additionally, recent work (Delorme et al., 2012) argues that EEG can be decomposed into components having sparse source distributions. On the temporal side both short and long term stationarity of brain activation are seen. We summarize these insights in an inverse solver, the so-called "Variational Garrote" (Kappen and Gómez, 2013). Using a Markov prior we can incorporate flexible degrees of temporal stationarity. Through spatial basis functions spatially smooth distributions are obtained. Sparsity of these are inherent to the Variational Garrote solver. We name our method the MarkoVG and demonstrate its ability to adapt to the temporal smoothness and spatial sparsity in simulated EEG data. Finally a benchmark EEG dataset is used to demonstrate MarkoVG's ability to recover non-stationary brain dynamics.

  20. Bayesian tree-structured image modeling using wavelet-domain hidden Markov models

    NASA Astrophysics Data System (ADS)

    Romberg, Justin K.; Choi, Hyeokho; Baraniuk, Richard G.

    1999-06-01

    Wavelet-domain hidden Markov models have proven to be useful tools for statistical signal and image processing. The hidden Markov tree model captures the key features of the joint density of the wavelet coefficients of real-world data. One potential drawback to the HMT framework is the need for computationally expensive iterative training. In this paper, we prose two reduced-parameter HMT models that capture the general structure of a broad class of real-world images. In the image HMT (iHMT) model we use the fact that for a large class of images the structure of the HMT is self-similar across scale. This allows us to reduce the complexity of the iHMT to just nine easily trained parameters. In the universal HMT (uHMT) we take a Bayesian approach and fix these nine parameters. The uHMT requires no training of any kind. While simple, we show using a series of image estimation/denoising experiments that these two new models retain nearly all of the key structure modeled by the full HMT. Finally, we propose a fast shift-invariant HMT estimation algorithm that outperforms all other wavelet- based estimators in the current literature, both in mean- square error and visual metrics.

  1. Exact Solution of the Markov Propagator for the Voter Model on the Complete Graph

    DTIC Science & Technology

    2014-07-01

    the generating function form of the Markov prop- agator of the random walk. This can be easily generalized to other models simply by specifying the...detailed information about the prop- agator than the bound on consensus. VI. CONCLUSIONS We have successfully derived exact solutions to the voter

  2. 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)

  3. 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...

  4. Evidence Feed Forward Hidden Markov Models for Visual Human Action Classification (Preprint)

    DTIC Science & Technology

    2011-04-12

    Features for 3-D Jester Recognition,” Proceedings from IEEE Automatic Face and Gesture Recognition (AFGR), 1996, pp. 157-162. 9. Yu, C., Ballard, D...pp. 1-4, doi:10.1109/ICPR.2008.4761290. 11. Wilson, A., Bobick, A., “Parametric Hidden Markov Models for Gesture Recognition ,” IEEE Transaction on

  5. 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…

  6. 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…

  7. Assessment of School Performance through a Multilevel Latent Markov Rasch Model

    ERIC Educational Resources Information Center

    Bartolucci, Francesco; Pennoni, Fulvia; Vittadini, Giorgio

    2011-01-01

    An extension of the latent Markov Rasch model is described for the analysis of binary longitudinal data with covariates when subjects are collected in clusters, such as students clustered in classes. For each subject, a latent process is used to represent the characteristic of interest (e.g., ability) conditional on the effect of the cluster to…

  8. 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…

  9. Wavelet-based SAR images despeckling using joint hidden Markov model

    NASA Astrophysics Data System (ADS)

    Li, Qiaoliang; Wang, Guoyou; Liu, Jianguo; Chen, Shaobo

    2007-11-01

    In the past few years, wavelet-domain hidden Markov models have proven to be useful tools for statistical signal and image processing. The hidden Markov tree (HMT) model captures the key features of the joint probability density of the wavelet coefficients of real-world data. One potential drawback to the HMT framework is the deficiency for taking account of intrascale correlations that exist among neighboring wavelet coefficients. In this paper, we propose to develop a joint hidden Markov model by fusing the wavelet Bayesian denoising technique with an image regularization procedure based on HMT and Markov random field (MRF). The Expectation Maximization algorithm is used to estimate hyperparameters and specify the mixture model. The noise-free wavelet coefficients are finally estimated by a shrinkage function based on local weighted averaging of the Bayesian estimator. It is shown that the joint method outperforms lee filter and standard HMT techniques in terms of the integrative measure of the equivalent number of looks (ENL) and Pratt's figure of merit(FOM), especially when dealing with speckle noise in large variance.

  10. Exploiting mid-range DNA patterns for sequence classification: binary abstraction Markov models

    PubMed Central

    Shepard, Samuel S.; McSweeny, Andrew; Serpen, Gursel; Fedorov, Alexei

    2012-01-01

    Messenger RNA sequences possess specific nucleotide patterns distinguishing them from non-coding genomic sequences. In this study, we explore the utilization of modified Markov models to analyze sequences up to 44 bp, far beyond the 8-bp limit of conventional Markov models, for exon/intron discrimination. In order to analyze nucleotide sequences of this length, their information content is first reduced by conversion into shorter binary patterns via the application of numerous abstraction schemes. After the conversion of genomic sequences to binary strings, homogenous Markov models trained on the binary sequences are used to discriminate between exons and introns. We term this approach the Binary Abstraction Markov Model (BAMM). High-quality abstraction schemes for exon/intron discrimination are selected using optimization algorithms on supercomputers. The best MM classifiers are then combined using support vector machines into a single classifier. With this approach, over 95% classification accuracy is achieved without taking reading frame into account. With further development, the BAMM approach can be applied to sequences lacking the genetic code such as ncRNAs and 5′-untranslated regions. PMID:22344692

  11. 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...

  12. A systematic review of Markov models evaluating multicomponent disease management programs in diabetes.

    PubMed

    Kirsch, Florian

    2015-01-01

    Diabetes is the most expensive chronic disease; therefore, disease management programs (DMPs) were introduced. The aim of this review is to determine whether Markov models are adequate to evaluate the cost-effectiveness of complex interventions such as DMPs. Additionally, the quality of the models was evaluated using Philips and Caro quality appraisals. The five reviewed models incorporated the DMP into the model differently: two models integrated effectiveness rates derived from one clinical trial/meta-analysis and three models combined interventions from different sources into a DMP. The results range from cost savings and a QALY gain to costs of US$85,087 per QALY. The Spearman's rank coefficient assesses no correlation between the quality appraisals. With restrictions to the data selection process, Markov models are adequate to determine the cost-effectiveness of DMPs; however, to allow prioritization of medical services, more flexibility in the models is necessary to enable the evaluation of single additional interventions.

  13. A Bayesian hierarchical nonhomogeneous hidden Markov model for multisite streamflow reconstructions

    NASA Astrophysics Data System (ADS)

    Bracken, C.; Rajagopalan, B.; Woodhouse, C.

    2016-10-01

    In many complex water supply systems, the next generation of water resources planning models will require simultaneous probabilistic streamflow inputs at multiple locations on an interconnected network. To make use of the valuable multicentury records provided by tree-ring data, reconstruction models must be able to produce appropriate multisite inputs. Existing streamflow reconstruction models typically focus on one site at a time, not addressing intersite dependencies and potentially misrepresenting uncertainty. To this end, we develop a model for multisite streamflow reconstruction with the ability to capture intersite correlations. The proposed model is a hierarchical Bayesian nonhomogeneous hidden Markov model (NHMM). A NHMM is fit to contemporary streamflow at each location using lognormal component distributions. Leading principal components of tree rings are used as covariates to model nonstationary transition probabilities and the parameters of the lognormal component distributions. Spatial dependence between sites is captured with a Gaussian elliptical copula. Parameters of the model are estimated in a fully Bayesian framework, in that marginal posterior distributions of all the parameters are obtained. The model is applied to reconstruct flows at 20 sites in the Upper Colorado River Basin (UCRB) from 1473 to 1906. Many previous reconstructions are available for this basin, making it ideal for testing this new method. The results show some improvements over regression-based methods in terms of validation statistics. Key advantages of the Bayesian NHMM over traditional approaches are a dynamic representation of uncertainty and the ability to make long multisite simulations that capture at-site statistics and spatial correlations between sites.

  14. An Examination of Individual Performance Using Markov Models in the Hellenic Navy’s Officer-Performance Evaluation System

    DTIC Science & Technology

    2012-03-01

    58 3. Third Category of Data of HN Officers ...........................................59 B. CONCEPTUAL FRAMEWORK/DESCRIPTION OF MARKOV...performance (Barrick & Mount,1991). Factor 4, Emotional Adjustment, is often labeled by its opposite, Neuroticism , which is the tendency to be...category of officers comprises the pool. B. CONCEPTUAL FRAMEWORK/DESCRIPTION OF MARKOV-CHAIN MODELS Military organizations, as has been stated

  15. Extracting duration information in a picture category decoding task using hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Pfeiffer, Tim; Heinze, Nicolai; Frysch, Robert; Deouell, Leon Y.; Schoenfeld, Mircea A.; Knight, Robert T.; Rose, Georg

    2016-04-01

    Objective. Adapting classifiers for the purpose of brain signal decoding is a major challenge in brain-computer-interface (BCI) research. In a previous study we showed in principle that hidden Markov models (HMM) are a suitable alternative to the well-studied static classifiers. However, since we investigated a rather straightforward task, advantages from modeling of the signal could not be assessed. Approach. Here, we investigate a more complex data set in order to find out to what extent HMMs, as a dynamic classifier, can provide useful additional information. We show for a visual decoding problem that besides category information, HMMs can simultaneously decode picture duration without an additional training required. This decoding is based on a strong correlation that we found between picture duration and the behavior of the Viterbi paths. Main results. Decoding accuracies of up to 80% could be obtained for category and duration decoding with a single classifier trained on category information only. Significance. The extraction of multiple types of information using a single classifier enables the processing of more complex problems, while preserving good training results even on small databases. Therefore, it provides a convenient framework for online real-life BCI utilizations.

  16. Extracting duration information in a picture category decoding task using hidden Markov Models

    PubMed Central

    Pfeiffer, Tim; Heinze, Nicolai; Frysch, Robert; Deouell, Leon Y; Schoenfeld, Mircea A; Knight, Robert T; Rose, Georg

    2016-01-01

    Objective Adapting classifiers for the purpose of brain signal decoding is a major challenge in brain–computer-interface (BCI) research. In a previous study we showed in principle that hidden Markov models (HMM) are a suitable alternative to the well-studied static classifiers. However, since we investigated a rather straightforward task, advantages from modeling of the signal could not be assessed. Approach Here, we investigate a more complex data set in order to find out to what extent HMMs, as a dynamic classifier, can provide useful additional information. We show for a visual decoding problem that besides category information, HMMs can simultaneously decode picture duration without an additional training required. This decoding is based on a strong correlation that we found between picture duration and the behavior of the Viterbi paths. Main results Decoding accuracies of up to 80% could be obtained for category and duration decoding with a single classifier trained on category information only. Significance The extraction of multiple types of information using a single classifier enables the processing of more complex problems, while preserving good training results even on small databases. Therefore, it provides a convenient framework for online real-life BCI utilizations. PMID:26859831

  17. Multi-fidelity modelling via recursive co-kriging and Gaussian-Markov random fields.

    PubMed

    Perdikaris, P; Venturi, D; Royset, J O; Karniadakis, G E

    2015-07-08

    We propose a new framework for design under uncertainty based on stochastic computer simulations and multi-level recursive co-kriging. The proposed methodology simultaneously takes into account multi-fidelity in models, such as direct numerical simulations versus empirical formulae, as well as multi-fidelity in the probability space (e.g. sparse grids versus tensor product multi-element probabilistic collocation). We are able to construct response surfaces of complex dynamical systems by blending multiple information sources via auto-regressive stochastic modelling. A computationally efficient machine learning framework is developed based on multi-level recursive co-kriging with sparse precision matrices of Gaussian-Markov random fields. The effectiveness of the new algorithms is demonstrated in numerical examples involving a prototype problem in risk-averse design, regression of random functions, as well as uncertainty quantification in fluid mechanics involving the evolution of a Burgers equation from a random initial state, and random laminar wakes behind circular cylinders.

  18. Multi-fidelity modelling via recursive co-kriging and Gaussian–Markov random fields

    PubMed Central

    Perdikaris, P.; Venturi, D.; Royset, J. O.; Karniadakis, G. E.

    2015-01-01

    We propose a new framework for design under uncertainty based on stochastic computer simulations and multi-level recursive co-kriging. The proposed methodology simultaneously takes into account multi-fidelity in models, such as direct numerical simulations versus empirical formulae, as well as multi-fidelity in the probability space (e.g. sparse grids versus tensor product multi-element probabilistic collocation). We are able to construct response surfaces of complex dynamical systems by blending multiple information sources via auto-regressive stochastic modelling. A computationally efficient machine learning framework is developed based on multi-level recursive co-kriging with sparse precision matrices of Gaussian–Markov random fields. The effectiveness of the new algorithms is demonstrated in numerical examples involving a prototype problem in risk-averse design, regression of random functions, as well as uncertainty quantification in fluid mechanics involving the evolution of a Burgers equation from a random initial state, and random laminar wakes behind circular cylinders. PMID:26345079

  19. A markov decision process model for the optimal dispatch of military medical evacuation assets.

    PubMed

    Keneally, Sean K; Robbins, Matthew J; Lunday, Brian J

    2016-06-01

    We develop a Markov decision process (MDP) model to examine aerial military medical evacuation (MEDEVAC) dispatch policies in a combat environment. The problem of deciding which aeromedical asset to dispatch to each service request is complicated by the threat conditions at the service locations and the priority class of each casualty event. We assume requests for MEDEVAC support arrive sequentially, with the location and the priority of each casualty known upon initiation of the request. The United States military uses a 9-line MEDEVAC request system to classify casualties as being one of three priority levels: urgent, priority, and routine. Multiple casualties can be present at a single casualty event, with the highest priority casualty determining the priority level for the casualty event. Moreover, an armed escort may be required depending on the threat level indicated by the 9-line MEDEVAC request. The proposed MDP model indicates how to optimally dispatch MEDEVAC helicopters to casualty events in order to maximize steady-state system utility. The utility gained from servicing a specific request depends on the number of casualties, the priority class for each of the casualties, and the locations of both the servicing ambulatory helicopter and casualty event. Instances of the dispatching problem are solved using a relative value iteration dynamic programming algorithm. Computational examples are used to investigate optimal dispatch policies under different threat situations and armed escort delays; the examples are based on combat scenarios in which United States Army MEDEVAC units support ground operations in Afghanistan.

  20. Model reduction by trimming for a class of semi-Markov reliability models and the corresponding error bound

    NASA Technical Reports Server (NTRS)

    White, Allan L.; Palumbo, Daniel L.

    1991-01-01

    Semi-Markov processes have proved to be an effective and convenient tool to construct models of systems that achieve reliability by redundancy and reconfiguration. These models are able to depict complex system architectures and to capture the dynamics of fault arrival and system recovery. A disadvantage of this approach is that the models can be extremely large, which poses both a model and a computational problem. Techniques are needed to reduce the model size. Because these systems are used in critical applications where failure can be expensive, there must be an analytically derived bound for the error produced by the model reduction technique. A model reduction technique called trimming is presented that can be applied to a popular class of systems. Automatic model generation programs were written to help the reliability analyst produce models of complex systems. This method, trimming, is easy to implement and the error bound easy to compute. Hence, the method lends itself to inclusion in an automatic model generator.

  1. 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.

  2. Medical Inpatient Journey Modeling and Clustering: A Bayesian Hidden Markov Model Based Approach

    PubMed Central

    Huang, Zhengxing; Dong, Wei; Wang, Fei; Duan, Huilong

    2015-01-01

    Modeling and clustering medical inpatient journeys is useful to healthcare organizations for a number of reasons including inpatient journey reorganization in a more convenient way for understanding and browsing, etc. In this study, we present a probabilistic model-based approach to model and cluster medical inpatient journeys. Specifically, we exploit a Bayesian Hidden Markov Model based approach to transform medical inpatient journeys into a probabilistic space, which can be seen as a richer representation of inpatient journeys to be clustered. Then, using hierarchical clustering on the matrix of similarities, inpatient journeys can be clustered into different categories w.r.t their clinical and temporal characteristics. We evaluated the proposed approach on a real clinical data set pertaining to the unstable angina treatment process. The experimental results reveal that our method can identify and model latent treatment topics underlying in personalized inpatient journeys, and yield impressive clustering quality. PMID:26958200

  3. Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

    PubMed Central

    Golightly, Andrew; Wilkinson, Darren J.

    2011-01-01

    Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

  4. Data cloning: easy maximum likelihood estimation for complex ecological models using Bayesian Markov chain Monte Carlo methods.

    PubMed

    Lele, Subhash R; Dennis, Brian; Lutscher, Frithjof

    2007-07-01

    We introduce a new statistical computing method, called data cloning, to calculate maximum likelihood estimates and their standard errors for complex ecological models. Although the method uses the Bayesian framework and exploits the computational simplicity of the Markov chain Monte Carlo (MCMC) algorithms, it provides valid frequentist inferences such as the maximum likelihood estimates and their standard errors. The inferences are completely invariant to the choice of the prior distributions and therefore avoid the inherent subjectivity of the Bayesian approach. The data cloning method is easily implemented using standard MCMC software. Data cloning is particularly useful for analysing ecological situations in which hierarchical statistical models, such as state-space models and mixed effects models, are appropriate. We illustrate the method by fitting two nonlinear population dynamics models to data in the presence of process and observation noise.

  5. Preserving spatial linear correlations between neighboring stations in simulating daily precipitation using extended Markov models

    NASA Astrophysics Data System (ADS)

    Ababaei, Behnam; Sohrabi, Teymour; Mirzaei, Farhad

    2014-10-01

    Most stochastic weather generators have their focus on precipitation because it is the most important variable affecting environmental processes. One of the methods to reproduce the precipitation occurrence time series is to use a Markov process. But, in addition to the simulation of short-term autocorrelations in one station, it is sometimes important to preserve the spatial linear correlations (SLC) between neighboring stations as well. In this research, an extension of one-site Markov models was proposed to preserve the SLC between neighboring stations. Qazvin station was utilized as the reference station and Takestan (TK), Magsal, Nirougah, and Taleghan stations were used as the target stations. The performances of different models were assessed in relation to the simulation of dry and wet spells and short-term dependencies in precipitation time series. The results revealed that in TK station, a Markov model with a first-order spatial model could be selected as the best model, while in the other stations, a model with the order of two or three could be selected. The selected (i.e., best) models were assessed in relation to preserving the SLC between neighboring stations. The results depicted that these models were very capable in preserving the SLC between the reference station and any of the target stations. But, their performances were weaker when the SLC between the other stations were compared. In order to resolve this issue, spatially correlated random numbers were utilized instead of independent random numbers while generating synthetic time series using the Markov models. Although this method slightly reduced the model performances in relation to dry and wet spells and short-term dependencies, the improvements related to the simulation of the SLC between the other stations were substantial.

  6. Markov Mixed Effects Modeling Using Electronic Adherence Monitoring Records Identifies Influential Covariates to HIV Preexposure Prophylaxis.

    PubMed

    Madrasi, Kumpal; Chaturvedula, Ayyappa; Haberer, Jessica E; Sale, Mark; Fossler, Michael J; Bangsberg, David; Baeten, Jared M; Celum, Connie; Hendrix, Craig W

    2016-12-06

    Adherence is a major factor in the effectiveness of preexposure prophylaxis (PrEP) for HIV prevention. Modeling patterns of adherence helps to identify influential covariates of different types of adherence as well as to enable clinical trial simulation so that appropriate interventions can be developed. We developed a Markov mixed-effects model to understand the covariates influencing adherence patterns to daily oral PrEP. Electronic adherence records (date and time of medication bottle cap opening) from the Partners PrEP ancillary adherence study with a total of 1147 subjects were used. This study included once-daily dosing regimens of placebo, oral tenofovir disoproxil fumarate (TDF), and TDF in combination with emtricitabine (FTC), administered to HIV-uninfected members of serodiscordant couples. One-coin and first- to third-order Markov models were fit to the data using NONMEM(®) 7.2. Model selection criteria included objective function value (OFV), Akaike information criterion (AIC), visual predictive checks, and posterior predictive checks. Covariates were included based on forward addition (α = 0.05) and backward elimination (α = 0.001). Markov models better described the data than 1-coin models. A third-order Markov model gave the lowest OFV and AIC, but the simpler first-order model was used for covariate model building because no additional benefit on prediction of target measures was observed for higher-order models. Female sex and older age had a positive impact on adherence, whereas Sundays, sexual abstinence, and sex with a partner other than the study partner had a negative impact on adherence. Our findings suggest adherence interventions should consider the role of these factors.

  7. A Markov State-based Quantitative Kinetic Model of Sodium Release from the Dopamine Transporter

    PubMed Central

    Razavi, Asghar M.; Khelashvili, George; Weinstein, Harel

    2017-01-01

    The dopamine transporter (DAT) belongs to the neurotransmitter:sodium symporter (NSS) family of membrane proteins that are responsible for reuptake of neurotransmitters from the synaptic cleft to terminate a neuronal signal and enable subsequent neurotransmitter release from the presynaptic neuron. The release of one sodium ion from the crystallographically determined sodium binding site Na2 had been identified as an initial step in the transport cycle which prepares the transporter for substrate translocation by stabilizing an inward-open conformation. We have constructed Markov State Models (MSMs) from extensive molecular dynamics simulations of human DAT (hDAT) to explore the mechanism of this sodium release. Our results quantify the release process triggered by hydration of the Na2 site that occurs concomitantly with a conformational transition from an outward-facing to an inward-facing state of the transporter. The kinetics of the release process are computed from the MSM, and transition path theory is used to identify the most probable sodium release pathways. An intermediate state is discovered on the sodium release pathway, and the results reveal the importance of various modes of interaction of the N-terminus of hDAT in controlling the pathways of release. PMID:28059145

  8. A Markov State-based Quantitative Kinetic Model of Sodium Release from the Dopamine Transporter

    NASA Astrophysics Data System (ADS)

    Razavi, Asghar M.; Khelashvili, George; Weinstein, Harel

    2017-01-01

    The dopamine transporter (DAT) belongs to the neurotransmitter:sodium symporter (NSS) family of membrane proteins that are responsible for reuptake of neurotransmitters from the synaptic cleft to terminate a neuronal signal and enable subsequent neurotransmitter release from the presynaptic neuron. The release of one sodium ion from the crystallographically determined sodium binding site Na2 had been identified as an initial step in the transport cycle which prepares the transporter for substrate translocation by stabilizing an inward-open conformation. We have constructed Markov State Models (MSMs) from extensive molecular dynamics simulations of human DAT (hDAT) to explore the mechanism of this sodium release. Our results quantify the release process triggered by hydration of the Na2 site that occurs concomitantly with a conformational transition from an outward-facing to an inward-facing state of the transporter. The kinetics of the release process are computed from the MSM, and transition path theory is used to identify the most probable sodium release pathways. An intermediate state is discovered on the sodium release pathway, and the results reveal the importance of various modes of interaction of the N-terminus of hDAT in controlling the pathways of release.

