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Sample records for markov dynamic models

  1. Building Markov state models with solvent dynamics.

    PubMed

    Gu, Chen; Chang, Huang-Wei; Maibaum, Lutz; Pande, Vijay S; Carlsson, Gunnar E; Guibas, Leonidas J

    2013-01-01

    Markov state models have been widely used to study conformational changes of biological macromolecules. These models are built from short timescale simulations and then propagated to extract long timescale dynamics. However, the solvent information in molecular simulations are often ignored in current methods, because of the large number of solvent molecules in a system and the indistinguishability of solvent molecules upon their exchange. We present a solvent signature that compactly summarizes the solvent distribution in the high-dimensional data, and then define a distance metric between different configurations using this signature. We next incorporate the solvent information into the construction of Markov state models and present a fast geometric clustering algorithm which combines both the solute-based and solvent-based distances. We have tested our method on several different molecular dynamical systems, including alanine dipeptide, carbon nanotube, and benzene rings. With the new solvent-based signatures, we are able to identify different solvent distributions near the solute. Furthermore, when the solute has a concave shape, we can also capture the water number inside the solute structure. Finally we have compared the performances of different Markov state models. The experiment results show that our approach improves the existing methods both in the computational running time and the metastability. In this paper we have initiated an study to build Markov state models for molecular dynamical systems with solvent degrees of freedom. The methods we described should also be broadly applicable to a wide range of biomolecular simulation analyses.

  2. Building Markov state models with solvent dynamics

    PubMed Central

    2013-01-01

    Background Markov state models have been widely used to study conformational changes of biological macromolecules. These models are built from short timescale simulations and then propagated to extract long timescale dynamics. However, the solvent information in molecular simulations are often ignored in current methods, because of the large number of solvent molecules in a system and the indistinguishability of solvent molecules upon their exchange. Methods We present a solvent signature that compactly summarizes the solvent distribution in the high-dimensional data, and then define a distance metric between different configurations using this signature. We next incorporate the solvent information into the construction of Markov state models and present a fast geometric clustering algorithm which combines both the solute-based and solvent-based distances. Results We have tested our method on several different molecular dynamical systems, including alanine dipeptide, carbon nanotube, and benzene rings. With the new solvent-based signatures, we are able to identify different solvent distributions near the solute. Furthermore, when the solute has a concave shape, we can also capture the water number inside the solute structure. Finally we have compared the performances of different Markov state models. The experiment results show that our approach improves the existing methods both in the computational running time and the metastability. Conclusions In this paper we have initiated an study to build Markov state models for molecular dynamical systems with solvent degrees of freedom. The methods we described should also be broadly applicable to a wide range of biomolecular simulation analyses. PMID:23368418

  3. 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

  4. 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

  5. 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.

  6. Markov process models of the dynamics of HIV reservoirs.

    PubMed

    Hawkins, Jane M

    2016-05-01

    While latently infected CD4+ T cells are extremely sparse, they are a reality that prevents HIV from being cured, and their dynamics are largely unknown. We begin with a two-state Markov process that models the outcomes of regular but infrequent blood tests for latently infected cells in an HIV positive patient under drug therapy. We then model the hidden dynamics of a latently infected CD4+ T cell in an HIV positive patient and show there is a limiting distribution, which indicates in which compartments the HIV typically can be found. Our model shows that the limiting distribution of latently infected cells reveals the presence of latency in every compartment with positive probability, supported by clinical data. We also show that the hidden Markov model determines the outcome of blood tests and analyze its connection to the blood test model. Copyright © 2016 Elsevier Inc. All rights reserved.

  7. Dynamic neutron scattering from conformational dynamics. II. Application using molecular dynamics simulation and Markov modeling

    SciTech Connect

    Yi, Zheng; Lindner, Benjamin; Prinz, Jan -Hendrik; Noe, Frank; Smith, Jeremy C.

    2013-11-01

    Here, neutron scattering experiments directly probe the dynamics of complex molecules on the sub pico- to microsecond time scales. However, the assignment of the relaxations seen experimentally to specific structural rearrangements is difficult, since many of the underlying dynamical processes may exist on similar timescales. In an accompanying article, we present a theoretical approach to the analysis of molecular dynamics simulations with a Markov State Model (MSM) that permits the direct identification of structural transitions leading to each contributing relaxation process. Here, we demonstrate the use of the method by applying it to the configurational dynamics of the well-characterized alanine dipeptide. A practical procedure for deriving the MSM from an MD is introduced. The result is a 9-state MSM in the space of the backbone dihedral angles and the side-chain methyl group. The agreement between the quasielastic spectrum calculated directly from the atomic trajectories and that derived from the Markov state model is excellent. The dependence on the wavevector of the individual Markov processes is described. The procedure means that it is now practicable to interpret quasielastic scattering spectra in terms of well-defined intramolecular transitions with minimal a priori assumptions as to the nature of the dynamics taking place.

  8. 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.

  9. 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.

  10. 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.

  11. 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

  12. Dynamic neutron scattering from conformational dynamics. I. Theory and Markov models

    SciTech Connect

    Lindner, Benjamin; Yi, Zheng; Prinz, Jan -Hendrik; Smith, Jeremy C.; Noe, Frank

    2013-11-01

    The dynamics of complex molecules can be directly probed by inelastic neutron scattering experiments. However, many of the underlying dynamical processes may exist on similar timescales, which makes it difficult to assign processes seen experimentally to specific structural rearrangements. Here, we show how Markov models can be used to connect structural changes observed in molecular dynamics simulation directly to the relaxation processes probed by scattering experiments. For this, a conformational dynamics theory of dynamical neutron and X-ray scattering is developed, following our previous approach for computing dynamical fingerprints of time-correlation functions [F. No , S. Doose, I. Daidone, M. L llmann, J. Chodera, M. Sauer, and J. Smith, Proc. Natl. Acad. Sci. U.S.A.108, 4822 (2011)]. Markov modeling is used to approximate the relaxation processes and timescales of the molecule via the eigenvectors and eigenvalues of a transition matrix between conformational substates. Furthermore, this procedure allows the establishment of a complete set of exponential decay functions and a full decomposition into the individual contributions, i.e., the contribution of every atom and dynamical process to each experimental relaxation process.

  13. 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.

  14. Lie Markov models.

    PubMed

    Sumner, J G; Fernández-Sánchez, J; Jarvis, P D

    2012-04-07

    Recent work has discussed the importance of multiplicative closure for the Markov models used in phylogenetics. For continuous-time Markov chains, a sufficient condition for multiplicative closure of a model class is ensured by demanding that the set of rate-matrices belonging to the model class form a Lie algebra. It is the case that some well-known Markov models do form Lie algebras and we refer to such models as "Lie Markov models". However it is also the case that some other well-known Markov models unequivocally do not form Lie algebras (GTR being the most conspicuous example). In this paper, we will discuss how to generate Lie Markov models by demanding that the models have certain symmetries under nucleotide permutations. We show that the Lie Markov models include, and hence provide a unifying concept for, "group-based" and "equivariant" models. For each of two and four character states, the full list of Lie Markov models with maximal symmetry is presented and shown to include interesting examples that are neither group-based nor equivariant. We also argue that our scheme is pleasing in the context of applied phylogenetics, as, for a given symmetry of nucleotide substitution, it provides a natural hierarchy of models with increasing number of parameters. We also note that our methods are applicable to any application of continuous-time Markov chains beyond the initial motivations we take from phylogenetics. Crown Copyright © 2011. Published by Elsevier Ltd. All rights reserved.

  15. Hybrid Markov chain models of S-I-R disease dynamics.

    PubMed

    Rebuli, Nicolas P; Bean, N G; Ross, J V

    2017-09-01

    Deterministic epidemic models are attractive due to their compact nature, allowing substantial complexity with computational efficiency. This partly explains their dominance in epidemic modelling. However, the small numbers of infectious individuals at early and late stages of an epidemic, in combination with the stochastic nature of transmission and recovery events, are critically important to understanding disease dynamics. This motivates the use of a stochastic model, with continuous-time Markov chains being a popular choice. Unfortunately, even the simplest Markovian S-I-R model-the so-called general stochastic epidemic-has a state space of order [Formula: see text], where N is the number of individuals in the population, and hence computational limits are quickly reached. Here we introduce a hybrid Markov chain epidemic model, which maintains the stochastic and discrete dynamics of the Markov chain in regions of the state space where they are of most importance, and uses an approximate model-namely a deterministic or a diffusion model-in the remainder of the state space. We discuss the evaluation, efficiency and accuracy of this hybrid model when approximating the distribution of the duration of the epidemic and the distribution of the final size of the epidemic. We demonstrate that the computational complexity is [Formula: see text] and that under suitable conditions our approximations are highly accurate.

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

    PubMed

    Rosta, Edina; Hummer, Gerhard

    2015-01-13

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

  17. An application of a Markov-chain model of shore erosion for describing the dynamics of sediment flux

    NASA Astrophysics Data System (ADS)

    Ostroumov, V.; Rachold, V.; Vasiliev, A.; Sorokovikov, V.

    2005-06-01

    Acquisition of coastline retreat rate time sequences (RRTS) is an important component of Arctic coastal monitoring. These data can be used not only to estimate sediment input into the sea during a fixed time period, but also to dynamically simulate sediment flux intensity. The RRTS were investigated at the Marre-Sale (Kara Sea) and Malii Chukochii Cape (East Siberian Sea) key sites. Statistical analysis demonstrated that the RRTS possess Markov characteristic. This allowed coastline dynamics to be described using a Markov-chain model. A model is discussed that combines Markov characteristic and information about the composition and structure of the permafrost sediments to describe sediment flux dynamics.

  18. 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

  19. 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

  20. A Markov state modeling analysis of sliding dynamics of a 2D model

    NASA Astrophysics Data System (ADS)

    Teruzzi, M.; Pellegrini, F.; Laio, A.; Tosatti, E.

    2017-10-01

    Non-equilibrium Markov State Modeling (MSM) has recently been proposed by Pellegrini et al. [Phys. Rev. E 94, 053001 (2016)] as a possible route to construct a physical theory of sliding friction from a long steady state atomistic simulation: the approach builds a small set of collective variables, which obey a transition-matrix-based equation of motion, faithfully describing the slow motions of the system. A crucial question is whether this approach can be extended from the original 1D small size demo to larger and more realistic size systems, without an inordinate increase of the number and complexity of the collective variables. Here we present a direct application of the MSM scheme to the sliding of an island made of over 1000 harmonically bound particles over a 2D periodic potential. Based on a totally unprejudiced phase space metric and without requiring any special doctoring, we find that here too the scheme allows extracting a very small number of slow variables, necessary and sufficient to describe the dynamics of island sliding.

  1. 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

  2. Hierarchical Nyström methods for constructing Markov state models for conformational dynamics.

    PubMed

    Yao, Yuan; Cui, Raymond Z; Bowman, Gregory R; Silva, Daniel-Adriano; Sun, Jian; Huang, Xuhui

    2013-05-07

    Markov state models (MSMs) have become a popular approach for investigating the conformational dynamics of proteins and other biomolecules. MSMs are typically built from numerous molecular dynamics simulations by dividing the sampled configurations into a large number of microstates based on geometric criteria. The resulting microstate model can then be coarse-grained into a more understandable macrostate model by lumping together rapidly mixing microstates into larger, metastable aggregates. However, finite sampling often results in the creation of many poorly sampled microstates. During coarse-graining, these states are mistakenly identified as being kinetically important because transitions to/from them appear to be slow. In this paper, we propose a formalism based on an algebraic principle for matrix approximation, i.e., the Nyström method, to deal with such poorly sampled microstates. Our scheme builds a hierarchy of microstates from high to low populations and progressively applies spectral clustering on sets of microstates within each level of the hierarchy. It helps spectral clustering identify metastable aggregates with highly populated microstates rather than being distracted by lowly populated states. We demonstrate the ability of this algorithm to discover the major metastable states on two model systems, the alanine dipeptide and trpzip2 peptide.

  3. 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.

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

    NASA Technical Reports Server (NTRS)

    Smyth, Padhraic

    1994-01-01

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

  5. Foldamer dynamics expressed via Markov state models. I. Explicit solvent molecular-dynamics simulations in acetonitrile, chloroform, methanol, and water

    NASA Astrophysics Data System (ADS)

    Elmer, Sidney P.; Park, Sanghyun; Pande, Vijay S.

    2005-09-01

    In this article, we analyze the folding dynamics of an all-atom model of a polyphenylacetylene (pPA) 12-mer in explicit solvent for four common organic and aqueous solvents: acetonitrile, chloroform, methanol, and water. The solvent quality has a dramatic effect on the time scales in which pPA 12-mers fold. Acetonitrile was found to manifest ideal folding conditions as suggested by optimal folding times on the order of ˜100-200ns, depending on temperature. In contrast, chloroform and water were observed to hinder the folding of the pPA 12-mer due to extreme solvation conditions relative to acetonitrile; chloroform denatures the oligomer, whereas water promotes aggregation and traps. The pPA 12-mer in a pure methanol solution folded in ˜400ns at 300K, compared relative to the experimental 12-mer folding time of ˜160ns measured in a 1:1 v/v THF/methanol solution. Requisite in drawing the aforementioned conclusions, analysis techniques based on Markov state models are applied to multiple short independent trajectories to extrapolate the long-time scale dynamics of the 12-mer in each respective solvent. We review the theory of Markov chains and derive a method to impose detailed balance on a transition-probability matrix computed from simulation data.

  6. 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

  7. 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

  8. 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.

  9. 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.

  10. 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

  11. 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.

  12. 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.

  13. Markov state modeling and dynamical coarse-graining via discrete relaxation path sampling

    NASA Astrophysics Data System (ADS)

    Fačkovec, B.; Vanden-Eijnden, E.; Wales, D. J.

    2015-07-01

    A method is derived to coarse-grain the dynamics of complex molecular systems to a Markov jump process (MJP) describing how the system jumps between cells that fully partition its state space. The main inputs are relaxation times for each pair of cells, which are shown to be robust with respect to positioning of the cell boundaries. These relaxation times can be calculated via molecular dynamics simulations performed in each cell separately and are used in an efficient estimator for the rate matrix of the MJP. The method is illustrated through applications to Sinai billiards and a cluster of Lennard-Jones discs.

  14. 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.

  15. Interactive lesion segmentation on dynamic contrast enhanced breast MRI using a Markov model

    NASA Astrophysics Data System (ADS)

    Wu, Qiu; Salganicoff, Marcos; Krishnan, Arun; Fussell, Donald S.; Markey, Mia K.

    2006-03-01

    The purpose of this study is to develop a method for segmenting lesions on Dynamic Contrast-Enhanced (DCE) breast MRI. DCE breast MRI, in which the breast is imaged before, during, and after the administration of a contrast agent, enables a truly 3D examination of breast tissues. This functional angiogenic imaging technique provides noninvasive assessment of microcirculatory characteristics of tissues in addition to traditional anatomical structure information. Since morphological features and kinetic curves from segmented lesions are to be used for diagnosis and treatment decisions, lesion segmentation is a key pre-processing step for classification. In our study, the ROI is defined by a bounding box containing the enhancement region in the subtraction image, which is generated by subtracting the pre-contrast image from 1st post-contrast image. A maximum a posteriori (MAP) estimate of the class membership (lesion vs. non-lesion) for each voxel is obtained using the Iterative Conditional Mode (ICM) method. The prior distribution of the class membership is modeled as a multi-level logistic model, a Markov Random Field model in which the class membership of each voxel is assumed to depend upon its nearest neighbors only. The likelihood distribution is assumed to be Gaussian. The parameters of each Gaussian distribution are estimated from a dozen voxels manually selected as representative of the class. The experimental segmentation results demonstrate anatomically plausible breast tissue segmentation and the predicted class membership of voxels from the interactive segmentation algorithm agrees with the manual classifications made by inspection of the kinetic enhancement curves. The proposed method is advantageous in that it is efficient, flexible, and robust.

