Probabilistic estimation of microarray data reliability and underlying gene expression

Background: The availability of high throughput methods for measurement of mRNA concentrations makes the reliability of conclusions drawn from the data and global quality control of samples and hybridization important issues. We address these issues by an information theoretic approach, applied to discretized expression values in replicated gene expression data. Results: Our approach yields a quantitative measure of two important parameter classes: First, the probability $P(\sigma | S)$ that a gene is in the biological state $\sigma$ in a certain variety, given its observed expression $S$ in the samples of that variety. Second, sample specific error probabilities which serve as consistency indicators of the measured samples of each variety. The method and its limitations are tested on gene expression data for developing murine B-cells and a $t$-test is used as reference. On a set of known genes it performs better than the $t$-test despite the crude discretization into only two expression levels. The consistency indicators, i.e. the error probabilities, correlate well with variations in the biological material and thus prove efficient. Conclusions: The proposed method is effective in determining differential gene expression and sample reliability in replicated microarray data. Already at two discrete expression levels in each sample, it gives a good explanation of the data and is comparable to standard techniques.Comment: 11 pages, 4 figure

Image registration with sparse approximations in parametric dictionaries

We examine in this paper the problem of image registration from the new perspective where images are given by sparse approximations in parametric dictionaries of geometric functions. We propose a registration algorithm that looks for an estimate of the global transformation between sparse images by examining the set of relative geometrical transformations between the respective features. We propose a theoretical analysis of our registration algorithm and we derive performance guarantees based on two novel important properties of redundant dictionaries, namely the robust linear independence and the transformation inconsistency. We propose several illustrations and insights about the importance of these dictionary properties and show that common properties such as coherence or restricted isometry property fail to provide sufficient information in registration problems. We finally show with illustrative experiments on simple visual objects and handwritten digits images that our algorithm outperforms baseline competitor methods in terms of transformation-invariant distance computation and classification

Impact of the tick-size on financial returns and correlations

We demonstrate that the lowest possible price change (tick-size) has a large impact on the structure of financial return distributions. It induces a microstructure as well as it can alter the tail behavior. On small return intervals, the tick-size can distort the calculation of correlations. This especially occurs on small return intervals and thus contributes to the decay of the correlation coefficient towards smaller return intervals (Epps effect). We study this behavior within a model and identify the effect in market data. Furthermore, we present a method to compensate this purely statistical error.Comment: 18 pages, 10 figure

Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations

Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with lognormal coefficients discretized in Hermite chaos polynomials is derived. It employs problem-adapted function spaces to ensure solvability of the variational formulation. The inherently high computational complexity of the parametric operator is made tractable by using hierarchical tensor representations. For this, a new tensor train format of the lognormal coefficient is derived and verified numerically. The central novelty is the derivation of a reliable residual-based a posteriori error estimator. This can be regarded as a unique feature of stochastic Galerkin methods. It allows for an adaptive algorithm to steer the refinements of the physical mesh and the anisotropic Wiener chaos polynomial degrees. For the evaluation of the error estimator to become feasible, a numerically efficient tensor format discretization is developed. Benchmark examples with unbounded lognormal coefficient fields illustrate the performance of the proposed Galerkin discretization and the fully adaptive algorithm