  9. A Two-Channel Training Algorithm for Hidden Markov Model and Its Application to Lip Reading

    NASA Astrophysics Data System (ADS)

    Dong, Liang; Foo, Say Wei; Lian, Yong

    2005-12-01

    Hidden Markov model (HMM) has been a popular mathematical approach for sequence classification such as speech recognition since 1980s. In this paper, a novel two-channel training strategy is proposed for discriminative training of HMM. For the proposed training strategy, a novel separable-distance function that measures the difference between a pair of training samples is adopted as the criterion function. The symbol emission matrix of an HMM is split into two channels: a static channel to maintain the validity of the HMM and a dynamic channel that is modified to maximize the separable distance. The parameters of the two-channel HMM are estimated by iterative application of expectation-maximization (EM) operations. As an example of the application of the novel approach, a hierarchical speaker-dependent visual speech recognition system is trained using the two-channel HMMs. Results of experiments on identifying a group of confusable visemes indicate that the proposed approach is able to increase the recognition accuracy by an average of 20% compared with the conventional HMMs that are trained with the Baum-Welch estimation.

  10. 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.

  11. 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.

  12. Dynamics of a tracer granular particle as a nonequilibrium Markov process.

    PubMed

    Puglisi, Andrea; Visco, Paolo; Trizac, Emmanuel; van Wijland, Frédéric

    2006-02-01

    The dynamics of a tracer particle in a stationary driven granular gas is investigated. We show how to transform the linear Boltzmann equation, describing the dynamics of the tracer into a master equation for a continuous Markov process. The transition rates depend on the stationary velocity distribution of the gas. When the gas has a Gaussian velocity probability distribution function (PDF), the stationary velocity PDF of the tracer is Gaussian with a lower temperature and satisfies detailed balance for any value of the restitution coefficient alpha. As soon as the velocity PDF of the gas departs from the Gaussian form, detailed balance is violated. This nonequilibrium state can be characterized in terms of a Lebowitz-Spohn action functional W(tau) defined over trajectories of time duration tau. We discuss the properties of this functional and of a similar functional W(tau), which differs from the first for a term that is nonextensive in time. On the one hand, we show that in numerical experiments (i.e., at finite times tau), the two functionals have different fluctuations and W always satisfies an Evans-Searles-like symmetry. On the other hand, we cannot observe the verification of the Lebowitz-Spohn-Gallavotti-Cohen (LS-GC) relation, which is expected for W(tau) at very large times tau. We give an argument for the possible failure of the LS-GC relation in this situation. We also suggest practical recipes for measuring W(tau) and W(tau) in experiments.

  13. Dynamics of a tracer granular particle as a nonequilibrium Markov process

    NASA Astrophysics Data System (ADS)

    Puglisi, Andrea; Visco, Paolo; Trizac, Emmanuel; van Wijland, Frédéric

    2006-02-01

    The dynamics of a tracer particle in a stationary driven granular gas is investigated. We show how to transform the linear Boltzmann equation, describing the dynamics of the tracer into a master equation for a continuous Markov process. The transition rates depend on the stationary velocity distribution of the gas. When the gas has a Gaussian velocity probability distribution function (PDF), the stationary velocity PDF of the tracer is Gaussian with a lower temperature and satisfies detailed balance for any value of the restitution coefficient α . As soon as the velocity PDF of the gas departs from the Gaussian form, detailed balance is violated. This nonequilibrium state can be characterized in terms of a Lebowitz-Spohn action functional W(τ) defined over trajectories of time duration τ . We discuss the properties of this functional and of a similar functional Wmacr (τ) , which differs from the first for a term that is nonextensive in time. On the one hand, we show that in numerical experiments (i.e., at finite times τ ), the two functionals have different fluctuations and Wmacr always satisfies an Evans-Searles-like symmetry. On the other hand, we cannot observe the verification of the Lebowitz-Spohn-Gallavotti-Cohen (LS-GC) relation, which is expected for W(τ) at very large times τ . We give an argument for the possible failure of the LS-GC relation in this situation. We also suggest practical recipes for measuring W(τ) and Wmacr (τ) in experiments.

  14. 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.

  15. Regime Switching Modeling of Substance Use: Time-Varying and Second-Order Markov Models and Individual Probability Plots

    PubMed Central

    Neale, Michael C.; Clark, Shaunna L.; Dolan, Conor V.; Hunter, Michael D.

    2015-01-01

    A linear latent growth curve mixture model with regime switching is extended in 2 ways. Previously, the matrix of first-order Markov switching probabilities was specified to be time-invariant, regardless of the pair of occasions being considered. The first extension, time-varying transitions, specifies different Markov transition matrices between each pair of occasions. The second extension is second-order time-invariant Markov transition probabilities, such that the probability of switching depends on the states at the 2 previous occasions. The models are implemented using the R package OpenMx, which facilitates data handling, parallel computation, and further model development. It also enables the extraction and display of relative likelihoods for every individual in the sample. The models are illustrated with previously published data on alcohol use observed on 4 occasions as part of the National Longitudinal Survey of Youth, and demonstrate improved fit to the data. PMID:26924921

  16. A Pearson-type goodness-of-fit test for stationary and time-continuous Markov regression models.

    PubMed

    Aguirre-Hernández, R; Farewell, V T

    2002-07-15

    Markov regression models describe the way in which a categorical response variable changes over time for subjects with different explanatory variables. Frequently it is difficult to measure the response variable on equally spaced discrete time intervals. Here we propose a Pearson-type goodness-of-fit test for stationary Markov regression models fitted to panel data. A parametric bootstrap algorithm is used to study the distribution of the test statistic. The proposed technique is applied to examine the fit of a Markov regression model used to identify markers for disease progression in psoriatic arthritis.

  17. 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.

  18. 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.

  19. 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.

  20. 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

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

    PubMed

    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.

  2. 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.

  3. Transition probability estimates for non-Markov multi-state models.

    PubMed

    Titman, Andrew C

    2015-12-01

    Non-parametric estimation of the transition probabilities in multi-state models is considered for non-Markov processes. Firstly, a generalization of the estimator of Pepe et al., (1991) (Statistics in Medicine) is given for a class of progressive multi-state models based on the difference between Kaplan-Meier estimators. Secondly, a general estimator for progressive or non-progressive models is proposed based upon constructed univariate survival or competing risks processes which retain the Markov property. The properties of the estimators and their associated standard errors are investigated through simulation. The estimators are demonstrated on datasets relating to survival and recurrence in patients with colon cancer and prothrombin levels in liver cirrhosis patients.

  4. Assessing the limits of hidden Markov model analysis for multi-state particle tracks in living systems

    NASA Astrophysics Data System (ADS)

    Young, Dylan

    Particle tracking offers significant insight into the molecular mechanics that govern the behavior of living cells. The analysis of molecular trajectories that transition between different motive states, such as diffusive, driven and tethered modes, is of considerable importance, with even single trajectories containing significant amounts of information about a molecule's environment and its interactions with cellular structures such as the cell cytoskeleton, membrane or extracellular matrix. Hidden Markov models (HMM) have been widely adopted to perform the segmentation of such complex tracks, however robust methods for failure detection are required when HMMs are applied to individual particle tracks and limited data sets. Here, we show that extensive analysis of hidden Markov model outputs using data derived from multi-state Brownian dynamics simulations can be used for both the optimization of likelihood models, and also to generate custom failure tests based on a modified Bayesian Information Criterion. In the first instance, these failure tests can be applied to assess the quality of the HMM results. In addition, they provide critical information for the successful design of particle tracking experiments where trajectories containing multiple mobile states are expected.

  5. A conditional Markov model for clustered progressive multistate processes under incomplete observation.

    PubMed

    Cook, Richard J; Yi, Grace Y; Lee, Ker-Ai; Gladman, Dafna D

    2004-06-01

    Clustered progressive chronic disease processes arise when interest lies in modeling damage in paired organ systems (e.g., kidneys, eyes), in diseases manifest in different organ systems, or in systemic conditions for which damage may occur in several locations of the body. Multistate Markov models have considerable appeal for modeling damage in such settings, particularly when patients are only under intermittent observation. Generalizations are necessary, however, to deal with the fact that processes within subjects may not be independent. We describe a conditional Markov model in which the clustering in processes within subjects is addressed by the use of multiplicative random effects for each transition intensity. The random effects for the different transition intensities may be correlated within subjects, but are assumed to be independent for different subjects. We apply the mixed Markov model to a motivating data set of patients with psoriatic arthritis, and characterize the progressive course of damage in joints of the hand. A generalization to accommodate a subpopulation of "stayers" and extensions which facilitate regression are indicated and illustrated.

  6. Efficient Learning of Continuous-Time Hidden Markov Models for Disease Progression

    PubMed Central

    Liu, Yu-Ying; Li, Shuang; Li, Fuxin; Song, Le; Rehg, James M.

    2016-01-01

    The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models. We demonstrate that the learning problem consists of two challenges: the estimation of posterior state probabilities and the computation of end-state conditioned statistics. We solve the first challenge by reformulating the estimation problem in terms of an equivalent discrete time-inhomogeneous hidden Markov model. The second challenge is addressed by adapting three approaches from the continuous time Markov chain literature to the CT-HMM domain. We demonstrate the use of CT-HMMs with more than 100 states to visualize and predict disease progression using a glaucoma dataset and an Alzheimer’s disease dataset. PMID:27019571

  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. Epigenetic change detection and pattern recognition via Bayesian hierarchical hidden Markov models.

    PubMed

    Wang, Xinlei; Zang, Miao; Xiao, Guanghua

    2013-06-15

    Epigenetics is the study of changes to the genome that can switch genes on or off and determine which proteins are transcribed without altering the DNA sequence. Recently, epigenetic changes have been linked to the development and progression of disease such as psychiatric disorders. High-throughput epigenetic experiments have enabled researchers to measure genome-wide epigenetic profiles and yield data consisting of intensity ratios of immunoprecipitation versus reference samples. The intensity ratios can provide a view of genomic regions where protein binding occur under one experimental condition and further allow us to detect epigenetic alterations through comparison between two different conditions. However, such experiments can be expensive, with only a few replicates available. Moreover, epigenetic data are often spatially correlated with high noise levels. In this paper, we develop a Bayesian hierarchical model, combined with hidden Markov processes with four states for modeling spatial dependence, to detect genomic sites with epigenetic changes from two-sample experiments with paired internal control. One attractive feature of the proposed method is that the four states of the hidden Markov process have well-defined biological meanings and allow us to directly call the change patterns based on the corresponding posterior probabilities. In contrast, none of existing methods can offer this advantage. In addition, the proposed method offers great power in statistical inference by spatial smoothing (via hidden Markov modeling) and information pooling (via hierarchical modeling). Both simulation studies and real data analysis in a cocaine addiction study illustrate the reliability and success of this method.

  9. 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.

  10. HaplotypeCN: copy number haplotype inference with Hidden Markov Model and localized haplotype clustering.

    PubMed

    Lin, Yen-Jen; Chen, Yu-Tin; Hsu, Shu-Ni; Peng, Chien-Hua; Tang, Chuan-Yi; Yen, Tzu-Chen; Hsieh, Wen-Ping

    2014-01-01

    Copy number variation (CNV) has been reported to be associated with disease and various cancers. Hence, identifying the accurate position and the type of CNV is currently a critical issue. There are many tools targeting on detecting CNV regions, constructing haplotype phases on CNV regions, or estimating the numerical copy numbers. However, none of them can do all of the three tasks at the same time. This paper presents a method based on Hidden Markov Model to detect parent specific copy number change on both chromosomes with signals from SNP arrays. A haplotype tree is constructed with dynamic branch merging to model the transition of the copy number status of the two alleles assessed at each SNP locus. The emission models are constructed for the genotypes formed with the two haplotypes. The proposed method can provide the segmentation points of the CNV regions as well as the haplotype phasing for the allelic status on each chromosome. The estimated copy numbers are provided as fractional numbers, which can accommodate the somatic mutation in cancer specimens that usually consist of heterogeneous cell populations. The algorithm is evaluated on simulated data and the previously published regions of CNV of the 270 HapMap individuals. The results were compared with five popular methods: PennCNV, genoCN, COKGEN, QuantiSNP and cnvHap. The application on oral cancer samples demonstrates how the proposed method can facilitate clinical association studies. The proposed algorithm exhibits comparable sensitivity of the CNV regions to the best algorithm in our genome-wide study and demonstrates the highest detection rate in SNP dense regions. In addition, we provide better haplotype phasing accuracy than similar approaches. The clinical association carried out with our fractional estimate of copy numbers in the cancer samples provides better detection power than that with integer copy number states.

  11. A novel seizure detection algorithm informed by hidden Markov model event states

    NASA Astrophysics Data System (ADS)

    Baldassano, Steven; Wulsin, Drausin; Ung, Hoameng; Blevins, Tyler; Brown, Mesha-Gay; Fox, Emily; Litt, Brian

    2016-06-01

    Objective. Recently the FDA approved the first responsive, closed-loop intracranial device to treat epilepsy. Because these devices must respond within seconds of seizure onset and not miss events, they are tuned to have high sensitivity, leading to frequent false positive stimulations and decreased battery life. In this work, we propose a more robust seizure detection model. Approach. We use a Bayesian nonparametric Markov switching process to parse intracranial EEG (iEEG) data into distinct dynamic event states. Each event state is then modeled as a multidimensional Gaussian distribution to allow for predictive state assignment. By detecting event states highly specific for seizure onset zones, the method can identify precise regions of iEEG data associated with the transition to seizure activity, reducing false positive detections associated with interictal bursts. The seizure detection algorithm was translated to a real-time application and validated in a small pilot study using 391 days of continuous iEEG data from two dogs with naturally occurring, multifocal epilepsy. A feature-based seizure detector modeled after the NeuroPace RNS System was developed as a control. Main results. Our novel seizure detection method demonstrated an improvement in false negative rate (0/55 seizures missed versus 2/55 seizures missed) as well as a significantly reduced false positive rate (0.0012 h versus 0.058 h-1). All seizures were detected an average of 12.1 ± 6.9 s before the onset of unequivocal epileptic activity (unequivocal epileptic onset (UEO)). Significance. This algorithm represents a computationally inexpensive, individualized, real-time detection method suitable for implantable antiepileptic devices that may considerably reduce false positive rate relative to current industry standards.

  12. Markov state models from short non-equilibrium simulations—Analysis and correction of estimation bias

    NASA Astrophysics Data System (ADS)

    Nüske, Feliks; Wu, Hao; Prinz, Jan-Hendrik; Wehmeyer, Christoph; Clementi, Cecilia; Noé, Frank

    2017-03-01

    Many state-of-the-art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are integrated. In this context, Markov state models (MSMs) are extremely popular because they can be used to compute stationary quantities and long-time kinetics from ensembles of short simulations, provided that these short simulations are in "local equilibrium" within the MSM states. However, over the last 15 years since the inception of MSMs, it has been controversially discussed and not yet been answered how deviations from local equilibrium can be detected, whether these deviations induce a practical bias in MSM estimation, and how to correct for them. In this paper, we address these issues: We systematically analyze the estimation of MSMs from short non-equilibrium simulations, and we provide an expression for the error between unbiased transition probabilities and the expected estimate from many short simulations. We show that the unbiased MSM estimate can be obtained even from relatively short non-equilibrium simulations in the limit of long lag times and good discretization. Further, we exploit observable operator model (OOM) theory to derive an unbiased estimator for the MSM transition matrix that corrects for the effect of starting out of equilibrium, even when short lag times are used. Finally, we show how the OOM framework can be used to estimate the exact eigenvalues or relaxation time scales of the system without estimating an MSM transition matrix, which allows us to practically assess the discretization quality of the MSM. Applications to model systems and molecular dynamics simulation data of alanine dipeptide are included for illustration. The improved MSM estimator is implemented in PyEMMA of version 2.3.

  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. Automatic detection of inundation-related change areas in TerraSAR-X data using Markov image modeling on irregular graphs

    NASA Astrophysics Data System (ADS)

    Martinis, Sandro; Twele, André

    2010-05-01

    The worldwide increasing occurrence of flooding and the short-time monitoring capability of the new generation of high resolution synthetic aperture radar (SAR) sensors (TerraSAR-X, COSMO-SkyMed) require accurate and automatic methods for the detection of flood dynamics. This is especially important for operational rapid mapping purposes where the near-real time provision of precise information about the extent of a disaster and its spatio-temporal evolution is of key importance to support decision makers and humanitarian relief organizations. A split based parametric thresholding approach under the generalized Gaussian assumption is developed on normalized change index data to automatically solve the three-class change detection problem in large-size images with small class a priori probabilities. The thresholding result is used for the initialization of a hybrid Markov model which integrates both scale-dependent and spatial context into the classification process by combining hierarchical with noncausal Markov image modeling on irregular graphs. Hierarchical Markov modeling is accomplished by hierarchical maximum a posteriori (HMAP) estimation using Markov Chains in scale. Since this method requires only one bottom-up and one top-down pass on the graph, it offers high computational performance. To reduce the computational demand of the iterative optimization process related to noncausal Markov image models, we define a partial Markov Random Field (MRF) approach, which is applied on a restricted region of the lowest level of the graph. The selection of this region is based on a confidence map generated by combining the HMAP labeling result from the different graph levels. The proposed unsupervised change detection method is applied on a bi-temporal TerraSAR-X StripMap data set (3 m pixel spacing) of a real flood event. The effectiveness of the hybrid Markov image model in comparison to the sole application of the HMAP estimation is evaluated. Additionally, the

  15. 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

  16. 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.

  17. 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.

  18. Modeling anomalous radar propagation using first-order two-state Markov chains

    NASA Astrophysics Data System (ADS)

    Haddad, B.; Adane, A.; Mesnard, F.; Sauvageot, H.

    In this paper, it is shown that radar echoes due to anomalous propagations (AP) can be modeled using Markov chains. For this purpose, images obtained in southwestern France by means of an S-band meteorological radar recorded every 5 min in 1996 were considered. The daily mean surfaces of AP appearing in these images are sorted into two states and their variations are then represented by a binary random variable. The Markov transition matrix, the 1-day-lag autocorrelation coefficient as well as the long-term probability of having each of both states are calculated on a monthly basis. The same kind of modeling was also applied to the rainfall observed in the radar dataset under study. The first-order two-state Markov chains are then found to fit the daily variations of either AP or rainfall areas very well. For each month of the year, the surfaces filled by both types of echo follow similar stochastic distributions, but their autocorrelation coefficient is different. Hence, it is suggested that this coefficient is a discriminant factor which could be used, among other criteria, to improve the identification of AP in radar images.

  19. Composition of web services using Markov decision processes and dynamic programming.

    PubMed

    Uc-Cetina, Víctor; Moo-Mena, Francisco; Hernandez-Ucan, Rafael

    2015-01-01

    We propose a Markov decision process model for solving the Web service composition (WSC) problem. Iterative policy evaluation, value iteration, and policy iteration algorithms are used to experimentally validate our approach, with artificial and real data. The experimental results show the reliability of the model and the methods employed, with policy iteration being the best one in terms of the minimum number of iterations needed to estimate an optimal policy, with the highest Quality of Service attributes. Our experimental work shows how the solution of a WSC problem involving a set of 100,000 individual Web services and where a valid composition requiring the selection of 1,000 services from the available set can be computed in the worst case in less than 200 seconds, using an Intel Core i5 computer with 6 GB RAM. Moreover, a real WSC problem involving only 7 individual Web services requires less than 0.08 seconds, using the same computational power. Finally, a comparison with two popular reinforcement learning algorithms, sarsa and Q-learning, shows that these algorithms require one or two orders of magnitude and more time than policy iteration, iterative policy evaluation, and value iteration to handle WSC problems of the same complexity.

  20. Composition of Web Services Using Markov Decision Processes and Dynamic Programming

    PubMed Central

    Uc-Cetina, Víctor; Moo-Mena, Francisco; Hernandez-Ucan, Rafael

    2015-01-01

    We propose a Markov decision process model for solving the Web service composition (WSC) problem. Iterative policy evaluation, value iteration, and policy iteration algorithms are used to experimentally validate our approach, with artificial and real data. The experimental results show the reliability of the model and the methods employed, with policy iteration being the best one in terms of the minimum number of iterations needed to estimate an optimal policy, with the highest Quality of Service attributes. Our experimental work shows how the solution of a WSC problem involving a set of 100,000 individual Web services and where a valid composition requiring the selection of 1,000 services from the available set can be computed in the worst case in less than 200 seconds, using an Intel Core i5 computer with 6 GB RAM. Moreover, a real WSC problem involving only 7 individual Web services requires less than 0.08 seconds, using the same computational power. Finally, a comparison with two popular reinforcement learning algorithms, sarsa and Q-learning, shows that these algorithms require one or two orders of magnitude and more time than policy iteration, iterative policy evaluation, and value iteration to handle WSC problems of the same complexity. PMID:25874247

  1. 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.

  2. 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.

  3. Improved spike-sorting by modeling firing statistics and burst-dependent spike amplitude attenuation: a Markov chain Monte Carlo approach.