  16. 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.

  17. 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.

  18. 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.

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

    PubMed

    Koltai, Péter; Ciccotti, Giovanni; Schütte, Christof

    2016-11-07

    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.

  20. 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.

  1. 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.

  2. Dynamic simulation of vegetation abundance in a reservoir riparian zone using a sub-pixel Markov model

    NASA Astrophysics Data System (ADS)

    Gong, Zhaoning; Cui, Tianxiang; Pu, Ruiliang; Lin, Chuan; Chen, Yuzhu

    2015-03-01

    Vegetation abundance is a significant indicator for measuring the coverage of plant community. It is also a fundamental data for the evaluation of a reservoir riparian zone eco-environment. In this study, a sub-pixel Markov model was introduced and applied to simulate dynamics of vegetation abundance in the Guanting Reservoir Riparian zone based on seven Landsat Thematic Mapper/Enhanced Thematic Mapper Plus/Operational Land Imager data acquired between 2001 and 2013. Our study extended Markov model's application from a traditional regional scale to a sub-pixel scale. Firstly, Linear Spectral Mixture Analysis (LSMA) was used to obtain fractional images with a five-endmember model consisting of terrestrial plants, aquatic plants, high albedo, low albedo, and bare soil. Then, a sub-pixel transitive probability matrix was calculated. Based on the matrix, we simulated statuses of vegetation abundance in 2010 and 2013, which were compared with the results created by LSMA. Validations showed that there were only slight differences between the LSMA derived results and the simulated terrestrial plants fractional images for both 2010 and 2013, while obvious differences existed for aquatic plants fractional images, which might be attributed to a dramatically diversity of water level and water discharge between 2001 and 2013. Moreover, the sub-pixel Markov model could lead to an RMSE (Root Mean Square Error) of 0.105 and an R2 of 0.808 for terrestrial plants, and an RMSE of 0.044 and an R2 of 0.784 for aquatic plants in 2010. For the simulated results with the 2013 image, an RMSE of 0.126 and an R2 of 0.768 could be achieved for terrestrial plants, and an RMSE of 0.086 and an R2 of 0.779 could be yielded for aquatic plants. These results suggested that the sub-pixel Markov model could yield a reasonable result in a short period. Additionally, an analysis of dynamics of vegetation abundance from 2001 to 2020 indicated that there existed an increasing trend for the average

  3. 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.

  4. 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

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

    PubMed

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

    2013-08-30

    In this manuscript, we consider methods for the analysis of populations of electroencephalogram signals during sleep for the study of sleep disorders using hidden Markov models (HMMs). Notably, we propose an easily implemented method for simultaneously modeling multiple time series that involve large amounts of data. We apply these methods to study sleep-disordered breathing (SDB) in the Sleep Heart Health Study (SHHS), a landmark study of SDB and cardiovascular consequences. We use the entire, longitudinally collected, SHHS cohort to develop HMM population parameters, which we then apply to obtain subject-specific Markovian predictions. From these predictions, we create several indices of interest, such as transition frequencies between latent states. Our HMM analysis of electroencephalogram signals uncovers interesting findings regarding differences in brain activity during sleep between those with and without SDB. These findings include stability of the percent time spent in HMM latent states across matched diseased and non-diseased groups and differences in the rate of transitioning. Copyright © 2013 John Wiley & Sons, Ltd.

  6. Complete protein-protein association kinetics in atomic detail revealed by molecular dynamics simulations and Markov modelling

    NASA Astrophysics Data System (ADS)

    Plattner, Nuria; Doerr, Stefan; de Fabritiis, Gianni; Noé, Frank

    2017-10-01

    Protein-protein association is fundamental to many life processes. However, a microscopic model describing the structures and kinetics during association and dissociation is lacking on account of the long lifetimes of associated states, which have prevented efficient sampling by direct molecular dynamics (MD) simulations. Here we demonstrate protein-protein association and dissociation in atomistic resolution for the ribonuclease barnase and its inhibitor barstar by combining adaptive high-throughput MD simulations and hidden Markov modelling. The model reveals experimentally consistent intermediate structures, energetics and kinetics on timescales from microseconds to hours. A variety of flexibly attached intermediates and misbound states funnel down to a transition state and a native basin consisting of the loosely bound near-native state and the tightly bound crystallographic state. These results offer a deeper level of insight into macromolecular recognition and our approach opens the door for understanding and manipulating a wide range of macromolecular association processes.

  7. 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.

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

    PubMed Central

    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. PMID:23576983

  9. Efficient search and responsiveness trade-offs in a Markov chain model of evolution in dynamic environments.

    PubMed

    Menezes, Amor A; Kabamba, Pierre T

    2016-06-01

    Motivated by the desire to study evolutionary responsiveness in fluctuating environments, and by the current interest in analyses of evolution that merge notions of fitness maximization with dynamical systems concepts such as Lyapunov functions, this paper models natural evolution with a simple stochastic dynamical system that can be represented as a Markov chain. The process maximizes fitness globally via search and has links to information and entropy. These links suggest that a possible rationale for evolution with the exponential fitness functions observed in nature is that of optimally-efficient search in a dynamic environment, which represents the quickest trade-off of prior information about the genotype search space for search effort savings after an environment perturbation. A Lyapunov function is also provided that relates the stochastic dynamical system model with search information, and the model shows that evolution is not gradient-based but dwells longer on more fit outcomes. The model further indicates that tuning the amount of selection trades off environment responsiveness with the time to reach fit outcomes, and that excessive selection causes a loss of responsiveness, a result that is validated by the literature and impacts efforts in directed evolution. Copyright © 2016 Elsevier Inc. All rights reserved.

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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

  15. 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.

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

    PubMed

    D'Onofrio, Giuseppe; Pirozzi, Enrica

    2017-05-01

    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.

  17. Markov state models based on milestoning

    NASA Astrophysics Data System (ADS)

    Schütte, Christof; Noé, Frank; Lu, Jianfeng; Sarich, Marco; Vanden-Eijnden, Eric

    2011-05-01

    Markov state models (MSMs) have become the tool of choice to analyze large amounts of molecular dynamics data by approximating them as a Markov jump process between suitably predefined states. Here we investigate "Core Set MSMs," a new type of MSMs that build on metastable core sets acting as milestones for tracing the rare event kinetics. We present a thorough analysis of Core Set MSMs based on the existing milestoning framework, Bayesian estimation methods and Transition Path Theory (TPT). We show that Core Set MSMs can be used to extract phenomenological rate constants between the metastable sets of the system and to approximate the evolution of certain key observables. The performance of Core Set MSMs in comparison to standard MSMs is analyzed and illustrated on a toy example and in the context of the torsion angle dynamics of alanine dipeptide.

  18. 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.

  19. 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.

  20. 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.

  1. Analyzing conformational dynamics of single P-glycoprotein transporters by Förster resonance energy transfer using hidden Markov models

    PubMed Central

    Zarrabi, Nawid; Ernst, Stefan; Verhalen, Brandy; Wilkens, Stephan; Börsch, Michael

    2013-01-01

    Single-molecule Förster resonance energy (smFRET) transfer has become a powerful tool for observing conformational dynamics of biological macromolecules. Analyzing smFRET time trajectories allows to identify the state transitions occuring on reaction pathways of molecular machines. Previously, we have developed a smFRET approach to monitor movements of the two nucleotide binding domains (NBDs) of P-glycoprotein (Pgp) during ATP hydrolysis driven drug transport in solution. One limitation of this initial work was that single-molecule photon bursts were analyzed by visual inspection with manual assignment of individual FRET levels. Here a fully automated analysis of Pgp smFRET data using hidden Markov models (HMM) for transitions up to 9 conformational states is applied. We propose new estimators for HMMs to integrate the information of fluctuating intensities in confocal smFRET measurements of freely diffusing lipid bilayer bound membrane proteins in solution. HMM analysis strongly supports that under conditions of steady state turnover, conformational states with short NBD distances and short dwell times are more populated compared to conditions without nucleotide or transport substrate present. PMID:23891547

  2. 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.

  3. Reliability characteristics in semi-Markov models

    NASA Astrophysics Data System (ADS)

    Grabski, Franciszek

    2017-07-01

    A semi-Markov (SM) process is defined by a renewal kernel and an initial distribution of states or another equivalent parameters. Those quantities contain full information about the process and they allow us to find many characteristics and parameters of the process. Constructing the semi-Markov reliability model means building the kernel of the process based on some assumptions. Many characteristics and parameters of the SM process have a natural interpretation in the semi-Markov reliability model.

  4. 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.

  5. 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.

  6. Markov state models of protein misfolding

    NASA Astrophysics Data System (ADS)

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

    2016-02-01

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

  7. Semi-Markov Arnason-Schwarz models.

    PubMed

    King, Ruth; Langrock, Roland

    2016-06-01

    We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. © 2015, The International Biometric Society.

  8. 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.

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

    PubMed

    Chatterjee, Abhijit; Bhattacharya, Swati

    2015-09-21

    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.

  10. 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.

  11. [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.

  12. 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.

  13. Hidden Markov Models: The Best Models for Forager Movements?

    PubMed Central

    Joo, Rocio; Bertrand, Sophie; Tam, Jorge; Fablet, Ronan

    2013-01-01

    One major challenge in the emerging field of movement ecology is the inference of behavioural modes from movement patterns. This has been mainly addressed through Hidden Markov models (HMMs). We propose here to evaluate two sets of alternative and state-of-the-art modelling approaches. First, we consider hidden semi-Markov models (HSMMs). They may better represent the behavioural dynamics of foragers since they explicitly model the duration of the behavioural modes. Second, we consider discriminative models which state the inference of behavioural modes as a classification issue, and may take better advantage of multivariate and non linear combinations of movement pattern descriptors. For this work, we use a dataset of >200 trips from human foragers, Peruvian fishermen targeting anchovy. Their movements were recorded through a Vessel Monitoring System (∼1 record per hour), while their behavioural modes (fishing, searching and cruising) were reported by on-board observers. We compare the efficiency of hidden Markov, hidden semi-Markov, and three discriminative models (random forests, artificial neural networks and support vector machines) for inferring the fishermen behavioural modes, using a cross-validation procedure. HSMMs show the highest accuracy (80%), significantly outperforming HMMs and discriminative models. Simulations show that data with higher temporal resolution, HSMMs reach nearly 100% of accuracy. Our results demonstrate to what extent the sequential nature of movement is critical for accurately inferring behavioural modes from a trajectory and we strongly recommend the use of HSMMs for such purpose. In addition, this work opens perspectives on the use of hybrid HSMM-discriminative models, where a discriminative setting for the observation process of HSMMs could greatly improve inference performance. PMID:24058400

  14. Jump Markov models and transition state theory: the quasi-stationary distribution approach.

    PubMed

    Di Gesù, Giacomo; Lelièvre, Tony; Le Peutrec, Dorian; Nectoux, Boris

    2016-12-22

    We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the notion of quasi-stationary distribution within a metastable state for the continuous state space Markov process to parametrize the exit event from the state. This approach is useful to analyze and justify methods which use the jump Markov process underlying a metastable dynamics as a support to efficiently sample the state-to-state dynamics (accelerated dynamics techniques). Moreover, it is possible by this approach to quantify the error on the exit event when the parametrization of the jump Markov model is based on the Eyring-Kramers formula. This therefore provides a mathematical framework to justify the use of transition state theory and the Eyring-Kramers formula to build kinetic Monte Carlo or Markov state models.

  15. 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.

  16. 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.

  17. Bias in Markov models of disease.

    PubMed

    Faissol, Daniel M; Griffin, Paul M; Swann, Julie L

    2009-08-01

    We examine bias in Markov models of diseases, including both chronic and infectious diseases. We consider two common types of Markov disease models: ones where disease progression changes by severity of disease, and ones where progression of disease changes in time or by age. We find sufficient conditions for bias to exist in models with aggregated transition probabilities when compared to models with state/time dependent transition probabilities. We also find that when aggregating data to compute transition probabilities, bias increases with the degree of data aggregation. We illustrate by examining bias in Markov models of Hepatitis C, Alzheimer's disease, and lung cancer using medical data and find that the bias is significant depending on the method used to aggregate the data. A key implication is that by not incorporating state/time dependent transition probabilities, studies that use Markov models of diseases may be significantly overestimating or underestimating disease progression. This could potentially result in incorrect recommendations from cost-effectiveness studies and incorrect disease burden forecasts.

  18. 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

  19. 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…

  20. 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…

  1. 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.

  2. 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.

  3. 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.

  4. 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

  5. Laparoscopic task recognition using Hidden Markov Models.

    PubMed

    Dosis, Aristotelis; Bello, Fernando; Gillies, Duncan; Undre, Shabnam; Aggarwal, Rajesh; Darzi, Ara

    2005-01-01

    Surgical skills assessment has been paid increased attention over the last few years. Stochastic models such as Hidden Markov Models have recently been adapted to surgery to discriminate levels of expertise. Based on our previous work combining synchronized video and motion analysis we present preliminary results of a HMM laparoscopic task recognizer which aims to model hand manipulations and to identify and recognize simple surgical tasks.

  6. 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

  7. 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

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. 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

  13. 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

  14. 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.

  15. 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.

  16. The effect of reproductive performance on the dairy cattle herd value assessed by integrating a daily dynamic programming model with a daily Markov chain model.

    PubMed

    Kalantari, A S; Cabrera, V E

    2012-10-01

    The objective of this study was to determine the effect of reproductive performance on dairy cattle herd value. Herd value was defined as the herd's average retention payoff (RPO). Individual cow RPO is the expected profit from keeping the cow compared with immediate replacement. First, a daily dynamic programming model was developed to calculate the RPO of all cow states in a herd. Second, a daily Markov chain model was applied to estimate the herd demographics. Finally, the herd value was calculated by aggregating the RPO of all cows in the herd. Cow states were described by 5 milk yield classes (76, 88, 100, 112, and 124% with respect to the average), 9 lactations, 750 d in milk, and 282 d in pregnancy. Five different reproductive programs were studied (RP1 to RP5). Reproductive program 1 used 100% timed artificial insemination (TAI; 42% conception rate for first TAI and 30% for second and later services) and the other programs combined TAI with estrus detection. The proportion of cows receiving artificial insemination after estrus detection ranged from 30 to 80%, and conception rate ranged from 25 to 35%. These 5 reproductive programs were categorized according to their 21-d pregnancy rate (21-d PR), which is an indication of the rate that eligible cows become pregnant every 21 d. The 21-d PR was 17% for RP1, 14% for RP2, 16% for RP3, 18% for RP4, and 20% for RP5. Results showed a positive relationship between 21-d PR and herd value. The most extreme herd value difference between 2 reproductive programs was $77/cow per yr for average milk yield (RP5 - RP2), $13/cow per yr for lowest milk yield (RP5 - RP1), and $160/cow per yr for highest milk yield (RP5 - RP2). Reproductive programs were ranked based on their calculated herd value. With the exception of the best reproductive program (RP5), all other programs showed some level of ranking change according to milk yield. The most dramatic ranking change was observed in RP1, which moved from being the worst ranked

  17. 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.

  18. 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

  19. 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.

  20. 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 .

  1. 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

  2. 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.

  3. Dynamic expression of 3′ UTRs revealed by Poisson hidden Markov modeling of RNA-Seq: Implications in gene expression profiling

    PubMed Central

    Lu, Jun; Bushel, Pierre R.

