Gibbs sampling. Massimo Andreatta Center for Biological Sequence Analysis Technical University of Denmark.
|
|
- Austin Richards
- 6 years ago
- Views:
Transcription
1 Gibbs sampling Massimo Andreatta Center for Biological Sequence Analysis Technical University of Denmark Technical University of Denmark 1
2 Monte Carlo simulations MC methods use repeated random sampling to numerically approximate solutions to problems Technical University of Denmark 2
3 Monte Carlo simulations A simple example: computing π with sampling Technical University of Denmark 3
4 Monte Carlo simulations A simple example: computing π with sampling r A c = πr 2 A = ( 2r) 2 s Technical University of Denmark 4
5 Monte Carlo simulations A simple example: computing π with sampling r A c = πr 2 A c A s = πr2 4r 2 = π 4 A = ( 2r) 2 s π = 4 A c A s Technical University of Denmark 5
6 Monte Carlo simulations A simple example: computing π with sampling π = 4 A c A s Technical University of Denmark 6
7 Monte Carlo simulations A simple example: computing π with sampling X X X Throw darts randomly hit circle hit square = hit hit +miss = A c A s π = 4 A c A s Technical University of Denmark 7
8 Monte Carlo simulations A simple example: computing π with sampling hit=0 for N iterations x = random(-1,1) y = random(-1,1) dist=sqrt(x 2 +y 2 ) X if (dist<1) hit++ π = 4 A c A s Technical University of Denmark 8
9 Monte Carlo simulations A simple example: computing π with sampling hit=0 for N iterations x = random(-1,1) y = random(-1,1) dist=sqrt(x 2 +y 2 ) X if (dist<1) hit++ pi = 4 * hit/n π = 4 A c A s Technical University of Denmark 9
10 Monte Carlo simulations A simple example: computing π with sampling Technical University of Denmark 10
11 Monte Carlo simulations A simple example: computing π with sampling - More iterations more accurate estimate - After 1,000,000 iterations I got pi 3, Technical University of Denmark 11
12 Gibbs sampling A special kind of Monte Carlo method (Markov Chain Monte Carlo, or MCMC) - estimates a distribution by sampling from it - the samples are taken with pseudo-random steps - stepping to the next state only depends on the current state (memory-less chain) Technical University of Denmark 12
13 Gibbs sampling f(z) Stochastic search Z Technical University of Denmark 13
14 Gibbs sampling f(z) Stochastic search de = f (Z i ) f (Z i 1 ) P = min 1,exp de T Z i = current state of the system P = probability of accepting the move T = a scalar lowered during the search Z Technical University of Denmark 14
15 Gibbs sampling - down to biology Sequence alignment SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT de = f (Z i ) f (Z i 1 ) P = min 1,exp de T Z i = current state of the system P = probability of accepting the move T = a scalar lowered during the search Technical University of Denmark 15
16 Gibbs sampling - down to biology Sequence alignment SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT de = f (Z i ) f (Z i 1 ) P = min 1,exp de T Z i = current state of the system P = probability of accepting the move T = a scalar lowered during the search E = C p,a p,a log p p,a q a de = E i E i 1 Technical University of Denmark 16
17 Gibbs sampling - sequence alignment State transition SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT move to state +1 E = C p,a p,a log p p,a q a de = E i E i 1 Technical University of Denmark 17
18 Gibbs sampling - sequence alignment State transition SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT move to state +1 SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT E = C p,a p,a log p p,a q a de = E i E i 1 Accept or reject the move? P = min 1,exp de T Technical University of Denmark 18 Note that the probability of going to the new state only depends on the previous state
19 Gibbs sampling - sequence alignment SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT Numerical example - 1 move to state +1 T = 0.2 SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT E i 1 = 2.44 E i = 2.52 P = min 1,exp 0.08 = min 1, [ ] =1 Accept move with Prob = 100% Technical University of Denmark 19
20 Gibbs sampling - sequence alignment SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT Numerical example - 2 move to state +1 T = 0.2 SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT E i 1 = 2.44 E i = 2.35 P = min 1,exp 0.09 = min 1, [ ] = Accept move with Prob = 63.8% Technical University of Denmark 20
21 Gibbs sampling - sequence alignment Now, one thing at a time Technical University of Denmark 21
22 Gibbs sampling - sequence alignment T What is the MC temperature? it s a scalar decreased during the simulation iteration Technical University of Denmark 22
23 Gibbs sampling - sequence alignment T What is the MC temperature? it s a scalar decreased during the simulation t 1 =0.4 P(t 1 ) = min 1,exp de = min 1,exp 0.3 = 0.47 t E.g. same de=-0.3 but at different temperatures t 2 =0.1 P(t 2 ) = min 1,exp 0.3 = P(t 3 ) = min 1,exp t 3 =0.02 iteration Technical University of Denmark 23