    PubMed

    Pouzat, Christophe; Delescluse, Matthieu; Viot, Pascal; Diebolt, Jean

    2004-06-01

    Spike-sorting techniques attempt to classify a series of noisy electrical waveforms according to the identity of the neurons that generated them. Existing techniques perform this classification ignoring several properties of actual neurons that can ultimately improve classification performance. In this study, we propose a more realistic spike train generation model. It incorporates both a description of "nontrivial" (i.e., non-Poisson) neuronal discharge statistics and a description of spike waveform dynamics (e.g., the events amplitude decays for short interspike intervals). We show that this spike train generation model is analogous to a one-dimensional Potts spin-glass model. We can therefore tailor to our particular case the computational methods that have been developed in fields where Potts models are extensively used, including statistical physics and image restoration. These methods are based on the construction of a Markov chain in the space of model parameters and spike train configurations, where a configuration is defined by specifying a neuron of origin for each spike. This Markov chain is built such that its unique stationary density is the posterior density of model parameters and configurations given the observed data. A Monte Carlo simulation of the Markov chain is then used to estimate the posterior density. We illustrate the way to build the transition matrix of the Markov chain with a simple, but realistic, model for data generation. We use simulated data to illustrate the performance of the method and to show that this approach can easily cope with neurons firing doublets of spikes and/or generating spikes with highly dynamic waveforms. The method cannot automatically find the "correct" number of neurons in the data. User input is required for this important problem and we illustrate how this can be done. We finally discuss further developments of the method.

  4. 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…

  5. Sequential Markov chain Monte Carlo filter with simultaneous model selection for electrocardiogram signal modeling.

    PubMed

    Edla, Shwetha; Kovvali, Narayan; Papandreou-Suppappola, Antonia

    2012-01-01

    Constructing statistical models of electrocardiogram (ECG) signals, whose parameters can be used for automated disease classification, is of great importance in precluding manual annotation and providing prompt diagnosis of cardiac diseases. ECG signals consist of several segments with different morphologies (namely the P wave, QRS complex and the T wave) in a single heart beat, which can vary across individuals and diseases. Also, existing statistical ECG models exhibit a reliance upon obtaining a priori information from the ECG data by using preprocessing algorithms to initialize the filter parameters, or to define the user-specified model parameters. In this paper, we propose an ECG modeling technique using the sequential Markov chain Monte Carlo (SMCMC) filter that can perform simultaneous model selection, by adaptively choosing from different representations depending upon the nature of the data. Our results demonstrate the ability of the algorithm to track various types of ECG morphologies, including intermittently occurring ECG beats. In addition, we use the estimated model parameters as the feature set to classify between ECG signals with normal sinus rhythm and four different types of arrhythmia.

  6. 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.

  7. Markov chain models of coupled intracellular calcium channels: Kronecker structured representations and benchmark stationary distribution calculations.

    PubMed

    Deremigio, Hilary; Kemper, Peter; Lamar, M Drew; Smith, Gregory D

    2008-01-01

    Mathematical models of calcium release sites derived from Markov chain models of intracellular calcium channels exhibit collective gating reminiscent of the experimentally observed phenomenon of stochastic calcium excitability (i.e., calcium puffs and sparks). We present a Kronecker structured representation for calcium release site models and perform benchmark stationary distribution calculations using numerical iterative solution techniques that leverage this structure. In this context we find multi-level methods and certain preconditioned projection methods superior to simple Gauss-Seidel type iterations. Response measures such as the number of channels in a particular state converge more quickly using these numerical iterative methods than occupation measures calculated via Monte Carlo simulation.

  8. Synthetic bounds for semi-Markov reliability models

    NASA Technical Reports Server (NTRS)

    White, A. L.

    1985-01-01

    Upper and lower bounds are derived for the probability of failure for a class of highly reliable process control computers. The bounds are synthetic in the sense that the descriptions of component failure and system recovery are assumed to be obtained from different sources. The reliability model is constructed under the assumption that the processes are independent.

  9. Markov Models for the Simulation of Cancer Screening Process

    NASA Astrophysics Data System (ADS)

    Chiorean, Ioana; Lupşa, Liana; NeamÅ£iu, Luciana

    2008-09-01

    The paper presents some mathematical models which optimize, from medico-economics point of view, the natural evolution of the cervical lesions and their evolution when the woman attends a cervical cancer screening program. A new index, MEI, constructed by using vectorial optimization, is given.

  10. Speaker Recognition by Hidden Markov Models and Neural Networks

    DTIC Science & Technology

    1996-12-01

    of the model itself, a single - layer perceptron is added to perform neural post-processing. The second solution is the novel application of an...the Equal Error Rate from 3.38% to 1.56%. In addition, a new method of cohort selection is implemented based on the structure of the single layer perceptron . Feasibility

  11. Estimating Causal Effects with Ancestral Graph Markov Models

    PubMed Central

    Malinsky, Daniel; Spirtes, Peter

    2017-01-01

    We present an algorithm for estimating bounds on causal effects from observational data which combines graphical model search with simple linear regression. We assume that the underlying system can be represented by a linear structural equation model with no feedback, and we allow for the possibility of latent variables. Under assumptions standard in the causal search literature, we use conditional independence constraints to search for an equivalence class of ancestral graphs. Then, for each model in the equivalence class, we perform the appropriate regression (using causal structure information to determine which covariates to include in the regression) to estimate a set of possible causal effects. Our approach is based on the “IDA” procedure of Maathuis et al. (2009), which assumes that all relevant variables have been measured (i.e., no unmeasured confounders). We generalize their work by relaxing this assumption, which is often violated in applied contexts. We validate the performance of our algorithm on simulated data and demonstrate improved precision over IDA when latent variables are present. PMID:28217244

  12. 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.

  13. 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

  14. Nonlinear Stochastic Markov Processes and Modeling Uncertainty in Populations

    DTIC Science & Technology

    2011-07-06

    growth rate g(x) = rx ( 1− x κ ) and the general tran- sition rates g(x, t) = (a0(t) − a1(t) ln x)x of which the standard Gompertz growth rates g(x) = r...probabilistic formulation (5.4) and the stochastic formulation (5.5), which nicely illustrates our earlier theoretical results. Example 5.3 ( Gompertz ...stochastic version of the generalized Gompertz model ẋ = (a0(t)− a1(t) lnx)x, which has been extensively used in biological and medical research to describe

  15. 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

  16. Availability Control for Means of Transport in Decisive Semi-Markov Models of Exploitation Process

    NASA Astrophysics Data System (ADS)

    Migawa, Klaudiusz

    2012-12-01

    The issues presented in this research paper refer to problems connected with the control process for exploitation implemented in the complex systems of exploitation for technical objects. The article presents the description of the method concerning the control availability for technical objects (means of transport) on the basis of the mathematical model of the exploitation process with the implementation of the decisive processes by semi-Markov. The presented method means focused on the preparing the decisive for the exploitation process for technical objects (semi-Markov model) and after that specifying the best control strategy (optimal strategy) from among possible decisive variants in accordance with the approved criterion (criteria) of the activity evaluation of the system of exploitation for technical objects. In the presented method specifying the optimal strategy for control availability in the technical objects means a choice of a sequence of control decisions made in individual states of modelled exploitation process for which the function being a criterion of evaluation reaches the extreme value. In order to choose the optimal control strategy the implementation of the genetic algorithm was chosen. The opinions were presented on the example of the exploitation process of the means of transport implemented in the real system of the bus municipal transport. The model of the exploitation process for the means of transports was prepared on the basis of the results implemented in the real transport system. The mathematical model of the exploitation process was built taking into consideration the fact that the model of the process constitutes the homogenous semi-Markov process.

  17. 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).

  18. Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality

    NASA Astrophysics Data System (ADS)

    Ito, Sosuke

    2016-11-01

    The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics.

  19. 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

  20. 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.

  1. Markov chain Monte Carlo methods for state-space models with point process observations.

    PubMed

    Yuan, Ke; Girolami, Mark; Niranjan, Mahesan

    2012-06-01

    This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations. We quantified the efficiencies of these MCMC methods on synthetic data, and our results suggest that the Reimannian manifold Hamiltonian Monte Carlo method offers the best performance. We further compared such a method with a previously tested variational Bayes method on two experimental data sets. Results indicate similar performance on the large data sets and superior performance on small ones. The work offers an extensive suite of MCMC algorithms evaluated on an important class of models for physiological signal analysis.

  2. What drives Hong Kong's residential property market—A Markov switching present value model

    NASA Astrophysics Data System (ADS)

    Xiao, Qin

    2007-09-01

    The property market of Hong Kong is one of the most volatile in the world. This study attempts to investigate the proposition that the Hong Kong residential market is only driven by fundamentals. The investigation is based on a Markov switching present value model, which explicitly accounts for a rational speculative bubble. The estimates show that not only does the model capture the asymmetric market responses to information and noise, but it also gives evidence on investor heterogeneity. The study also finds that the influence of the rational bubble is statistically significant.

  3. Multivariate Markov processes for stochastic systems with delays: application to the stochastic Gompertz model with delay.

    PubMed

    Frank, T D

    2002-07-01

    Using the method of steps, we describe stochastic processes with delays in terms of Markov diffusion processes. Thus, multivariate Langevin equations and Fokker-Planck equations are derived for stochastic delay differential equations. Natural, periodic, and reflective boundary conditions are discussed. Both Ito and Stratonovich calculus are used. In particular, our Fokker-Planck approach recovers the generalized delay Fokker-Planck equation proposed by Guillouzic et al. The results obtained are applied to a model for population growth: the Gompertz model with delay and multiplicative white noise.

  4. A Linear Regression and Markov Chain Model for the Arabian Horse Registry

    DTIC Science & Technology

    1993-04-01

    as a tax deduction? Yes No T-4367 68 26. Regardless of previous equine tax deductions, do you consider your current horse activities to be... (Mark one...E L T-4367 A Linear Regression and Markov Chain Model For the Arabian Horse Registry Accesion For NTIS CRA&I UT 7 4:iC=D 5 D-IC JA" LI J:13tjlC,3 lO...the Arabian Horse Registry, which needed to forecast its future registration of purebred Arabian horses . A linear regression model was utilized to

  5. 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.

  6. A nonhomogeneous hidden markov model for gene mapping based on next-generation sequencing data.

    PubMed

    Ghavidel, Fatemeh Zamanzad; Claesen, Jürgen; Burzykowski, Tomasz

    2015-02-01

    The analysis of polygenetic characteristics for mapping quantitative trait loci (QTL) remains an important challenge. QTL analysis requires two or more strains of organisms that differ substantially in the (poly-)genetic trait of interest, resulting in a heterozygous offspring. The offspring with the trait of interest is selected and subsequently screened for molecular markers such as single-nucleotide polymorphisms (SNPs) with next-generation sequencing. Gene mapping relies on the co-segregation between genes and/or markers. Genes and/or markers that are linked to a QTL influencing the trait will segregate more frequently with this locus. For each identified marker, observed mismatch frequencies between the reads of the offspring and the parental reference strains can be modeled by a multinomial distribution with the probabilities depending on the state of an underlying, unobserved Markov process. The states indicate whether the SNP is located in a (vicinity of a) QTL or not. Consequently, genomic loci associated with the QTL can be discovered by analyzing hidden states along the genome. The aforementioned hidden Markov model assumes that the identified SNPs are equally distributed along the chromosome and does not take the distance between neighboring SNPs into account. The distance between the neighboring SNPs could influence the chance of co-segregation between genes and markers. To address this issue, we propose a nonhomogeneous hidden Markov model with a transition matrix that depends on a set of distance-varying observed covariates. The application of the model is illustrated on the data from a study of ethanol tolerance in yeast.

  7. 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.

  8. Markovian and Non-Markovian Protein Sequence Evolution: Aggregated Markov Process Models

    PubMed Central

    Kosiol, Carolin; Goldman, Nick

    2011-01-01

    Over the years, there have been claims that evolution proceeds according to systematically different processes over different timescales and that protein evolution behaves in a non-Markovian manner. On the other hand, Markov models are fundamental to many applications in evolutionary studies. Apparent non-Markovian or time-dependent behavior has been attributed to influence of the genetic code at short timescales and dominance of physicochemical properties of the amino acids at long timescales. However, any long time period is simply the accumulation of many short time periods, and it remains unclear why evolution should appear to act systematically differently across the range of timescales studied. We show that the observed time-dependent behavior can be explained qualitatively by modeling protein sequence evolution as an aggregated Markov process (AMP): a time-homogeneous Markovian substitution model observed only at the level of the amino acids encoded by the protein-coding DNA sequence. The study of AMPs sheds new light on the relationship between amino acid-level and codon-level models of sequence evolution, and our results suggest that protein evolution should be modeled at the codon level rather than using amino acid substitution models. PMID:21718704

  9. Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

    PubMed

    Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

    2014-12-01

    D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase

  10. 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.

  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. 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

  13. Markov Chain-Like Quantum Biological Modeling of Mutations, Aging, and Evolution.

    PubMed

    Djordjevic, Ivan B

    2015-08-24

    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. 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.

  15. 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.

  16. Bayesian Markov models consistently outperform PWMs at predicting motifs in nucleotide sequences

    PubMed Central

    Siebert, Matthias; Söding, Johannes

    2016-01-01

    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

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. Upper and lower bounds for semi-Markov reliability models of reconfigurable systems

    NASA Technical Reports Server (NTRS)

    White, A. L.

    1984-01-01

    This paper determines the information required about system recovery to compute the reliability of a class of reconfigurable systems. Upper and lower bounds are derived for these systems. The class consists of those systems that satisfy five assumptions: the components fail independently at a low constant rate, fault occurrence and system reconfiguration are independent processes, the reliability model is semi-Markov, the recovery functions which describe system configuration have small means and variances, and the system is well designed. The bounds are easy to compute, and examples are included.

  2. 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

  3. Theory of Distribution Estimation of Hyperparameters in Markov Random Field Models

    NASA Astrophysics Data System (ADS)

    Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato

    2016-06-01

    We investigated the performance of distribution estimation of hyperparameters in Markov random field models proposed by Nakanishi-Ohno et al., http://doi.org/10.1088/1751-8113/47/4/045001, J. Phys. A 47, 045001 (2014) when used to evaluate the confidence of data. We analytically calculated the configurational average, with respect to data, of the negative logarithm of the posterior distribution, which is called free energy based on an analogy with statistical mechanics. This configurational average of free energy shrinks as the amount of data increases. Our results theoretically confirm the numerical results from that previous study.

  4. Independent component feature-based human activity recognition via Linear Discriminant Analysis and Hidden Markov Model.

    PubMed

    Uddin, Md; Lee, J J; Kim, T S

    2008-01-01

    In proactive computing, human activity recognition from image sequences is an active research area. This paper presents a novel approach of human activity recognition based on Linear Discriminant Analysis (LDA) of Independent Component (IC) features from shape information. With extracted features, Hidden Markov Model (HMM) is applied for training and recognition. The recognition performance using LDA of IC features has been compared to other approaches including Principle Component Analysis (PCA), LDA of PC, and ICA. The preliminary results show much improved performance in the recognition rate with our proposed method.

  5. Combined survival analysis of cardiac patients by a Cox PH model and a Markov chain.

    PubMed

    Shauly, Michal; Rabinowitz, Gad; Gilutz, Harel; Parmet, Yisrael

    2011-10-01

    The control and treatment of dyslipidemia is a major public health challenge, particularly for patients with coronary heart diseases. In this paper we propose a framework for survival analysis of patients who had a major cardiac event, focusing on assessment of the effect of changing LDL-cholesterol level and statins consumption on survival. This framework includes a Cox PH model and a Markov chain, and combines their results into reinforced conclusions regarding the factors that affect survival time. We prospectively studied 2,277 cardiac patients, and the results show high congruence between the Markov model and the PH model; both evidence that diabetes, history of stroke, peripheral vascular disease and smoking significantly increase hazard rate and reduce survival time. On the other hand, statin consumption is correlated with a lower hazard rate and longer survival time in both models. The role of such a framework in understanding the therapeutic behavior of patients and implementing effective secondary and primary prevention of heart diseases is discussed here.

  6. 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.

  7. 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.

  8. 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

  9. A hidden Markov model for analysis of frontline veterinary data for emerging zoonotic disease surveillance.

    PubMed

    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.

  10. 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

  11. A dynamic fault tree model of a propulsion system

    NASA Technical Reports Server (NTRS)

    Xu, Hong; Dugan, Joanne Bechta; Meshkat, Leila

    2006-01-01

    We present a dynamic fault tree model of the benchmark propulsion system, and solve it using Galileo. Dynamic fault trees (DFT) extend traditional static fault trees with special gates to model spares and other sequence dependencies. Galileo solves DFT models using a judicious combination of automatically generated Markov and Binary Decision Diagram models. Galileo easily handles the complexities exhibited by the benchmark problem. In particular, Galileo is designed to model phased mission systems.

  12. Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

    PubMed

    Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

    2016-07-01

    Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature.

  13. Bayesian models and Markov chain Monte Carlo methods for protein motifs with the secondary characteristics.

    PubMed

    Xie, Jun; Kim, Nak-Kyeong

    2005-09-01

    Statistical methods have been developed for finding local patterns, also called motifs, in multiple protein sequences. The aligned segments may imply functional or structural core regions. However, the existing methods often have difficulties in aligning multiple proteins when sequence residue identities are low (e.g., less than 25%). In this article, we develop a Bayesian model and Markov chain Monte Carlo (MCMC) methods for identifying subtle motifs in protein sequences. Specifically, a motif is defined not only in terms of specific sites characterized by amino acid frequency vectors, but also as a combination of secondary characteristics such as hydrophobicity, polarity, etc. Markov chain Monte Carlo methods are proposed to search for a motif pattern with high posterior probability under the new model. A special MCMC algorithm is developed, involving transitions between state spaces of different dimensions. The proposed methods were supported by a simulated study. It was then tested by two real datasets, including a group of helix-turn-helix proteins, and one set from the CATH Protein Structure Classification Database. Statistical comparisons showed that the new approach worked better than a typical Gibbs sampling approach which is based only on an amino acid model.

  14. Improved hidden Markov models for molecular motors, part 2: extensions and application to experimental data.

    PubMed

    Syed, Sheyum; Müllner, Fiona E; Selvin, Paul R; Sigworth, Fred J

    2010-12-01

    Unbiased interpretation of noisy single molecular motor recordings remains a challenging task. To address this issue, we have developed robust algorithms based on hidden Markov models (HMMs) of motor proteins. The basic algorithm, called variable-stepsize HMM (VS-HMM), was introduced in the previous article. It improves on currently available Markov-model based techniques by allowing for arbitrary distributions of step sizes, and shows excellent convergence properties for the characterization of staircase motor timecourses in the presence of large measurement noise. In this article, we extend the VS-HMM framework for better performance with experimental data. The extended algorithm, variable-stepsize integrating-detector HMM (VSI-HMM) better models the data-acquisition process, and accounts for random baseline drifts. Further, as an extension, maximum a posteriori estimation is provided. When used as a blind step detector, the VSI-HMM outperforms conventional step detectors. The fidelity of the VSI-HMM is tested with simulations and is applied to in vitro myosin V data where a small 10 nm population of steps is identified. It is also applied to an in vivo recording of melanosome motion, where strong evidence is found for repeated, bidirectional steps smaller than 8 nm in size, implying that multiple motors simultaneously carry the cargo.

  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. Assessing convergence of Markov chain Monte Carlo simulations in hierarchical Bayesian models for population pharmacokinetics.

    PubMed

    Dodds, Michael G; Vicini, Paolo

    2004-09-01

    Advances in computer hardware and the associated computer-intensive algorithms made feasible by these advances [like Markov chain Monte Carlo (MCMC) data analysis techniques] have made possible the application of hierarchical full Bayesian methods in analyzing pharmacokinetic and pharmacodynamic (PK-PD) data sets that are multivariate in nature. Pharmacokinetic data analysis in particular has been one area that has seized upon this technology to refine estimates of drug parameters from sparse data gathered in a large, highly variable population of patients. A drawback in this type of analysis is that it is difficult to quantitatively assess convergence of the Markov chains to a target distribution, and thus, it is sometimes difficult to assess the reliability of estimates gained from this procedure. Another complicating factor is that, although the application of MCMC methods to population PK-PD problems has been facilitated by new software designed for the PK-PD domain (specifically PKBUGS), experts in PK-PD may not have the necessary experience with MCMC methods to detect and understand problems with model convergence. The objective of this work is to provide an example of a set of diagnostics useful to investigators, by analyzing in detail three convergence criteria (namely the Raftery and Lewis, Geweke, and Heidelberger and Welch methods) on a simulated problem and with a rule of thumb of 10,000 chain elements in the Markov chain. We used two publicly available software packages to assess convergence of MCMC parameter estimates; the first performs Bayesian parameter estimation (PKBUGS/WinBUGS), and the second is focused on posterior analysis of estimates (BOA). The main message that seems to emerge is that accurately estimating confidence regions for the parameters of interest is more demanding than estimating the parameter means. Together, these tools provide numerical means by which an investigator can establish confidence in convergence and thus in the

  17. Modeling ion channel dynamics through reflected stochastic differential equations

    NASA Astrophysics Data System (ADS)

    Dangerfield, Ciara E.; Kay, David; Burrage, Kevin

    2012-05-01

    Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the “gold standard,” but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks.

  18. Markov-chain model of classified atomistic transition states for discrete kinetic Monte Carlo simulations

    NASA Astrophysics Data System (ADS)

    Numazawa, Satoshi; Smith, Roger

    2011-10-01

    Classical harmonic transition state theory is considered and applied in discrete lattice cells with hierarchical transition levels. The scheme is then used to determine transitions that can be applied in a lattice-based kinetic Monte Carlo (KMC) atomistic simulation model. The model results in an effective reduction of KMC simulation steps by utilizing a classification scheme of transition levels for thermally activated atomistic diffusion processes. Thermally activated atomistic movements are considered as local transition events constrained in potential energy wells over certain local time periods. These processes are represented by Markov chains of multidimensional Boolean valued functions in three-dimensional lattice space. The events inhibited by the barriers under a certain level are regarded as thermal fluctuations of the canonical ensemble and accepted freely. Consequently, the fluctuating system evolution process is implemented as a Markov chain of equivalence class objects. It is shown that the process can be characterized by the acceptance of metastable local transitions. The method is applied to a problem of Au and Ag cluster growth on a rippled surface. The simulation predicts the existence of a morphology-dependent transition time limit from a local metastable to stable state for subsequent cluster growth by accretion. Excellent agreement with observed experimental results is obtained.