    2013-01-01

    RNA sequencing (RNA-Seq) allows for the identification of novel exon-exon junctions and quantification of gene expression levels. We show that from RNA-Seq data one may also detect utilization of alternative polyadenylation (APA) in 3′ untranslated regions (3′ UTRs) known to play a critical role in the regulation of mRNA stability, cellular localization and translation efficiency. Given the dynamic nature of APA, it is desirable to examine the APA on a sample by sample basis. We used a Poisson hidden Markov model (PHMM) of RNA-Seq data to identify potential APA in human liver and brain cortex tissues leading to shortened 3′ UTRs. Over three hundred transcripts with shortened 3′ UTRs were detected with sensitivity >75% and specificity >60%. tissue-specific 3′ UTR shortening was observed for 32 genes with a q-value ≤ 0.1. When compared to alternative isoforms detected by Cufflinks or MISO, our PHMM method agreed on over 100 transcripts with shortened 3′ UTRs. Given the increasing usage of RNA-Seq for gene expression profiling, using PHMM to investigate sample-specific 3′ UTR shortening could be an added benefit from this emerging technology. PMID:23845781

  4. A Markov model of the Indus script

    PubMed Central

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

    2009-01-01

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

  5. A Markov model of the Indus script.

    PubMed

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

    2009-08-18

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

  6. 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.

  7. Monitoring volcano activity through Hidden Markov Model

    NASA Astrophysics Data System (ADS)

    Cassisi, C.; Montalto, P.; Prestifilippo, M.; Aliotta, M.; Cannata, A.; Patanè, D.

    2013-12-01

    During 2011-2013, Mt. Etna was mainly characterized by cyclic occurrences of lava fountains, totaling to 38 episodes. During this time interval Etna volcano's states (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN), whose automatic recognition is very useful for monitoring purposes, turned out to be strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area. Since RMS time series behavior is considered to be stochastic, we can try to model the system generating its values, assuming to be a Markov process, by using Hidden Markov models (HMMs). HMMs are a powerful tool in modeling any time-varying series. HMMs analysis seeks to recover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by the SAX (Symbolic Aggregate approXimation) technique, which maps RMS time series values with discrete literal emissions. The experiments show how it is possible to guess volcano states by means of HMMs and SAX.

  8. Multivariate Markov chain modeling for stock markets

    NASA Astrophysics Data System (ADS)

    Maskawa, Jun-ichi

    2003-06-01

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

  9. Discovery of a regioselectivity switch in nitrating P450s guided by molecular dynamics simulations and Markov models

    NASA Astrophysics Data System (ADS)

    Dodani, Sheel C.; Kiss, Gert; Cahn, Jackson K. B.; Su, Ye; Pande, Vijay S.; Arnold, Frances H.

    2016-05-01

    The dynamic motions of protein structural elements, particularly flexible loops, are intimately linked with diverse aspects of enzyme catalysis. Engineering of these loop regions can alter protein stability, substrate binding and even dramatically impact enzyme function. When these flexible regions are unresolvable structurally, computational reconstruction in combination with large-scale molecular dynamics simulations can be used to guide the engineering strategy. Here we present a collaborative approach that consists of both experiment and computation and led to the discovery of a single mutation in the F/G loop of the nitrating cytochrome P450 TxtE that simultaneously controls loop dynamics and completely shifts the enzyme's regioselectivity from the C4 to the C5 position of L-tryptophan. Furthermore, we find that this loop mutation is naturally present in a subset of homologous nitrating P450s and confirm that these uncharacterized enzymes exclusively produce 5-nitro-L-tryptophan, a previously unknown biosynthetic intermediate.

  10. 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.

  11. Molecular simulations and Markov state modeling reveal the structural diversity and dynamics of a theophylline-binding RNA aptamer in its unbound state.

    PubMed

    Warfield, Becka M; Anderson, Peter C

    2017-01-01

    RNA aptamers are oligonucleotides that bind with high specificity and affinity to target ligands. In the absence of bound ligand, secondary structures of RNA aptamers are generally stable, but single-stranded and loop regions, including ligand binding sites, lack defined structures and exist as ensembles of conformations. For example, the well-characterized theophylline-binding aptamer forms a highly stable binding site when bound to theophylline, but the binding site is unstable and disordered when theophylline is absent. Experimental methods have not revealed at atomic resolution the conformations that the theophylline aptamer explores in its unbound state. Consequently, in the present study we applied 21 microseconds of molecular dynamics simulations to structurally characterize the ensemble of conformations that the aptamer adopts in the absence of theophylline. Moreover, we apply Markov state modeling to predict the kinetics of transitions between unbound conformational states. Our simulation results agree with experimental observations that the theophylline binding site is found in many distinct binding-incompetent states and show that these states lack a binding pocket that can accommodate theophylline. The binding-incompetent states interconvert with binding-competent states through structural rearrangement of the binding site on the nanosecond to microsecond timescale. Moreover, we have simulated the complete theophylline binding pathway. Our binding simulations supplement prior experimental observations of slow theophylline binding kinetics by showing that the binding site must undergo a large conformational rearrangement after the aptamer and theophylline form an initial complex, most notably, a major rearrangement of the C27 base from a buried to solvent-exposed orientation. Theophylline appears to bind by a combination of conformational selection and induced fit mechanisms. Finally, our modeling indicates that when Mg2+ ions are present the population

  12. Molecular simulations and Markov state modeling reveal the structural diversity and dynamics of a theophylline-binding RNA aptamer in its unbound state

    PubMed Central

    Warfield, Becka M.

    2017-01-01

    RNA aptamers are oligonucleotides that bind with high specificity and affinity to target ligands. In the absence of bound ligand, secondary structures of RNA aptamers are generally stable, but single-stranded and loop regions, including ligand binding sites, lack defined structures and exist as ensembles of conformations. For example, the well-characterized theophylline-binding aptamer forms a highly stable binding site when bound to theophylline, but the binding site is unstable and disordered when theophylline is absent. Experimental methods have not revealed at atomic resolution the conformations that the theophylline aptamer explores in its unbound state. Consequently, in the present study we applied 21 microseconds of molecular dynamics simulations to structurally characterize the ensemble of conformations that the aptamer adopts in the absence of theophylline. Moreover, we apply Markov state modeling to predict the kinetics of transitions between unbound conformational states. Our simulation results agree with experimental observations that the theophylline binding site is found in many distinct binding-incompetent states and show that these states lack a binding pocket that can accommodate theophylline. The binding-incompetent states interconvert with binding-competent states through structural rearrangement of the binding site on the nanosecond to microsecond timescale. Moreover, we have simulated the complete theophylline binding pathway. Our binding simulations supplement prior experimental observations of slow theophylline binding kinetics by showing that the binding site must undergo a large conformational rearrangement after the aptamer and theophylline form an initial complex, most notably, a major rearrangement of the C27 base from a buried to solvent-exposed orientation. Theophylline appears to bind by a combination of conformational selection and induced fit mechanisms. Finally, our modeling indicates that when Mg2+ ions are present the population

  13. Markov counting models for correlated binary responses.

    PubMed

    Crawford, Forrest W; Zelterman, Daniel

    2015-07-01

    We propose a class of continuous-time Markov counting processes for analyzing correlated binary data and establish a correspondence between these models and sums of exchangeable Bernoulli random variables. Our approach generalizes many previous models for correlated outcomes, admits easily interpretable parameterizations, allows different cluster sizes, and incorporates ascertainment bias in a natural way. We demonstrate several new models for dependent outcomes and provide algorithms for computing maximum likelihood estimates. We show how to incorporate cluster-specific covariates in a regression setting and demonstrate improved fits to well-known datasets from familial disease epidemiology and developmental toxicology. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  14. 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.

  15. 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.

  16. 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.

  17. 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

  18. Translation from UML to Markov Model: A Performance Modeling Framework

    NASA Astrophysics Data System (ADS)

    Khan, Razib Hayat; Heegaard, Poul E.

    Performance engineering focuses on the quantitative investigation of the behavior of a system during the early phase of the system development life cycle. Bearing this on mind, we delineate a performance modeling framework of the application for communication system that proposes a translation process from high level UML notation to Continuous Time Markov Chain model (CTMC) and solves the model for relevant performance metrics. The framework utilizes UML collaborations, activity diagrams and deployment diagrams to be used for generating performance model for a communication system. The system dynamics will be captured by UML collaboration and activity diagram as reusable specification building blocks, while deployment diagram highlights the components of the system. The collaboration and activity show how reusable building blocks in the form of collaboration can compose together the service components through input and output pin by highlighting the behavior of the components and later a mapping between collaboration and system component identified by deployment diagram will be delineated. Moreover the UML models are annotated to associate performance related quality of service (QoS) information which is necessary for solving the performance model for relevant performance metrics through our proposed framework. The applicability of our proposed performance modeling framework in performance evaluation is delineated in the context of modeling a communication system.

  19. 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.

  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. 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

  2. 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.

  3. 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

  4. Manpower planning using Markov Chain model

    NASA Astrophysics Data System (ADS)

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

    2014-07-01

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

  5. Noiseless compression using non-Markov models

    NASA Technical Reports Server (NTRS)

    Blumer, Anselm

    1989-01-01

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

  6. 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.

  7. 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.

  8. Dimensional reduction of Markov state models from renormalization group theory

    NASA Astrophysics Data System (ADS)

    Orioli, S.; Faccioli, P.

    2016-09-01

    Renormalization Group (RG) theory provides the theoretical framework to define rigorous effective theories, i.e., systematic low-resolution approximations of arbitrary microscopic models. Markov state models are shown to be rigorous effective theories for Molecular Dynamics (MD). Based on this fact, we use real space RG to vary the resolution of the stochastic model and define an algorithm for clustering microstates into macrostates. The result is a lower dimensional stochastic model which, by construction, provides the optimal coarse-grained Markovian representation of the system's relaxation kinetics. To illustrate and validate our theory, we analyze a number of test systems of increasing complexity, ranging from synthetic toy models to two realistic applications, built form all-atom MD simulations. The computational cost of computing the low-dimensional model remains affordable on a desktop computer even for thousands of microstates.

  9. Dimensional reduction of Markov state models from renormalization group theory.

    PubMed

    Orioli, S; Faccioli, P

    2016-09-28

    Renormalization Group (RG) theory provides the theoretical framework to define rigorous effective theories, i.e., systematic low-resolution approximations of arbitrary microscopic models. Markov state models are shown to be rigorous effective theories for Molecular Dynamics (MD). Based on this fact, we use real space RG to vary the resolution of the stochastic model and define an algorithm for clustering microstates into macrostates. The result is a lower dimensional stochastic model which, by construction, provides the optimal coarse-grained Markovian representation of the system's relaxation kinetics. To illustrate and validate our theory, we analyze a number of test systems of increasing complexity, ranging from synthetic toy models to two realistic applications, built form all-atom MD simulations. The computational cost of computing the low-dimensional model remains affordable on a desktop computer even for thousands of microstates.

  10. 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

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. Girsanov reweighting for path ensembles and Markov state models

    NASA Astrophysics Data System (ADS)

    Donati, L.; Hartmann, C.; Keller, B. G.

    2017-06-01

    The sensitivity of molecular dynamics on changes in the potential energy function plays an important role in understanding the dynamics and function of complex molecules. We present a method to obtain path ensemble averages of a perturbed dynamics from a set of paths generated by a reference dynamics. It is based on the concept of path probability measure and the Girsanov theorem, a result from stochastic analysis to estimate a change of measure of a path ensemble. Since Markov state models (MSMs) of the molecular dynamics can be formulated as a combined phase-space and path ensemble average, the method can be extended to reweight MSMs by combining it with a reweighting of the Boltzmann distribution. We demonstrate how to efficiently implement the Girsanov reweighting in a molecular dynamics simulation program by calculating parts of the reweighting factor "on the fly" during the simulation, and we benchmark the method on test systems ranging from a two-dimensional diffusion process and an artificial many-body system to alanine dipeptide and valine dipeptide in implicit and explicit water. The method can be used to study the sensitivity of molecular dynamics on external perturbations as well as to reweight trajectories generated by enhanced sampling schemes to the original dynamics.

  16. 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.

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

    PubMed Central

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

    2014-01-01

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

  18. 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.

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

    NASA Astrophysics Data System (ADS)

    Li, Lei; Fu, Bin; Faloutsos, Christos

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

  20. When memory pays: Discord in hidden Markov models

    NASA Astrophysics Data System (ADS)

    Lathouwers, Emma; Bechhoefer, John

    2017-06-01

    When is keeping a memory of observations worthwhile? We use hidden Markov models to look at phase transitions that emerge when comparing state estimates in systems with discrete states and noisy observations. We infer the underlying state of the hidden Markov models from the observations in two ways: through naive observations, which take into account only the current observation, and through Bayesian filtering, which takes the history of observations into account. Defining a discord order parameter to distinguish between the different state estimates, we explore hidden Markov models with various numbers of states and symbols and varying transition-matrix symmetry. All behave similarly. We calculate analytically the critical point where keeping a memory of observations starts to pay off. A mapping between hidden Markov models and Ising models gives added insight into the associated phase transitions.

  1. Mitotic cell recognition with hidden Markov models

    NASA Astrophysics Data System (ADS)

    Gallardo, Greg M.; Yang, Fuxing; Ianzini, Fiorenza; Mackey, Michael; Sonka, Milan

    2004-05-01

    This work describes a method for detecting mitotic cells in time-lapse microscopy images of live cells. The image sequences are from the Large Scale Digital Cell Analysis System (LSDCAS) at the University of Iowa. LSDCAS is an automated microscope system capable of monitoring 1000 microscope fields over time intervals of up to one month. Manual analysis of the image sequences can be extremely time consuming. This work is part of a larger project to automate the image sequence analysis. A three-step approach is used. In the first step, potential mitotic cells are located in the image sequences. In the second step, object border segmentation is performed with the watershed algorithm. Objects in adjacent frames are grouped into object sequences for classification. In the third step, the image sequences are converted to feature vector sequences. The feature vectors contain spatial and temporal information. Hidden Markov Models (HMMs) are used to classify the feature vector sequences into dead cells, cell edges, and dividing cells. Discrete and continuous HMMs were trained on 500 sequences. The discrete HMM recognition rates were 62% for dead cells, 77% for cell edges, and 75% for dividing cells. The continuous HMM results were 68%, 88% and 77%.

  2. 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.

  3. 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

  4. 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

  5. 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)

  6. Accelerometry-based classification of human activities using Markov modeling.

    PubMed

    Mannini, Andrea; Sabatini, Angelo Maria

    2011-01-01

    Accelerometers are a popular choice as body-motion sensors: the reason is partly in their capability of extracting information that is useful for automatically inferring the physical activity in which the human subject is involved, beside their role in feeding biomechanical parameters estimators. Automatic classification of human physical activities is highly attractive for pervasive computing systems, whereas contextual awareness may ease the human-machine interaction, and in biomedicine, whereas wearable sensor systems are proposed for long-term monitoring. This paper is concerned with the machine learning algorithms needed to perform the classification task. Hidden Markov Model (HMM) classifiers are studied by contrasting them with Gaussian Mixture Model (GMM) classifiers. HMMs incorporate the statistical information available on movement dynamics into the classification process, without discarding the time history of previous outcomes as GMMs do. An example of the benefits of the obtained statistical leverage is illustrated and discussed by analyzing two datasets of accelerometer time series.

  7. 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.

