Bayesian Nonparametric Inference of Switching Linear Dynamical Systems

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector autoregressive (VAR) process. Our Bayesian nonparametric approach utilizes a hierarchical Dirichlet process prior to learn an unknown number of persistent, smooth dynamical modes. We additionally employ automatic relevance determination to infer a sparse set of dynamic dependencies allowing us to learn SLDS with varying state dimension or switching VAR processes with varying autoregressive order. We develop a sampling algorithm that combines a truncated approximation to the Dirichlet process with efficient joint sampling of the mode and state sequences. The utility and flexibility of our model are demonstrated on synthetic data, sequences of dancing honey bees, the IBOVESPA stock index, and a maneuvering target tracking application.Comment: 50 pages, 7 figure

DART-ID increases single-cell proteome coverage.

Analysis by liquid chromatography and tandem mass spectrometry (LC-MS/MS) can identify and quantify thousands of proteins in microgram-level samples, such as those comprised of thousands of cells. This process, however, remains challenging for smaller samples, such as the proteomes of single mammalian cells, because reduced protein levels reduce the number of confidently sequenced peptides. To alleviate this reduction, we developed Data-driven Alignment of Retention Times for IDentification (DART-ID). DART-ID implements principled Bayesian frameworks for global retention time (RT) alignment and for incorporating RT estimates towards improved confidence estimates of peptide-spectrum-matches. When applied to bulk or to single-cell samples, DART-ID increased the number of data points by 30-50% at 1% FDR, and thus decreased missing data. Benchmarks indicate excellent quantification of peptides upgraded by DART-ID and support their utility for quantitative analysis, such as identifying cell types and cell-type specific proteins. The additional datapoints provided by DART-ID boost the statistical power and double the number of proteins identified as differentially abundant in monocytes and T-cells. DART-ID can be applied to diverse experimental designs and is freely available at http://dart-id.slavovlab.net