Semiparametric Smoothing Spline in Joint Mean and Dispersion Models with Responses from the Biparametric Exponential Family: A Bayesian Perspective

This article extends the fusion among various statistical methods to estimate the mean and variance functions in heteroscedastic semiparametric models when the response variable comes from a two-parameter exponential family distribution. We rely on the natural connection among smoothing methods that use basis functions with penalization, mixed models and a Bayesian Markov Chain sampling simulation methodology. The significance and implications of our strategy lies in its potential to contribute to a simple and unified computational methodology that takes into account the factors that affect the variability in the responses, which in turn is important for an efficient estimation and correct inference of mean parameters without the requirement of fully parametric models. An extensive simulation study investigates the performance of the estimates. Finally, an application using the Light Detection and Ranging technique, LIDAR, data highlights the merits of our approach.

Pathways of DNA unlinking: A story of stepwise simplification

In Escherichia coli DNA replication yields interlinked chromosomes. Controlling topological changes associated with replication and returning the newly replicated chromosomes to an unlinked monomeric state is essential to cell survival. In the absence of the topoisomerase topoIV, the site-specific recombination complex XerCD-dif-FtsK can remove replication links by local reconnection. We previously showed mathematically that there is a unique minimal pathway of unlinking replication links by reconnection while stepwise reducing the topological complexity. However, the possibility that reconnection preserves or increases topological complexity is biologically plausible. In this case, are there other unlinking pathways? Which is the most probable? We consider these questions in an analytical and numerical study of minimal unlinking pathways. We use a Markov Chain Monte Carlo algorithm with Multiple Markov Chain sampling to model local reconnection on 491 different substrate topologies, 166 knots and 325 links, and distinguish between pathways connecting a total of 881 different topologies. We conclude that the minimal pathway of unlinking replication links that was found under more stringent assumptions is the most probable. We also present exact results on unlinking a 6-crossing replication link. These results point to a general process of topology simplification by local reconnection, with applications going beyond DNA.

Estimation of State Transition Probabilities in Asynchronous Vector Markov Processes

Vector Markov processes (also known as population Markov processes) are an important class of stochastic processes that have been used to model a wide range of technological, biological, and socioeconomic systems. The dynamics of vector Markov processes are fully characterized, in a stochastic sense, by the state transition probability matrix P. In most applications, P has to be estimated based on either incomplete or aggregated process observations. Here, in contrast to established methods for estimation given aggregate data, we develop Bayesian formulations for estimating P from asynchronous aggregate (longitudinal) observations of the population dynamics. Such observations are common, for example, in the study of aggregate biological cell population dynamics via flow cytometry. We derive the Bayesian formulation, and show that computing estimates via exact marginalization are, generally, computationally expensive. Consequently, we rely on Monte Carlo Markov chain sampling approaches to estimate the posterior distributions efficiently. By explicitly integrating problem constraints in these sampling schemes, significant efficiencies are attained. We illustrate the algorithm via simulation examples and show that the Bayesian estimation schemes can attain significant advantages over point estimates schemes such as maximum likelihood.

Stochastic inversion for electromagnetic geophysics: Practical challenges and improving convergence efficiency

Traditional deterministic geophysical inversion algorithms are not designed to provide a robust evaluation of uncertainty that reflects the limitations of the geophysical technique. Stochastic inversions, which do provide a sampling-based measure of uncertainty, are computationally expensive and not straightforward to implement for nonexperts (nonstatisticians). Our results include stochastic inversion for magnetotelluric and controlled source electromagnetic data. Two Markov Chain sampling algorithms (Metropolis-Hastings and Slice Sampler) can significantly decrease the computational expense compared to using either sampler alone. The statistics of the stochastic inversion allow for (1) variances that better reveal the measurement sensitivities of the two different electromagnetic techniques than traditional techniques and (2) models defined by the median and modes of parameter probability density functions, which produce amplitude and phase data that are consistent with the observed data. In general, parameter error estimates from the covariance matrix significantly underestimate the true parameter error, whereas the parameter variance derived from Markov chains accurately encompass the error.

Bayesian approach for the calibration of models: application to an urban stormwater pollution model

In environmental modelling, estimating the confidence level in conceptual model parameters is necessary but difficult. Having a realistic estimation of the uncertainties related to the parameters is necessary i) to assess the possible origin of the calibration difficulties (correlation between model parameters for instance), and ii) to evaluate the prediction confidence limits of the calibrated model. In this paper, an application of the Metropolis algorithm, a general Monte Carlo Markov chain sampling method, for the calibration of a four-parameter lumped urban stormwater quality model is presented. Unlike traditional optimisation approaches, the Metropolis algorithm identifies not only a “best parameter set”, but a probability distribution of parameters according to measured data. The studied model includes classical formulations for the pollutant accumulation during dry weather period and their washoff during a rainfall event. Results indicate mathematical shortcomings in the pollutant accumulation formulation used.