  8. Scanpath modeling and classification with hidden Markov models.

    PubMed

    Coutrot, Antoine; Hsiao, Janet H; Chan, Antoni B

    2017-04-13

    How people look at visual information reveals fundamental information about them; their interests and their states of mind. Previous studies showed that scanpath, i.e., the sequence of eye movements made by an observer exploring a visual stimulus, can be used to infer observer-related (e.g., task at hand) and stimuli-related (e.g., image semantic category) information. However, eye movements are complex signals and many of these studies rely on limited gaze descriptors and bespoke datasets. Here, we provide a turnkey method for scanpath modeling and classification. This method relies on variational hidden Markov models (HMMs) and discriminant analysis (DA). HMMs encapsulate the dynamic and individualistic dimensions of gaze behavior, allowing DA to capture systematic patterns diagnostic of a given class of observers and/or stimuli. We test our approach on two very different datasets. Firstly, we use fixations recorded while viewing 800 static natural scene images, and infer an observer-related characteristic: the task at hand. We achieve an average of 55.9% correct classification rate (chance = 33%). We show that correct classification rates positively correlate with the number of salient regions present in the stimuli. Secondly, we use eye positions recorded while viewing 15 conversational videos, and infer a stimulus-related characteristic: the presence or absence of original soundtrack. We achieve an average 81.2% correct classification rate (chance = 50%). HMMs allow to integrate bottom-up, top-down, and oculomotor influences into a single model of gaze behavior. This synergistic approach between behavior and machine learning will open new avenues for simple quantification of gazing behavior. We release SMAC with HMM, a Matlab toolbox freely available to the community under an open-source license agreement.

  9. 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.

  10. 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.

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

    PubMed

    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.

  12. 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.

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

    PubMed

    Jones, Rachael M; Nicas, Mark

    2014-10-01

    A Markov chain model previously applied to the simulation of advection and diffusion process of gaseous contaminants is extended to three-dimensional transport of particulates in indoor environments. The model framework and assumptions are described. The performance of the Markov model is benchmarked against simple conventional models of contaminant transport. The Markov model is able to replicate elutriation predictions of particle deposition with distance from a point source, and the stirred settling of respirable particles. Comparisons with turbulent eddy diffusion models indicate that the Markov model exhibits numerical diffusion in the first seconds after release, but over time accurately predicts mean lateral dispersion. The Markov model exhibits some instability with grid length aspect when turbulence is incorporated by way of the turbulent diffusion coefficient, and advection is present. However, the magnitude of prediction error may be tolerable for some applications and can be avoided by incorporating turbulence by way of fluctuating velocity (e.g. turbulence intensity). © The Author 2014. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

  14. 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.

  15. 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.

  16. Semi-Markov models with phase-type sojourn distributions.

    PubMed

    Titman, Andrew C; Sharples, Linda D

    2010-09-01

    Continuous-time multistate models are widely used for categorical response data, particularly in the modeling of chronic diseases. However, inference is difficult when the process is only observed at discrete time points, with no information about the times or types of events between observation times, unless a Markov assumption is made. This assumption can be limiting as rates of transition between disease states might instead depend on the time since entry into the current state. Such a formulation results in a semi-Markov model. We show that the computational problems associated with fitting semi-Markov models to panel-observed data can be alleviated by considering a class of semi-Markov models with phase-type sojourn distributions. This allows methods for hidden Markov models to be applied. In addition, extensions to models where observed states are subject to classification error are given. The methodology is demonstrated on a dataset relating to development of bronchiolitis obliterans syndrome in post-lung-transplantation patients. © 2009, The International Biometric Society.

  17. Discrete Latent Markov Models for Normally Distributed Response Data

    ERIC Educational Resources Information Center

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

    2005-01-01

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

  18. 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…

  19. 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…

  20. 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.

  1. Potts model based on a Markov process computation solves the community structure problem effectively.

    PubMed

    Li, Hui-Jia; Wang, Yong; Wu, Ling-Yun; Zhang, Junhua; Zhang, Xiang-Sun

    2012-07-01

    The Potts model is a powerful tool to uncover community structure in complex networks. Here, we propose a framework to reveal the optimal number of communities and stability of network structure by quantitatively analyzing the dynamics of the Potts model. Specifically we model the community structure detection Potts procedure by a Markov process, which has a clear mathematical explanation. Then we show that the local uniform behavior of spin values across multiple timescales in the representation of the Markov variables could naturally reveal the network's hierarchical community structure. In addition, critical topological information regarding multivariate spin configuration could also be inferred from the spectral signatures of the Markov process. Finally an algorithm is developed to determine fuzzy communities based on the optimal number of communities and the stability across multiple timescales. The effectiveness and efficiency of our algorithm are theoretically analyzed as well as experimentally validated.

  2. 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…

  3. 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.

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

    NASA Technical Reports Server (NTRS)

    Adeyemi, O.

    1974-01-01

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

  5. 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.

  6. Renormalization group for centrosymmetric gauge transformations of the dynamic motion for a Markov-ordered polymer chain

    SciTech Connect

    Mikhailov, I.D.; Zhuravskii, L.V.

    1987-11-01

    A method is proposed for calculating the vibrational-state density averaged over all configurations for a polymer chain with Markov disorder. The method is based on using a group of centrally symmetric gauge transformations that reduce the dynamic matrix for along polymer chain to renormalized dynamic matrices for short fragments. The short-range order is incorporated exactly in the averaging procedure, while the long-range order is incorporated in the self-consistent field approximation. Results are given for a simple skeletal model for a polymer containing tacticity deviations of Markov type.

  7. Dynamical symmetries of Markov processes with multiplicative white noise

    NASA Astrophysics Data System (ADS)

    Aron, Camille; Barci, Daniel G.; Cugliandolo, Leticia F.; González Arenas, Zochil; Lozano, Gustavo S.

    2016-05-01

    We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic dynamics of a magnetic moment. In particular, we focus on the non-equilibrium transfer of angular momentum to the magnetization from a spin-polarised current of electrons, a technique which is widely used in the context of spintronics to manipulate magnetic moments. We unveil two hidden dynamical symmetries of the generating functionals of these Markovian multiplicative white-noise processes. One symmetry only holds in equilibrium and we use it to prove generic relations such as the fluctuation-dissipation theorems. Out of equilibrium, we take profit of the symmetry-breaking terms to prove fluctuation theorems. The other symmetry yields strong dynamical relations between correlation and response functions which can notably simplify the numerical analysis of these problems. Our construction allows us to clarify some misconceptions on multiplicative white-noise stochastic processes that can be found in the literature. In particular, we show that a first-order differential equation with multiplicative white noise can be transformed into an additive-noise equation, but that the latter keeps a non-trivial memory of the discretisation prescription used to define the former.

  8. 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.

  9. 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.

  10. 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.

  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. Lie Markov models with purine/pyrimidine symmetry.

    PubMed

    Fernández-Sánchez, Jesús; Sumner, Jeremy G; Jarvis, Peter D; Woodhams, Michael D

    2015-03-01

    Continuous-time Markov chains are a standard tool in phylogenetic inference. If homogeneity is assumed, the chain is formulated by specifying time-independent rates of substitutions between states in the chain. In applications, there are usually extra constraints on the rates, depending on the situation. If a model is formulated in this way, it is possible to generalise it and allow for an inhomogeneous process, with time-dependent rates satisfying the same constraints. It is then useful to require that, under some time restrictions, there exists a homogeneous average of this inhomogeneous process within the same model. This leads to the definition of "Lie Markov models" which, as we will show, are precisely the class of models where such an average exists. These models form Lie algebras and hence concepts from Lie group theory are central to their derivation. In this paper, we concentrate on applications to phylogenetics and nucleotide evolution, and derive the complete hierarchy of Lie Markov models that respect the grouping of nucleotides into purines and pyrimidines-that is, models with purine/pyrimidine symmetry. We also discuss how to handle the subtleties of applying Lie group methods, most naturally defined over the complex field, to the stochastic case of a Markov process, where parameter values are restricted to be real and positive. In particular, we explore the geometric embedding of the cone of stochastic rate matrices within the ambient space of the associated complex Lie algebra.

  15. Markov random field method for dynamic PET image segmentation

    NASA Astrophysics Data System (ADS)

    Lin, Kang-Ping; Lou, Shyhliang A.; Yu, Chin-Lung; Chung, Being-Tau; Wu, Liang-Chi; Liu, Ren-Shyan

    1998-06-01

    In this paper, the Markov random field (MRF) clustering method for highly noisy medical image segmentation is presented. In MRF method, the image to be segmented is analyzed in a probabilistic way that establishes image model by a posteriori probability density function with Bayes' theorem, with relation between pixel positions as well as gray-levels involved. The adaptive threshold parameter is determined in the iterative clustering process to achieve global optimal segmentation. The presented method and other segmentation methods in use are tested on simulation images of different noise levels, and the numerical comparison result is presented. It also is applied on the highly noisy positron emission tomography images, in that the diagnostic hypoxia fraction is automatically calculated. The experimental results are acceptable, and show that the presented method is suitable and robust for noisy image segmentation.

  16. 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.

  17. Markov reliability models for digital flight control systems

    NASA Technical Reports Server (NTRS)

    Mcgough, John; Reibman, Andrew; Trivedi, Kishor

    1989-01-01

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

  18. 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.

  19. 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

  20. The College Completion Puzzle: A Hidden Markov Model Approach

    ERIC Educational Resources Information Center

    Witteveen, Dirk; Attewell, Paul

    2017-01-01

    Higher education in America is characterized by widespread access to college but low rates of completion, especially among undergraduates at less selective institutions. We analyze longitudinal transcript data to examine processes leading to graduation, using Hidden Markov modeling. We identify several latent states that are associated with…

  1. 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.

  2. Gaussian Markov Random Field Model without Boundary Conditions

    NASA Astrophysics Data System (ADS)

    Katakami, Shun; Sakamoto, Hirotaka; Murata, Shin; Okada, Masato

    2017-06-01

    In this study, we analyzed a Gaussian Markov random field model without periodic boundary conditions. On the basis of a Bayesian inference framework, we showed that image restoration, hyperparameter estimation, and an expectation value of free energy can be conducted analytically. Through numerical simulations, we showed the difference between methods with and without periodic boundary conditions and verified the effectiveness of the proposed method.

  3. Markov chain modeling of polymer translocation through pores

    NASA Astrophysics Data System (ADS)

    Mondaini, Felipe; Moriconi, L.

    2011-09-01

    We solve the Chapman-Kolmogorov equation and study the exact splitting probabilities of the general stochastic process which describes polymer translocation through membrane pores within the broad class of Markov chains. Transition probabilities, which satisfy a specific balance constraint, provide a refinement of the Chuang-Kantor-Kardar relaxation picture of translocation, allowing us to investigate finite size effects in the evaluation of dynamical scaling exponents. We find that (i) previous Langevin simulation results can be recovered only if corrections to the polymer mobility exponent are taken into account and (ii) the dynamical scaling exponents have a slow approach to their predicted asymptotic values as the polymer's length increases. We also address, along with strong support from additional numerical simulations, a critical discussion which points in a clear way the viability of the Markov chain approach put forward in this work.

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. Research on identification method of heavy vehicle rollover based on hidden Markov model

    NASA Astrophysics Data System (ADS)

    Zhao, Zhiguo; Wang, Yeqin; Hu, Xiaoming; Tao, Yukai; Wang, Jinsheng

    2017-07-01

    Aiming at the problem of early warning credibility degradation as the heavy vehicle load and its center of gravity change greatly; the heavy vehicle rollover state identification method based on the Hidden Markov Model (HMM, is introduced to identify heavy vehicle lateral conditions dynamically in this paper. In this method, the lateral acceleration and roll angle are taken as the observation values of the model base. The Viterbi algorithm is used to predict the state sequence with the highest probability in the observed sequence, and the Markov prediction algorithm is adopted to calculate the state transition law and to predict the state of the vehicle in a certain period of time in the future. According to combination conditions of Double lane change and steering, applying Trucksim and Matlab trained hidden Markov model, the model is applied to the online identification of heavy vehicle rollover states. The identification results show that the model can accurately and efficiently identify the vehicle rollover state, and has good applicability. This study provides a novel method and a general strategy for active safety early warning and control of vehicles, which has reference significance for the application of the Hidden Markov theory in collision, rear-end and lane departure warning system.

  10. 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.

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

    PubMed

    Nelis, Lisa Castillo; Wootton, J Timothy

    2010-02-22

    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.

  12. 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

  13. 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

  14. 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.

  15. Information geometry and local asymptotic normality for multi-parameter estimation of quantum Markov dynamics

    NASA Astrophysics Data System (ADS)

    Guta, Madalin; Kiukas, Jukka

    2017-05-01

    This paper deals with the problem of identifying and estimating dynamical parameters of continuous-time Markovian quantum open systems, in the input-output formalism. First, we characterise the space of identifiable parameters for ergodic dynamics, assuming full access to the output state for arbitrarily long times, and show that the equivalence classes of undistinguishable parameters are orbits of a Lie group acting on the space of dynamical parameters. Second, we define an information geometric structure on this space, including a principal bundle given by the action of the group, as well as a compatible connection, and a Riemannian metric based on the quantum Fisher information of the output. We compute the metric explicitly in terms of the Markov covariance of certain "fluctuation operators" and relate it to the horizontal bundle of the connection. Third, we show that the system-output and reduced output state satisfy local asymptotic normality, i.e., they can be approximated by a Gaussian model consisting of coherent states of a multimode continuous variables system constructed from the Markov covariance "data." We illustrate the result by working out the details of the information geometry of a physically relevant two-level system.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. Ensemble Learning Method for Hidden Markov Models

    DTIC Science & Technology

    2014-12-01

    computational cost for obtaining the Viterbi path penalty is very low compared to that of computing the traditional likelihood. Indeed, the Viterbi path is...training data in model 5 (strong mines) Vs. model 1 (weak mines). Clutter, low metal (LM), and high metal (HM) signatures at different depths are shown...model 5 (strong mines). Clutter, low metal (LM), and high metal (HM) signatures at dif- ferent depths are shown with different symbols and colors

  1. 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.

  2. Target characterization using hidden Markov models and classifiers

    SciTech Connect

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

    1996-06-01

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

  3. 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.

  4. Tumor propagation model using generalized hidden Markov model

    NASA Astrophysics Data System (ADS)

    Park, Sun Young; Sargent, Dustin

    2017-02-01

    Tumor tracking and progression analysis using medical images is a crucial task for physicians to provide accurate and efficient treatment plans, and monitor treatment response. Tumor progression is tracked by manual measurement of tumor growth performed by radiologists. Several methods have been proposed to automate these measurements with segmentation, but many current algorithms are confounded by attached organs and vessels. To address this problem, we present a new generalized tumor propagation model considering time-series prior images and local anatomical features using a Hierarchical Hidden Markov model (HMM) for tumor tracking. First, we apply the multi-atlas segmentation technique to identify organs/sub-organs using pre-labeled atlases. Second, we apply a semi-automatic direct 3D segmentation method to label the initial boundary between the lesion and neighboring structures. Third, we detect vessels in the ROI surrounding the lesion. Finally, we apply the propagation model with the labeled organs and vessels to accurately segment and measure the target lesion. The algorithm has been designed in a general way to be applicable to various body parts and modalities. In this paper, we evaluate the proposed algorithm on lung and lung nodule segmentation and tracking. We report the algorithm's performance by comparing the longest diameter and nodule volumes using the FDA lung Phantom data and a clinical dataset.

  5. Modeling Electrocardiograms Using Interacting Markov Chains.

    DTIC Science & Technology

    1985-07-01

    13. ABSTRACT lConngjae on mwee if meeery and Idl.. Iy by Msh numiri In this paper we develop a methodology for the statistical modeling of cardiac...portion of an atrial submodel might initiate the gen - eration of a P wave in the corresponding electromagnetic submodel. The mathematical structure of...III.IIIIIIIIIIIIII IIIIIIIIIIIIf. EEEEEEEEE 11111 .0 Q.028 MICROCOPY RESOLUTION TEST CHART NATIONAL BUREAU OF STANDARDS- 1963- A % 5A %- *~~~ ~ %SS.S* * AFOSR.TR

  6. 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

  7. 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.

  8. 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.

  9. 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

  10. 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.