  19. Estimating the ratios of the stationary distribution values for Markov chains modeling evolutionary algorithms.

    PubMed

    Mitavskiy, Boris; Cannings, Chris

    2009-01-01

    The evolutionary algorithm stochastic process is well-known to be Markovian. These have been under investigation in much of the theoretical evolutionary computing research. When the mutation rate is positive, the Markov chain modeling of an evolutionary algorithm is irreducible and, therefore, has a unique stationary distribution. Rather little is known about the stationary distribution. In fact, the only quantitative facts established so far tell us that the stationary distributions of Markov chains modeling evolutionary algorithms concentrate on uniform populations (i.e., those populations consisting of a repeated copy of the same individual). At the same time, knowing the stationary distribution may provide some information about the expected time it takes for the algorithm to reach a certain solution, assessment of the biases due to recombination and selection, and is of importance in population genetics to assess what is called a "genetic load" (see the introduction for more details). In the recent joint works of the first author, some bounds have been established on the rates at which the stationary distribution concentrates on the uniform populations. The primary tool used in these papers is the "quotient construction" method. It turns out that the quotient construction method can be exploited to derive much more informative bounds on ratios of the stationary distribution values of various subsets of the state space. In fact, some of the bounds obtained in the current work are expressed in terms of the parameters involved in all the three main stages of an evolutionary algorithm: namely, selection, recombination, and mutation.

  20. 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.

  1. Markov-chain model of classified atomistic transition states for discrete kinetic Monte Carlo simulations.

    PubMed

    Numazawa, Satoshi; Smith, Roger

    2011-10-01

    Classical harmonic transition state theory is considered and applied in discrete lattice cells with hierarchical transition levels. The scheme is then used to determine transitions that can be applied in a lattice-based kinetic Monte Carlo (KMC) atomistic simulation model. The model results in an effective reduction of KMC simulation steps by utilizing a classification scheme of transition levels for thermally activated atomistic diffusion processes. Thermally activated atomistic movements are considered as local transition events constrained in potential energy wells over certain local time periods. These processes are represented by Markov chains of multidimensional Boolean valued functions in three-dimensional lattice space. The events inhibited by the barriers under a certain level are regarded as thermal fluctuations of the canonical ensemble and accepted freely. Consequently, the fluctuating system evolution process is implemented as a Markov chain of equivalence class objects. It is shown that the process can be characterized by the acceptance of metastable local transitions. The method is applied to a problem of Au and Ag cluster growth on a rippled surface. The simulation predicts the existence of a morphology-dependent transition time limit from a local metastable to stable state for subsequent cluster growth by accretion. Excellent agreement with observed experimental results is obtained.

  2. The impact of ignoring population heterogeneity when Markov models are used in cost-effectiveness analysis.

    PubMed

    Zaric, Gregory S

    2003-01-01

    Many factors related to the spread and progression of diseases vary throughout a population. This heterogeneity is frequently ignored in cost-effectiveness analyses by using average or representative values or by considering multiple risk groups. The author explores the impact that such simplifying assumptions may have on the results and interpretation of cost-effectiveness analyses when Markov models are used to calculate the costs and health impact of interventions. A discrete-time Markov model for a disease is defined, and 5 potential interventions are considered. Health benefits, costs, and incremental cost-effectiveness ratios are calculated for each intervention. It is assumed that the population is heterogeneous with respect to the probability of becoming sick. Ignoring this heterogeneity may lead to optimistic or pessimistic estimates of cost-effectiveness ratios, depending on the intervention and, in some cases, the parameter values. Implications are discussed of this finding on the use of league tables and on comparisons of cost-effectiveness ratios versus commonly accepted threshold values.

  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.

  4. Automated species recognition of antbirds in a Mexican rainforest using hidden Markov models.

    PubMed

    Trifa, Vlad M; Kirschel, Alexander N G; Taylor, Charles E; Vallejo, Edgar E

    2008-04-01

    Behavioral and ecological studies would benefit from the ability to automatically identify species from acoustic recordings. The work presented in this article explores the ability of hidden Markov models to distinguish songs from five species of antbirds that share the same territory in a rainforest environment in Mexico. When only clean recordings were used, species recognition was nearly perfect, 99.5%. With noisy recordings, performance was lower but generally exceeding 90%. Besides the quality of the recordings, performance has been found to be heavily influenced by a multitude of factors, such as the size of the training set, the feature extraction method used, and number of states in the Markov model. In general, training with noisier data also improved recognition in test recordings, because of an increased ability to generalize. Considerations for improving performance, including beamforming with sensor arrays and design of preprocessing methods particularly suited for bird songs, are discussed. Combining sensor network technology with effective event detection and species identification algorithms will enable observation of species interactions at a spatial and temporal resolution that is simply impossible with current tools. Analysis of animal behavior through real-time tracking of individuals and recording of large amounts of data with embedded devices in remote locations is thus a realistic goal.

  5. Discovery of multiple hidden allosteric sites by combining Markov state models and experiments.

    PubMed

    Bowman, Gregory R; Bolin, Eric R; Hart, Kathryn M; Maguire, Brendan C; Marqusee, Susan

    2015-03-03

    The discovery of drug-like molecules that bind pockets in proteins that are not present in crystallographic structures yet exert allosteric control over activity has generated great interest in designing pharmaceuticals that exploit allosteric effects. However, there have only been a small number of successes, so the therapeutic potential of these pockets--called hidden allosteric sites--remains unclear. One challenge for assessing their utility is that rational drug design approaches require foreknowledge of the target site, but most hidden allosteric sites are only discovered when a small molecule is found to stabilize them. We present a means of decoupling the identification of hidden allosteric sites from the discovery of drugs that bind them by drawing on new developments in Markov state modeling that provide unprecedented access to microsecond- to millisecond-timescale fluctuations of a protein's structure. Visualizing these fluctuations allows us to identify potential hidden allosteric sites, which we then test via thiol labeling experiments. Application of these methods reveals multiple hidden allosteric sites in an important antibiotic target--TEM-1 β-lactamase. This result supports the hypothesis that there are many as yet undiscovered hidden allosteric sites and suggests our methodology can identify such sites, providing a starting point for future drug design efforts. More generally, our results demonstrate the power of using Markov state models to guide experiments.

  6. 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.

  7. Post processing of optically recognized text via second order hidden Markov model

    NASA Astrophysics Data System (ADS)

    Poudel, Srijana

    In this thesis, we describe a postprocessing system on Optical Character Recognition(OCR) generated text. Second Order Hidden Markov Model (HMM) approach is used to detect and correct the OCR related errors. The reason for choosing the 2nd order HMM is to keep track of the bigrams so that the model can represent the system more accurately. Based on experiments with training data of 159,733 characters and testing of 5,688 characters, the model was able to correct 43.38 % of the errors with a precision of 75.34 %. However, the precision value indicates that the model introduced some new errors, decreasing the correction percentage to 26.4%.

  8. 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.

  9. Mixture model and Markov random field-based remote sensing image unsupervised clustering method

    NASA Astrophysics Data System (ADS)

    Hou, Y.; Yang, Y.; Rao, N.; Lun, X.; Lan, J.

    2011-03-01

    In this paper, a novel method for remote sensing image clustering based on mixture model and Markov random field (MRF) is proposed. A remote sensing image can be considered as Gaussian mixture model. The image clustering result corresponding to the image label field is a MRF. So, the image clustering procedure is transformed to a maximum a posterior (MAP) problem by Bayesian theorem. The intensity difference and the spatial distance between the two pixels in the same clique are introduced into the traditional MRF potential function. The iterative conditional model (ICM) is employed to find the solution of MAP. We use the max entropy criterion to choose the optimal clustering number. In the experiments, the method is compared with the traditional MRF clustering method using ICM and simulated annealing (SA). The results show that this method is better than the traditional MRF model both in noise filtering and miss-classification ratio.

  10. Passive acoustic leak detection for sodium cooled fast reactors using hidden Markov models

    SciTech Connect

    Riber Marklund, A.; Prakash, V.; Rajan, K.K.

    2015-07-01

    Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970's and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control. (authors)

  11. Incorporating hidden Markov models for identifying protein kinase-specific phosphorylation sites.

    PubMed

    Huang, Hsien-Da; Lee, Tzong-Yi; Tzeng, Shih-Wei; Wu, Li-Cheng; Horng, Jorng-Tzong; Tsou, Ann-Ping; Huang, Kuan-Tsae

    2005-07-30

    Protein phosphorylation, which is an important mechanism in posttranslational modification, affects essential cellular processes such as metabolism, cell signaling, differentiation, and membrane transportation. Proteins are phosphorylated by a variety of protein kinases. In this investigation, we develop a novel tool to computationally predict catalytic kinase-specific phosphorylation sites. The known phosphorylation sites from public domain data sources are categorized by their annotated protein kinases. Based on the concepts of profile Hidden Markov Models (HMM), computational models are trained from the kinase-specific groups of phosphorylation sites. After evaluating the trained models, we select the model with highest accuracy in each kinase-specific group and provide a Web-based prediction tool for identifying protein phosphorylation sites. The main contribution here is that we have developed a kinase-specific phosphorylation site prediction tool with both high sensitivity and specificity.

  12. "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.

  13. Incorporating risk attitude into Markov-process decision models: importance for individual decision making.

    PubMed

    Cher, D J; Miyamoto, J; Lenert, L A

    1997-01-01

    Most decision models published in the medical literature take a risk-neutral perspective. Under risk neutrality, the utility of a gamble is equivalent to its expected value and the marginal utility of living a given unit of time is the same regardless of when it occurs. Most patients, however, are not risk-neutral. Not only does risk aversion affect decision analyses when tradeoffs between short- and long-term survival are involved, it also affects the interpretation of time-tradeoff measures of health-state utility. The proportional time tradeoff under- or overestimates the disutility of an inferior health state, depending on whether the patient is risk-seeking or risk-averse (it is unbiased if the patient is risk-neutral). The authors review how risk attitude with respect to gambles for survival duration can be incorporated into decision models using the framework of risk-adjusted quality-adjusted life years (RA-QALYs). They present a simple extension of this framework that allows RA-QALYs to be calculated for Markov-process decision models. Using a previously published Markov-process model of surgical vs expectant treatment for benign prostatic hypertrophy (BPH), they show how attitude towards risk affects the expected number of QALYs calculated by the model. In this model, under risk neutrality, surgery was the preferred option. Under mild risk aversion, expectant treatment was the preferred option. Risk attitude is an important aspect of preferences that should be incorporated into decision models where one treatment option has upfront risks of morbidity or mortality.

  14. Use of Bayesian Markov Chain Monte Carlo methods to model cost-of-illness data.

    PubMed

    Cooper, Nicola J; Sutton, Alex J; Mugford, Miranda; Abrams, Keith R

    2003-01-01

    It is well known that the modeling of cost data is often problematic due to the distribution of such data. Commonly observed problems include 1) a strongly right-skewed data distribution and 2) a significant percentage of zero-cost observations. This article demonstrates how a hurdle model can be implemented from a Bayesian perspective by means of Markov Chain Monte Carlo simulation methods using the freely available software WinBUGS. Assessment of model fit is addressed through the implementation of two cross-validation methods. The relative merits of this Bayesian approach compared to the classical equivalent are discussed in detail. To illustrate the methods described, patient-specific non-health-care resource-use data from a prospective longitudinal study and the Norfolk Arthritis Register (NOAR) are utilized for 218 individuals with early inflammatory polyarthritis (IP). The NOAR database also includes information on various patient-level covariates.

  15. Autoregressive hidden Markov models for the early detection of neonatal sepsis.

    PubMed

    Stanculescu, Ioan; Williams, Christopher K I; Freer, Yvonne

    2014-09-01

    Late onset neonatal sepsis is one of the major clinical concerns when premature babies receive intensive care. Current practice relies on slow laboratory testing of blood cultures for diagnosis. A valuable research question is whether sepsis can be reliably detected before the blood sample is taken. This paper investigates the extent to which physiological events observed in the patient's monitoring traces could be used for the early detection of neonatal sepsis. We model the distribution of these events with an autoregressive hidden Markov model (AR-HMM). Both learning and inference carefully use domain knowledge to extract the baby's true physiology from the monitoring data. Our model can produce real-time predictions about the onset of the infection and also handles missing data. We evaluate the effectiveness of the AR-HMM for sepsis detection on a dataset collected from the Neonatal Intensive Care Unit at the Royal Infirmary of Edinburgh.

  16. Brain tumor segmentation in 3D MRIs using an improved Markov random field model

    NASA Astrophysics Data System (ADS)

    Yousefi, Sahar; Azmi, Reza; Zahedi, Morteza

    2011-10-01

    Markov Random Field (MRF) models have been recently suggested for MRI brain segmentation by a large number of researchers. By employing Markovianity, which represents the local property, MRF models are able to solve a global optimization problem locally. But they still have a heavy computation burden, especially when they use stochastic relaxation schemes such as Simulated Annealing (SA). In this paper, a new 3D-MRF model is put forward to raise the speed of the convergence. Although, search procedure of SA is fairly localized and prevents from exploring the same diversity of solutions, it suffers from several limitations. In comparison, Genetic Algorithm (GA) has a good capability of global researching but it is weak in hill climbing. Our proposed algorithm combines SA and an improved GA (IGA) to optimize the solution which speeds up the computation time. What is more, this proposed algorithm outperforms the traditional 2D-MRF in quality of the solution.

  17. 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.

  18. Modeling treatment of ischemic heart disease with partially observable Markov decision processes.

    PubMed

    Hauskrecht, M; Fraser, H

    1998-01-01

    Diagnosis of a disease and its treatment are not separate, one-shot activities. Instead they are very often dependent and interleaved over time, mostly due to uncertainty about the underlying disease, uncertainty associated with the response of a patient to the treatment and varying cost of different diagnostic (investigative) and treatment procedures. The framework of Partially observable Markov decision processes (POMDPs) developed and used in operations research, control theory and artificial intelligence communities is particularly suitable for modeling such a complex decision process. In the paper, we show how the POMDP framework could be used to model and solve the problem of the management of patients with ischemic heart disease, and point out modeling advantages of the framework over standard decision formalisms.

  19. Fight deck human-automation mode confusion detection using a generalized fuzzy hidden Markov model

    NASA Astrophysics Data System (ADS)

    Lyu, Hao Lyu

    Due to the need for aviation safety, convenience, and efficiency, the autopilot has been introduced into the cockpit. The fast development of the autopilot has brought great benefits to the aviation industry. On the human side, the flight deck has been designed to be a complex, tightly-coupled, and spatially distributed system. The problem of dysfunctional interaction between the pilot and the automation (human-automation interaction issue) has become more and more visible. Thus, detection of a mismatch between the pilot's expectation and automation's behavior in a timely manner is required. In order to solve this challenging problem, separate modeling of the pilot and the automation is necessary. In this thesis, an intent-based framework is introduced to detect the human-automation interaction issue. Under this framework, the pilot's expectation of the aircraft is modeled by pilot intent while the behavior of the automation system is modeled by automation intent. The mode confusion is detected when the automation intent differs from the pilot intent. The pilot intent is inferred by comparing the target value set by the pilot with the aircraft's current state. Meanwhile, the automation intent is inferred through the Generalized Fuzzy Hidden Markov Model (GFHMM), which is an extension of the classical Hidden Markov Model. The stochastic characteristic of the ``hidden'' intents is considered by introducing fuzzy logic. Different from the previous approaches of inferring automation intent, GFHMM does not require a probabilistic model for certain flight modes as prior knowledge. The parameters of GFHMM (initial fuzzy density of the intent, fuzzy transmission density, and fuzzy emission density) are determined through the flight data by using a machine learning technique, the Fuzzy C-Means clustering algorithm (FCM). Lastly, both the pilot's and automation's intent inference algorithms and the mode confusion detection method are validated through flight data.

  20. 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…

  1. Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model

    NASA Astrophysics Data System (ADS)

    Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.

    2009-04-01

    The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.

  2. Efficient maximum likelihood parameterization of continuous-time Markov processes

    PubMed Central

    McGibbon, Robert T.; Pande, Vijay S.

    2015-01-01

    Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce a maximum likelihood estimator for constructing such models from data observed at a finite time interval. This estimator is dramatically more efficient than prior approaches, enables the calculation of deterministic confidence intervals in all model parameters, and can easily enforce important physical constraints on the models such as detailed balance. We demonstrate and discuss the advantages of these models over existing discrete-time Markov models for the analysis of molecular dynamics simulations. PMID:26203016

  3. 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/.

  4. An adaptive Hidden Markov model for activity recognition based on a wearable multi-sensor device.

    PubMed

    Li, Zhen; Wei, Zhiqiang; Yue, Yaofeng; Wang, Hao; Jia, Wenyan; Burke, Lora E; Baranowski, Thomas; Sun, Mingui

    2015-05-01

    Human activity recognition is important in the study of personal health, wellness and lifestyle. In order to acquire human activity information from the personal space, many wearable multi-sensor devices have been developed. In this paper, a novel technique for automatic activity recognition based on multi-sensor data is presented. In order to utilize these data efficiently and overcome the big data problem, an offline adaptive-Hidden Markov Model (HMM) is proposed. A sensor selection scheme is implemented based on an improved Viterbi algorithm. A new method is proposed that incorporates personal experience into the HMM model as a priori information. Experiments are conducted using a personal wearable computer eButton consisting of multiple sensors. Our comparative study with the standard HMM and other alternative methods in processing the eButton data have shown that our method is more robust and efficient, providing a useful tool to evaluate human activity and lifestyle.

  5. Markov random field model for segmenting large populations of lipid vesicles from micrographs.

    PubMed

    Zupanc, Jernej; Drobne, Damjana; Ster, Branko

    2011-12-01

    Giant unilamellar lipid vesicles, artificial replacements for cell membranes, are a promising tool for in vitro assessment of interactions between products of nanotechnologies and biological membranes. However, the effect of nanoparticles can not be derived from observations on a single specimen, vesicle populations should be observed instead. We propose an adaptation of the Markov random field image segmentation model which allows detection and segmentation of numerous vesicles in micrographs. The reliability of this model with different lighting, blur, and noise characteristics of micrographs is examined and discussed. Moreover, the automatic segmentation is tested on micrographs with thousands of vesicles and the result is compared to that of manual segmentation. The segmentation step presented is part of a methodology we are developing for bio-nano interaction assessment studies on lipid vesicles.

  6. 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.

  7. 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

  8. 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.

  9. Extended hidden Markov model for optimized segmentation of breast thermography images

    NASA Astrophysics Data System (ADS)

    Mahmoudzadeh, E.; Montazeri, M. A.; Zekri, M.; Sadri, S.

    2015-09-01

    Breast cancer is the most commonly diagnosed form of cancer in women. Thermography has been shown to provide an efficient screening modality for detecting breast cancer as it is able to detect small tumors and hence can lead to earlier diagnosis. This paper presents a novel extended hidden Markov model (EHMM), for optimized segmentation of breast thermogram for more effective image interpretation and easier analysis of Infrared (IR) thermal patterns. Competitive advantage of EHMM method refers to handling random sampling of the breast IR images with re-estimation of the model parameters. The performance of the algorithm is illustrated by applying EHMM segmentation method on the images of IUT_OPTIC database and compared with previously related methods. Simulation results indicate the remarkable capabilities of the proposed approach. It is worth noting that the presented algorithm is able to map semi hot regions into distinct areas and extract the regions of breast thermal images significantly, while the execution time is reduced.

  10. Estimating the completeness of volcanic eruption records using hidden Markov models

    NASA Astrophysics Data System (ADS)

    Wang, Ting; Bebbington, Mark

    2016-04-01

    Despite ongoing efforts worldwide to compile different databases for volcanic eruptions, eruption records are pervasively incomplete, a problem that is exacerbated when dealing with catalogs derived from geologic records. When using statistical models to analyze this type of records, missing data can strongly influence the parameter estimates, which are usually obtained by maximizing the log likelihood function, and hence affect the future hazard estimate. This work explores a hidden Markov model framework to handle missing data in volcanic eruption records. This framework will enable us to estimate the completeness level of the records, and offers a means of determining where in the record the missing observations are likely to be found. We apply this method to different volcanic eruption records with the aim to estimate the completeness of the records over time and to obtain more robust estimates of the future hazard.

  11. Hidden Markov Model and Forward-Backward Algorithm in Crude Oil Price Forecasting

    NASA Astrophysics Data System (ADS)

    Talib Bon, Abdul; Isah, Nuhu

    2016-11-01

    In light of the importance of crude oil to the world's economy, it is not surprising that economists have devoted great efforts towards developing methods to forecast price and volatility levels. Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile such as economic, political and social. Hence, forecasting the crude oil prices is essential to avoid unforeseen circumstances towards economic activity. In this study, daily crude oil prices data was obtained from WTI dated 2nd January to 29th May 2015. We used Hidden Markov Model (HMM) and Forward-Backward Algorithm to forecasting the crude oil prices. In this study, the analyses were done using Maple software. Based on the study, we concluded that model (0 3 0) is able to produce accurate forecast based on a description of history patterns in crude oil prices.

  12. 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.

  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. Business cycles and monetary policy asymmetry: An investigation using Markov-switching models

    NASA Astrophysics Data System (ADS)

    Tan, Siow-Hooi; Habibullah, Muzafar Shah

    2007-07-01

    This study assesses empirically the effects of monetary policy on four ASEAN economies in different states. The idea of asymmetry is being examined by using the relatively popular technique of non-linear modeling-Hamilton's Markov regime-switching model. The findings confirmed the existence of two-regimes in all economies under study. Additionally, the null hypothesis of symmetry had been rejected in the case of the four economies and to a great extent, monetary policy was confirmed to have had larger effects during recessions. These findings, thus, may imply the important role that credit market imperfections have on a firm's investment behavior, which in turn suggests that the financial accelerator is a relevant mechanism underscoring the observed asymmetry.

