A Novel Fifth-Degree Cubature Kalman Filter for Real-Time Orbit Determination by Radar

A novel fifth-degree cubature Kalman filter is proposed to improve the accuracy of real-time orbit determination by ground-based radar. A fully symmetric cubature rule, approaching the Gaussian weighted integral of a nonlinear function in general form, is introduced, and the specific points and weights are calculated by matching the monomials of degree not greater than five with the exact values. On the basis of the above rule, a novel fifth-degree cubature Kalman filter, which can achieve a higher accuracy than UKF and CKF, is derived under the Bayesian filtering framework. Then, to describe the nonlinear system more accurately, the orbital dynamics equation with J2 perturbation is used as the state equation, and the nonlinear relationship between the radar measurement elements and orbital states is built as the measurement equation. The simulation results show that, compared with the traditional third-degree algorithm, the proposed fifth-degree algorithm has a higher accuracy of orbit determination

Bayesian Inference for Genomic Data Analysis

High-throughput genomic data contain gazillion of information that are influenced by the complex biological processes in the cell. As such, appropriate mathematical modeling frameworks are required to understand the data and the data generating processes. This dissertation focuses on the formulation of mathematical models and the description of appropriate computational algorithms to obtain insights from genomic data. Specifically, characterization of intra-tumor heterogeneity is studied. Based on the total number of allele copies at the genomic locations in the tumor subclones, the problem is viewed from two perspectives: the presence or absence of copy-neutrality assumption. With the presence of copy-neutrality, it is assumed that the genome contains mutational variability and the three possible genotypes may be present at each genomic location. As such, the genotypes of all the genomic locations in the tumor subclones are modeled by a ternary matrix. In the second case, in addition to mutational variability, it is assumed that the genomic locations may be affected by structural variabilities such as copy number variation (CNV). Thus, the genotypes are modeled with a pair of (Q + 1)-ary matrices. Using the categorical Indian buffet process (cIBP), state-space modeling framework is employed in describing the two processes and the sequential Monte Carlo (SMC) methods for dynamic models are applied to perform inference on important model parameters. Moreover, the problem of estimating gene regulatory network (GRN) from measurement with missing values is presented. Specifically, gene expression time series data may contain missing values for entire expression values of a single point or some set of consecutive time points. However, complete data is often needed to make inference on the underlying GRN. Using the missing measurement, a dynamic stochastic model is used to describe the evolution of gene expression and point-based Gaussian approximation (PBGA) filters with one-step or two-step missing measurements are applied for the inference. Finally, the problem of deconvolving gene expression data from complex heterogeneous biological samples is examined, where the observed data are a mixture of different cell types. A statistical description of the problem is used and the SMC method for static models is applied to estimate the cell-type specific expressions and the cell type proportions in the heterogeneous samples

MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications

Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described

Reverse Engineering Sparse Gene Regulatory Networks Using Cubature Kalman Filter and Compressed Sensing

This paper proposes a novel algorithm for inferring gene regulatory networks which makes use of cubature Kalman filter (CKF) and Kalman filter (KF) techniques in conjunction with compressed sensing methods. The gene network is described using a state-space model. A nonlinear model for the evolution of gene expression is considered, while the gene expression data is assumed to follow a linear Gaussian model. The hidden states are estimated using CKF. The system parameters are modeled as a Gauss-Markov process and are estimated using compressed sensing-based KF. These parameters provide insight into the regulatory relations among the genes. The Cramér-Rao lower bound of the parameter estimates is calculated for the system model and used as a benchmark to assess the estimation accuracy. The proposed algorithm is evaluated rigorously using synthetic data in different scenarios which include different number of genes and varying number of sample points. In addition, the algorithm is tested on the DREAM4 in silico data sets as well as the in vivo data sets from IRMA network. The proposed algorithm shows superior performance in terms of accuracy, robustness, and scalability