  11. 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

  12. Dynamic Bandwidth Provisioning Using Markov Chain Based on RSVP

    DTIC Science & Technology

    2013-09-01

    Application Programming Interface DiffServ Differentiated Service DoD Department of Defense FMSC Finite State Markov Chain MANET Mobile Ad Hoc Network...such as ease of mobility and speed of deployment, flexibility and, in some cases, reduced costs. Wireless communication has become a pervasive aspect...of wireless technology for defense operations. In recent years, the Department of Defense (DoD) has dramatically increased the use of mobile wireless

  13. A secure arithmetic coding based on Markov model

    NASA Astrophysics Data System (ADS)

    Duan, Lili; Liao, Xiaofeng; Xiang, Tao

    2011-06-01

    We propose a modification of the standard arithmetic coding that can be applied to multimedia coding standards at entropy coding stage. In particular, we introduce a randomized arithmetic coding scheme based on order-1 Markov model that achieves encryption by scrambling the symbols' order in the model and choosing the relevant order's probability randomly, which is done with higher compression efficiency and good security. Experimental results and security analyses indicate that the algorithm can not only resist to existing attacks based on arithmetic coding, but also be immune to other cryptanalysis.

  14. STDP installs in Winner-Take-All circuits an online approximation to hidden Markov model learning.

    PubMed

    Kappel, David; Nessler, Bernhard; Maass, Wolfgang

    2014-03-01

    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.

  15. 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

  16. 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.

  17. 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

  18. 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

  19. 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.

  20. Scalable approximate policies for Markov decision process models of hospital elective admissions.

    PubMed

    Zhu, George; Lizotte, Dan; Hoey, Jesse

    2014-05-01

    To demonstrate the feasibility of using stochastic simulation methods for the solution of a large-scale Markov decision process model of on-line patient admissions scheduling. The problem of admissions scheduling is modeled as a Markov decision process in which the states represent numbers of patients using each of a number of resources. We investigate current state-of-the-art real time planning methods to compute solutions to this Markov decision process. Due to the complexity of the model, traditional model-based planners are limited in scalability since they require an explicit enumeration of the model dynamics. To overcome this challenge, we apply sample-based planners along with efficient simulation techniques that given an initial start state, generate an action on-demand while avoiding portions of the model that are irrelevant to the start state. We also propose a novel variant of a popular sample-based planner that is particularly well suited to the elective admissions problem. Results show that the stochastic simulation methods allow for the problem size to be scaled by a factor of almost 10 in the action space, and exponentially in the state space. We have demonstrated our approach on a problem with 81 actions, four specialities and four treatment patterns, and shown that we can generate solutions that are near-optimal in about 100s. Sample-based planners are a viable alternative to state-based planners for large Markov decision process models of elective admissions scheduling. Copyright © 2014 Elsevier B.V. All rights reserved.

  1. 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.

  2. 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.

  3. Persistence and ergodicity of plant disease model with markov conversion and impulsive toxicant input

    NASA Astrophysics Data System (ADS)

    Zhao, Wencai; Li, Juan; Zhang, Tongqian; Meng, Xinzhu; Zhang, Tonghua

    2017-07-01

    Taking into account of both white and colored noises, a stochastic mathematical model with impulsive toxicant input is formulated. Based on this model, we investigate dynamics, such as the persistence and ergodicity, of plant infectious disease model with Markov conversion in a polluted environment. The thresholds of extinction and persistence in mean are obtained. By using Lyapunov functions, we prove that the system is ergodic and has a stationary distribution under certain sufficient conditions. Finally, numerical simulations are employed to illustrate our theoretical analysis.

  4. 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.

  5. Pavement maintenance optimization model using Markov Decision Processes

    NASA Astrophysics Data System (ADS)

    Mandiartha, P.; Duffield, C. F.; Razelan, I. S. b. M.; Ismail, A. b. H.

    2017-09-01

    This paper presents an optimization model for selection of pavement maintenance intervention using a theory of Markov Decision Processes (MDP). There are some particular characteristics of the MDP developed in this paper which distinguish it from other similar studies or optimization models intended for pavement maintenance policy development. These unique characteristics include a direct inclusion of constraints into the formulation of MDP, the use of an average cost method of MDP, and the policy development process based on the dual linear programming solution. The limited information or discussions that are available on these matters in terms of stochastic based optimization model in road network management motivates this study. This paper uses a data set acquired from road authorities of state of Victoria, Australia, to test the model and recommends steps in the computation of MDP based stochastic optimization model, leading to the development of optimum pavement maintenance policy.

  6. A hidden Markov model approach to neuron firing patterns.

    PubMed Central

    Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G

    1996-01-01

    Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing. Images FIGURE 3 PMID:8913581

  7. 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.

  8. 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.

  9. 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.

  10. 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

  11. 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.

  12. Educational Aspirations: Markov and Poisson Models. Rural Industrial Development Project Working Paper Number 14, August 1971.

    ERIC Educational Resources Information Center

    Kayser, Brian D.

    The fit of educational aspirations of Illinois rural high school youths to 3 related one-parameter mathematical models was investigated. The models used were the continuous-time Markov chain model, the discrete-time Markov chain, and the Poisson distribution. The sample of 635 students responded to questionnaires from 1966 to 1969 as part of an…

  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. 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…

  16. 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.

  17. 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.

  18. 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.

  19. Autocatalytic genetic networks modeled by piecewise-deterministic Markov processes.

    PubMed

    Zeiser, Stefan; Franz, Uwe; Liebscher, Volkmar

    2010-02-01

    In the present work we propose an alternative approach to model autocatalytic networks, called piecewise-deterministic Markov processes. These were originally introduced by Davis in 1984. Such a model allows for random transitions between the active and inactive state of a gene, whereas subsequent transcription and translation processes are modeled in a deterministic manner. We consider three types of autoregulated networks, each based on a positive feedback loop. It is shown that if the densities of the stationary distributions exist, they are the solutions of a system of equations for a one-dimensional correlated random walk. These stationary distributions are determined analytically. Further, the distributions are analyzed for different simulation periods and different initial concentration values by numerical means. We show that, depending on the network structure, beside a binary response also a graded response is observable.

  20. 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. © 2014 ARVO.

  1. 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

  2. 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.

  3. 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

  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. 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.

  6. Identifying Seismicity Levels via Poisson Hidden Markov Models

    NASA Astrophysics Data System (ADS)

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

    2010-08-01

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

  7. New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models

    NASA Astrophysics Data System (ADS)

    Preda, Vasile; Dedu, Silvia; Sheraz, Muhammad

    2014-08-01

    In this paper we construct the minimal entropy martingale for semi-Markov regime switching interest rate models using some general entropy measures. We prove that, for the one-period model, the minimal entropy martingale for semi-Markov processes in the case of the Tsallis and Kaniadakis entropies are the same as in the case of Shannon entropy.

  8. Developing a Markov Model for Forecasting End Strength of Selected Marine Corps Reserve (SMCR) Officers

    DTIC Science & Technology

    2013-03-01

    36 Jeffrey K. Sapp , “A Calculator Adaptation of the Markov Chain Model for Manpower Analysis,” 12. 37 R. Gillard, “Steps...of the Royal Statistical Society 20, no. 1 (March 1971): 85–110. Sapp , Jeffrey K. “A Calculator Adaptation of the Markov Chain Model for Manpower

  9. 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.

  10. 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.

  11. A Hidden Markov Model of Daily Precipitation over Western Colombia.

    NASA Astrophysics Data System (ADS)

    Rojo Hernández, Julián; Lall, Upmanu; Mesa Sanchez, Oscar

    2017-04-01

    A Hidden Markov Model of Daily Precipitation over Western Colombia. The western Pacific coast of Colombia (Chocó Region) is among the rainiest on earth, largely due to low level jet activity and orographic lifting along the western Andes. A hidden Markov model (HMM) is used to characterize daily rainfall occurrence at 250 gauge stations over the Western Pacific coast and Andean plateau in Colombia during the wet season (September - November) from 1970 to 2015. Four ''hidden'' rainfall states are identified, with the first pair representing wet and dry conditions at all stations, and the second pair North-West to South-East gradients in rainfall occurrence. Using the ERA-Interim reanalysis data (1979-2012) we show that the first pair of states are associated with low level jet convergence and divergence, while the second pair is associated with South Atlantic Convergence Zone activity and local convection. The estimated daily state-sequence is characterized by a systematic seasonal evolution, together with considerable variability on intraseasonal and interannual time scales, exhibiting a strong relationship with ENSO. Finally, a nonhomogeneous HMM (NHMM) is then used to simulate daily precipitation occurrence at the 250 stations, using the ERA-Interim vertically integrated moisture flux anomalies (two weeks lagged) and monthly means of the sea surface temperatures (one month lagged). Simulations from the NHMM are found to reproduce the relationship between the ENSO and the western Colombian precipitation. The NHMM simulations are also able to capture interannual changes in daily rainfall occurrence and dry-wet frequencies at some individual stations. It is suggested that a) HMM provides a useful tool that contributes to characterizing the Colombian's Hydro-Meteorology and it's anomalies during the ENSO, and b) the NHMM is an important tool to produce station-scale daily rainfall sequence scenarios for input into hydrological models.

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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

  18. 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

  19. 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.

  20. 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.

  1. PyEMMA 2: A Software Package for Estimation, Validation, and Analysis of Markov Models.

    PubMed

    Scherer, Martin K; Trendelkamp-Schroer, Benjamin; Paul, Fabian; Pérez-Hernández, Guillermo; Hoffmann, Moritz; Plattner, Nuria; Wehmeyer, Christoph; Prinz, Jan-Hendrik; Noé, Frank

    2015-11-10

    Markov (state) models (MSMs) and related models of molecular kinetics have recently received a surge of interest as they can systematically reconcile simulation data from either a few long or many short simulations and allow us to analyze the essential metastable structures, thermodynamics, and kinetics of the molecular system under investigation. However, the estimation, validation, and analysis of such models is far from trivial and involves sophisticated and often numerically sensitive methods. In this work we present the open-source Python package PyEMMA ( http://pyemma.org ) that provides accurate and efficient algorithms for kinetic model construction. PyEMMA can read all common molecular dynamics data formats, helps in the selection of input features, provides easy access to dimension reduction algorithms such as principal component analysis (PCA) and time-lagged independent component analysis (TICA) and clustering algorithms such as k-means, and contains estimators for MSMs, hidden Markov models, and several other models. Systematic model validation and error calculation methods are provided. PyEMMA offers a wealth of analysis functions such that the user can conveniently compute molecular observables of interest. We have derived a systematic and accurate way to coarse-grain MSMs to few states and to illustrate the structures of the metastable states of the system. Plotting functions to produce a manuscript-ready presentation of the results are available. In this work, we demonstrate the features of the software and show new methodological concepts and results produced by PyEMMA.

  2. Verification of Global Assimilation of Ionospheric Measurements Gauss Markov (GAIM-GM) Model Forecast Accuracy

    DTIC Science & Technology

    2011-09-01

    and location measurements , GPS must take into consideration the ionospheric environment and does so by computing the electron content in the path...VERIFICATION OF GLOBAL ASSIMILATION OF IONOSPHERIC MEASUREMENTS GAUSS MARKOV (GAIM-GM) MODEL FORECAST ACCURACY THESIS...United States. AFIT/GAP/ENP/11-S01 VERIFICATION OF GLOBAL ASSIMILATION OF IONOSPHERIC MEASUREMENTS GAUSS MARKOV (GAIM

  3. 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.

  4. 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.

  5. Hidden Markov model for dependent mark loss and survival estimation

    USGS Publications Warehouse

    Laake, Jeffrey L.; Johnson, Devin S.; Diefenbach, Duane R.; Ternent, Mark A.

    2014-01-01

    Mark-recapture estimators assume no loss of marks to provide unbiased estimates of population parameters. We describe a hidden Markov model (HMM) framework that integrates a mark loss model with a Cormack–Jolly–Seber model for survival estimation. Mark loss can be estimated with single-marked animals as long as a sub-sample of animals has a permanent mark. Double-marking provides an estimate of mark loss assuming independence but dependence can be modeled with a permanently marked sub-sample. We use a log-linear approach to include covariates for mark loss and dependence which is more flexible than existing published methods for integrated models. The HMM approach is demonstrated with a dataset of black bears (Ursus americanus) with two ear tags and a subset of which were permanently marked with tattoos. The data were analyzed with and without the tattoo. Dropping the tattoos resulted in estimates of survival that were reduced by 0.005–0.035 due to tag loss dependence that could not be modeled. We also analyzed the data with and without the tattoo using a single tag. By not using.

  6. 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.

  7. 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

  8. 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.

  9. A normalized statistical metric space for hidden Markov models.

    PubMed

    Lu, Chen; Schwier, Jason M; Craven, Ryan M; Yu, Lu; Brooks, Richard R; Griffin, Christopher

    2013-06-01

    In this paper, we present a normalized statistical metric space for hidden Markov models (HMMs). HMMs are widely used to model real-world systems. Like graph matching, some previous approaches compare HMMs by evaluating the correspondence, or goodness of match, between every pair of states, concentrating on the structure of the models instead of the statistics of the process being observed. To remedy this, we present a new metric space that compares the statistics of HMMs within a given level of statistical significance. Compared with the Kullback-Leibler divergence, which is another widely used approach for measuring model similarity, our approach is a true metric, can always return an appropriate distance value, and provides a confidence measure on the metric value. Experimental results are given for a sample application, which quantify the similarity of HMMs of network traffic in the Tor anonymization system. This application is interesting since it considers models extracted from a system that is intentionally trying to obfuscate its internal workings. In the conclusion, we discuss applications in less-challenging domains, such as data mining.

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

    PubMed

    Zhu, Shijia; Wang, Yadong

    2015-12-18

    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.

  11. 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.

  12. Spectral analysis and markov switching model of Indonesia business cycle

    NASA Astrophysics Data System (ADS)

    Fajar, Muhammad; Darwis, Sutawanir; Darmawan, Gumgum

    2017-03-01

    This study aims to investigate the Indonesia business cycle encompassing the determination of smoothing parameter (λ) on Hodrick-Prescott filter. Subsequently, the components of the filter output cycles were analyzed using a spectral method useful to know its characteristics, and Markov switching regime modeling is made to forecast the probability recession and expansion regimes. The data used in the study is real GDP (1983Q1 - 2016Q2). The results of the study are: a) Hodrick-Prescott filter on real GDP of Indonesia to be optimal when the value of the smoothing parameter is 988.474, b) Indonesia business cycle has amplitude varies between±0.0071 to±0.01024, and the duration is between 4 to 22 quarters, c) the business cycle can be modelled by MSIV-AR (2) but regime periodization is generated this model not perfect exactly with real regime periodzation, and d) Based on the model MSIV-AR (2) obtained long-term probabilities in the expansion regime: 0.4858 and in the recession regime: 0.5142.

  13. Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

    PubMed

    Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

    2014-04-01

    This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

  14. 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.

  15. [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.

  16. 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.

  17. Recognition of surgical skills using hidden Markov models

    NASA Astrophysics Data System (ADS)

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

    2009-02-01

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

  18. Ensemble hidden Markov models with application to landmine detection

    NASA Astrophysics Data System (ADS)

    Hamdi, Anis; Frigui, Hichem

    2015-12-01

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

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. Detecting seismic waves using a binary hidden Markov model classifier

    NASA Astrophysics Data System (ADS)

    Ray, J.; Lefantzi, S.; Brogan, R. A.; Forrest, R.; Hansen, C. W.; Young, C. J.

    2016-12-01

    We explore the use of Hidden Markov Models (HMM) to detect the arrival of seismic waves using data captured by a seismogram. HMMs define the state of a station as a binary variable based on whether the station is receiving a signal or not. HMMs are simple and fast, allowing them to monitor multiple datastreams arising from a large distributed network of seismographs. In this study we examine the efficacy of HMM-based detectors with respect to their false positive and negative rates as well as the accuracy of the signal onset time as compared to the value determined by an expert analyst. The study uses 3 component International Monitoring System (IMS) data from a carefully analyzed 2 week period from May, 2010, for which our analyst tried to identify every signal. Part of this interval is used for training the HMM to recognize the transition between state from noise to signal, while the other is used for evaluating the effectiveness of our new detection algorithm. We compare our results with the STA/LTA detection processing applied by the IDC to assess potential for operational use. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  5. 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.