  15. Fitting complex population models by combining particle filters with Markov chain Monte Carlo.

    PubMed

    Knape, Jonas; de Valpine, Perry

    2012-02-01

    We show how a recent framework combining Markov chain Monte Carlo (MCMC) with particle filters (PFMCMC) may be used to estimate population state-space models. With the purpose of utilizing the strengths of each method, PFMCMC explores hidden states by particle filters, while process and observation parameters are estimated using an MCMC algorithm. PFMCMC is exemplified by analyzing time series data on a red kangaroo (Macropus rufus) population in New South Wales, Australia, using MCMC over model parameters based on an adaptive Metropolis-Hastings algorithm. We fit three population models to these data; a density-dependent logistic diffusion model with environmental variance, an unregulated stochastic exponential growth model, and a random-walk model. Bayes factors and posterior model probabilities show that there is little support for density dependence and that the random-walk model is the most parsimonious model. The particle filter Metropolis-Hastings algorithm is a brute-force method that may be used to fit a range of complex population models. Implementation is straightforward and less involved than standard MCMC for many models, and marginal densities for model selection can be obtained with little additional effort. The cost is mainly computational, resulting in long running times that may be improved by parallelizing the algorithm.

  16. Improvements in Markov State Model Construction Reveal Many Non-Native Interactions in the Folding of NTL9

    PubMed Central

    Schwantes, Christian R.; Pande, Vijay S.

    2013-01-01

    Markov State Models (MSMs) provide an automated framework to investigate the dynamical properties of high-dimensional molecular simulations. These models can provide a human-comprehensible picture of the underlying process, and have been successfully used to study protein folding, protein aggregation, protein ligand binding, and other biophysical systems. The MSM requires the construction of a discrete state-space such that two points are in the same state if they can interconvert rapidly. In the following, we suggest an improved method, which utilizes second order Independent Components Analysis (also known as time-structure based Independent Components Analysis, or tICA), to construct the state-space. We apply this method to simulations of NTL9 (provided by Lindorff-Larsen et al. Science 2011), and show that the MSM is an improvement over previously built models using conventional distance metrics. Additionally, the resulting model provides insight into the role of non-native contacts by revealing many slow timescales associated with compact, non-native states. PMID:23750122

  17. Binomial Markov-Switching Multifractal model with Skewed t innovations and applications to Chinese SSEC Index

    NASA Astrophysics Data System (ADS)

    Liu, Yufang; Zhang, Weiguo; Fu, Junhui

    2016-11-01

    This paper presents the Binomial Markov-switching Multifractal (BMSM) model of asset returns with Skewed t innovations (BMSM-Skewed t for short), which considers the fat tails, skewness and multifractality in asset returns simultaneously. The parameters of BMSM-Skewed t model can be estimated by Maximum Likelihood (ML) methods, and volatility forecasting can be accomplished via Bayesian updating. In order to evaluate the performance of BMSM-Skewed t model, BMSM model with Normal innovations (BMSM-N), BMSM model with Student-t innovations (BMSM-t) and GARCH(1,1) models (GARCH-N, GARCH-t and GARCH-Skewed t) are chosen for comparison. Through empirical studies on Shanghai Stock Exchange Composite Index (SSEC), we find that for sample estimation, BMSM models outperform the GARCH(1,1) models through BIC and AIC rules, and BMSM-Skewed t performs the best among all the models due to its fat tails, skewness and multifractality. In addition, BMSM-Skewed t model dominates other models at most forecasting horizons for out-of-sample volatility forecasts in terms of MSE, MAE and SPA test.

  18. Adaptive hidden Markov model-based online learning framework for bearing faulty detection and performance degradation monitoring

    NASA Astrophysics Data System (ADS)

    Yu, Jianbo

    2017-01-01

    This study proposes an adaptive-learning-based method for machine faulty detection and health degradation monitoring. The kernel of the proposed method is an "evolving" model that uses an unsupervised online learning scheme, in which an adaptive hidden Markov model (AHMM) is used for online learning the dynamic health changes of machines in their full life. A statistical index is developed for recognizing the new health states in the machines. Those new health states are then described online by adding of new hidden states in AHMM. Furthermore, the health degradations in machines are quantified online by an AHMM-based health index (HI) that measures the similarity between two density distributions that describe the historic and current health states, respectively. When necessary, the proposed method characterizes the distinct operating modes of the machine and can learn online both abrupt as well as gradual health changes. Our method overcomes some drawbacks of the HIs (e.g., relatively low comprehensibility and applicability) based on fixed monitoring models constructed in the offline phase. Results from its application in a bearing life test reveal that the proposed method is effective in online detection and adaptive assessment of machine health degradation. This study provides a useful guide for developing a condition-based maintenance (CBM) system that uses an online learning method without considerable human intervention.

  19. A nonstationary Markov transition model for computing the relative risk of dementia before death.

    PubMed

    Yu, Lei; Griffith, William S; Tyas, Suzanne L; Snowdon, David A; Kryscio, Richard J

    2010-03-15

    This paper investigates the long-term behavior of the k-step transition probability matrix for a nonstationary discrete-time Markov chain in the context of modeling transitions from intact cognition to dementia with mild cognitive impairment and global impairment as intervening cognitive states. The authors derive formulas for the following absorption statistics: (1) the relative risk of absorption between competing absorbing states and (2) the mean and variance of the number of visits among the transient states before absorption. As absorption is not guaranteed, sufficient conditions are discussed to ensure that the substochastic matrix associated with transitions among transient states converges to zero in limit. Results are illustrated with an application to the Nun Study, a cohort of 678 participants, 75-107 years of age, followed longitudinally with up to 10 cognitive assessments over a 15-year period.

  20. Bearing fault recognition method based on neighbourhood component analysis and coupled hidden Markov model

    NASA Astrophysics Data System (ADS)

    Zhou, Haitao; Chen, Jin; Dong, Guangming; Wang, Hongchao; Yuan, Haodong

    2016-01-01

    Due to the important role rolling element bearings play in rotating machines, condition monitoring and fault diagnosis system should be established to avoid abrupt breakage during operation. Various features from time, frequency and time-frequency domain are usually used for bearing or machinery condition monitoring. In this study, NCA-based feature extraction (FE) approach is proposed to reduce the dimensionality of original feature set and avoid the "curse of dimensionality". Furthermore, coupled hidden Markov model (CHMM) based on multichannel data acquisition is applied to diagnose bearing or machinery fault. Two case studies are presented to validate the proposed approach both in bearing fault diagnosis and fault severity classification. The experiment results show that the proposed NCA-CHMM can remove redundant information, fuse data from different channels and improve the diagnosis results.

  1. Identifying bubble collapse in a hydrothermal system using hiddden Markov models

    USGS Publications Warehouse

    Dawson, Phillip B.; Benitez, M.C.; Lowenstern, Jacob B.; Chouet, Bernard A.

    2012-01-01

    Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15 Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ~100 m of the station, and produced ~3500–5500 events per hour with mean durations of ~0.35–0.45 s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates.

  2. Application of Markov chain model to daily maximum temperature for thermal comfort in Malaysia

    NASA Astrophysics Data System (ADS)

    Nordin, Muhamad Asyraf bin Che; Hassan, Husna

    2015-10-01

    The Markov chain's first order principle has been widely used to model various meteorological fields, for prediction purposes. In this study, a 14-year (2000-2013) data of daily maximum temperatures in Bayan Lepas were used. Earlier studies showed that the outdoor thermal comfort range based on physiologically equivalent temperature (PET) index in Malaysia is less than 34°C, thus the data obtained were classified into two state: normal state (within thermal comfort range) and hot state (above thermal comfort range). The long-run results show the probability of daily temperature exceed TCR will be only 2.2%. On the other hand, the probability daily temperature within TCR will be 97.8%.

  3. On-line monitoring of pharmaceutical production processes using Hidden Markov Model.

    PubMed

    Zhang, Hui; Jiang, Zhuangde; Pi, J Y; Xu, H K; Du, R

    2009-04-01

    This article presents a new method for on-line monitoring of pharmaceutical production process, especially the powder blending process. The new method consists of two parts: extracting features from the Near Infrared (NIR) spectroscopy signals and recognizing patterns from the features. Features are extracted from spectra by using Partial Least Squares method (PLS). The pattern recognition is done by using Hidden Markov Model (HMM). A series of experiments are conducted to evaluate the effectiveness of this new method. In the experiments, wheat powder and corn powder are blended together at a set concentration. The proposed method can effectively detect the blending uniformity (the success rate is 99.6%). In comparison to the conventional Moving Block of Standard Deviation (MBSD), the proposed method has a number of advantages, including higher reliability, higher robustness and more transparent decision making. It can be used for effective on-line monitoring of pharmaceutical production processes.

  4. Detection of selective cationic amphipatic antibacterial peptides by Hidden Markov models.

    PubMed

    Polanco, Carlos; Samaniego, Jose L

    2009-01-01

    Antibacterial peptides are researched mainly for the potential benefit they have in a variety of socially relevant diseases, used by the host to protect itself from different types of pathogenic bacteria. We used the mathematical-computational method known as Hidden Markov models (HMMs) in targeting a subset of antibacterial peptides named Selective Cationic Amphipatic Antibacterial Peptides (SCAAPs). The main difference in the implementation of HMMs was focused on the detection of SCAAP using principally five physical-chemical properties for each candidate SCAAPs, instead of using the statistical information about the amino acids which form a peptide. By this method a cluster of antibacterial peptides was detected and as a result the following were found: 9 SCAAPs, 6 synthetic antibacterial peptides that belong to a subregion of Cecropin A and Magainin 2, and 19 peptides from the Cecropin A family. A scoring function was developed using HMMs as its core, uniquely employing information accessible from the databases.

  5. Integrating Decision Tree and Hidden Markov Model (HMM) for Subtype Prediction of Human Influenza A Virus

    NASA Astrophysics Data System (ADS)

    Attaluri, Pavan K.; Chen, Zhengxin; Weerakoon, Aruna M.; Lu, Guoqing

    Multiple criteria decision making (MCDM) has significant impact in bioinformatics. In the research reported here, we explore the integration of decision tree (DT) and Hidden Markov Model (HMM) for subtype prediction of human influenza A virus. Infection with influenza viruses continues to be an important public health problem. Viral strains of subtype H3N2 and H1N1 circulates in humans at least twice annually. The subtype detection depends mainly on the antigenic assay, which is time-consuming and not fully accurate. We have developed a Web system for accurate subtype detection of human influenza virus sequences. The preliminary experiment showed that this system is easy-to-use and powerful in identifying human influenza subtypes. Our next step is to examine the informative positions at the protein level and extend its current functionality to detect more subtypes. The web functions can be accessed at http://glee.ist.unomaha.edu/.

  6. Speaker-independent isolated-digit recognition using neural networks and hidden Markov model

    NASA Astrophysics Data System (ADS)

    McGuire, Michael; Ingraham, Diane; Cuperman, Vladimir

    A speaker independent isolated-digit recognition system is described which incorporates neural networks for vector quantization (VQ) and postprocessing of VQ and hidden Markov model (HMM) decision information. Vector quantization was performed using word-based parameter specific codebooks generated with a frequency sensitive competitive learning (FSCL) training algorithm. A single-layer perceptron neural network was used to increase recognition performance by postprocessing VQ distortion and HMM output probabilistic information. Experiments using both studio and telephone-line recorded databases demonstrate the FSCL VQ-HMM system without postprocessing achieves a recognition performance increase when compared to a previously developed VQ-HMM digit recognition system. With the addition of postprocessing to the FSCL VQ-HMM system, recognition performance was further increased.

  7. Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models

    NASA Technical Reports Server (NTRS)

    Buchholz, Peter; Ciardo, Gianfranco; Donatelli, Susanna; Kemper, Peter

    1997-01-01

    We present a systematic discussion of algorithms to multiply a vector by a matrix expressed as the Kronecker product of sparse matrices, extending previous work in a unified notational framework. Then, we use our results to define new algorithms for the solution of large structured Markov models. In addition to a comprehensive overview of existing approaches, we give new results with respect to: (1) managing certain types of state-dependent behavior without incurring extra cost; (2) supporting both Jacobi-style and Gauss-Seidel-style methods by appropriate multiplication algorithms; (3) speeding up algorithms that consider probability vectors of size equal to the "actual" state space instead of the "potential" state space.

  8. Application of Markov chain model to daily maximum temperature for thermal comfort in Malaysia

    SciTech Connect

    Nordin, Muhamad Asyraf bin Che; Hassan, Husna

    2015-10-22

    The Markov chain’s first order principle has been widely used to model various meteorological fields, for prediction purposes. In this study, a 14-year (2000-2013) data of daily maximum temperatures in Bayan Lepas were used. Earlier studies showed that the outdoor thermal comfort range based on physiologically equivalent temperature (PET) index in Malaysia is less than 34°C, thus the data obtained were classified into two state: normal state (within thermal comfort range) and hot state (above thermal comfort range). The long-run results show the probability of daily temperature exceed TCR will be only 2.2%. On the other hand, the probability daily temperature within TCR will be 97.8%.

  9. The discovery of processing stages: analyzing EEG data with hidden semi-Markov models.

    PubMed

    Borst, Jelmer P; Anderson, John R

    2015-03-01

    In this paper we propose a new method for identifying processing stages in human information processing. Since the 1860s scientists have used different methods to identify processing stages, usually based on reaction time (RT) differences between conditions. To overcome the limitations of RT-based methods we used hidden semi-Markov models (HSMMs) to analyze EEG data. This HSMM-EEG methodology can identify stages of processing and how they vary with experimental condition. By combining this information with the brain signatures of the identified stages one can infer their function, and deduce underlying cognitive processes. To demonstrate the method we applied it to an associative recognition task. The stage-discovery method indicated that three major processes play a role in associative recognition: a familiarity process, an associative retrieval process, and a decision process. We conclude that the new stage-discovery method can provide valuable insight into human information processing.

  10. 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…

  11. Modeling kinetics of a large-scale fed-batch CHO cell culture by Markov chain Monte Carlo method.

    PubMed

    Xing, Zizhuo; Bishop, Nikki; Leister, Kirk; Li, Zheng Jian

    2010-01-01

    Markov chain Monte Carlo (MCMC) method was applied to model kinetics of a fed-batch Chinese hamster ovary cell culture process in 5,000-L bioreactors. The kinetic model consists of six differential equations, which describe dynamics of viable cell density and concentrations of glucose, glutamine, ammonia, lactate, and the antibody fusion protein B1 (B1). The kinetic model has 18 parameters, six of which were calculated from the cell culture data, whereas the other 12 were estimated from a training data set that comprised of seven cell culture runs using a MCMC method. The model was confirmed in two validation data sets that represented a perturbation of the cell culture condition. The agreement between the predicted and measured values of both validation data sets may indicate high reliability of the model estimates. The kinetic model uniquely incorporated the ammonia removal and the exponential function of B1 protein concentration. The model indicated that ammonia and lactate play critical roles in cell growth and that low concentrations of glucose (0.17 mM) and glutamine (0.09 mM) in the cell culture medium may help reduce ammonia and lactate production. The model demonstrated that 83% of the glucose consumed was used for cell maintenance during the late phase of the cell cultures, whereas the maintenance coefficient for glutamine was negligible. Finally, the kinetic model suggests that it is critical for B1 production to sustain a high number of viable cells. The MCMC methodology may be a useful tool for modeling kinetics of a fed-batch mammalian cell culture process.

  12. Facial Sketch Synthesis Using 2D Direct Combined Model-Based Face-Specific Markov Network.

    PubMed

    Tu, Ching-Ting; Chan, Yu-Hsien; Chen, Yi-Chung

    2016-08-01

    A facial sketch synthesis system is proposed, featuring a 2D direct combined model (2DDCM)-based face-specific Markov network. In contrast to the existing facial sketch synthesis systems, the proposed scheme aims to synthesize sketches, which reproduce the unique drawing style of a particular artist, where this drawing style is learned from a data set consisting of a large number of image/sketch pairwise training samples. The synthesis system comprises three modules, namely, a global module, a local module, and an enhancement module. The global module applies a 2DDCM approach to synthesize the global facial geometry and texture of the input image. The detailed texture is then added to the synthesized sketch in a local patch-based manner using a parametric 2DDCM model and a non-parametric Markov random field (MRF) network. Notably, the MRF approach gives the synthesized results an appearance more consistent with the drawing style of the training samples, while the 2DDCM approach enables the synthesis of outcomes with a more derivative style. As a result, the similarity between the synthesized sketches and the input images is greatly improved. Finally, a post-processing operation is performed to enhance the shadowed regions of the synthesized image by adding strong lines or curves to emphasize the lighting conditions. The experimental results confirm that the synthesized facial images are in good qualitative and quantitative agreement with the input images as well as the ground-truth sketches provided by the same artist. The representing power of the proposed framework is demonstrated by synthesizing facial sketches from input images with a wide variety of facial poses, lighting conditions, and races even when such images are not included in the training data set. Moreover, the practical applicability of the proposed framework is demonstrated by means of automatic facial recognition tests.

  13. A Markov Chain Model for Changes in Users’ Assessment of Search Results

    PubMed Central

    Zhitomirsky-Geffet, Maayan; Bar-Ilan, Judit; Levene, Mark

    2016-01-01

    Previous research shows that users tend to change their assessment of search results over time. This is a first study that investigates the factors and reasons for these changes, and describes a stochastic model of user behaviour that may explain these changes. In particular, we hypothesise that most of the changes are local, i.e. between results with similar or close relevance to the query, and thus belong to the same”coarse” relevance category. According to the theory of coarse beliefs and categorical thinking, humans tend to divide the range of values under consideration into coarse categories, and are thus able to distinguish only between cross-category values but not within them. To test this hypothesis we conducted five experiments with about 120 subjects divided into 3 groups. Each student in every group was asked to rank and assign relevance scores to the same set of search results over two or three rounds, with a period of three to nine weeks between each round. The subjects of the last three-round experiment were then exposed to the differences in their judgements and were asked to explain them. We make use of a Markov chain model to measure change in users’ judgments between the different rounds. The Markov chain demonstrates that the changes converge, and that a majority of the changes are local to a neighbouring relevance category. We found that most of the subjects were satisfied with their changes, and did not perceive them as mistakes but rather as a legitimate phenomenon, since they believe that time has influenced their relevance assessment. Both our quantitative analysis and user comments support the hypothesis of the existence of coarse relevance categories resulting from categorical thinking in the context of user evaluation of search results. PMID:27171426

  14. A new method for direction finding based on Markov random field model

    NASA Astrophysics Data System (ADS)

    Ota, Mamoru; Kasahara, Yoshiya; Goto, Yoshitaka

    2015-07-01

    Investigating the characteristics of plasma waves observed by scientific satellites in the Earth's plasmasphere/magnetosphere is effective for understanding the mechanisms for generating waves and the plasma environment that influences wave generation and propagation. In particular, finding the propagation directions of waves is important for understanding mechanisms of VLF/ELF waves. To find these directions, the wave distribution function (WDF) method has been proposed. This method is based on the idea that observed signals consist of a number of elementary plane waves that define wave energy density distribution. However, the resulting equations constitute an ill-posed problem in which a solution is not determined uniquely; hence, an adequate model must be assumed for a solution. Although many models have been proposed, we have to select the most optimum model for the given situation because each model has its own advantages and disadvantages. In the present study, we propose a new method for direction finding of the plasma waves measured by plasma wave receivers. Our method is based on the assumption that the WDF can be represented by a Markov random field model with inference of model parameters performed using a variational Bayesian learning algorithm. Using computer-generated spectral matrices, we evaluated the performance of the model and compared the results with those obtained from two conventional methods.

  15. Study on the Calculation Models of Bus Delay at Bays Using Queueing Theory and Markov Chain

    PubMed Central

    Sun, Li; Sun, Shao-wei; Wang, Dian-hai

    2015-01-01

    Traffic congestion at bus bays has decreased the service efficiency of public transit seriously in China, so it is crucial to systematically study its theory and methods. However, the existing studies lack theoretical model on computing efficiency. Therefore, the calculation models of bus delay at bays are studied. Firstly, the process that buses are delayed at bays is analyzed, and it was found that the delay can be divided into entering delay and exiting delay. Secondly, the queueing models of bus bays are formed, and the equilibrium distribution functions are proposed by applying the embedded Markov chain to the traditional model of queuing theory in the steady state; then the calculation models of entering delay are derived at bays. Thirdly, the exiting delay is studied by using the queueing theory and the gap acceptance theory. Finally, the proposed models are validated using field-measured data, and then the influencing factors are discussed. With these models the delay is easily assessed knowing the characteristics of the dwell time distribution and traffic volume at the curb lane in different locations and different periods. It can provide basis for the efficiency evaluation of bus bays. PMID:25759720

  16. Study on the calculation models of bus delay at bays using queueing theory and Markov chain.

    PubMed

    Sun, Feng; Sun, Li; Sun, Shao-Wei; Wang, Dian-Hai

    2015-01-01

    Traffic congestion at bus bays has decreased the service efficiency of public transit seriously in China, so it is crucial to systematically study its theory and methods. However, the existing studies lack theoretical model on computing efficiency. Therefore, the calculation models of bus delay at bays are studied. Firstly, the process that buses are delayed at bays is analyzed, and it was found that the delay can be divided into entering delay and exiting delay. Secondly, the queueing models of bus bays are formed, and the equilibrium distribution functions are proposed by applying the embedded Markov chain to the traditional model of queuing theory in the steady state; then the calculation models of entering delay are derived at bays. Thirdly, the exiting delay is studied by using the queueing theory and the gap acceptance theory. Finally, the proposed models are validated using field-measured data, and then the influencing factors are discussed. With these models the delay is easily assessed knowing the characteristics of the dwell time distribution and traffic volume at the curb lane in different locations and different periods. It can provide basis for the efficiency evaluation of bus bays.

  17. Markov model for characterizing neuropsychologic impairment and Monte Carlo simulation for optimizing efavirenz therapy.

