Investigation of sequence features of hinge-bending regions in proteins with domain movements using kernel logistic regression

Background: Hinge-bending movements in proteins comprising two or more domains form a large class of functional movements. Hinge-bending regions demarcate protein domains and collectively control the domain movement. Consequently, the ability to recognise sequence features of hinge-bending regions and to be able to predict them from sequence alone would benefit various areas of protein research. For example, an understanding of how the sequence features of these regions relate to dynamic properties in multi-domain proteins would aid in the rational design of linkers in therapeutic fusion proteins. Results: The DynDom database of protein domain movements comprises sequences annotated to indicate whether the amino acid residue is located within a hinge-bending region or within an intradomain region. Using statistical methods and Kernel Logistic Regression (KLR) models, this data was used to determine sequence features that favour or disfavour hinge-bending regions. This is a difficult classification problem as the number of negative cases (intradomain residues) is much larger than the number of positive cases (hinge residues). The statistical methods and the KLR models both show that cysteine has the lowest propensity for hinge-bending regions and proline has the highest, even though it is the most rigid amino acid. As hinge-bending regions have been previously shown to occur frequently at the terminal regions of the secondary structures, the propensity for proline at these regions is likely due to its tendency to break secondary structures. The KLR models also indicate that isoleucine may act as a domain-capping residue. We have found that a quadratic KLR model outperforms a linear KLR model and that improvement in performance occurs up to very long window lengths (eighty residues) indicating long-range correlations. Conclusion: In contrast to the only other approach that focused solely on interdomain hinge-bending regions, the method provides a modest and statistically significant improvement over a random classifier. An explanation of the KLR results is that in the prediction of hinge-bending regions a long-range correlation is at play between a small number amino acids that either favour or disfavour hinge-bending regions. The resulting sequence-based prediction tool, HingeSeek, is available to run through a webserver at hingeseek.cmp.uea.ac.uk

Covariate assisted screening and estimation

Consider a linear model $Y=X\beta+z$, where $X=X_{n,p}$ and $z\sim N(0,I_n)$. The vector $\beta$ is unknown but is sparse in the sense that most of its coordinates are $0$. The main interest is to separate its nonzero coordinates from the zero ones (i.e., variable selection). Motivated by examples in long-memory time series (Fan and Yao [Nonlinear Time Series: Nonparametric and Parametric Methods (2003) Springer]) and the change-point problem (Bhattacharya [In Change-Point Problems (South Hadley, MA, 1992) (1994) 28-56 IMS]), we are primarily interested in the case where the Gram matrix $G=X'X$ is nonsparse but sparsifiable by a finite order linear filter. We focus on the regime where signals are both rare and weak so that successful variable selection is very challenging but is still possible. We approach this problem by a new procedure called the covariate assisted screening and estimation (CASE). CASE first uses a linear filtering to reduce the original setting to a new regression model where the corresponding Gram (covariance) matrix is sparse. The new covariance matrix induces a sparse graph, which guides us to conduct multivariate screening without visiting all the submodels. By interacting with the signal sparsity, the graph enables us to decompose the original problem into many separated small-size subproblems (if only we know where they are!). Linear filtering also induces a so-called problem of information leakage, which can be overcome by the newly introduced patching technique. Together, these give rise to CASE, which is a two-stage screen and clean [Fan and Song Ann. Statist. 38 (2010) 3567-3604; Wasserman and Roeder Ann. Statist. 37 (2009) 2178-2201] procedure, where we first identify candidates of these submodels by patching and screening, and then re-examine each candidate to remove false positives.Comment: Published in at http://dx.doi.org/10.1214/14-AOS1243 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Structured Sparsity Models for Multiparty Speech Recovery from Reverberant Recordings

We tackle the multi-party speech recovery problem through modeling the acoustic of the reverberant chambers. Our approach exploits structured sparsity models to perform room modeling and speech recovery. We propose a scheme for characterizing the room acoustic from the unknown competing speech sources relying on localization of the early images of the speakers by sparse approximation of the spatial spectra of the virtual sources in a free-space model. The images are then clustered exploiting the low-rank structure of the spectro-temporal components belonging to each source. This enables us to identify the early support of the room impulse response function and its unique map to the room geometry. To further tackle the ambiguity of the reflection ratios, we propose a novel formulation of the reverberation model and estimate the absorption coefficients through a convex optimization exploiting joint sparsity model formulated upon spatio-spectral sparsity of concurrent speech representation. The acoustic parameters are then incorporated for separating individual speech signals through either structured sparse recovery or inverse filtering the acoustic channels. The experiments conducted on real data recordings demonstrate the effectiveness of the proposed approach for multi-party speech recovery and recognition.Comment: 31 page

Investigating the memory requirements for publish/subscribe filtering algorithms

Various filtering algorithms for publish/subscribe systems have been proposed. One distinguishing characteristic is their internal representation of Boolean subscriptions: They either require conversions to disjunctive normal forms (canonical approaches) or are directly exploited in event filtering (non-canonical approaches). In this paper, we present a detailed analysis and comparison of the memory requirements of canonical and non-canonical filtering algorithms. This includes a theoretical analysis of space usages as well as a verification of our theoretical results by an evaluation of a practical implementation. This practical analysis also considers time (filter) efficiency, which is the other important quality measure of filtering algorithms. By correlating the results of space and time efficiency, we conclude when to use non-canonical and canonical approaches