  6. 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.

  7. Hidden Markov models for estimating animal mortality from anthropogenic hazards.

    PubMed

    Etterson, Matthew A

    2013-12-01

    Carcass searches are a common method for studying the risk of anthropogenic hazards to wildlife, including nontarget poisoning and collisions with anthropogenic structures. Typically, numbers of carcasses found must be corrected for scavenging rates and imperfect detection. Parameters for these processes (scavenging and detection) are often estimated using carcass distribution trials in which researchers place carcasses in the field at known times and locations. In this manuscript I develop a variety of estimators based on multi-event or hidden Markov models for use under different experimental conditions. I apply the estimators to two case studies of avian mortality, one from pesticide exposure and another at wind turbines. The proposed framework for mortality estimation points to a unified framework for estimation of scavenging rates and searcher efficiency in a single trial and also allows estimation based only on accidental kills, obviating the need for carcass distribution trials. Results of the case studies show wide variation in the performance of different estimators, but even wider confidence intervals around estimates of the numbers of animals killed, which are the direct result of small sample size in the carcass distribution trials employed. These results also highlight the importance of a well-formed hypothesis about the temporal nature of mortality at the focal hazard under study.

  8. 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.

  9. Clustering multivariate time series using Hidden Markov Models.

    PubMed

    Ghassempour, Shima; Girosi, Federico; Maeder, Anthony

    2014-03-06

    In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs), where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.

  10. 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.

  11. 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.

  12. 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

  13. 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...

  14. 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...

  15. 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...

  16. 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...

  17. 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.

  18. 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

  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. 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

  2. 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

  3. 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.

  4. A new class of enhanced kinetic sampling methods for building Markov state models

    NASA Astrophysics Data System (ADS)

    Bhoutekar, Arti; Ghosh, Susmita; Bhattacharya, Swati; Chatterjee, Abhijit

    2017-10-01

    Markov state models (MSMs) and other related kinetic network models are frequently used to study the long-timescale dynamical behavior of biomolecular and materials systems. MSMs are often constructed bottom-up using brute-force molecular dynamics (MD) simulations when the model contains a large number of states and kinetic pathways that are not known a priori. However, the resulting network generally encompasses only parts of the configurational space, and regardless of any additional MD performed, several states and pathways will still remain missing. This implies that the duration for which the MSM can faithfully capture the true dynamics, which we term as the validity time for the MSM, is always finite and unfortunately much shorter than the MD time invested to construct the model. A general framework that relates the kinetic uncertainty in the model to the validity time, missing states and pathways, network topology, and statistical sampling is presented. Performing additional calculations for frequently-sampled states/pathways may not alter the MSM validity time. A new class of enhanced kinetic sampling techniques is introduced that aims at targeting rare states/pathways that contribute most to the uncertainty so that the validity time is boosted in an effective manner. Examples including straightforward 1D energy landscapes, lattice models, and biomolecular systems are provided to illustrate the application of the method. Developments presented here will be of interest to the kinetic Monte Carlo community as well.

  5. 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.

  6. 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.

  7. 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

  8. 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.

  9. Corruption dynamics model

    NASA Astrophysics Data System (ADS)

    Malafeyev, O. A.; Nemnyugin, S. A.; Rylow, D.; Kolpak, E. P.; Awasthi, Achal

    2017-07-01

    The corruption dynamics is analyzed by means of the lattice model which is similar to the three-dimensional Ising model. Agents placed at nodes of the corrupt network periodically choose to perfom or not to perform the act of corruption at gain or loss while making decisions based on the process history. The gain value and its dynamics are defined by means of the Markov stochastic process modelling with parameters established in accordance with the influence of external and individual factors on the agent's gain. The model is formulated algorithmically and is studied by means of the computer simulation. Numerical results are obtained which demonstrate asymptotic behaviour of the corruption network under various conditions.

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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

  15. Change point estimation in high dimensional Markov random-field models.

    PubMed

    Roy, Sandipan; Atchadé, Yves; Michailidis, George

    2017-09-01

    This paper investigates a change-point estimation problem in the context of high-dimensional Markov random field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is obtained by maximizing a profile penalized pseudo-likelihood function under a sparsity assumption. We also derive a tight bound for the estimate, up to a logarithmic factor, even in settings where the number of possible edges in the network far exceeds the sample size. The performance of the proposed estimator is evaluated on synthetic data sets and is also used to explore voting patterns in the US Senate in the 1979-2012 period.

  16. 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

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. 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.

  2. 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/).

  3. 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

  4. Development of a Compound Distribution Markov Chain Model for Stochastic Generation of Rainfall with Long Term Persistence

    NASA Astrophysics Data System (ADS)

    Kamal Chowdhury, AFM; Lockart, Natalie; Willgoose, Garry; Kuczera, George

    2015-04-01

    One of the overriding issues in the rainfall simulation is the underestimation of observed rainfall variability in longer timescales (e.g. monthly, annual and multi-year), which usually results into under-estimation of reservoir reliability in urban water planning. This study has developed a Compound Distribution Markov Chain (CDMC) model for stochastic generation of daily rainfall. We used two parameters of Markov Chain process (transition probabilities of wet-to-wet and dry-to-dry days) for simulating rainfall occurrence and two parameters of gamma distribution (calculated from mean and standard deviation of wet-day rainfall) for simulating wet-day rainfall amounts. While two models with deterministic parameters underestimated long term variability, our investigation found that the long term variability of rainfall in the model is predominantly governed by the long term variability of gamma parameters, rather than the variability of Markov Chain parameters. Therefore, in the third approach, we developed the CDMC model with deterministic parameters of Markov Chain process, but stochastic parameters of gamma distribution by sampling the mean and standard deviation of wet-day rainfall from their log-normal and bivariate-normal distribution. We have found that the CDMC is able to replicate both short term and long term rainfall variability, when we calibrated the model at two sites in east coast of Australia using three types of daily rainfall data - (1) dynamically downscaled, 10 km resolution gridded data produced by NSW/ACT Regional Climate Modelling project, (2) 5 km resolution gridded data by Australian Water Availability Project and (3) point scale raingauge stations data by Bureau of Meteorology, Australia. We also examined the spatial variability of parameters and their link with local orography at our field site. The suitability of the model in runoff generation and urban reservoir-water simulation will be discussed.

  5. 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.

  6. 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.

  7. 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.

  8. Multinomial logistic estimation of Markov-chain models for modeling sleep architecture in primary insomnia patients.

    PubMed

    Bizzotto, Roberto; Zamuner, Stefano; De Nicolao, Giuseppe; Karlsson, Mats O; Gomeni, Roberto

    2010-04-01

    Hypnotic drug development calls for a better understanding of sleep physiology in order to improve and differentiate novel medicines for the treatment of sleep disorders. On this basis, a proper evaluation of polysomnographic data collected in clinical trials conducted to explore clinical efficacy of novel hypnotic compounds should include the assessment of sleep architecture and its drug-induced changes. This work presents a non-linear mixed-effect Markov-chain model based on multinomial logistic functions which characterize the time course of transition probabilities between sleep stages in insomniac patients treated with placebo. Polysomnography measurements were obtained from patients during one night treatment. A population approach was used to describe the time course of sleep stages (awake stage, stage 1, stage 2, slow-wave sleep and REM sleep) using a Markov-chain model. The relationship between time and individual transition probabilities between sleep stages was modelled through piecewise linear multinomial logistic functions. The identification of the model produced a good adherence of mean post-hoc estimates to the observed transition frequencies. Parameters were generally well estimated in terms of CV, shrinkage and distribution of empirical Bayes estimates around the typical values. The posterior predictive check analysis showed good consistency between model-predicted and observed sleep parameters. In conclusion, the Markov-chain model based on multinomial logistic functions provided an accurate description of the time course of sleep stages together with an assessment of the probabilities of transition between different stages.

  9. 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.

  10. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2014-06-01

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

  12. Driving style recognition method using braking characteristics based on hidden Markov model

    PubMed Central

    Wu, Chaozhong; Lyu, Nengchao; Huang, Zhen

    2017-01-01

    Since the advantage of hidden Markov model in dealing with time series data and for the sake of identifying driving style, three driving style (aggressive, moderate and mild) are modeled reasonably through hidden Markov model based on driver braking characteristics to achieve efficient driving style. Firstly, braking impulse and the maximum braking unit area of vacuum booster within a certain time are collected from braking operation, and then general braking and emergency braking characteristics are extracted to code the braking characteristics. Secondly, the braking behavior observation sequence is used to describe the initial parameters of hidden Markov model, and the generation of the hidden Markov model for differentiating and an observation sequence which is trained and judged by the driving style is introduced. Thirdly, the maximum likelihood logarithm could be implied from the observable parameters. The recognition accuracy of algorithm is verified through experiments and two common pattern recognition algorithms. The results showed that the driving style discrimination based on hidden Markov model algorithm could realize effective discriminant of driving style. PMID:28837580

  13. Driving style recognition method using braking characteristics based on hidden Markov model.

    PubMed

    Deng, Chao; Wu, Chaozhong; Lyu, Nengchao; Huang, Zhen

    2017-01-01

    Since the advantage of hidden Markov model in dealing with time series data and for the sake of identifying driving style, three driving style (aggressive, moderate and mild) are modeled reasonably through hidden Markov model based on driver braking characteristics to achieve efficient driving style. Firstly, braking impulse and the maximum braking unit area of vacuum booster within a certain time are collected from braking operation, and then general braking and emergency braking characteristics are extracted to code the braking characteristics. Secondly, the braking behavior observation sequence is used to describe the initial parameters of hidden Markov model, and the generation of the hidden Markov model for differentiating and an observation sequence which is trained and judged by the driving style is introduced. Thirdly, the maximum likelihood logarithm could be implied from the observable parameters. The recognition accuracy of algorithm is verified through experiments and two common pattern recognition algorithms. The results showed that the driving style discrimination based on hidden Markov model algorithm could realize effective discriminant of driving style.

  14. 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.

  15. 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.

  16. Inference of mechanical states of intestinal motor activity using hidden Markov models

    PubMed Central

    2013-01-01

    Background Contractions and relaxations of the muscle layers within the digestive tract alter the external diameter and the internal pressures. These changes in diameter and pressure move digesting food and waste products. Defining these complex relationships is a fundamental step for neurogastroenterologists to be able define normal and abnormal gut motility. Results Utilising an in vitro technique that allows for the simultaneous recording of intraluminal pressure (manometry) and gut diameter (video) in an isolated section of rabbit colon, we developed a technique to help define the mechanical states of the muscle at any point in space and time during actual peristaltic movements. This was achieved by directly relating the changes in pressure to the changes in diameter along the length of the gut studied. For each individual measure of pressure or diameter, 3 dynamic state components were identified; increasing or decreasing changes or a stable period. Two additional static state components, fully contracted and fully distended, were defined for the diameter. Then qualitative mechanical states of the muscle activity were defined as combinations of these state components. A hidden Markov model was used to correlate adjacent-in-time samples, and the Viterbi algorithm was used to infer the most likely sequence of mechanical states based on the observed data. From this a spatiotemporal map of the mechanical states was produced, showing the regions of active contractions, active relaxations, or passive states along the length of the gut throughout the entire recording period. Conclusions The identification of mechanical muscles states based on gut diameter and intraluminal pressure was possible by modelling muscle activation with a hidden Markov model. PMID:24330642

  17. 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.

  18. 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

  19. Modeling strategic use of human computer interfaces with novel hidden Markov models.

    PubMed

    Mariano, Laura J; Poore, Joshua C; Krum, David M; Schwartz, Jana L; Coskren, William D; Jones, Eric M

    2015-01-01

    Immersive software tools are virtual environments designed to give their users an augmented view of real-world data and ways of manipulating that data. As virtual environments, every action users make while interacting with these tools can be carefully logged, as can the state of the software and the information it presents to the user, giving these actions context. This data provides a high-resolution lens through which dynamic cognitive and behavioral processes can be viewed. In this report, we describe new methods for the analysis and interpretation of such data, utilizing a novel implementation of the Beta Process Hidden Markov Model (BP-HMM) for analysis of software activity logs. We further report the results of a preliminary study designed to establish the validity of our modeling approach. A group of 20 participants were asked to play a simple computer game, instrumented to log every interaction with the interface. Participants had no previous experience with the game's functionality or rules, so the activity logs collected during their naïve interactions capture patterns of exploratory behavior and skill acquisition as they attempted to learn the rules of the game. Pre- and post-task questionnaires probed for self-reported styles of problem solving, as well as task engagement, difficulty, and workload. We jointly modeled the activity log sequences collected from all participants using the BP-HMM approach, identifying a global library of activity patterns representative of the collective behavior of all the participants. Analyses show systematic relationships between both pre- and post-task questionnaires, self-reported approaches to analytic problem solving, and metrics extracted from the BP-HMM decomposition. Overall, we find that this novel approach to decomposing unstructured behavioral data within software environments provides a sensible means for understanding how users learn to integrate software functionality for strategic task pursuit.

  20. 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

  1. Optimal control for unknown discrete-time nonlinear Markov jump systems using adaptive dynamic programming.

    PubMed

    Zhong, Xiangnan; He, Haibo; Zhang, Huaguang; Wang, Zhanshan

    2014-12-01

    In this paper, we develop and analyze an optimal control method for a class of discrete-time nonlinear Markov jump systems (MJSs) with unknown system dynamics. Specifically, an identifier is established for the unknown systems to approximate system states, and an optimal control approach for nonlinear MJSs is developed to solve the Hamilton-Jacobi-Bellman equation based on the adaptive dynamic programming technique. We also develop detailed stability analysis of the control approach, including the convergence of the performance index function for nonlinear MJSs and the existence of the corresponding admissible control. Neural network techniques are used to approximate the proposed performance index function and the control law. To demonstrate the effectiveness of our approach, three simulation studies, one linear case, one nonlinear case, and one single link robot arm case, are used to validate the performance of the proposed optimal control method.

  2. Testing the Markov hypothesis in fluid flows

    NASA Astrophysics Data System (ADS)

    Meyer, Daniel W.; Saggini, Frédéric

    2016-05-01

    Stochastic Markov processes are used very frequently to model, for example, processes in turbulence and subsurface flow and transport. Based on the weak Chapman-Kolmogorov equation and the strong Markov condition, we present methods to test the Markov hypothesis that is at the heart of these models. We demonstrate the capabilities of our methodology by testing the Markov hypothesis for fluid and inertial particles in turbulence, and fluid particles in the heterogeneous subsurface. In the context of subsurface macrodispersion, we find that depending on the heterogeneity level, Markov models work well above a certain scale of interest for media with different log-conductivity correlation structures. Moreover, we find surprising similarities in the velocity dynamics of the different media considered.

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. 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+) .

  9. 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.

  10. 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

  11. 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.

  12. Multi-Observation Continuous Density Hidden Markov Models for Anomaly Detection in Full Motion Video

    DTIC Science & Technology

    2012-06-01

    variable of summation • λ = (A, B, π) A Hidden Markov Model • ai j Probability of being in state j at time t + 1 given the process was in i at t • bi PDF for...Angular Deviation . A random variable , the difference in heading (in degrees) from the overall direction of movement over the sequence • S : Speed. A... random variable , the speed of the agent at a given time step xiii MULTI-OBSERVATION CONTINUOUS DENSITY HIDDEN MARKOV MODELS FOR ANOMALY DETECTION IN

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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

  19. 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.