    PubMed

    Bisaso, Kuteesa R; Mukonzo, Jackson K; Ette, Ene I

    2015-11-01

    The study was undertaken to develop a pharmacokinetic-pharmacodynamic model to characterize efavirenz-induced neuropsychologic impairment, given preexistent impairment, which can be used for the optimization of efavirenz therapy via Monte Carlo simulations. The modeling was performed with NONMEM 7.2. A 1-compartment pharmacokinetic model was fitted to efavirenz concentration data from 196 Ugandan patients treated with a 600-mg daily efavirenz dose. Pharmacokinetic parameters and area under the curve (AUC) were derived. Neuropsychologic evaluation of the patients was done at baseline and in week 2 of antiretroviral therapy. A discrete-time 2-state first-order Markov model was developed to describe neuropsychologic impairment. Efavirenz AUC, day 3 efavirenz trough concentration, and female sex increased the probability (P01) of neuropsychologic impairment. Efavirenz oral clearance (CL/F) increased the probability (P10) of resolution of preexistent neuropsychologic impairment. The predictive performance of the reduced (final) model, given the data, incorporating AUC on P01and CL /F on P10, showed that the model adequately characterized the neuropsychologic impairment observed with efavirenz therapy. Simulations with the developed model predicted a 7% overall reduction in neuropsychologic impairment probability at 450 mg of efavirenz. We recommend a reduction in efavirenz dose from 600 to 450 mg, because the 450-mg dose has been shown to produce sustained antiretroviral efficacy.

  18. A hidden Markov model approach to analyze longitudinal ternary outcomes when some observed states are possibly misclassified.

    PubMed

    Benoit, Julia S; Chan, Wenyaw; Luo, Sheng; Yeh, Hung-Wen; Doody, Rachelle

    2016-04-30

    Understanding the dynamic disease process is vital in early detection, diagnosis, and measuring progression. Continuous-time Markov chain (CTMC) methods have been used to estimate state-change intensities but challenges arise when stages are potentially misclassified. We present an analytical likelihood approach where the hidden state is modeled as a three-state CTMC model allowing for some observed states to be possibly misclassified. Covariate effects of the hidden process and misclassification probabilities of the hidden state are estimated without information from a 'gold standard' as comparison. Parameter estimates are obtained using a modified expectation-maximization (EM) algorithm, and identifiability of CTMC estimation is addressed. Simulation studies and an application studying Alzheimer's disease caregiver stress-levels are presented. The method was highly sensitive to detecting true misclassification and did not falsely identify error in the absence of misclassification. In conclusion, we have developed a robust longitudinal method for analyzing categorical outcome data when classification of disease severity stage is uncertain and the purpose is to study the process' transition behavior without a gold standard.

  19. [A Hyperspectral Imagery Anomaly Detection Algorithm Based on Gauss-Markov Model].

    PubMed

    Gao, Kun; Liu, Ying; Wang, Li-jing; Zhu, Zhen-yu; Cheng, Hao-bo

    2015-10-01

    With the development of spectral imaging technology, hyperspectral anomaly detection is getting more and more widely used in remote sensing imagery processing. The traditional RX anomaly detection algorithm neglects spatial correlation of images. Besides, it does not validly reduce the data dimension, which costs too much processing time and shows low validity on hyperspectral data. The hyperspectral images follow Gauss-Markov Random Field (GMRF) in space and spectral dimensions. The inverse matrix of covariance matrix is able to be directly calculated by building the Gauss-Markov parameters, which avoids the huge calculation of hyperspectral data. This paper proposes an improved RX anomaly detection algorithm based on three-dimensional GMRF. The hyperspectral imagery data is simulated with GMRF model, and the GMRF parameters are estimated with the Approximated Maximum Likelihood method. The detection operator is constructed with GMRF estimation parameters. The detecting pixel is considered as the centre in a local optimization window, which calls GMRF detecting window. The abnormal degree is calculated with mean vector and covariance inverse matrix, and the mean vector and covariance inverse matrix are calculated within the window. The image is detected pixel by pixel with the moving of GMRF window. The traditional RX detection algorithm, the regional hypothesis detection algorithm based on GMRF and the algorithm proposed in this paper are simulated with AVIRIS hyperspectral data. Simulation results show that the proposed anomaly detection method is able to improve the detection efficiency and reduce false alarm rate. We get the operation time statistics of the three algorithms in the same computer environment. The results show that the proposed algorithm improves the operation time by 45.2%, which shows good computing efficiency.

  20. Identifying influential observations in Bayesian models by using Markov chain Monte Carlo.

    PubMed

    Jackson, Dan; White, Ian R; Carpenter, James

    2012-05-20

    In statistical modelling, it is often important to know how much parameter estimates are influenced by particular observations. An attractive approach is to re-estimate the parameters with each observation deleted in turn, but this is computationally demanding when fitting models by using Markov chain Monte Carlo (MCMC), as obtaining complete sample estimates is often in itself a very time-consuming task. Here we propose two efficient ways to approximate the case-deleted estimates by using output from MCMC estimation. Our first proposal, which directly approximates the usual influence statistics in maximum likelihood analyses of generalised linear models (GLMs), is easy to implement and avoids any further evaluation of the likelihood. Hence, unlike the existing alternatives, it does not become more computationally intensive as the model complexity increases. Our second proposal, which utilises model perturbations, also has this advantage and does not require the form of the GLM to be specified. We show how our two proposed methods are related and evaluate them against the existing method of importance sampling and case deletion in a logistic regression analysis with missing covariates. We also provide practical advice for those implementing our procedures, so that they may be used in many situations where MCMC is used to fit statistical models.

  1. Detection of unusual optical flow patterns by multilevel hidden Markov models

    NASA Astrophysics Data System (ADS)

    Utasi, Ákos; Czúni, László

    2010-01-01

    The analysis of motion information is one of the main tools for the understanding of complex behaviors in video. However, due to the quality of the optical flow of low-cost surveillance camera systems and the complexity of motion, new robust image-processing methods are required to generate reliable higher-level information. In our novel approach there is no need for tracking objects (vehicles, pedestrians) in order to recognize anomalous motion, but dense optical flow information is used to construct mixtures of Gaussians, which are analyzed temporally. We create a multilevel model, where low-level states of non-overlapping image regions are modeled by continuous hidden Markov models (HMMs). From low-level HMMs we compose high-level HMMs to analyze the occurrence of the low-level states. The processing of large numbers of data in traditional HMMs can result in a precision problem due to the multiplication of low probability values. Thus, besides introducing new motion models, we incorporate a scaling technique into the mathematical model of HMMs to avoid precision problems and to get an effective tool for the analysis of large numbers of motion vectors. We illustrate the use of our models with real-life traffic videos.

  2. Alternative decision modelling techniques for the evaluation of health care technologies: Markov processes versus discrete event simulation.

    PubMed

    Karnon, Jonathan

    2003-10-01

    Markov models have traditionally been used to evaluate the cost-effectiveness of competing health care technologies that require the description of patient pathways over extended time horizons. Discrete event simulation (DES) is a more flexible, but more complicated decision modelling technique, that can also be used to model extended time horizons. Through the application of a Markov process and a DES model to an economic evaluation comparing alternative adjuvant therapies for early breast cancer, this paper compares the respective processes and outputs of these alternative modelling techniques. DES displays increased flexibility in two broad areas, though the outputs from the two modelling techniques were similar. These results indicate that the use of DES may be beneficial only when the available data demonstrates particular characteristics.

  3. Inversion of coupled carbon-nitrogen model parameters against multiple datasets using Markov chain Monte Carlo methodology

    NASA Astrophysics Data System (ADS)

    Yang, Y.; Zhou, X.; Weng, E.; Luo, Y.

    2010-12-01

    The Markov chain Monte Carlo (MCMC) method has been widely used to estimate terrestrial ecosystem model parameters. However, inverse analysis is now mainly applied to estimate parameters involved in terrestrial ecosystem carbon models, and yet not used to inverse terrestrial nitrogen model parameters. In this study, the Bayesian probability inversion and MCMC technique were applied to inverse model parameters in a coupled carbon-nitrogen model, and then the trained ecosystem model was used to predict nitrogen pool sizes at the Duke Forests FACE site. We used datasets of soil respiration, nitrogen mineralization, nitrogen uptake, carbon and nitrogen pools in wood, foliage, litterfall, microbial, forest floor, and mineral soil under ambient and elevated CO2 plots from 1996-2005. Our results showed that, the initial values of C pools in leaf, wood, root, litter, microbial and forest floor were well constrained. The transfer coefficients from pools of leaf biomass, woody biomass, root biomass, litter, forest floor were also well constrained by the actual measurements. The observed datasets gave moderate information to the transfer coefficient from the slow soil carbon pool. The parameters in nitrogen parts, such as C: N in plant, litter, and soil were also well constrained. In addition, parameters about nitrogen dynamics (i.e. nitrogen uptake, nitrogen loss, and nitrogen input through biological fixation and deposition) were also well constrained. The predicted carbon and nitrogen pool sizes using the constrained ecosystem models were well consistent with the observed values. Overall, these results suggest that the MCMC inversion technique is an effective method to synthesize information from various sources for predicting the responses of ecosystem carbon and nitrogen cycling to elevated CO2.

  4. Solving inverse problem for Markov chain model of customer lifetime value using flower pollination algorithm

    NASA Astrophysics Data System (ADS)

    Al-Ma'shumah, Fathimah; Permana, Dony; Sidarto, Kuntjoro Adji

    2015-12-01

    Customer Lifetime Value is an important and useful concept in marketing. One of its benefits is to help a company for budgeting marketing expenditure for customer acquisition and customer retention. Many mathematical models have been introduced to calculate CLV considering the customer retention/migration classification scheme. A fairly new class of these models which will be described in this paper uses Markov Chain Models (MCM). This class of models has the major advantage for its flexibility to be modified to several different cases/classification schemes. In this model, the probabilities of customer retention and acquisition play an important role. From Pfeifer and Carraway, 2000, the final formula of CLV obtained from MCM usually contains nonlinear form of the transition probability matrix. This nonlinearity makes the inverse problem of CLV difficult to solve. This paper aims to solve this inverse problem, yielding the approximate transition probabilities for the customers, by applying metaheuristic optimization algorithm developed by Yang, 2013, Flower Pollination Algorithm. The major interpretation of obtaining the transition probabilities are to set goals for marketing teams in keeping the relative frequencies of customer acquisition and customer retention.

  5. Modeling population kinetics of free fatty acids in isolated rat hepatocytes using Markov Chain Monte Carlo.

    PubMed

    Pavan, Alessandra; Thomaseth, Karl; Valerio, Anna

    2003-01-01

    The aim of this study is the characterization, by means of mathematical models, of the activity of isolated hepatic rat cells as regards the conversion of free fatty acids (FFA) to ketone bodies (KB). A new physiologically based compartmental model of FFA metabolism is used within a context of population pharmacokinetics. This analysis is based on a hierarchical model, that differs from standard model formulations, to account for the fact that some data sets belong to the same animal but have been collected under different experimental conditions. The statistical inference problem has been addressed within a Bayesian context and solved by using Markov Chain Monte Carlo (MCMC) simulation. The results obtained in this study indicate that, although hormones epinephrine and insulin are important metabolic regulatory factors in vivo, the conversion of FFA to KB by isolated hepatic rat cells is not significantly affected by epinephrine and only little influenced by insulin. So we conclude that in vivo, the interaction of these two hormones with other compounds not considered in this study plays a fundamental role in ketogenesis. From this study it appears that mathematical models of metabolic processes can be successfully employed in population kinetic studies using MCMC methods.

  6. A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data

    PubMed Central

    Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing

    2015-01-01

    Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing. PMID:26710073

  7. A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data.

    PubMed

    Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing

    2015-01-01

    Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing.

  8. On the application of mixed hidden Markov models to multiple behavioural time series

    PubMed Central

    Schliehe-Diecks, S.; Kappeler, P. M.; Langrock, R.

    2012-01-01

    Analysing behavioural sequences and quantifying the likelihood of occurrences of different behaviours is a difficult task as motivational states are not observable. Furthermore, it is ecologically highly relevant and yet more complicated to scale an appropriate model for one individual up to the population level. In this manuscript (mixed) hidden Markov models (HMMs) are used to model the feeding behaviour of 54 subadult grey mouse lemurs (Microcebus murinus), small nocturnal primates endemic to Madagascar that forage solitarily. Our primary aim is to introduce ecologists and other users to various HMM methods, many of which have been developed only recently, and which in this form have not previously been synthesized in the ecological literature. Our specific application of mixed HMMs aims at gaining a better understanding of mouse lemur behaviour, in particular concerning sex-specific differences. The model we consider incorporates random effects for accommodating heterogeneity across animals, i.e. accounts for different personalities of the animals. Additional subject- and time-specific covariates in the model describe the influence of sex, body mass and time of night. PMID:23565332

  9. Hidden Markov model for analyzing time-series health checkup data.

    PubMed

    Kawamoto, Ryouhei; Nazir, Alwis; Kameyama, Atsuyuki; Ichinomiya, Takashi; Yamamoto, Keiko; Tamura, Satoshi; Yamamoto, Mayumi; Hayamizu, Satoru; Kinosada, Yasutomi

    2013-01-01

    In this paper, we apply a Hidden Markov Model (HMM) to analyze time-series personal health checkup data. HMM is widely used for data having continuation and extensibility such as time-series health checkup data. Therefore, using HMM as probabilistic model to model the health checkup data is considered to be suitable, and HMM can express the process of health condition changes of a person. In this paper, a HMM with six states placed in a 2×3 matrix was prepared. We collected training features including the time-series health checkup data. Each feature consists of eight inspection parameters such as BMI, SBP, and TG. The HMM was then built using the training features. In the experiments, we built five HMMs for different gender and age conditions (e.g. male 50's) using thousands of training feature vectors, respectively. Investigating the HMMs we found that the HMMs can model three health risk levels. The models can also represent health transitions or changes, indicating the possibility of estimating the risk of lifestyle-related diseases.

  10. Hypovigilance Detection for UCAV Operators Based on a Hidden Markov Model

    PubMed Central

    Kwon, Namyeon; Shin, Yongwook; Ryo, Chuh Yeop; Park, Jonghun

    2014-01-01

    With the advance of military technology, the number of unmanned combat aerial vehicles (UCAVs) has rapidly increased. However, it has been reported that the accident rate of UCAVs is much higher than that of manned combat aerial vehicles. One of the main reasons for the high accident rate of UCAVs is the hypovigilance problem which refers to the decrease in vigilance levels of UCAV operators while maneuvering. In this paper, we propose hypovigilance detection models for UCAV operators based on EEG signal to minimize the number of occurrences of hypovigilance. To enable detection, we have applied hidden Markov models (HMMs), two of which are used to indicate the operators' dual states, normal vigilance and hypovigilance, and, for each operator, the HMMs are trained as a detection model. To evaluate the efficacy and effectiveness of the proposed models, we conducted two experiments on the real-world data obtained by using EEG-signal acquisition devices, and they yielded satisfactory results. By utilizing the proposed detection models, the problem of hypovigilance of UCAV operators and the problem of high accident rate of UCAVs can be addressed. PMID:24963338

  11. A hidden Markov model for decoding and the analysis of replay in spike trains.

    PubMed

    Box, Marc; Jones, Matt W; Whiteley, Nick

    2016-12-01

    We present a hidden Markov model that describes variation in an animal's position associated with varying levels of activity in action potential spike trains of individual place cell neurons. The model incorporates a coarse-graining of position, which we find to be a more parsimonious description of the system than other models. We use a sequential Monte Carlo algorithm for Bayesian inference of model parameters, including the state space dimension, and we explain how to estimate position from spike train observations (decoding). We obtain greater accuracy over other methods in the conditions of high temporal resolution and small neuronal sample size. We also present a novel, model-based approach to the study of replay: the expression of spike train activity related to behaviour during times of motionlessness or sleep, thought to be integral to the consolidation of long-term memories. We demonstrate how we can detect the time, information content and compression rate of replay events in simulated and real hippocampal data recorded from rats in two different environments, and verify the correlation between the times of detected replay events and of sharp wave/ripples in the local field potential.

  12. Adaptive hidden Markov model with anomaly States for price manipulation detection.

    PubMed

    Cao, Yi; Li, Yuhua; Coleman, Sonya; Belatreche, Ammar; McGinnity, Thomas Martin

    2015-02-01

    Price manipulation refers to the activities of those traders who use carefully designed trading behaviors to manually push up or down the underlying equity prices for making profits. With increasing volumes and frequency of trading, price manipulation can be extremely damaging to the proper functioning and integrity of capital markets. The existing literature focuses on either empirical studies of market abuse cases or analysis of particular manipulation types based on certain assumptions. Effective approaches for analyzing and detecting price manipulation in real time are yet to be developed. This paper proposes a novel approach, called adaptive hidden Markov model with anomaly states (AHMMAS) for modeling and detecting price manipulation activities. Together with wavelet transformations and gradients as the feature extraction methods, the AHMMAS model caters to price manipulation detection and basic manipulation type recognition. The evaluation experiments conducted on seven stock tick data from NASDAQ and the London Stock Exchange and 10 simulated stock prices by stochastic differential equation show that the proposed AHMMAS model can effectively detect price manipulation patterns and outperforms the selected benchmark models.

  13. On Markov parameters in system identification

    NASA Technical Reports Server (NTRS)

    Phan, Minh; Juang, Jer-Nan; Longman, Richard W.

    1991-01-01

    A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest.

  14. Sparsely correlated hidden Markov models with application to genome-wide location studies

    PubMed Central

    Choi, Hyungwon; Fermin, Damian; Nesvizhskii, Alexey I.; Ghosh, Debashis; Qin, Zhaohui S.

    2013-01-01

    Motivation: Multiply correlated datasets have become increasingly common in genome-wide location analysis of regulatory proteins and epigenetic modifications. Their correlation can be directly incorporated into a statistical model to capture underlying biological interactions, but such modeling quickly becomes computationally intractable. Results: We present sparsely correlated hidden Markov models (scHMM), a novel method for performing simultaneous hidden Markov model (HMM) inference for multiple genomic datasets. In scHMM, a single HMM is assumed for each series, but the transition probability in each series depends on not only its own hidden states but also the hidden states of other related series. For each series, scHMM uses penalized regression to select a subset of the other data series and estimate their effects on the odds of each transition in the given series. Following this, hidden states are inferred using a standard forward–backward algorithm, with the transition probabilities adjusted by the model at each position, which helps retain the order of computation close to fitting independent HMMs (iHMM). Hence, scHMM is a collection of inter-dependent non-homogeneous HMMs, capable of giving a close approximation to a fully multivariate HMM fit. A simulation study shows that scHMM achieves comparable sensitivity to the multivariate HMM fit at a much lower computational cost. The method was demonstrated in the joint analysis of 39 histone modifications, CTCF and RNA polymerase II in human CD4+ T cells. scHMM reported fewer high-confidence regions than iHMM in this dataset, but scHMM could recover previously characterized histone modifications in relevant genomic regions better than iHMM. In addition, the resulting combinatorial patterns from scHMM could be better mapped to the 51 states reported by the multivariate HMM method of Ernst and Kellis. Availability: The scHMM package can be freely downloaded from http://sourceforge.net/p/schmm/ and is

  15. Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model

    PubMed Central

    Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan

    2016-01-01

    Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60–40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision. PMID:27563572

  16. Markov state model of the two-state behaviour of water

    NASA Astrophysics Data System (ADS)

    Hamm, Peter

    2016-10-01

    With the help of a Markov State Model (MSM), two-state behaviour is resolved for two computer models of water in a temperature range from 255 K to room temperature (295 K). The method is first validated for ST2 water, for which the so far strongest evidence for a liquid-liquid phase transition exists. In that case, the results from the MSM can be cross-checked against the radial distribution function g5(r) of the 5th-closest water molecule around a given reference water molecule. The latter is a commonly used local order parameter, which exhibits a bimodal distribution just above the liquid-liquid critical point that represents the low-density form of the liquid (LDL) and the high density liquid. The correlation times and correlation lengths of the corresponding spatial domains are calculated and it is shown that they are connected via a simple diffusion model. Once the approach is established, TIP4P/2005 will be considered, which is the much more realistic representation of real water. The MSM can resolve two-state behavior also in that case, albeit with significantly smaller correlation times and lengths. The population of LDL-like water increases with decreasing temperature, thereby explaining the density maximum at 4 °C along the lines of the two-state model of water.

  17. Correlations between parameters in risk models: estimation and propagation of uncertainty by Markov Chain Monte Carlo.

    PubMed

    Ades, A E; Lu, G

    2003-12-01

    Monte Carlo simulation has become the accepted method for propagating parameter uncertainty through risk models. It is widely appreciated, however, that correlations between input variables must be taken into account if models are to deliver correct assessments of uncertainty in risk. Various two-stage methods have been proposed that first estimate a correlation structure and then generate Monte Carlo simulations, which incorporate this structure while leaving marginal distributions of parameters unchanged. Here we propose a one-stage alternative, in which the correlation structure is estimated from the data directly by Bayesian Markov Chain Monte Carlo methods. Samples from the posterior distribution of the outputs then correctly reflect the correlation between parameters, given the data and the model. Besides its computational simplicity, this approach utilizes the available evidence from a wide variety of structures, including incomplete data and correlated and uncorrelated repeat observations. The major advantage of a Bayesian approach is that, rather than assuming the correlation structure is fixed and known, it captures the joint uncertainty induced by the data in all parameters, including variances and covariances, and correctly propagates this through the decision or risk model. These features are illustrated with examples on emissions of dioxin congeners from solid waste incinerators.

  18. Markov random field-based statistical character structure modeling for handwritten Chinese character recognition.

    PubMed

    Zeng, Jia; Liu, Zhi-Qiang

    2008-05-01

    This paper proposes a statistical-structural character modeling method based on Markov random fields (MRFs) for handwritten Chinese character recognition (HCCR). The stroke relationships of a Chinese character reflect its structure, which can be statistically represented by the neighborhood system and clique potentials within the MRF framework. Based on the prior knowledge of character structures, we design the neighborhood system that accounts for the most important stroke relationships. We penalize the structurally mismatched stroke relationships with MRFs using the prior clique potentials, and derive the likelihood clique potentials from Gaussian mixture models, which encode the large variations of stroke relationships statistically. In the proposed HCCR system, we use the single-site likelihood clique potentials to extract many candidate strokes from character images, and use the pairsite clique potentials to determine the best structural match between the input candidate strokes and the MRF-based character models by relaxation labeling. The experiments on the KAIST character database demonstrate that MRFs can statistically model character structures, and work well in the HCCR system.

