35 research outputs found

    Semiparametric inference in mixture models with predictive recursion marginal likelihood

    Full text link
    Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in the additional unknown structural parameter. As an alternative to existing profile likelihood methods, we treat predictive recursion as a filter approximation to fitting a fully Bayes model, whereby an approximate marginal likelihood of the structural parameter emerges and can be used for inference. We call this the predictive recursion marginal likelihood. Convergence properties of predictive recursion under model mis-specification also lead to an attractive construction of this new procedure. We show pointwise convergence of a normalized version of this marginal likelihood function. Simulations compare the performance of this new marginal likelihood approach that of existing profile likelihood methods as well as Dirichlet process mixtures in density estimation. Mixed-effects models and an empirical Bayes multiple testing application in time series analysis are also considered

    Computer Emulation with Non-stationary Gaussian Processes

    Get PDF

    A nonparametric empirical Bayes framework for large-scale multiple testing

    Full text link
    We propose a flexible and identifiable version of the two-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the non-null cases. We use a computationally efficient predictive recursion marginal likelihood procedure to estimate the model parameters, even the nonparametric mixing distribution. This leads to a nonparametric empirical Bayes testing procedure, which we call PRtest, based on thresholding the estimated local false discovery rates. Simulations and real-data examples demonstrate that, compared to existing approaches, PRtest's careful handling of the non-null density can give a much better fit in the tails of the mixture distribution which, in turn, can lead to more realistic conclusions.Comment: 18 pages, 4 figures, 3 table

    Fermentation, Isolation, Structure, and antidiabetic activity of NFAT-133 produced by Streptomyces strain PM0324667

    Get PDF
    Type-2 diabetes is mediated by defects in either insulin secretion or insulin action. In an effort to identify extracts that may stimulate glucose uptake, similar to insulin, a high throughput-screening assay for measuring glucose uptake in skeletal muscle cells was established. During the screening studies to discover novel antidiabetic compounds from microbial resources a Streptomyces strain PM0324667 (MTCC 5543, the Strain accession number at Institute of Microbial Technology, Chandigarh, India), an isolate from arid soil was identified which expressed a secondary metabolite that induced glucose uptake in L6 skeletal muscle cells. By employing bioactivity guided fractionation techniques, a tri-substituted simple aromatic compound with anti-diabetic potential was isolated. It was characterized based on MS and 2D NMR spectral data and identified as NFAT-133 which is a known immunosuppressive agent that inhibits NFAT-dependent transcription in vitro. Our investigations revealed the antidiabetic potential of NFAT-133. The compound induced glucose uptake in differentiated L6 myotubes with an EC50 of 6.3 ± 1.8 ÎŒM without activating the peroxisome proliferator-activated receptor-Îł. Further, NFAT-133 was also efficacious in vivo in diabetic animals and reduced systemic glucose levels. Thus it is a potential lead compound which can be considered for development as a therapeutic for the treatment of type-2 diabetes. We have reported herewith the isolation of the producer microbe, fermentation, purification, in vitro, and in vivo antidiabetic activity of the compound

    MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications

    Get PDF
    Copyright © Springer 2013. The final publication is available at Springer via http://dx.doi.org/10.1007/s11222-013-9399-zHidden Markov models (HMMs) are flexible, well established models useful in a diverse range of applications. However, one potential limitation of such models lies in their inability to explicitly structure the holding times of each hidden state. Hidden semi-Markov models (HSMMs) are more useful in the latter respect as they incorporate additional temporal structure by explicit modelling of the holding times. However, HSMMs have generally received less attention in the literature, mainly due to their intensive computational requirements. Here a Bayesian implementation of HSMMs is presented. Recursive algorithms are proposed in conjunction with Metropolis-Hastings in such a way as to avoid sampling from the distribution of the hidden state sequence in the MCMC sampler. This provides a computationally tractable estimation framework for HSMMs avoiding the limitations associated with the conventional EM algorithm regarding model flexibility. Performance of the proposed implementation is demonstrated through simulation experiments as well as an illustrative application relating to recurrent failures in a network of underground water pipes where random effects are also included into the HSMM to allow for pipe heterogeneity

    Explicit-Duration Hidden Markov Model Inference of UP-DOWN States from Continuous Signals

    Get PDF
    Neocortical neurons show UP-DOWN state (UDS) oscillations under a variety of conditions. These UDS have been extensively studied because of the insight they can yield into the functioning of cortical networks, and their proposed role in putative memory formation. A key element in these studies is determining the precise duration and timing of the UDS. These states are typically determined from the membrane potential of one or a small number of cells, which is often not sufficient to reliably estimate the state of an ensemble of neocortical neurons. The local field potential (LFP) provides an attractive method for determining the state of a patch of cortex with high spatio-temporal resolution; however current methods for inferring UDS from LFP signals lack the robustness and flexibility to be applicable when UDS properties may vary substantially within and across experiments. Here we present an explicit-duration hidden Markov model (EDHMM) framework that is sufficiently general to allow statistically principled inference of UDS from different types of signals (membrane potential, LFP, EEG), combinations of signals (e.g., multichannel LFP recordings) and signal features over long recordings where substantial non-stationarities are present. Using cortical LFPs recorded from urethane-anesthetized mice, we demonstrate that the proposed method allows robust inference of UDS. To illustrate the flexibility of the algorithm we show that it performs well on EEG recordings as well. We then validate these results using simultaneous recordings of the LFP and membrane potential (MP) of nearby cortical neurons, showing that our method offers significant improvements over standard methods. These results could be useful for determining functional connectivity of different brain regions, as well as understanding network dynamics

    Efficient Gaussian process regression for large datasets

    No full text
    corecore