  20. Modeling sleep data for a new drug in development using markov mixed-effects models.

    PubMed

    Kjellsson, Maria C; Ouellet, Daniele; Corrigan, Brian; Karlsson, Mats O

    2011-10-01

    To characterize the time-course of sleep in insomnia patients as well as placebo and concentration-effect relationships of two hypnotic compounds, PD 0200390 and zolpidem, using an accelerated model-building strategy based on mixed-effects Markov models. Data were obtained in a phase II study with the drugs. Sleep stages were recorded during eight hours of sleep for two nights per treatment for the five treatments. First-order Markov models were developed for one transition at a time in a sequential manner; first a baseline model, followed by placebo and lastly the drug models. To accelerate the process, predefined models were selected based on a priori knowledge of sleep, including inter-subject and inter-occasion variability. Baseline sleep was described using piece-wise linear models, depending on time of night and duration of sleep stage. Placebo affected light sleep stages; drugs also affected slow-wave sleep. Administering PD 0200390 30 min earlier than standard dosing was shown through simulations to reduce latency to persistent sleep by 40%. The proposed accelerated model-building strategy resulted in a model well describing sleep patterns of insomnia patients with and without treatments.

  1. 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.

  2. 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.

  3. 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…

  4. 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.

  5. The application of a Grey Markov Model to forecasting annual maximum water levels at hydrological stations

    NASA Astrophysics Data System (ADS)

    Dong, Sheng; Chi, Kun; Zhang, Qiyi; Zhang, Xiangdong

    2012-03-01

    Compared with traditional real-time forecasting, this paper proposes a Grey Markov Model (GMM) to forecast the maximum water levels at hydrological stations in the estuary area. The GMM combines the Grey System and Markov theory into a higher precision model. The GMM takes advantage of the Grey System to predict the trend values and uses the Markov theory to forecast fluctuation values, and thus gives forecast results involving two aspects of information. The procedure for forecasting annul maximum water levels with the GMM contains five main steps: 1) establish the GM (1, 1) model based on the data series; 2) estimate the trend values; 3) establish a Markov Model based on relative error series; 4) modify the relative errors caused in step 2, and then obtain the relative errors of the second order estimation; 5) compare the results with measured data and estimate the accuracy. The historical water level records (from 1960 to 1992) at Yuqiao Hydrological Station in the estuary area of the Haihe River near Tianjin, China are utilized to calibrate and verify the proposed model according to the above steps. Every 25 years' data are regarded as a hydro-sequence. Eight groups of simulated results show reasonable agreement between the predicted values and the measured data. The GMM is also applied to the 10 other hydrological stations in the same estuary. The forecast results for all of the hydrological stations are good or acceptable. The feasibility and effectiveness of this new forecasting model have been proved in this paper.

  6. 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

  7. 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.

  8. 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.

  9. Detecting Memory and Structure in Human Navigation Patterns Using Markov Chain Models of Varying Order

    PubMed Central

    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. PMID:25013937

  10. Complex RNA Folding Kinetics Revealed by Single-Molecule FRET and Hidden Markov Models

    PubMed Central

    2014-01-01

    We have developed a hidden Markov model and optimization procedure for photon-based single-molecule FRET data, which takes into account the trace-dependent background intensities. This analysis technique reveals an unprecedented amount of detail in the folding kinetics of the Diels–Alderase ribozyme. We find a multitude of extended (low-FRET) and compact (high-FRET) states. Five states were consistently and independently identified in two FRET constructs and at three Mg2+ concentrations. Structures generally tend to become more compact upon addition of Mg2+. Some compact structures are observed to significantly depend on Mg2+ concentration, suggesting a tertiary fold stabilized by Mg2+ ions. One compact structure was observed to be Mg2+-independent, consistent with stabilization by tertiary Watson–Crick base pairing found in the folded Diels–Alderase structure. A hierarchy of time scales was discovered, including dynamics of 10 ms or faster, likely due to tertiary structure fluctuations, and slow dynamics on the seconds time scale, presumably associated with significant changes in secondary structure. The folding pathways proceed through a series of intermediate secondary structures. There exist both compact pathways and more complex ones, which display tertiary unfolding, then secondary refolding, and, subsequently, again tertiary refolding. PMID:24568646

  11. (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.

  12. (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.

  13. 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.

  14. Distributed multi-dimensional hidden Markov model: theory and application in multiple-object trajectory classification and recognition

    NASA Astrophysics Data System (ADS)

    Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq

    2008-01-01

    In this paper, we propose a novel distributed causal multi-dimensional hidden Markov model (DHMM). The proposed model can represent, for example, multiple motion trajectories of objects and their interaction activities in a scene; it is capable of conveying not only dynamics of each trajectory, but also interactions information between multiple trajectories, which can be critical in many applications. We firstly provide a solution for non-causal, multi-dimensional hidden Markov model (HMM) by distributing the non-causal model into multiple distributed causal HMMs. We approximate the simultaneous solution of multiple HMMs on a sequential processor by an alternate updating scheme. Subsequently we provide three algorithms for the training and classification of our proposed model. A new Expectation-Maximization (EM) algorithm suitable for estimation of the new model is derived, where a novel General Forward-Backward (GFB) algorithm is proposed for recursive estimation of the model parameters. A new conditional independent subset-state sequence structure decomposition of state sequences is proposed for the 2D Viterbi algorithm. The new model can be applied to many other areas such as image segmentation and image classification. Simulation results in classification of multiple interacting trajectories demonstrate the superior performance and higher accuracy rate of our distributed HMM in comparison to previous models.

  15. 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.

  16. A mixed non-homogeneous hidden Markov model for categorical data, with application to alcohol consumption.

    PubMed

    Maruotti, Antonello; Rocci, Roberto

    2012-04-30

    Hidden Markov models (HMMs) are frequently used to analyse longitudinal data, where the same set of subjects is repeatedly observed over time. In this context, several sources of heterogeneity may arise at individual and/or time level, which affect the hidden process, that is, the transition probabilities between the hidden states. In this paper, we propose the use of a finite mixture of non-homogeneous HMMs (NH-HMMs) to face the heterogeneity problem. The non-homogeneity of the model allows us to take into account observed sources of heterogeneity by means of a proper set of covariates, time and/or individual dependent, explaining the variations in the transition probabilities. Moreover, we handle the unobserved sources of heterogeneity at the individual level, due to, for example, omitted covariates, by introducing a random term with a discrete distribution. The resulting model is a finite mixture of NH-HMM that can be used to classify individuals according to their dynamic behaviour or to estimate a mixed NH-HMM without any assumption regarding the distribution of the random term following the non-parametric maximum likelihood approach. We test the effectiveness of the proposal through a simulation study and an application to real data on alcohol abuse. Copyright © 2012 John Wiley & Sons, Ltd.

  17. Spike correlations in a songbird agree with a simple markov population model.

    PubMed

    Weber, Andrea P; Hahnloser, Richard H R

    2007-12-01

    The relationships between neural activity at the single-cell and the population levels are of central importance for understanding neural codes. In many sensory systems, collective behaviors in large cell groups can be described by pairwise spike correlations. Here, we test whether in a highly specialized premotor system of songbirds, pairwise spike correlations themselves can be seen as a simple corollary of an underlying random process. We test hypotheses on connectivity and network dynamics in the motor pathway of zebra finches using a high-level population model that is independent of detailed single-neuron properties. We assume that neural population activity evolves along a finite set of states during singing, and that during sleep population activity randomly switches back and forth between song states and a single resting state. Individual spike trains are generated by associating with each of the population states a particular firing mode, such as bursting or tonic firing. With an overall modification of one or two simple control parameters, the Markov model is able to reproduce observed firing statistics and spike correlations in different neuron types and behavioral states. Our results suggest that song- and sleep-related firing patterns are identical on short time scales and result from random sampling of a unique underlying theme. The efficiency of our population model may apply also to other neural systems in which population hypotheses can be tested on recordings from small neuron groups.

  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. 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.

  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. 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

  2. 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...

  3. 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…

  4. 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…

  5. 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)

  6. 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...

  7. 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.

  8. Markov Modeling of Component Fault Growth Over a Derived Domain of Feasible Output Control Effort Modifications

    DTIC Science & Technology

    2012-09-01

    of similar stochastic modeling techniques, are given in Banjevic and Jardine (2006). The state transition probabilities in a Markov process descrip...Technology, and Dr Kai Goebel, Director of the Prognostics Center of Excellence at NASA AMES. REFERENCES Banjevic, D., & Jardine , A. (2006). Calculation of

  9. 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

  10. 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

  11. 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…

  12. 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…

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

    ERIC Educational Resources Information Center

    Kim, Jee-Seon; Bolt, Daniel M.

    2007-01-01

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

  14. 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…

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

    USDA-ARS?s Scientific Manuscript database

    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...

  16. Generalization of Faustmann's Formula for Stochastic Forest Growth and Prices with Markov Decision Process Models

    Treesearch

    Joseph Buongiorno

    2001-01-01

    Faustmann's formula gives the land value, or the forest value of land with trees, under deterministic assumptions regarding future stand growth and prices, over an infinite horizon. Markov decision process (MDP) models generalize Faustmann's approach by recognizing that future stand states and prices are known only as probabilistic distributions. The...

  17. Markov models of non-Gaussian exponentially correlated processes and their applications

    SciTech Connect

    Primak, S.; Lyandres, V.; Kontorovich, V.

    2001-06-01

    We consider three different methods of generating non-Gaussian Markov processes with given probability density functions and exponential correlation functions. All models are based on stochastic differential equations. A number of analytically treatable examples are considered. The results obtained can be used in different areas such as telecommunications and neurobiology.

  18. 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)

  19. 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.

  20. 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.

  1. 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.

  2. 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

  3. 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

  4. 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.

  5. 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.

  6. Error statistics of hidden Markov model and hidden Boltzmann model results

    PubMed Central

    Newberg, Lee A

    2009-01-01

    Background Hidden Markov models and hidden Boltzmann models are employed in computational biology and a variety of other scientific fields for a variety of analyses of sequential data. Whether the associated algorithms are used to compute an actual probability or, more generally, an odds ratio or some other score, a frequent requirement is that the error statistics of a given score be known. What is the chance that random data would achieve that score or better? What is the chance that a real signal would achieve a given score threshold? Results Here we present a novel general approach to estimating these false positive and true positive rates that is significantly more efficient than are existing general approaches. We validate the technique via an implementation within the HMMER 3.0 package, which scans DNA or protein sequence databases for patterns of interest, using a profile-HMM. Conclusion The new approach is faster than general naïve sampling approaches, and more general than other current approaches. It provides an efficient mechanism by which to estimate error statistics for hidden Markov model and hidden Boltzmann model results. PMID:19589158

  7. 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.

  8. 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.

  9. 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

  10. Longitudinal modeling of glaucoma progression using 2-dimensional continuous-time hidden Markov model.

    PubMed

    Liu, Yu-Ying; Ishikawa, Hiroshi; Chen, Mei; Wollstein, Gadi; Schumnan, Joel S; Rehg, James M

    2013-01-01

    We propose a 2D continuous-time Hidden Markov Model (2D CT-HMM) for glaucoma progression modeling given longitudinal structural and functional measurements. CT-HMM is suitable for modeling longitudinal medical data consisting of visits at arbitrary times, and 2D state structure is more appropriate for glaucoma since the time courses of functional and structural degeneration are usually different. The learned model not only corroborates the clinical findings that structural degeneration is more evident than functional degeneration in early glaucoma and the opposite is observed in more advanced stages, but also reveals the exact stages where the trend reverses. A method to detect time segments of fast progression is also proposed. Our results show that this detector can effectively identify patients with rapid degeneration. The model and the derived detector can be of clinical value for glaucoma monitoring.

  11. 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

  12. 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.

  13. 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.

  14. 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

  15. Structural Disorder of Folded Proteins: Isotope-Edited 2D IR Spectroscopy and Markov State Modeling

    PubMed Central

    Baiz, Carlos R.; Tokmakoff, Andrei

    2015-01-01

    The conformational heterogeneity of the N-terminal domain of the ribosomal protein L9 (NTL91-39) in its folded state is investigated using isotope-edited two-dimensional infrared spectroscopy. Backbone carbonyls are isotope-labeled (13C=18O) at five selected positions (V3, V9, V9G13, G16, and G24) to provide a set of localized spectroscopic probes of the structure and solvent exposure at these positions. Structural interpretation of the amide I line shapes is enabled by spectral simulations carried out on structures extracted from a recent Markov state model. The V3 label spectrum indicates that the β-sheet contacts between strands I and II are well folded with minimal disorder. The V9 and V9G13 label spectra, which directly probe the hydrogen-bond contacts across the β-turn, show significant disorder, indicating that molecular dynamics simulations tend to overstabilize ideally folded β-turn structures in NTL91-39. In addition, G24-label spectra provide evidence for a partially disordered α-helix backbone that participates in hydrogen bonding with the surrounding water. PMID:25863066

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. Segmentation of brain tumors in 4D MR images using the hidden Markov model.

    PubMed

    Solomon, Jeffrey; Butman, John A; Sood, Arun

    2006-12-01

    Tumor size is an objective measure that is used to evaluate the effectiveness of anticancer agents. Responses to therapy are categorized as complete response, partial response, stable disease and progressive disease. Implicit in this scheme is the change in the tumor over time; however, most tumor segmentation algorithms do not use temporal information. Here we introduce an automated method using probabilistic reasoning over both space and time to segment brain tumors from 4D spatio-temporal MRI data. The 3D expectation-maximization method is extended using the hidden Markov model to infer tumor classification based on previous and subsequent segmentation results. Spatial coherence via a Markov Random Field was included in the 3D spatial model. Simulated images as well as patient images from three independent sources were used to validate this method. The sensitivity and specificity of tumor segmentation using this spatio-temporal model is improved over commonly used spatial or temporal models alone.

  4. 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.

  5. Exploring the free energy gain of phase separation via Markov state modeling

    NASA Astrophysics Data System (ADS)

    Biedermann, Myra; Heuer, Andreas

    2017-07-01

    The gain of free energy upon unmixing is determined via application of Markov state modeling (MSM), using an Ising model with a fixed number of up- and down-spins. MSM yields reasonable estimates of the free energies. However, a closer look reveals significant differences that point to residual non-Markovian effects. These non-Markovian effects are rather unexpected since the typical criteria to study the quality of Markovianity indicate complete Markovian behavior. We identify the sparse connectivity between different Markov states as a likely reason for the observed bias. By studying a simple five state model system, we can analytically elucidate different sources of the bias and thus explain the different deviations that were observed for the Ising model. Based on this insight, we can modify the determination of the count matrix in the MSM approach. In this way, the estimation of the free energy is significantly improved.

  6. Exploring the free energy gain of phase separation via Markov state modeling.

    PubMed

    Biedermann, Myra; Heuer, Andreas

    2017-07-21

    The gain of free energy upon unmixing is determined via application of Markov state modeling (MSM), using an Ising model with a fixed number of up- and down-spins. MSM yields reasonable estimates of the free energies. However, a closer look reveals significant differences that point to residual non-Markovian effects. These non-Markovian effects are rather unexpected since the typical criteria to study the quality of Markovianity indicate complete Markovian behavior. We identify the sparse connectivity between different Markov states as a likely reason for the observed bias. By studying a simple five state model system, we can analytically elucidate different sources of the bias and thus explain the different deviations that were observed for the Ising model. Based on this insight, we can modify the determination of the count matrix in the MSM approach. In this way, the estimation of the free energy is significantly improved.

  7. 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.

  8. 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

  9. 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. Copyright 2002 John Wiley & Sons, Ltd.

  10. 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.

  11. 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.

