Spectral rate theory for projected two-state kinetics

Classical rate theories often fail in cases where the observable(s) or order parameter(s) used are poor reaction coordinates or the observed signal is deteriorated by noise, such that no clear separation between reactants and products is possible. Here, we present a general spectral two-state rate theory for ergodic dynamical systems in thermal equilibrium that explicitly takes into account how the system is observed. The theory allows the systematic estimation errors made by standard rate theories to be understood and quantified. We also elucidate the connection of spectral rate theory with the popular Markov state modeling (MSM) approach for molecular simulation studies. An optimal rate estimator is formulated that gives robust and unbiased results even for poor reaction coordinates and can be applied to both computer simulations and single-molecule experiments. No definition of a dividing surface is required. Another result of the theory is a model-free definition of the reaction coordinate quality (RCQ). The RCQ can be bounded from below by the directly computable observation quality (OQ), thus providing a measure allowing the RCQ to be optimized by tuning the experimental setup. Additionally, the respective partial probability distributions can be obtained for the reactant and product states along the observed order parameter, even when these strongly overlap. The effects of both filtering (averaging) and uncorrelated noise are also examined. The approach is demonstrated on numerical examples and experimental single-molecule force probe data of the p5ab RNA hairpin and the apo-myoglobin protein at low pH, here focusing on the case of two-state kinetics

Designs for generalized linear models with random block effects via information matrix approximations

The selection of optimal designs for generalized linear mixed models is complicated by the fact that the Fisher information matrix, on which most optimality criteria depend, is computationally expensive to evaluate. Our focus is on the design of experiments for likelihood estimation of parameters in the conditional model. We provide two novel approximations that substantially reduce the computational cost of evaluating the information matrix by complete enumeration of response outcomes, or Monte Carlo approximations thereof: (i) an asymptotic approximation which is accurate when there is strong dependence between observations in the same block; (ii) an approximation via Kriging interpolators. For logistic random intercept models, we show how interpolation can be especially effective for finding pseudo-Bayesian designs that incorporate uncertainty in the values of the model parameters. The new results are used to provide the first evaluation of the efficiency, for estimating conditional models, of optimal designs from closed-form approximations to the information matrix derived from marginal models. It is found that correcting for the marginal attenuation of parameters in binary-response models yields much improved designs, typically with very high efficiencies. However, in some experiments exhibiting strong dependence, designs for marginal models may still be inefficient for conditional modelling. Our asymptotic results provide some theoretical insights into why such inefficiencies occur

Is all government capital productive?

Government spending policy ; Production (Economic theory)

The generalized shrinkage estimator for the analysis of functional connectivity of brain signals

We develop a new statistical method for estimating functional connectivity between neurophysiological signals represented by a multivariate time series. We use partial coherence as the measure of functional connectivity. Partial coherence identifies the frequency bands that drive the direct linear association between any pair of channels. To estimate partial coherence, one would first need an estimate of the spectral density matrix of the multivariate time series. Parametric estimators of the spectral density matrix provide good frequency resolution but could be sensitive when the parametric model is misspecified. Smoothing-based nonparametric estimators are robust to model misspecification and are consistent but may have poor frequency resolution. In this work, we develop the generalized shrinkage estimator, which is a weighted average of a parametric estimator and a nonparametric estimator. The optimal weights are frequency-specific and derived under the quadratic risk criterion so that the estimator, either the parametric estimator or the nonparametric estimator, that performs better at a particular frequency receives heavier weight. We validate the proposed estimator in a simulation study and apply it on electroencephalogram recordings from a visual-motor experiment.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS396 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org