86,853 research outputs found
Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error
This article considers estimation of constant and time-varying coefficients
in nonlinear ordinary differential equation (ODE) models where analytic
closed-form solutions are not available. The numerical solution-based nonlinear
least squares (NLS) estimator is investigated in this study. A numerical
algorithm such as the Runge--Kutta method is used to approximate the ODE
solution. The asymptotic properties are established for the proposed estimators
considering both numerical error and measurement error. The B-spline is used to
approximate the time-varying coefficients, and the corresponding asymptotic
theories in this case are investigated under the framework of the sieve
approach. Our results show that if the maximum step size of the -order
numerical algorithm goes to zero at a rate faster than , the
numerical error is negligible compared to the measurement error. This result
provides a theoretical guidance in selection of the step size for numerical
evaluations of ODEs. Moreover, we have shown that the numerical solution-based
NLS estimator and the sieve NLS estimator are strongly consistent. The sieve
estimator of constant parameters is asymptotically normal with the same
asymptotic co-variance as that of the case where the true ODE solution is
exactly known, while the estimator of the time-varying parameter has the
optimal convergence rate under some regularity conditions. The theoretical
results are also developed for the case when the step size of the ODE numerical
solver does not go to zero fast enough or the numerical error is comparable to
the measurement error. We illustrate our approach with both simulation studies
and clinical data on HIV viral dynamics.Comment: Published in at http://dx.doi.org/10.1214/09-AOS784 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Estimation of constant and time-varying dynamic parameters of HIV infection in a nonlinear differential equation model
Modeling viral dynamics in HIV/AIDS studies has resulted in a deep
understanding of pathogenesis of HIV infection from which novel antiviral
treatment guidance and strategies have been derived. Viral dynamics models
based on nonlinear differential equations have been proposed and well developed
over the past few decades. However, it is quite challenging to use experimental
or clinical data to estimate the unknown parameters (both constant and
time-varying parameters) in complex nonlinear differential equation models.
Therefore, investigators usually fix some parameter values, from the literature
or by experience, to obtain only parameter estimates of interest from clinical
or experimental data. However, when such prior information is not available, it
is desirable to determine all the parameter estimates from data. In this paper
we intend to combine the newly developed approaches, a multi-stage
smoothing-based (MSSB) method and the spline-enhanced nonlinear least squares
(SNLS) approach, to estimate all HIV viral dynamic parameters in a nonlinear
differential equation model. In particular, to the best of our knowledge, this
is the first attempt to propose a comparatively thorough procedure, accounting
for both efficiency and accuracy, to rigorously estimate all key kinetic
parameters in a nonlinear differential equation model of HIV dynamics from
clinical data. These parameters include the proliferation rate and death rate
of uninfected HIV-targeted cells, the average number of virions produced by an
infected cell, and the infection rate which is related to the antiviral
treatment effect and is time-varying. To validate the estimation methods, we
verified the identifiability of the HIV viral dynamic model and performed
simulation studies.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS290 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Instantaneous modelling and reverse engineering of data-consistent prime models in seconds!