  12. Multiple indicator hidden Markov model with an application to medical utilization data

    PubMed Central

    Wall, Melanie M.; Li, Ran

    2009-01-01

    Monthly counts of medical visits across several years for persons identified to have alcoholism problems are modeled using two-state hidden Markov models (HMM) in order to describe the effect of alcoholism treatment on the likelihood of persons to be in a “healthy” or “unhealthy” state. The medical visits can be classified into different types leading to multivariate counts of medical visits each month. A multiple indicator hidden Markov model is introduced that simultaneously fits the multivariate Poisson counts by assuming a shared hidden state underlying all of them. The multiple indicator hidden Markov model borrows information across different types of medical encounters. A univariate HMMs based on the total count across types of medical visits each month is also considered. Comparisons between the multiple indicator HMM and the total count HMM are made, as well as comparisons with more traditional longitudinal models that directly model the counts. A Bayesian framework is used for estimation of the HMM and implementation is in Winbugs. PMID:18991318

  13. 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

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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

  19. 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.

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

    PubMed

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

    2015-06-06

    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. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

  1. A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

    SciTech Connect

    Goreac, Dan Kobylanski, Magdalena Martinez, Miguel

    2016-10-15

    We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product, the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.

  2. A Statistical Multiresolution Approach for Face Recognition Using Structural Hidden Markov Models

    NASA Astrophysics Data System (ADS)

    Nicholl, P.; Amira, A.; Bouchaffra, D.; Perrott, R. H.

    2007-12-01

    This paper introduces a novel methodology that combines the multiresolution feature of the discrete wavelet transform (DWT) with the local interactions of the facial structures expressed through the structural hidden Markov model (SHMM). A range of wavelet filters such as Haar, biorthogonal 9/7, and Coiflet, as well as Gabor, have been implemented in order to search for the best performance. SHMMs perform a thorough probabilistic analysis of any sequential pattern by revealing both its inner and outer structures simultaneously. Unlike traditional HMMs, the SHMMs do not perform the state conditional independence of the visible observation sequence assumption. This is achieved via the concept of local structures introduced by the SHMMs. Therefore, the long-range dependency problem inherent to traditional HMMs has been drastically reduced. SHMMs have not previously been applied to the problem of face identification. The results reported in this application have shown that SHMM outperforms the traditional hidden Markov model with a 73% increase in accuracy.

  3. Load Monitoring System of Electric Appliances Based on Hidden Markov Model

    NASA Astrophysics Data System (ADS)

    Nakamura, Hisahide; Ito, Koichi; Suzuki, Tatsuya

    This paper proposes a new load monitoring system of electric appliances based on Hidden Markov Model. Monitoring of electric appliances under operation is expected to lead to understanding needs of power consumers and forecasting power demands in future. When a certain electric appliance runs, the current waveform flowing in it shows specific characteristics. Therefore, it is quite reasonable to pay attention to the pattern of current waveforms for recognition of used electric appliances. In this paper, Hidden Markov Model, which is widely used for the analysis of time series data, is introduced as the recognizer for the current waveforms. The usefulness of the proposed method is verified through some experiments using real measured data.

  4. 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.

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

    PubMed

    Cook, R J

    1999-09-01

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

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. HaplotypeCN: Copy Number Haplotype Inference with Hidden Markov Model and Localized Haplotype Clustering

    PubMed Central

    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. PMID:24849202

  11. 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.

  12. 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.

  13. Signal Processing of MEMS Gyroscope Arrays to Improve Accuracy Using a 1st Order Markov for Rate Signal Modeling

    PubMed Central

    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. PMID:22438734

  14. Decoding of individual finger movements from surface EMG signals using vector autoregressive hierarchical hidden Markov models (VARHHMM).

    PubMed

    Malesevic, Nebojsa; Markovic, Dimitrije; Kanitz, Gunter; Controzzi, Marco; Cipriani, Christian; Antfolk, Christian

    2017-07-01

    In this paper we present a novel method for predicting individual fingers movements from surface electromyography (EMG). The method is intended for real-time dexterous control of a multifunctional prosthetic hand device. The EMG data was recorded using 16 single-ended channels positioned on the forearm of healthy participants. Synchronously with the EMG recording, the subjects performed consecutive finger movements based on the visual cues. Our algorithm could be described in following steps: extracting mean average value (MAV) of the EMG to be used as the feature for classification, piece-wise linear modeling of EMG feature dynamics, implementation of hierarchical hidden Markov models (HHMM) to capture transitions between linear models, and implementation of Bayesian inference as the classifier. The performance of our classifier was evaluated against commonly used real-time classifiers. The results show that the current algorithm setup classifies EMG data similarly to the best among tested classifiers but with equal or less computational complexity.

  15. Hidden Markov models used for the offline classification of EEG data.

    PubMed

    Obermaier, B; Guger, C; Pfurtscheller, G

    1999-06-01

    Hidden Markov models (HMM) are introduced for the offline classification of single-trail EEG data in a brain-computer-interface (BCI). The HMMs are used to classify Hjorth parameters calculated from bipolar EEG data, recorded during the imagination of a left or right hand movement. The effects of different types of HMMs on the recognition rate are discussed. Furthermore a comparison of the results achieved with the linear discriminant (LD) and the HMM, is presented.

  16. High Order Non-Stationary Markov Models and Anomaly Propagation Analysis in Intrusion Detection System (IDS)

    DTIC Science & Technology

    2007-02-01

    true alarms from false positives . At the host-level, a new anomaly detection mechanism operating that employs non-stationary Markov models is proposed....mitigate false positives, network based correlation of collected anomalies from different hosts is suggested, as well as a new means of host-based anomaly ... detection . The concept of anomaly propagation is based on the premise that false alarms do not propagate within the network. Unless anomaly

  17. The stochastic modelling of kleptoparasitism using a Markov process.

    PubMed

    Broom, Mark; Crowe, Mary L; Fitzgerald, Meghan R; Rychtár, Jan

    2010-05-21

    Kleptoparasitism, the stealing of food items from other animals, is a common behaviour observed across a huge variety of species, and has been subjected to significant modelling effort. Most such modelling has been deterministic, effectively assuming an infinite population, although recently some important stochastic models have been developed. In particular the model of Yates and Broom (Stochastic models of kleptoparasitism. J. Theor. Biol. 248 (2007), 480-489) introduced a stochastic version following the original model of Ruxton and Moody (The ideal free distribution with kleptoparasitism. J. Theor. Biol. 186 (1997), 449-458), and whilst they generated results of interest, they did not solve the model explicitly. In this paper, building on methods used already by van der Meer and Smallegange (A stochastic version of the Beddington-DeAngelis functional response: Modelling interference for a finite number of predators. J. Animal Ecol. 78 (2009) 134-142) we give an exact solution to the distribution of the population over the states for the Yates and Broom model and investigate the effects of some key biological parameters, especially for small populations where stochastic models can be expected to differ most from their deterministic equivalents. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

  18. Adaptive Phase I Clinical Trial Design Using Markov Models for Conditional Probability of Toxicity

    PubMed Central

    Fernandes, Laura L.; Taylor, Jeremy M.G.; Murray, Susan

    2016-01-01

    Many phase I trials in oncology involve multiple dose administrations on the same patient over multiple cycles, with a typical cycle lasting three weeks and having about six cycles per patient with a goal to find the maximum tolerated dose (MTD) and study the dose-toxicity relationship. A patient's dose is unchanged over the cycles and the data is reduced to a binary end point, the occurrence of a toxicity and analyzed either by considering the toxicity from the first dose or from any cycle on the study. In this paper an alternative approach allowing an assessment of toxicity from each cycle and dose variations for patient over cycles is presented. A Markov model for the conditional probability of toxicity on any cycle given no toxicity in previous cycles is formulated as a function of the current and previous doses. The extra information from each cycle provides more precise estimation of the dose-toxicity relationship. Simulation results demonstrating gains in using the Markov model as compared to analyses of a single binary outcome are presented. Methods for utilizing the Markov model to conduct a phase I study, including choices for selecting doses for the next cycle for each patient, are developed and presented via simulation. PMID:26098782

  19. 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.

  20. 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.

  1. 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

  2. Analysis of an optimal hidden Markov model for secondary structure prediction

    PubMed Central

    Martin, Juliette; Gibrat, Jean-François; Rodolphe, François

    2006-01-01

    Background Secondary structure prediction is a useful first step toward 3D structure prediction. A number of successful secondary structure prediction methods use neural networks, but unfortunately, neural networks are not intuitively interpretable. On the contrary, hidden Markov models are graphical interpretable models. Moreover, they have been successfully used in many bioinformatic applications. Because they offer a strong statistical background and allow model interpretation, we propose a method based on hidden Markov models. Results Our HMM is designed without prior knowledge. It is chosen within a collection of models of increasing size, using statistical and accuracy criteria. The resulting model has 36 hidden states: 15 that model α-helices, 12 that model coil and 9 that model β-strands. Connections between hidden states and state emission probabilities reflect the organization of protein structures into secondary structure segments. We start by analyzing the model features and see how it offers a new vision of local structures. We then use it for secondary structure prediction. Our model appears to be very efficient on single sequences, with a Q3 score of 68.8%, more than one point above PSIPRED prediction on single sequences. A straightforward extension of the method allows the use of multiple sequence alignments, rising the Q3 score to 75.5%. Conclusion The hidden Markov model presented here achieves valuable prediction results using only a limited number of parameters. It provides an interpretable framework for protein secondary structure architecture. Furthermore, it can be used as a tool for generating protein sequences with a given secondary structure content. PMID:17166267

  3. On identification of Na(+) channel gating schemes using moving-average filtered hidden Markov models.

    PubMed

    Michalek, S; Lerche, H; Wagner, M; Mitrović, N; Schiebe, M; Lehmann-Horn, F; Timmer, J

    1999-01-01

    Transitions between distinct kinetic states of an ion channel are described by a Markov process. Hidden Markov models (HMM) have been successfully applied in the analysis of single ion channel recordings with a small signal-to-noise ratio. However, we have recently shown that the anti-aliasing low-pass filter misleads parameter estimation. Here, we show for the case of a Na(+) channel recording that the standard HMM do neither allow parameter estimation nor a correct identification of the gating scheme. In particular, the number of closed and open states is determined incorrectly, whereas a modified HMM considering the anti-aliasing filter (moving-average filtered HMM) is able to reproduce the characteristic properties of the time series and to perform gating scheme identification.

  4. 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

  5. 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.

  6. 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

  7. 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.

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

    SciTech Connect

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

    2009-02-11

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

  9. American option pricing in Gauss-Markov interest rate models

    NASA Astrophysics Data System (ADS)

    Galluccio, Stefano

    1999-07-01

    In the context of Gaussian non-homogeneous interest-rate models, we study the problem of American bond option pricing. In particular, we show how to efficiently compute the exercise boundary in these models in order to decompose the price as a sum of a European option and an American premium. Generalizations to coupon-bearing bonds and jump-diffusion processes for the interest rates are also discussed.

  10. A Class of Markov Models for Longitudinal Ordinal Data

    PubMed Central

    Lee, Keunbaik; Daniels, Michael J.

    2009-01-01

    Summary Generalized linear models with serial dependence are often used for short longitudinal series. Heagerty (2002, Biometrics 58, 342–351) has proposed marginalized transition models for the analysis of longitudinal binary data. In this article, we extend this work to accommodate longitudinal ordinal data. Fisher-scoring algorithms are developed for estimation. Methods are illustrated on quality-of-life data from a recent colorectal cancer clinical trial. PMID:18078479

  11. 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.

  12. 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.

  13. 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

  14. 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.

  15. 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.

  16. Application of Markov process modelling to health status switching behaviour of infants.

    PubMed

    Biritwum, R B; Odoom, S I

    1995-02-01

    This study is an attempt to apply Markov process modelling to health status switching behaviour of infants. The data for the study consist of monthly records of diagnosed illnesses for 1152 children, each observed from the month of first contact with Kasangati Health Centre, Kampala, Uganda, until age 18 months. Only two states of health are considered in the study, a 'Health' state, denoted by W: (for Well), and an 'Illness' state denoted by S: (for Sick). The data are thus reduced to monthly records (W or S) of the states of health of the study sample. The simplest model of dependence of current health state on the past is one that links the current state to the immediately preceding month only; that is a Markov model. The starting point of this study was therefore to determine the proportions of children making the transitions W-->W, W-->S, S-->W, S-->S, from one month to the next, for each month from birth (month 0) to 18 months of age (month 18). These were used as estimates of the probabilities of making these transitions for each month from birth. This paper discusses the main features emerging from the study of these transition probabilities. In the first 5 months after birth, the probabilities of making the transitions W-->W, W-->S, S-->W, S-->S from one month to the next, showed some dependence on the age of the child. From the sixth month on, however, the dependence on age seemed to wear off. The transition probabilities remained the same from then on, suggesting that the switching pattern between health states behaves, eventually, like a time-homogeneous Markov Chain. This time-homogeneous chain attained a steady state distribution at about 12 months from birth. The study has shown that the transitions between Health and Illness for infants, from month to month, can be modelled by a Markov Chain for which the (single-step) transition probabilities are generally time-dependent or age-dependent. After the first few months of life the dependence on age may

  17. Models of Coin-Tossing for Markov Chains. Revision

    DTIC Science & Technology

    1987-12-11

    4400 University Drive T IF r~i Fairfax, Virginia 22030 Fll.F CCJJ {~P - LD George Mason Uniersity MODELS OF COIN-TOSSING FOR MARI(OV CHAINS0 by...George Mason University Fairfax, VA 22030 Copy No. ----------- This document has been approved for public sale and release; WOO its distribution is...Applied Statistics T . George Mason University , Fairfax, Va. 22030 Project 4118150 II. CONTROLLING OFFICE NAME AND ADDRESS 12. REPORT DATE Office of Naval

  18. 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

  19. 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.

  20. 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.

  1. Optimizing Markov Model Parameters for Asynchronous Impulsive Noise over Broadband Power Line Communication Network

    NASA Astrophysics Data System (ADS)

    Tan, Tan-Hsu; Huang, San-Yuan; Chang, Ching-Su; Huang, Yung-Fa

    A statistical model based on a partitioned Markov-chains model has previously been developed to represent time domain behavior of the asynchronous impulsive noise over a broadband power line communication (PLC) network. However, the estimation of its model parameters using the Simplex method can easily trap thee final solution at a local optimum. This study proposes an estimation scheme based on the genetic algorithm (GA) to overcome this difficulty. Experimental results show that the proposed scheme yields estimates that more closely match the experimental data statistics.

  2. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2007-12-01

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

  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. 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…

  6. 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.

  7. 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

  8. 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

  9. Semi-Markov Models and Motion in Heterogeneous Media

    NASA Astrophysics Data System (ADS)

    Ricciuti, Costantino; Toaldo, Bruno

    2017-09-01

    In this paper we study continuous time random walks such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of Volterra type, exhibiting a position dependent convolution kernel. Particular attention is devoted to the case where the holding times have a power-law decaying density, whose exponent depends on the state itself, which leads to variable order fractional equations. A suitable limit yields a variable order fractional heat equation, which models anomalous diffusions in heterogeneous media.

  10. 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.

  11. 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

  12. 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.

  13. 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).

  14. Hidden markov model for the prediction of transmembrane proteins using MATLAB.

    PubMed

    Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath

    2011-01-01

    Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.

  15. 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.

  16. 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.

  17. 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.

  18. 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

  19. 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.

  20. Profile Comparer: a program for scoring and aligning profile hidden Markov models

    PubMed Central

    Madera, Martin

    2008-01-01

    Summary: Profile Comparer (PRC) is a stand-alone program for scoring and aligning profile hidden Markov models (HMMs) of protein families. PRC can read models produced by SAM and HMMER, two popular profile HMM packages, as well as PSI-BLAST checkpoint files. This application note provides a brief description of the profile–profile algorithm used by PRC. Availability: The C source code licensed under the GNU General Public Licence and Linux and Mac OS X binaries can be downloaded from http://supfam.org/PRC. Contact: martin.madera@gmail.com Supplementary information: Supplementary data are available at Bioinformatics online. PMID:18845584