  19. Real-time classification of humans versus animals using profiling sensors and hidden Markov tree model

    NASA Astrophysics Data System (ADS)

    Hossen, Jakir; Jacobs, Eddie L.; Chari, Srikant

    2015-07-01

    Linear pyroelectric array sensors have enabled useful classifications of objects such as humans and animals to be performed with relatively low-cost hardware in border and perimeter security applications. Ongoing research has sought to improve the performance of these sensors through signal processing algorithms. In the research presented here, we introduce the use of hidden Markov tree (HMT) models for object recognition in images generated by linear pyroelectric sensors. HMTs are trained to statistically model the wavelet features of individual objects through an expectation-maximization learning process. Human versus animal classification for a test object is made by evaluating its wavelet features against the trained HMTs using the maximum-likelihood criterion. The classification performance of this approach is compared to two other techniques; a texture, shape, and spectral component features (TSSF) based classifier and a speeded-up robust feature (SURF) classifier. The evaluation indicates that among the three techniques, the wavelet-based HMT model works well, is robust, and has improved classification performance compared to a SURF-based algorithm in equivalent computation time. When compared to the TSSF-based classifier, the HMT model has a slightly degraded performance but almost an order of magnitude improvement in computation time enabling real-time implementation.

  20. Detecting Gait Phases from RGB-D Images Based on Hidden Markov Model.

    PubMed

    Heravi, Hamed; Ebrahimi, Afshin; Olyaee, Ehsan

    2016-01-01

    Gait contains important information about the status of the human body and physiological signs. In many medical applications, it is important to monitor and accurately analyze the gait of the patient. Since walking shows the reproducibility signs in several phases, separating these phases can be used for the gait analysis. In this study, a method based on image processing for extracting phases of human gait from RGB-Depth images is presented. The sequence of depth images from the front view has been processed to extract the lower body depth profile and distance features. Feature vector extracted from image is the same as observation vector of hidden Markov model, and the phases of gait are considered as hidden states of the model. After training the model using the images which are randomly selected as training samples, the phase estimation of gait becomes possible using the model. The results confirm the rate of 60-40% of two major phases of the gait and also the mid-stance phase is recognized with 85% precision.

  1. Bayesian clinical trial design using Markov models with applications to autoimmune disease.

    PubMed

    Eggleston, Barry S; Ibrahim, Joseph G; Catellier, Diane

    2017-02-08

    Immune Thrombocytopenia is an autoimmune disease associated with bleeding that is treated by increasing the platelet count to a level where the chance of uncontrollable bleeding is low. Failure occurs when platelet counts are not raised sufficiently (initial failure), or when high platelet counts are not maintained after initial success (relapse). In this paper, we propose a Bayesian clinical trial design that uses a Markov multistate model along with a power prior for the parameters which incorporates historical control data to estimate transition rates among two randomized groups as defined by the model. A detailed simulation is carried out to examine the operating characteristics of a trial to test whether a new treatment reduces the relapse rate by 40% relative to standard care when data from 60 historical controls treated with standard care is available. We also use simulated data to demonstrate effects of discordance between historical and randomized controls on the estimated hazard ratios. Finally, we use a simulated trial to demonstrate briefly what type of results the model can give and how those results can be used to address hypotheses regarding treatment effects. Using simulated data, we show that the model yields good operating characteristics when the historical and randomized controls are from the same population, and demonstrate how discordance between the control groups affects the operating characteristics.

  2. Exceptional motifs in different Markov chain models for a statistical analysis of DNA sequences.

    PubMed

    Schbath, S; Prum, B; de Turckheim, E

    1995-01-01

    Identifying exceptional motifs is often used for extracting information from long DNA sequences. The two difficulties of the method are the choice of the model that defines the expected frequencies of words and the approximation of the variance of the difference T(W) between the number of occurrences of a word W and its estimation. We consider here different Markov chain models, either with stationary or periodic transition probabilities. We estimate the variance of the difference T(W) by the conditional variance of the number of occurrences of W given the oligonucleotides counts that define the model. Two applications show how to use asymptotically standard normal statistics associated with the counts to describe a given sequence in terms of its outlying words. Sequences of Escherichia coli and of Bacillus subtilis are compared with respect to their exceptional tri- and tetranucleotides. For both bacteria, exceptional 3-words are mainly found in the coding frame. E. coli palindrome counts are analyzed in different models, showing that many overabundant words are one-letter mutations of avoided palindromes.

  3. A Markov chain model for image ranking system in social networks

    NASA Astrophysics Data System (ADS)

    Zin, Thi Thi; Tin, Pyke; Toriu, Takashi; Hama, Hiromitsu

    2014-03-01

    In today world, different kinds of networks such as social, technological, business and etc. exist. All of the networks are similar in terms of distributions, continuously growing and expanding in large scale. Among them, many social networks such as Facebook, Twitter, Flickr and many others provides a powerful abstraction of the structure and dynamics of diverse kinds of inter personal connection and interaction. Generally, the social network contents are created and consumed by the influences of all different social navigation paths that lead to the contents. Therefore, identifying important and user relevant refined structures such as visual information or communities become major factors in modern decision making world. Moreover, the traditional method of information ranking systems cannot be successful due to their lack of taking into account the properties of navigation paths driven by social connections. In this paper, we propose a novel image ranking system in social networks by using the social data relational graphs from social media platform jointly with visual data to improve the relevance between returned images and user intentions (i.e., social relevance). Specifically, we propose a Markov chain based Social-Visual Ranking algorithm by taking social relevance into account. By using some extensive experiments, we demonstrated the significant and effectiveness of the proposed social-visual ranking method.

  4. Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality

    PubMed Central

    Ito, Sosuke

    2016-01-01

    The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics. PMID:27833120

  5. Dynamic Alignment Models for Neural Coding

    PubMed Central

    Kollmorgen, Sepp; Hahnloser, Richard H. R.

    2014-01-01

    Recently, there have been remarkable advances in modeling the relationships between the sensory environment, neuronal responses, and behavior. However, most models cannot encompass variable stimulus-response relationships such as varying response latencies and state or context dependence of the neural code. Here, we consider response modeling as a dynamic alignment problem and model stimulus and response jointly by a mixed pair hidden Markov model (MPH). In MPHs, multiple stimulus-response relationships (e.g., receptive fields) are represented by different states or groups of states in a Markov chain. Each stimulus-response relationship features temporal flexibility, allowing modeling of variable response latencies, including noisy ones. We derive algorithms for learning of MPH parameters and for inference of spike response probabilities. We show that some linear-nonlinear Poisson cascade (LNP) models are a special case of MPHs. We demonstrate the efficiency and usefulness of MPHs in simulations of both jittered and switching spike responses to white noise and natural stimuli. Furthermore, we apply MPHs to extracellular single and multi-unit data recorded in cortical brain areas of singing birds to showcase a novel method for estimating response lag distributions. MPHs allow simultaneous estimation of receptive fields, latency statistics, and hidden state dynamics and so can help to uncover complex stimulus response relationships that are subject to variable timing and involve diverse neural codes. PMID:24625448

  6. Techniques for modeling the reliability of fault-tolerant systems with the Markov state-space approach

    NASA Technical Reports Server (NTRS)

    Butler, Ricky W.; Johnson, Sally C.

    1995-01-01

    This paper presents a step-by-step tutorial of the methods and the tools that were used for the reliability analysis of fault-tolerant systems. The approach used in this paper is the Markov (or semi-Markov) state-space method. The paper is intended for design engineers with a basic understanding of computer architecture and fault tolerance, but little knowledge of reliability modeling. The representation of architectural features in mathematical models is emphasized. This paper does not present details of the mathematical solution of complex reliability models. Instead, it describes the use of several recently developed computer programs SURE, ASSIST, STEM, and PAWS that automate the generation and the solution of these models.

  7. Multivariate Discrete Hidden Markov Models for Domain-Based Measurements and Assessment of Risk Factors in Child Development

    PubMed Central

    Zhang, Qiang; Snow Jones, Alison; Rijmen, Frank; Ip, Edward H.

    2016-01-01

    Many studies in the social and behavioral sciences involve multivariate discrete measurements, which are often characterized by the presence of an underlying individual trait, the existence of clusters such as domains of measurements, and the availability of multiple waves of cohort data. Motivated by an application in child development, we propose a class of extended multivariate discrete hidden Markov models for analyzing domain-based measurements of cognition and behavior. A random effects model is used to capture the long-term trait. Additionally, we develop a model selection criterion based on the Bayes factor for the extended hidden Markov model. The National Longitudinal Survey of Youth (NLSY) is used to illustrate the methods. Supplementary technical details and computer codes are available online. PMID:28066134

  8. Numerical research of the optimal control problem in the semi-Markov inventory model

    SciTech Connect

    Gorshenin, Andrey K.

    2015-03-10

    This paper is devoted to the numerical simulation of stochastic system for inventory management products using controlled semi-Markov process. The results of a special software for the system’s research and finding the optimal control are presented.

  9. Human fixation detection model in video compressed domain based on Markov random field

    NASA Astrophysics Data System (ADS)

    Li, Yongjun; Li, Yunsong; Liu, Weijia; Hu, Jing; Ge, Chiru

    2017-01-01

    Recently, research on and applications of human fixation detection in video compressed domain have gained increasing attention. However, prediction accuracy and computational complexity still remain a challenge. This paper addresses the problem of compressed domain fixations detection in the videos based on residual discrete cosine transform coefficients norm (RDCN) and Markov random field (MRF). RDCN feature is directly extracted from the compressed video with partial decoding and is normalized. After spatial-temporal filtering, the normalized map [Smoothed RDCN (SRDCN) map] is taken to the MRF model, and the optimal binary label map is obtained. Based on the label map and the center saliency map, saliency enhancement and nonsaliency inhibition are done for the SRDCN map, and the final SRDCN-MRF salient map is obtained. Compared with the similar models, we enhance the available energy functions and introduce an energy function that indicates the positional information of the saliency. The procedure is advantageous for improving prediction accuracy and reducing computational complexity. The validation and comparison are made by several accuracy metrics on two ground truth datasets. Experimental results show that the proposed saliency detection model achieves superior performances over several state-of-the-art compressed-domain and pixel-domain algorithms on evaluation metrics. Computationally, our algorithm reduces 26% more computational complexity with comparison to similar algorithms.

  10. Surface roughness extraction based on Markov random field model in wavelet feature domain

    NASA Astrophysics Data System (ADS)

    Yang, Lei; Lei, Li-qiao

    2014-12-01

    Based on the computer texture analysis method, a new noncontact surface roughness measurement technique is proposed. The method is inspired by the nonredundant directional selectivity and highly discriminative nature of the wavelet representation and the capability of the Markov random field (MRF) model to capture statistical regularities. Surface roughness information contained in the texture features may be extracted based on an MRF stochastic model of textures in the wavelet feature domain. The model captures significant intrascale and interscale statistical dependencies between wavelet coefficients. To investigate the relationship between the texture features and surface roughness Ra, a simple research setup, which consists of a charge-coupled diode camera without a lens and a diode laser, was established, and the laser speckle texture patterns are acquired from some standard grinding surfaces. The research results have illustrated that surface roughness Ra has a good monotonic relationship with the texture features of the laser speckle pattern. If this measuring system is calibrated with the surface standard samples roughness beforehand, the surface roughness actual value Ra can be deduced in the case of the same material surfaces ground at the same manufacture conditions.

  11. Hidden Markov modeling for single channel kinetics with filtering and correlated noise.

    PubMed Central

    Qin, F; Auerbach, A; Sachs, F

    2000-01-01

    Hidden Markov modeling (HMM) can be applied to extract single channel kinetics at signal-to-noise ratios that are too low for conventional analysis. There are two general HMM approaches: traditional Baum's reestimation and direct optimization. The optimization approach has the advantage that it optimizes the rate constants directly. This allows setting constraints on the rate constants, fitting multiple data sets across different experimental conditions, and handling nonstationary channels where the starting probability of the channel depends on the unknown kinetics. We present here an extension of this approach that addresses the additional issues of low-pass filtering and correlated noise. The filtering is modeled using a finite impulse response (FIR) filter applied to the underlying signal, and the noise correlation is accounted for using an autoregressive (AR) process. In addition to correlated background noise, the algorithm allows for excess open channel noise that can be white or correlated. To maximize the efficiency of the algorithm, we derive the analytical derivatives of the likelihood function with respect to all unknown model parameters. The search of the likelihood space is performed using a variable metric method. Extension of the algorithm to data containing multiple channels is described. Examples are presented that demonstrate the applicability and effectiveness of the algorithm. Practical issues such as the selection of appropriate noise AR orders are also discussed through examples. PMID:11023898

  12. A Novel Maximum Entropy Markov Model for Human Facial Expression Recognition

    PubMed Central

    2016-01-01

    Research in video based FER systems has exploded in the past decade. However, most of the previous methods work well when they are trained and tested on the same dataset. Illumination settings, image resolution, camera angle, and physical characteristics of the people differ from one dataset to another. Considering a single dataset keeps the variance, which results from differences, to a minimum. Having a robust FER system, which can work across several datasets, is thus highly desirable. The aim of this work is to design, implement, and validate such a system using different datasets. In this regard, the major contribution is made at the recognition module which uses the maximum entropy Markov model (MEMM) for expression recognition. In this model, the states of the human expressions are modeled as the states of an MEMM, by considering the video-sensor observations as the observations of MEMM. A modified Viterbi is utilized to generate the most probable expression state sequence based on such observations. Lastly, an algorithm is designed which predicts the expression state from the generated state sequence. Performance is compared against several existing state-of-the-art FER systems on six publicly available datasets. A weighted average accuracy of 97% is achieved across all datasets. PMID:27635654

  13. A hidden Markov model that finds genes in E. coli DNA.

    PubMed Central

    Krogh, A; Mian, I S; Haussler, D

    1994-01-01

    A hidden Markov model (HMM) has been developed to find protein coding genes in E. coli DNA using E. coli genome DNA sequence from the EcoSeq6 database maintained by Kenn Rudd. This HMM includes states that model the codons and their frequencies in E. coli genes, as well as the patterns found in the intergenic region, including repetitive extragenic palindromic sequences and the Shine-Delgarno motif. To account for potential sequencing errors and or frameshifts in raw genomic DNA sequence, it allows for the (very unlikely) possibility of insertions and deletions of individual nucleotides within a codon. The parameters of the HMM are estimated using approximately one million nucleotides of annotated DNA in EcoSeq6 and the model tested on a disjoint set of contigs containing about 325,000 nucleotides. The HMM finds the exact locations of about 80% of the known E. coli genes, and approximate locations for about 10%. It also finds several potentially new genes, and locates several places were insertion or deletion errors/and or frameshifts may be present in the contigs. PMID:7984429

  14. Adaptive Quantification and Longitudinal Analysis of Pulmonary Emphysema with a Hidden Markov Measure Field Model

    PubMed Central

    Häme, Yrjö; Angelini, Elsa D.; Hoffman, Eric A.; Barr, R. Graham; Laine, Andrew F.

    2014-01-01

    The extent of pulmonary emphysema is commonly estimated from CT images by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions in the lung and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the present model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was used to quantify emphysema on a cohort of 87 subjects, with repeated CT scans acquired over a time period of 8 years using different imaging protocols. The scans were acquired approximately annually, and the data set included a total of 365 scans. The results show that the emphysema estimates produced by the proposed method have very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. In addition, the generated emphysema delineations promise great advantages for regional analysis of emphysema extent and progression, possibly advancing disease subtyping. PMID:24759984

  15. Markov random field modeling for three-dimensional reconstruction of the left ventricle in cardiac angiography

    PubMed Central

    Medina, Rubén; Garreau, Mireille; Toro, Javier; Le Breton, Hervé; Coatrieux, Jean-Louis; Jugo, Diego

    2006-01-01

    This paper reports on a method for left ventricle three-dimensional reconstruction from two orthogonal ventriculograms. The proposed algorithm is voxel-based and takes into account the conical projection geometry associated with the biplane image acquisition equipment. The reconstruction process starts with an initial ellipsoidal approximation derived from the input ventriculograms. This model is subsequently deformed in such a way as to match the input projections. To this end, the object is modeled as a three-dimensional Markov-Gibbs random field, and an energy function is defined so that it includes one term that models the projections compatibility and another one that includes the space–time regularity constraints. The performance of this reconstruction method is evaluated by considering the reconstruction of mathematically synthesized phantoms and two 3-D binary databases from two orthogonal synthesized projections. The method is also tested using real biplane ventriculograms. In this case, the performance of the reconstruction is expressed in terms of the projection error, which attains values between 9.50% and 11.78 % for two biplane sequences including a total of 55 images. PMID:16895001

  16. Variational viewpoint of the quadratic Markov measure field models: theory and algorithms.

    PubMed

    Rivera, Mariano; Dalmau, Oscar

    2012-03-01

    We present a framework for image segmentation based on quadratic programming, i.e., by minimization of a quadratic regularized energy linearly constrained. In particular, we present a new variational derivation of the quadratic Markov measure field (QMMF) models, which can be understood as a procedure for regularizing model preferences (memberships or likelihoods). We also present efficient optimization algorithms. In the QMMFs, the uncertainty in the computed regularized probability measure field is controlled by penalizing Gini's coefficient, and hence, it affects the convexity of the quadratic programming problem. The convex case is reduced to the solution of a positive definite linear system, and for that case, an efficient Gauss-Seidel (GS) scheme is presented. On the other hand, we present an efficient projected GS with subspace minimization for optimizing the nonconvex case. We demonstrate the proposal capabilities by experiments and numerical comparisons with interactive two-class segmentation, as well as the simultaneous estimation of segmentation and (parametric and nonparametric) generative models. We present extensions to the original formulation for including color and texture clues, as well as imprecise user scribbles in an interactive framework.

  17. A language independent acronym extraction from biomedical texts with hidden Markov models.

    PubMed

    Osiek, Bruno Adam; Xexeo, Gexéo; Vidal de Carvalho, Luis Alfredo

    2010-11-01

    This paper proposes to model the extraction of acronyms and their meaning from unstructured text as a stochastic process using Hidden Markov Models (HMM). The underlying, or hidden, chain is derived from the acronym where the states in the chain are made by the acronyms characters. The transition between two states happens when the origin state emits a signal. Signals recognizable by the HMM are tokens extracted from text. Observations are sequence of tokens also extracted from text. Given a set of observations, the acronym definition will be the observation with the highest probability to emerge from the HMM. Modelling this extraction probabilistically allows us to deal with two difficult aspects of this process: ambiguity and noise. We characterize ambiguity when there is no unique alignment between a character in the acronym with a token in the expansion while the feature characterizing noise is the absence of such alignment. Our experiments have proven that this approach has high precision (93.50%) and recall (85.50%) rates in an environment where acronym coinage is ambiguous and noisy such as the biomedical domain. Processing and comparing the HMM approach with different ones, showed ours to reach the highest F1 score (89.40%) on the same corpus.

  18. Adaptive quantification and longitudinal analysis of pulmonary emphysema with a hidden Markov measure field model.

    PubMed

    Hame, Yrjo; Angelini, Elsa D; Hoffman, Eric A; Barr, R Graham; Laine, Andrew F

    2014-07-01

    The extent of pulmonary emphysema is commonly estimated from CT scans by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols, and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the presented model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was applied on a longitudinal data set with 87 subjects and a total of 365 scans acquired with varying imaging protocols. The resulting emphysema estimates had very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. The generated emphysema delineations promise advantages for regional analysis of emphysema extent and progression.

  19. A Context-Recognition-Aided PDR Localization Method Based on the Hidden Markov Model

    PubMed Central

    Lu, Yi; Wei, Dongyan; Lai, Qifeng; Li, Wen; Yuan, Hong

    2016-01-01

    Indoor positioning has recently become an important field of interest because global navigation satellite systems (GNSS) are usually unavailable in indoor environments. Pedestrian dead reckoning (PDR) is a promising localization technique for indoor environments since it can be implemented on widely used smartphones equipped with low cost inertial sensors. However, the PDR localization severely suffers from the accumulation of positioning errors, and other external calibration sources should be used. In this paper, a context-recognition-aided PDR localization model is proposed to calibrate PDR. The context is detected by employing particular human actions or characteristic objects and it is matched to the context pre-stored offline in the database to get the pedestrian’s location. The Hidden Markov Model (HMM) and Recursive Viterbi Algorithm are used to do the matching, which reduces the time complexity and saves the storage. In addition, the authors design the turn detection algorithm and take the context of corner as an example to illustrate and verify the proposed model. The experimental results show that the proposed localization method can fix the pedestrian’s starting point quickly and improves the positioning accuracy of PDR by 40.56% at most with perfect stability and robustness at the same time. PMID:27916922

  20. Strategic level proton therapy patient admission planning: a Markov decision process modeling approach.

    PubMed

    Gedik, Ridvan; Zhang, Shengfan; Rainwater, Chase

    2016-01-25

    A relatively new consideration in proton therapy planning is the requirement that the mix of patients treated from different categories satisfy desired mix percentages. Deviations from these percentages and their impacts on operational capabilities are of particular interest to healthcare planners. In this study, we investigate intelligent ways of admitting patients to a proton therapy facility that maximize the total expected number of treatment sessions (fractions) delivered to patients in a planning period with stochastic patient arrivals and penalize the deviation from the patient mix restrictions. We propose a Markov Decision Process (MDP) model that provides very useful insights in determining the best patient admission policies in the case of an unexpected opening in the facility (i.e., no-shows, appointment cancellations, etc.). In order to overcome the curse of dimensionality for larger and more realistic instances, we propose an aggregate MDP model that is able to approximate optimal patient admission policies using the worded weight aggregation technique. Our models are applicable to healthcare treatment facilities throughout the United States, but are motivated by collaboration with the University of Florida Proton Therapy Institute (UFPTI).

  1. A Markov chain Monte Carlo with Gibbs sampling approach to anisotropic receiver function forward modeling

    NASA Astrophysics Data System (ADS)

    Wirth, Erin A.; Long, Maureen D.; Moriarty, John C.

