scholarly journals Concentration optimization of combinatorial drugs using Markov chain-based models

2021 ◽  
Vol 22 (1) ◽  
Author(s):  
Shuang Ma ◽  
Dan Dang ◽  
Wenxue Wang ◽  
Yuechao Wang ◽  
Lianqing Liu

Abstract Background Combinatorial drug therapy for complex diseases, such as HSV infection and cancers, has a more significant efficacy than single-drug treatment. However, one key challenge is how to effectively and efficiently determine the optimal concentrations of combinatorial drugs because the number of drug combinations increases exponentially with the types of drugs. Results In this study, a searching method based on Markov chain is presented to optimize the combinatorial drug concentrations. In this method, the searching process of the optimal drug concentrations is converted into a Markov chain process with state variables representing all possible combinations of discretized drug concentrations. The transition probability matrix is updated by comparing the drug responses of the adjacent states in the network of the Markov chain and the drug concentration optimization is turned to seek the state with maximum value in the stationary distribution vector. Its performance is compared with five stochastic optimization algorithms as benchmark methods by simulation and biological experiments. Both simulation results and experimental data demonstrate that the Markov chain-based approach is more reliable and efficient in seeking global optimum than the benchmark algorithms. Furthermore, the Markov chain-based approach allows parallel implementation of all drug testing experiments, and largely reduces the times in the biological experiments. Conclusion This article provides a versatile method for combinatorial drug screening, which is of great significance for clinical drug combination therapy.

1996 ◽  
Vol 33 (03) ◽  
pp. 623-629 ◽  
Author(s):  
Y. Quennel Zhao ◽  
Danielle Liu

Computationally, when we solve for the stationary probabilities for a countable-state Markov chain, the transition probability matrix of the Markov chain has to be truncated, in some way, into a finite matrix. Different augmentation methods might be valid such that the stationary probability distribution for the truncated Markov chain approaches that for the countable Markov chain as the truncation size gets large. In this paper, we prove that the censored (watched) Markov chain provides the best approximation in the sense that, for a given truncation size, the sum of errors is the minimum and show, by examples, that the method of augmenting the last column only is not always the best.


2021 ◽  
Vol 2021 ◽  
pp. 1-6
Author(s):  
Fan Yang ◽  
Xiaoying Tang ◽  
Yingxin Gan ◽  
Xindan Zhang ◽  
Jianchang Li ◽  
...  

Due to the continuous improvement of productivity, the transportation demand of freight volume is also increasing. It is difficult to organize freight transportation efficiently when the freight volume is quite large. Therefore, predicting the total amount of goods transported is essential in order to ensure efficient and orderly transportation. Aiming at optimizing the forecast of freight volume, this paper predicts the freight volume in Xi’an based on the Gray GM (1, 1) model and Markov forecasting model. Firstly, the Gray GM (1, 1) model is established based on related freight volume data of Xi’an from 2000 to 2008. Then, the corresponding time sequence and expression of restore value of Xi’an freight volume can be attained by determining parameters, so as to obtain the gray forecast values of Xi’an’s freight volume from 2009 to 2013. In combination with the Markov chain process, the random sequence state is divided into three categories. By determining the state transition probability matrix, the probability value of the sequence in each state and the predicted median value corresponding to each state can be obtained. Finally, the revised predicted values of the freight volume based on the Gray–Markov forecasting model in Xi’an from 2009 to 2013 are calculated. It is proved in theory and practice that the Gray–Markov forecasting model has high accuracy and can provide relevant policy bases for the traffic management department of Xi’an.


2018 ◽  
Vol 28 (5) ◽  
pp. 1552-1563 ◽  
Author(s):  
Tunny Sebastian ◽  
Visalakshi Jeyaseelan ◽  
Lakshmanan Jeyaseelan ◽  
Shalini Anandan ◽  
Sebastian George ◽  
...  

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as ‘Low’, ‘Moderate’ and ‘High’ with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.


2019 ◽  
Vol 1 (2) ◽  
pp. 5-10
Author(s):  
Muhammad Azka

The problem proposed in this research is about the amount rainy day per a month at Balikpapan city and discretetime markov chain. The purpose is finding the probability of rainy day with the frequency rate of rainy at the next month if given the frequency rate of rainy at the prior month. The applied method in this research is classifying the amount of rainy day be three frequency levels, those are, high, medium, and low. If a month, the amount of rainy day is less than 11 then the frequency rate for the month is classified low, if a month, the amount of rainy day between 10 and 20, then it is classified medium and if it is more than 20, then it is classified high. The result is discrete-time markov chain represented with the transition probability matrix, and the transition diagram.


2019 ◽  
Vol 3 (1) ◽  
pp. 13-22
Author(s):  
Bijan Bidabad ◽  
Behrouz Bidabad

This note discusses the existence of "complex probability" in the real world sensible problems. By defining a measure more general than the conventional definition of probability, the transition probability matrix of discrete Markov chain is broken to the periods shorter than a complete step of the transition. In this regard, the complex probability is implied.


1982 ◽  
Vol 19 (A) ◽  
pp. 321-326 ◽  
Author(s):  
J. Gani

A direct proof of the expression for the limit probability generating function (p.g.f.) of the sum of Markov Bernoulli random variables is outlined. This depends on the larger eigenvalue of the transition probability matrix of their Markov chain.


1960 ◽  
Vol 12 ◽  
pp. 278-288 ◽  
Author(s):  
John Lamperti

Throughout this paper, the symbol P = [Pij] will represent the transition probability matrix of an irreducible, null-recurrent Markov process in discrete time. Explanation of this terminology and basic facts about such chains may be found in (6, ch. 15). It is known (3) that for each such matrix P there is a unique (except for a positive scalar multiple) positive vector Q = {qi} such that QP = Q, or1this vector is often called the "invariant measure" of the Markov chain.The first problem to be considered in this paper is that of determining for which vectors U(0) = {μi(0)} the vectors U(n) converge, or are summable, to the invariant measure Q, where U(n) = U(0)Pn has components2In § 2, this problem is attacked for general P. The main result is a negative one, and shows how to form U(0) for which U(n) will not be (termwise) Abel summable.


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