Dynamic dependence networks: Financial time series forecasting and portfolio decisions (with discussion)

We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business. Novel state-space models characterizing sparse patterns of dependence among multiple time series extend existing multivariate volatility models to enable scaling to higher numbers of individual time series. The theory of these "dynamic dependence network" models shows how the individual series can be "decoupled" for sequential analysis, and then "recoupled" for applied forecasting and decision analysis. Decoupling allows fast, efficient analysis of each of the series in individual univariate models that are linked-- for later recoupling-- through a theoretical multivariate volatility structure defined by a sparse underlying graphical model. Computational advances are especially significant in connection with model uncertainty about the sparsity patterns among series that define this graphical model; Bayesian model averaging using discounting of historical information builds substantially on this computational advance. An extensive, detailed case study showcases the use of these models, and the improvements in forecasting and financial portfolio investment decisions that are achievable. Using a long series of daily international currency, stock indices and commodity prices, the case study includes evaluations of multi-day forecasts and Bayesian portfolio analysis with a variety of practical utility functions, as well as comparisons against commodity trading advisor benchmarks.Comment: 31 pages, 9 figures, 3 table

Theoretical Foundations of Autoregressive Models for Time Series on Acyclic Directed Graphs

Three classes of models for time series on acyclic directed graphs are considered. At first a review of tree-structured models constructed from a nested partitioning of the observation interval is given. This nested partitioning leads to several resolution scales. The concept of mass balance allowing to interpret the average over an interval as the sum of averages over the sub-intervals implies linear restrictions in the tree-structured model. Under a white noise assumption for transition and observation noise there is an change-of-resolution Kalman filter for linear least squares prediction of interval averages \shortcite{chou:1991}. This class of models is generalized by modeling transition noise on the same scale in linear state space form. The third class deals with models on a more general class of directed acyclic graphs where nodes are allowed to have two parents. We show that these models have a linear state space representation with white system and coloured observation noise

A Statistical Toolbox For Mining And Modeling Spatial Data

Most data mining projects in spatial economics start with an evaluation of a set of attribute variables on a sample of spatial entities, looking for the existence and strength of spatial autocorrelation, based on the Moran’s and the Geary’s coefficients, the adequacy of which is rarely challenged, despite the fact that when reporting on their properties, many users seem likely to make mistakes and to foster confusion. My paper begins by a critical appraisal of the classical definition and rational of these indices. I argue that while intuitively founded, they are plagued by an inconsistency in their conception. Then, I propose a principled small change leading to corrected spatial autocorrelation coefficients, which strongly simplifies their relationship, and opens the way to an augmented toolbox of statistical methods of dimension reduction and data visualization, also useful for modeling purposes. A second section presents a formal framework, adapted from recent work in statistical learning, which gives theoretical support to our definition of corrected spatial autocorrelation coefficients. More specifically, the multivariate data mining methods presented here, are easily implementable on the existing (free) software, yield methods useful to exploit the proposed corrections in spatial data analysis practice, and, from a mathematical point of view, whose asymptotic behavior, already studied in a series of papers by Belkin & Niyogi, suggests that they own qualities of robustness and a limited sensitivity to the Modifiable Areal Unit Problem (MAUP), valuable in exploratory spatial data analysis

Tensor decomposition with generalized lasso penalties

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our approach presents many nontrivial challenges at the intersection of modeling and computation, which are studied in detail. An efficient coordinate-wise optimization algorithm for (PTD) is presented, and its convergence properties are characterized. The method is applied both to simulated data and real data on flu hospitalizations in Texas. These results show that our penalized tensor decomposition can offer major improvements on existing methods for analyzing multi-way data that exhibit smooth spatial or temporal features

Feasibility and performances of compressed-sensing and sparse map-making with Herschel/PACS data

The Herschel Space Observatory of ESA was launched in May 2009 and is in operation since. From its distant orbit around L2 it needs to transmit a huge quantity of information through a very limited bandwidth. This is especially true for the PACS imaging camera which needs to compress its data far more than what can be achieved with lossless compression. This is currently solved by including lossy averaging and rounding steps on board. Recently, a new theory called compressed-sensing emerged from the statistics community. This theory makes use of the sparsity of natural (or astrophysical) images to optimize the acquisition scheme of the data needed to estimate those images. Thus, it can lead to high compression factors. A previous article by Bobin et al. (2008) showed how the new theory could be applied to simulated Herschel/PACS data to solve the compression requirement of the instrument. In this article, we show that compressed-sensing theory can indeed be successfully applied to actual Herschel/PACS data and give significant improvements over the standard pipeline. In order to fully use the redundancy present in the data, we perform full sky map estimation and decompression at the same time, which cannot be done in most other compression methods. We also demonstrate that the various artifacts affecting the data (pink noise, glitches, whose behavior is a priori not well compatible with compressed-sensing) can be handled as well in this new framework. Finally, we make a comparison between the methods from the compressed-sensing scheme and data acquired with the standard compression scheme. We discuss improvements that can be made on ground for the creation of sky maps from the data.Comment: 11 pages, 6 figures, 5 tables, peer-reviewed articl