A theoretical framework that supports automated construction of dynamic prime models purely from experimental time series data has been invented and developed, which can automatically generate (construct) data-driven models of any time series data in seconds. This has resulted in the formulation and formalisation of new reverse engineering and dynamic methods for automated systems modelling of complex systems, including complex biological, financial, control, and artificial neural network systems. The systems/model theory behind the invention has been formalised as a new, effective and robust system identification strategy complementary to process-based modelling. The proposed dynamic modelling and network inference solutions often involve tackling extremely difficult parameter estimation challenges, inferring unknown underlying network structures, and unsupervised formulation and construction of smart and intelligent ODE models of complex systems. In underdetermined conditions, i.e., cases of dealing with how best to instantaneously and rapidly construct data-consistent prime models of unknown (or well-studied) complex system from small-sized time series data, inference of unknown underlying network of interaction is more challenging. This article reports a robust step-by-step mathematical and computational analysis of the entire prime model construction process that determines a model from data in less than a minute
Parameter estimation of ODE's via nonparametric estimators
Ordinary differential equations (ODE's) are widespread models in physics,
chemistry and biology. In particular, this mathematical formalism is used for
describing the evolution of complex systems and it might consist of
high-dimensional sets of coupled nonlinear differential equations. In this
setting, we propose a general method for estimating the parameters indexing
ODE's from times series. Our method is able to alleviate the computational
difficulties encountered by the classical parametric methods. These
difficulties are due to the implicit definition of the model. We propose the
use of a nonparametric estimator of regression functions as a first-step in the
construction of an M-estimator, and we show the consistency of the derived
estimator under general conditions. In the case of spline estimators, we prove
asymptotic normality, and that the rate of convergence is the usual
-rate for parametric estimators. Some perspectives of refinements of
this new family of parametric estimators are given.Comment: Published in at http://dx.doi.org/10.1214/07-EJS132 the Electronic
Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Quantitative model for inferring dynamic regulation of the tumour suppressor gene p53
Background: The availability of various "omics" datasets creates a prospect of performing the study of genome-wide genetic regulatory networks. However, one of the major challenges of using mathematical models to infer genetic regulation from microarray datasets is the lack of information for protein concentrations and activities. Most of the previous researches were based on an assumption that the mRNA levels of a gene are consistent with its protein activities, though it is not always the case. Therefore, a more sophisticated modelling framework together with the corresponding inference methods is needed to accurately estimate genetic regulation from "omics" datasets.
Results: This work developed a novel approach, which is based on a nonlinear mathematical model, to infer genetic regulation from microarray gene expression data. By using the p53 network as a test system, we used the nonlinear model to estimate the activities of transcription factor (TF) p53 from the expression levels of its target genes, and to identify the activation/inhibition status of p53 to its target genes. The predicted top 317 putative p53 target genes were supported by DNA sequence analysis. A comparison between our prediction and the other published predictions of p53 targets suggests that most of putative p53 targets may share a common depleted or enriched sequence signal on their upstream non-coding region.
Conclusions: The proposed quantitative model can not only be used to infer the regulatory relationship between TF and its down-stream genes, but also be applied to estimate the protein activities of TF from the expression levels of its target genes
Dynamic Decomposition of Spatiotemporal Neural Signals
Neural signals are characterized by rich temporal and spatiotemporal dynamics
that reflect the organization of cortical networks. Theoretical research has
shown how neural networks can operate at different dynamic ranges that
correspond to specific types of information processing. Here we present a data
analysis framework that uses a linearized model of these dynamic states in
order to decompose the measured neural signal into a series of components that
capture both rhythmic and non-rhythmic neural activity. The method is based on
stochastic differential equations and Gaussian process regression. Through
computer simulations and analysis of magnetoencephalographic data, we
demonstrate the efficacy of the method in identifying meaningful modulations of
oscillatory signals corrupted by structured temporal and spatiotemporal noise.
These results suggest that the method is particularly suitable for the analysis
and interpretation of complex temporal and spatiotemporal neural signals
Evidence and Ideology in Macroeconomics: The Case of Investment Cycles
The paper reports the principal findings of a long term research project on the description and explanation of business cycles. The research strongly confirmed the older view that business cycles have large systematic components that take the form of investment cycles. These quasi-periodic movements can be represented as low order, stochastic, dynamic processes with complex eigenvalues. Specifically, there is a fixed investment cycle of about 8 years and an inventory cycle of about 4 years. Maximum entropy spectral analysis was employed for the description of the cycles and continuous time econometrics for the explanatory models. The central explanatory mechanism is the second order accelerator, which incorporates adjustment costs both in relation to the capital stock and the rate of investment. By means of parametric resonance it was possible to show, both theoretically and empirically how cycles aggregate from the micro to the macro level. The same mathematical tool was also used to explain the international convergence of cycles. I argue that the theory of investment cycles was abandoned for ideological, not for evidential reasons. Methodological issues are also discussed
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