    2016-10-01

    Teleseismic receiver functions contain information regarding Earth structure beneath a seismic station. P-to-SV converted phases are often used to characterize crustal and upper mantle discontinuities and isotropic velocity structures. More recently, P-to-SH converted energy has been used to interrogate the orientation of anisotropy at depth, as well as the geometry of dipping interfaces. Many studies use a trial-and-error forward modeling approach to the interpretation of receiver functions, generating synthetic receiver functions from a user-defined input model of Earth structure and amending this model until it matches major features in the actual data. While often successful, such an approach makes it impossible to explore model space in a systematic and robust manner, which is especially important given that solutions are likely non-unique. Here, we present a Markov chain Monte Carlo algorithm with Gibbs sampling for the interpretation of anisotropic receiver functions. Synthetic examples are used to test the viability of the algorithm, suggesting that it works well for models with a reasonable number of free parameters (< ˜20). Additionally, the synthetic tests illustrate that certain parameters are well constrained by receiver function data, while others are subject to severe tradeoffs - an important implication for studies that attempt to interpret Earth structure based on receiver function data. Finally, we apply our algorithm to receiver function data from station WCI in the central United States. We find evidence for a change in anisotropic structure at mid-lithospheric depths, consistent with previous work that used a grid search approach to model receiver function data at this station. Forward modeling of receiver functions using model space search algorithms, such as the one presented here, provide a meaningful framework for interrogating Earth structure from receiver function data.

  2. A Markov chain Monte Carlo with Gibbs sampling approach to anisotropic receiver function forward modeling

    NASA Astrophysics Data System (ADS)

    Wirth, Erin A.; Long, Maureen D.; Moriarty, John C.

    2017-01-01

    Teleseismic receiver functions contain information regarding Earth structure beneath a seismic station. P-to-SV converted phases are often used to characterize crustal and upper-mantle discontinuities and isotropic velocity structures. More recently, P-to-SH converted energy has been used to interrogate the orientation of anisotropy at depth, as well as the geometry of dipping interfaces. Many studies use a trial-and-error forward modeling approach for the interpretation of receiver functions, generating synthetic receiver functions from a user-defined input model of Earth structure and amending this model until it matches major features in the actual data. While often successful, such an approach makes it impossible to explore model space in a systematic and robust manner, which is especially important given that solutions are likely non-unique. Here, we present a Markov chain Monte Carlo algorithm with Gibbs sampling for the interpretation of anisotropic receiver functions. Synthetic examples are used to test the viability of the algorithm, suggesting that it works well for models with a reasonable number of free parameters (<˜20). Additionally, the synthetic tests illustrate that certain parameters are well constrained by receiver function data, while others are subject to severe trade-offs-an important implication for studies that attempt to interpret Earth structure based on receiver function data. Finally, we apply our algorithm to receiver function data from station WCI in the central United States. We find evidence for a change in anisotropic structure at mid-lithospheric depths, consistent with previous work that used a grid search approach to model receiver function data at this station. Forward modeling of receiver functions using model space search algorithms, such as the one presented here, provide a meaningful framework for interrogating Earth structure from receiver function data.

  3. Identifying the role of typhoons as drought busters in South Korea based on hidden Markov chain models

    NASA Astrophysics Data System (ADS)

    Yoo, Jiyoung; Kwon, Hyun-Han; So, Byung-Jin; Rajagopalan, Balaji; Kim, Tae-Woong

    2015-04-01

    This study proposed a hidden Markov chain model-based drought analysis (HMM-DA) tool to understand the beginning and ending of meteorological drought and to further characterize typhoon-induced drought busters (TDB) by exploring spatiotemporal drought patterns in South Korea. It was found that typhoons have played a dominant role in ending drought events (EDE) during the typhoon season (July-September) over the last four decades (1974-2013). The percentage of EDEs terminated by TDBs was about 43-90% mainly along coastal regions in South Korea. Furthermore, the TDBs, mainly during summer, have a positive role in managing extreme droughts during the subsequent autumn and spring seasons. The HMM-DA models the temporal dependencies between drought states using Markov chain, consequently capturing the dependencies between droughts and typhoons well, thus, enabling a better performance in modeling spatiotemporal drought attributes compared to traditional methods.

  4. An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

    NASA Astrophysics Data System (ADS)

    Esquível, Manuel L.; Fernandes, José Moniz; Guerreiro, Gracinda R.

    2016-06-01

    We introduce a schematic formalism for the time evolution of a random population entering some set of classes and such that each member of the population evolves among these classes according to a scheme based on a Markov chain model. We consider that the flow of incoming members is modeled by a time series and we detail the time series structure of the elements in each of the classes. We present a practical application to data from a credit portfolio of a Cape Verdian bank; after modeling the entering population in two different ways - namely as an ARIMA process and as a deterministic sigmoid type trend plus a SARMA process for the residues - we simulate the behavior of the population and compare the results. We get that the second method is more accurate in describing the behavior of the populations when compared to the observed values in a direct simulation of the Markov chain.

  5. A Bayesian hidden Markov model for motif discovery through joint modeling of genomic sequence and ChIP-chip data.

    PubMed

    Gelfond, Jonathan A L; Gupta, Mayetri; Ibrahim, Joseph G

    2009-12-01

    We propose a unified framework for the analysis of chromatin (Ch) immunoprecipitation (IP) microarray (ChIP-chip) data for detecting transcription factor binding sites (TFBSs) or motifs. ChIP-chip assays are used to focus the genome-wide search for TFBSs by isolating a sample of DNA fragments with TFBSs and applying this sample to a microarray with probes corresponding to tiled segments across the genome. Present analytical methods use a two-step approach: (i) analyze array data to estimate IP-enrichment peaks then (ii) analyze the corresponding sequences independently of intensity information. The proposed model integrates peak finding and motif discovery through a unified Bayesian hidden Markov model (HMM) framework that accommodates the inherent uncertainty in both measurements. A Markov chain Monte Carlo algorithm is formulated for parameter estimation, adapting recursive techniques used for HMMs. In simulations and applications to a yeast RAP1 dataset, the proposed method has favorable TFBS discovery performance compared to currently available two-stage procedures in terms of both sensitivity and specificity.

  6. A Bayesian hidden Markov model for motif discovery through joint modeling of genomic sequence and ChIP-chip data

    PubMed Central

    Gelfond, Jonathan A. L.; Gupta, Mayetri; Ibrahim, Joseph G.

    2009-01-01

    SUMMARY We propose a unified framework for the analysis of Chromatin (Ch) Immunoprecipitation (IP) microarray (ChIP-chip) data for detecting transcription factor binding sites (TFBSs) or motifs. ChIP-chip assays are used to focus the genome-wide search for TFBSs by isolating a sample of DNA fragments with TFBSs and applying this sample to a microarray with probes corresponding to tiled segments across the genome. Present analytical methods use a two-step approach: (i) analyze array data to estimate IP enrichment peaks then (ii) analyze the corresponding sequences independently of intensity information. The proposed model integrates peak finding and motif discovery through a unified Bayesian hidden Markov model (HMM) framework that accommodates the inherent uncertainty in both measurements. A Markov Chain Monte Carlo algorithm is formulated for parameter estimation, adapting recursive techniques used for HMMs. In simulations and applications to a yeast RAP1 dataset, the proposed method has favorable TFBS discovery performance compared to currently available two-stage procedures in terms of both sensitivity and specificity. PMID:19210737

  7. Decision Making Under Uncertainty: A Neural Model Based on Partially Observable Markov Decision Processes

    PubMed Central

    Rao, Rajesh P. N.

    2010-01-01

    A fundamental problem faced by animals is learning to select actions based on noisy sensory information and incomplete knowledge of the world. It has been suggested that the brain engages in Bayesian inference during perception but how such probabilistic representations are used to select actions has remained unclear. Here we propose a neural model of action selection and decision making based on the theory of partially observable Markov decision processes (POMDPs). Actions are selected based not on a single “optimal” estimate of state but on the posterior distribution over states (the “belief” state). We show how such a model provides a unified framework for explaining experimental results in decision making that involve both information gathering and overt actions. The model utilizes temporal difference (TD) learning for maximizing expected reward. The resulting neural architecture posits an active role for the neocortex in belief computation while ascribing a role to the basal ganglia in belief representation, value computation, and action selection. When applied to the random dots motion discrimination task, model neurons representing belief exhibit responses similar to those of LIP neurons in primate neocortex. The appropriate threshold for switching from information gathering to overt actions emerges naturally during reward maximization. Additionally, the time course of reward prediction error in the model shares similarities with dopaminergic responses in the basal ganglia during the random dots task. For tasks with a deadline, the model learns a decision making strategy that changes with elapsed time, predicting a collapsing decision threshold consistent with some experimental studies. The model provides a new framework for understanding neural decision making and suggests an important role for interactions between the neocortex and the basal ganglia in learning the mapping between probabilistic sensory representations and actions that maximize

  8. Learning to maximize reward rate: a model based on semi-Markov decision processes

    PubMed Central

    Khodadadi, Arash; Fakhari, Pegah; Busemeyer, Jerome R.

    2014-01-01

    When animals have to make a number of decisions during a limited time interval, they face a fundamental problem: how much time they should spend on each decision in order to achieve the maximum possible total outcome. Deliberating more on one decision usually leads to more outcome but less time will remain for other decisions. In the framework of sequential sampling models, the question is how animals learn to set their decision threshold such that the total expected outcome achieved during a limited time is maximized. The aim of this paper is to provide a theoretical framework for answering this question. To this end, we consider an experimental design in which each trial can come from one of the several possible “conditions.” A condition specifies the difficulty of the trial, the reward, the penalty and so on. We show that to maximize the expected reward during a limited time, the subject should set a separate value of decision threshold for each condition. We propose a model of learning the optimal value of decision thresholds based on the theory of semi-Markov decision processes (SMDP). In our model, the experimental environment is modeled as an SMDP with each “condition” being a “state” and the value of decision thresholds being the “actions” taken in those states. The problem of finding the optimal decision thresholds then is cast as the stochastic optimal control problem of taking actions in each state in the corresponding SMDP such that the average reward rate is maximized. Our model utilizes a biologically plausible learning algorithm to solve this problem. The simulation results show that at the beginning of learning the model choses high values of decision threshold which lead to sub-optimal performance. With experience, however, the model learns to lower the value of decision thresholds till finally it finds the optimal values. PMID:24904252

  9. Learning to maximize reward rate: a model based on semi-Markov decision processes.

    PubMed

    Khodadadi, Arash; Fakhari, Pegah; Busemeyer, Jerome R

    2014-01-01

    WHEN ANIMALS HAVE TO MAKE A NUMBER OF DECISIONS DURING A LIMITED TIME INTERVAL, THEY FACE A FUNDAMENTAL PROBLEM: how much time they should spend on each decision in order to achieve the maximum possible total outcome. Deliberating more on one decision usually leads to more outcome but less time will remain for other decisions. In the framework of sequential sampling models, the question is how animals learn to set their decision threshold such that the total expected outcome achieved during a limited time is maximized. The aim of this paper is to provide a theoretical framework for answering this question. To this end, we consider an experimental design in which each trial can come from one of the several possible "conditions." A condition specifies the difficulty of the trial, the reward, the penalty and so on. We show that to maximize the expected reward during a limited time, the subject should set a separate value of decision threshold for each condition. We propose a model of learning the optimal value of decision thresholds based on the theory of semi-Markov decision processes (SMDP). In our model, the experimental environment is modeled as an SMDP with each "condition" being a "state" and the value of decision thresholds being the "actions" taken in those states. The problem of finding the optimal decision thresholds then is cast as the stochastic optimal control problem of taking actions in each state in the corresponding SMDP such that the average reward rate is maximized. Our model utilizes a biologically plausible learning algorithm to solve this problem. The simulation results show that at the beginning of learning the model choses high values of decision threshold which lead to sub-optimal performance. With experience, however, the model learns to lower the value of decision thresholds till finally it finds the optimal values.

  10. Elucid—exploring the local universe with the reconstructed initial density field. I. Hamiltonian Markov chain Monte Carlo method with particle mesh dynamics

    SciTech Connect

    Wang, Huiyuan; Mo, H. J.; Yang, Xiaohu; Lin, W. P.; Jing, Y. P.

    2014-10-10

    Simulating the evolution of the local universe is important for studying galaxies and the intergalactic medium in a way free of cosmic variance. Here we present a method to reconstruct the initial linear density field from an input nonlinear density field, employing the Hamiltonian Markov Chain Monte Carlo (HMC) algorithm combined with Particle-mesh (PM) dynamics. The HMC+PM method is applied to cosmological simulations, and the reconstructed linear density fields are then evolved to the present day with N-body simulations. These constrained simulations accurately reproduce both the amplitudes and phases of the input simulations at various z. Using a PM model with a grid cell size of 0.75 h {sup –1} Mpc and 40 time steps in the HMC can recover more than half of the phase information down to a scale k ∼ 0.85 h Mpc{sup –1} at high z and to k ∼ 3.4 h Mpc{sup –1} at z = 0, which represents a significant improvement over similar reconstruction models in the literature, and indicates that our model can reconstruct the formation histories of cosmic structures over a large dynamical range. Adopting PM models with higher spatial and temporal resolutions yields even better reconstructions, suggesting that our method is limited more by the availability of computer resource than by principle. Dynamic models of structure evolution adopted in many earlier investigations can induce non-Gaussianity in the reconstructed linear density field, which in turn can cause large systematic deviations in the predicted halo mass function. Such deviations are greatly reduced or absent in our reconstruction.

  11. FOAM (Functional Ontology Assignments for Metagenomes): A Hidden Markov Model (HMM) database with environmental focus

    DOE PAGES

    Prestat, Emmanuel; David, Maude M.; Hultman, Jenni; ...

    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 associatedmore » 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/.« less

  12. 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.

  13. Automatic lung tumor segmentation on PET/CT images using fuzzy Markov random field model.

    PubMed

    Guo, Yu; Feng, Yuanming; Sun, Jian; Zhang, Ning; Lin, Wang; Sa, Yu; Wang, Ping

    2014-01-01

    The combination of positron emission tomography (PET) and CT images provides complementary functional and anatomical information of human tissues and it has been used for better tumor volume definition of lung cancer. This paper proposed a robust method for automatic lung tumor segmentation on PET/CT images. The new method is based on fuzzy Markov random field (MRF) model. The combination of PET and CT image information is achieved by using a proper joint posterior probability distribution of observed features in the fuzzy MRF model which performs better than the commonly used Gaussian joint distribution. In this study, the PET and CT simulation images of 7 non-small cell lung cancer (NSCLC) patients were used to evaluate the proposed method. Tumor segmentations with the proposed method and manual method by an experienced radiation oncologist on the fused images were performed, respectively. Segmentation results obtained with the two methods were similar and Dice's similarity coefficient (DSC) was 0.85 ± 0.013. It has been shown that effective and automatic segmentations can be achieved with this method for lung tumors which locate near other organs with similar intensities in PET and CT images, such as when the tumors extend into chest wall or mediastinum.

  14. Hidden Markov model and support vector machine based decoding of finger movements using electrocorticography

    NASA Astrophysics Data System (ADS)

    Wissel, Tobias; Pfeiffer, Tim; Frysch, Robert; Knight, Robert T.; Chang, Edward F.; Hinrichs, Hermann; Rieger, Jochem W.; Rose, Georg

    2013-10-01

    Objective. Support vector machines (SVM) have developed into a gold standard for accurate classification in brain-computer interfaces (BCI). The choice of the most appropriate classifier for a particular application depends on several characteristics in addition to decoding accuracy. Here we investigate the implementation of hidden Markov models (HMM) for online BCIs and discuss strategies to improve their performance. Approach. We compare the SVM, serving as a reference, and HMMs for classifying discrete finger movements obtained from electrocorticograms of four subjects performing a finger tapping experiment. The classifier decisions are based on a subset of low-frequency time domain and high gamma oscillation features. Main results. We show that decoding optimization between the two approaches is due to the way features are extracted and selected and less dependent on the classifier. An additional gain in HMM performance of up to 6% was obtained by introducing model constraints. Comparable accuracies of up to 90% were achieved with both SVM and HMM with the high gamma cortical response providing the most important decoding information for both techniques. Significance. We discuss technical HMM characteristics and adaptations in the context of the presented data as well as for general BCI applications. Our findings suggest that HMMs and their characteristics are promising for efficient online BCIs.

  15. 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.

  16. Automatic Lung Tumor Segmentation on PET/CT Images Using Fuzzy Markov Random Field Model

    PubMed Central

    Guo, Yu; Feng, Yuanming; Sun, Jian; Lin, Wang; Sa, Yu; Wang, Ping

    2014-01-01

    The combination of positron emission tomography (PET) and CT images provides complementary functional and anatomical information of human tissues and it has been used for better tumor volume definition of lung cancer. This paper proposed a robust method for automatic lung tumor segmentation on PET/CT images. The new method is based on fuzzy Markov random field (MRF) model. The combination of PET and CT image information is achieved by using a proper joint posterior probability distribution of observed features in the fuzzy MRF model which performs better than the commonly used Gaussian joint distribution. In this study, the PET and CT simulation images of 7 non-small cell lung cancer (NSCLC) patients were used to evaluate the proposed method. Tumor segmentations with the proposed method and manual method by an experienced radiation oncologist on the fused images were performed, respectively. Segmentation results obtained with the two methods were similar and Dice's similarity coefficient (DSC) was 0.85 ± 0.013. It has been shown that effective and automatic segmentations can be achieved with this method for lung tumors which locate near other organs with similar intensities in PET and CT images, such as when the tumors extend into chest wall or mediastinum. PMID:24987451

  17. Hidden Markov models reveal complexity in the diving behaviour of short-finned pilot whales

    PubMed Central

    Quick, Nicola J.; Isojunno, Saana; Sadykova, Dina; Bowers, Matthew; Nowacek, Douglas P.; Read, Andrew J.

    2017-01-01

    Diving behaviour of short-finned pilot whales is often described by two states; deep foraging and shallow, non-foraging dives. However, this simple classification system ignores much of the variation that occurs during subsurface periods. We used multi-state hidden Markov models (HMM) to characterize states of diving behaviour and the transitions between states in short-finned pilot whales. We used three parameters (number of buzzes, maximum dive depth and duration) measured in 259 dives by digital acoustic recording tags (DTAGs) deployed on 20 individual whales off Cape Hatteras, North Carolina, USA. The HMM identified a four-state model as the best descriptor of diving behaviour. The state-dependent distributions for the diving parameters showed variation between states, indicative of different diving behaviours. Transition probabilities were considerably higher for state persistence than state switching, indicating that dive types occurred in bouts. Our results indicate that subsurface behaviour in short-finned pilot whales is more complex than a simple dichotomy of deep and shallow diving states, and labelling all subsurface behaviour as deep dives or shallow dives discounts a significant amount of important variation. We discuss potential drivers of these patterns, including variation in foraging success, prey availability and selection, bathymetry, physiological constraints and socially mediated behaviour. PMID:28361954

  18. Characterization of the crawling activity of Caenorhabditis elegans using a Hidden Markov model.

    PubMed

    Lee, Sang-Hee; Kang, Seung-Ho

    2015-12-01

    The locomotion behavior of Caenorhabditis elegans has been studied extensively to understand the respective roles of neural control and biomechanics as well as the interaction between them. Constructing a mathematical model is helpful to understand the locomotion behavior in various surrounding conditions that are difficult to realize in experiments. In this study, we built three hidden Markov models (HMMs) for the crawling behavior of C. elegans in a controlled environment with no chemical treatment and in a formaldehyde-treated environment (0.1 and 0.5 ppm). 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 (BLS) entropy and classified into four groups using the self-organizing map (SOM). Comparison of the simulated behavior generated by HMMs and the actual crawling behavior demonstrated that the HMM coupled with the SOM was successful in characterizing the crawling behavior. In addition, we briefly discussed the possibility of using the HMM together with BLS entropy to develop bio-monitoring systems to determine water quality.

  19. A Markov Decision Process Model for Cervical Cancer Screening Policies in Colombia.

    PubMed

    Akhavan-Tabatabaei, Raha; Sánchez, Diana Marcela; Yeung, Thomas G

    2017-02-01

    Cervical cancer is the second most common cancer in women around the world, and the human papillomavirus (HPV) is universally known as the necessary agent for developing this disease. Through early detection of abnormal cells and HPV virus types, cervical cancer incidents can be reduced and disease progression prevented. We propose a finite-horizon Markov decision process model to determine the optimal screening policies for cervical cancer prevention. The optimal decision is given in terms of when and what type of screening test to be performed on a patient based on her current diagnosis, age, HPV contraction risk, and screening test results. The cost function considers the tradeoff between the cost of prevention and treatment procedures and the risk of taking no action while taking into account a cost assigned to loss of life quality in each state. We apply the model to data collected from a representative sample of 1141 affiliates at a health care provider located in Bogotá, Colombia. To track the disease incidence more effectively and avoid higher cancer rates and future costs, the optimal policies recommend more frequent colposcopies and Pap tests for women with riskier profiles.

  20. Constructing a Hidden Markov Model based earthquake detector: application to induced seismicity

    NASA Astrophysics Data System (ADS)

    Beyreuther, Moritz; Hammer, Conny; Wassermann, Joachim; Ohrnberger, Matthias; Megies, Tobias

    2012-04-01

    The triggering or detection of seismic events out of a continuous seismic data stream is one of the key issues of an automatic or semi-automatic seismic monitoring system. In the case of dense networks, either local or global, most of the implemented trigger algorithms are based on a large number of active stations. However, in the case of only few available stations or small events, for example, like in monitoring volcanoes or hydrothermal power plants, common triggers often show high false alarms. In such cases detection algorithms are of interest, which show reasonable performance when operating even on a single station. In this context, we apply Hidden Markov Models (HMM) which are algorithms borrowed from speech recognition. However, many pitfalls need to be avoided to apply speech recognition technology directly to earthquake detection. We show the fit of the model parameters in an innovative way. State clustering is introduced to refine the intrinsically assumed time dependency of the HMMs and we explain the effect coda has on the recognition results. The methodology is then used for the detection of anthropogenicly induced earthquakes for which we demonstrate for a period of 3.9 months of continuous data that the single station HMM earthquake detector can achieve similar detection rates as a common trigger in combination with coincidence sums over two stations. To show the general applicability of state clustering we apply the proposed method also to earthquake classification at Mt. Merapi volcano, Indonesia.