scholarly journals Learning causal networks from systems biology time course data: an effective model selection procedure for the vector autoregressive process

2007 ◽  
Vol 8 (S2) ◽  
Author(s):  
Rainer Opgen-Rhein ◽  
Korbinian Strimmer
Keyword(s):  
Systems Biology ◽  
Model Selection ◽  
Time Course ◽  
Selection Procedure ◽  
Autoregressive Process ◽  
Effective Model ◽  
Vector Autoregressive ◽  
Model Selection Procedure ◽  
Vector Autoregressive Process ◽  
Time Course Data

scholarly journals Bayesian analysis of fMRI data and RNA-Seq time course experiment data

2015 ◽  
Author(s):  
◽  
Yuan Cheng
Keyword(s):  
Model Selection ◽  
Bayesian Analysis ◽  
Differentially Expressed Genes ◽  
Time Course ◽  
Selection Procedure ◽  
Principal Component ◽  
Differentially Expressed ◽  
Rna Seq ◽  
Hemodynamic Response Function ◽  
Model Selection Procedure

The present dissertation contains two parts. In the first part, we develop a new Bayesian analysis of functional MRI data. We propose a novel triple gamma Hemodynamic Response Function (HRF) including the component to describe the initial dip. We use HRF to inform voxel-wise neuronal activities. Then we devise a new model selection procedure with a nonlocal pMOM prior for joint detection of neuronal activation and estimation of HRF, in order to time the activation time difference between visual and motor areas in the brain. In the second part, we develop a new Bayesian analysis of RNA-Seq Time Course experiments data. We propose to use Bayesian Principal Component regression model and based on that, devise a model selection procedure by using nonlocal piMOM prior in order to identify differentially expressed genes. Most current existing methods for RNA-Seq Time Course experiments data are from static view of point and cannot predict temporal patterns. Our method estimate the posterior differentially expressed probability for each gene by borrowing information across all subjects. Use of nonlocal prior in the model selection procedure reduces false discovered differentially expressed genes.

Some ARMA models for dependent sequences of poisson counts

1988 ◽  
Vol 20 (4) ◽  
pp. 822-835 ◽  
Author(s):  
Ed Mckenzie
Keyword(s):  
Asymptotic Behaviour ◽  
Discrete Time ◽  
Joint Distribution ◽  
Autoregressive Process ◽  
Two Dimensional ◽  
Arma Models ◽  
Time Reversibility ◽  
Vector Autoregressive ◽  
Arma Processes ◽  
Vector Autoregressive Process

A family of models for discrete-time processes with Poisson marginal distributions is developed and investigated. They have the same correlation structure as the linear ARMA processes. The joint distribution of n consecutive observations in such a process is derived and its properties discussed. In particular, time-reversibility and asymptotic behaviour are considered in detail. A vector autoregressive process is constructed and the behaviour of its components, which are Poisson ARMA processes, is considered. In particular, the two-dimensional case is discussed in detail.

scholarly journals Justification of Wold’s Theorem and the Unbiasedness of a Stable Vector Autoregressive Time Series Model Forecasts

2017 ◽  
Vol 6 (2) ◽  
pp. 1
Author(s):  
Iberedem A. Iwok
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Autoregressive Process ◽  
Time Series Model ◽  
Average Process ◽  
Moving Average Process ◽  
Autoregressive Time Series ◽  
Vector Autoregressive ◽  
Vector Autoregressive Process ◽  
Vector Time Series

In this work, the multivariate analogue to the univariate Wold’s theorem for a purely non-deterministic stable vector time series process was presented and justified using the method of undetermined coefficients. By this method, a finite vector autoregressive process of order  [] was represented as an infinite vector moving average () process which was found to be the same as the Wold’s representation. Thus, obtaining the properties of a  process is equivalent to obtaining the properties of an infinite  process. The proof of the unbiasedness of forecasts followed immediately based on the fact that a stable VAR process can be represented as an infinite VEMA process.

scholarly journals The Lasso as an ℓ1-ball model selection procedure

2011 ◽  
Vol 5 (0) ◽  
pp. 669-687 ◽  
Author(s):  
Pascal Massart ◽  
Caroline Meynet
Keyword(s):  
Model Selection ◽  
Selection Procedure ◽  
Model Selection Procedure

scholarly journals Prior hypotheses or regularization allow inference of diversification histories from extant timetrees

2020 ◽  
Author(s):  
Hélène Morlon ◽  
Florian Hartig ◽  
Stéphane Robin
Keyword(s):  
Model Selection ◽  
Infinite Number ◽  
Selection Procedure ◽  
Data Driven ◽  
Model Selection Procedure ◽  
Extinction Rates ◽  
Extant Species ◽  
Over Time

AbstractPhylogenies of extant species are widely used to study past diversification dynamics1. The most common approach is to formulate a set of candidate models representing evolutionary hypotheses for how and why speciation and extinction rates in a clade changed over time, and compare those models through their probability to have generated the corresponding empirical tree. Recently, Louca & Pennell2 reported the existence of an infinite number of ‘congruent’ models with potentially markedly different diversification dynamics, but equal likelihood, for any empirical tree (see also Lambert & Stadler3). Here we explore the implications of these results, and conclude that they neither undermine the hypothesis-driven model selection procedure widely used in the field nor show that speciation and extinction dynamics cannot be investigated from extant timetrees using a data-driven procedure.

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