24 Technical University of Denmark 24
25 f(z) Move freely around states when the system is warm, then cool it off to force it into a state of high fitness Technical University of Denmark 25 Z
26 Gibbs sampling - sequence alignment Why sampling? 50 sequences 12 amino acids long try all possible combinations with a 9-mer overlap 4 50 ~ possible combinations...computationally unfeasible SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT DFAAQVDYPSTGLY Technical University of Denmark 26
27 Single sequence move SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT move to state +1 SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT E = C p,a p,a log p p,a q a de = E i E i 1 Accept or reject the move? P = min 1,exp de T Technical University of Denmark 27
28 Phase shift move SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT move to state +1 shift all sequences SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT E = C p,a p,a log p p,a q a de = E i E i 1 Accept or reject the move? P = min 1,exp de T Technical University of Denmark 28
29 A sketch for the alignment algorithm Start from a random alignment Set initial temperature For N iterations pick a random sequence suggest a shift move accept or reject the move depending on P = min 1,exp de T every P sh moves, attempt a phase shift move decrease temperature Technical University of Denmark 29
30 Does it work? Technical University of Denmark 30
31 Gibbs sequence alignment - performance Technical University of Denmark 31
32 More Gibbs sampling Aligning scoring matrices Technical University of Denmark 32
33 Alignment of scoring matrices 4 networks trained on HLA*DRB Technical University of Denmark 33
34 Alignment of scoring matrices Combined logo Equally valid solutions, but with different core registers Technical University of Denmark 34
35 The PSSM-align algorithm Individual PSSM 20 L Technical University of Denmark 35
36 The PSSM-align algorithm Individual PSSM L 1. Extend matrix with BG frequencies Technical University of Denmark 36
37 The PSSM-align algorithm All individual PSSMs L 1. Extend matrix with BG frequencies Technical University of Denmark 37
38 The PSSM-align algorithm All individual PSSMs L 1. Extend matrix with BG frequencies Technical University of Denmark 38
39 The PSSM-align algorithm All individual PSSMs L 1. Extend matrix with BG frequencies 2. Apply random shift Technical University of Denmark 39
40 The PSSM-align algorithm core 1. Extend matrix with BG frequencies 2. Apply random shift 3. Do Gibbs sampling for many iterations Accept moves with probability: P = min 1,exp de T Maximize combined Information Content of the core Technical University of Denmark 40
41 The PSSM-align algorithm Offset core 1. Extend matrix with BG frequencies 2. Apply random shift 3. Do Gibbs sampling for many iterations Avg matrix Maximize combined Information Content of the core Technical University of Denmark 41
42 Alignment of scoring matrices before alignment after alignment Technical University of Denmark 42
43 And more Gibbs sampling Clustering peptide data Technical University of Denmark 43
44 Gibbs clustering Multiple motifs SLFIGLKGDIRESTV DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF SFSCIAIGIITLYLG IDQVTIAGAKLRSLN WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT NKVKSLRILNTRRKL MMGMFNMLSTVLGVS AKSSPAYPSVLGQTI RHLIFCHSKKKCDELAAK Cluster SLFIGLKGDIRESTV-- --DGEEEVQLIAAVPGK VFRLKGGAPIKGVTF ---SFSCIAIGIITLYLG IDQVTIAGAKLRSLN-- WIQKETLVTFKNPHAKKQDV KMLLDNINTPEGIIP Cluster 2 --ELLEFHYYLSSKLNK LNKFISPKSVAGRFA ESLHNPYPDYHWLRT NKVKSLRILNTRRKL MMGMFNMLSTVLGVS---- AKSSPAYPSVLGQTI RHLIFCHSKKKCDELAAK- Technical University of Denmark 44
45 Gibbs clustering - the algorithm 1. List of peptides FIGLKGDIR EEEVQLIAA RLKGGAPIK SCIAIGIIT QVTIAGAKL QKETLVTFK LLDNINTPE LEFHYYLSS KFISPKSVA LHNPYPDYH VKSLRILNT GMFNMLSTV SSPAYPSVL LIFCHSKKK Technical University of Denmark 45
46 Gibbs clustering - the algorithm 1. List of peptides 2. create N random groups FIGLKGDIR EEEVQLIAA RLKGGAPIK SCIAIGIIT QVTIAGAKL QKETLVTFK LLDNINTPE LEFHYYLSS KFISPKSVA LHNPYPDYH VKSLRILNT GMFNMLSTV SSPAYPSVL LIFCHSKKK -----QVTIAGAKL QKETLVTFK LEFHYYLSS GMFNMLSTV SSPAYPSVL----- g 1 g 2 g N -----SLFIGLKGD SFSCIAIGI KMLLDNINT KYVHGTWRS NKVKSLRIL LHNPYPDYH LIFCHSKKK RLKGGAPIK KFISPKSVA EEEVQLIAA----- Technical University of Denmark 46
47 Gibbs clustering - the algorithm 1. List of peptides 2. create N random groups FIGLKGDIR EEEVQLIAA RLKGGAPIK SCIAIGIIT QVTIAGAKL QKETLVTFK LLDNINTPE LEFHYYLSS KFISPKSVA LHNPYPDYH VKSLRILNT GMFNMLSTV SSPAYPSVL LIFCHSKKK -----QVTIAGAKL QKETLVTFK LEFHYYLSS GMFNMLSTV SSPAYPSVL----- g 1 g 2 g N 3 Move sequence -----SLFIGLKGD SFSCIAIGI KMLLDNINT KYVHGTWRS NKVKSLRIL LHNPYPDYH LIFCHSKKK RLKGGAPIK KFISPKSVA EEEVQLIAA----- GMFNMLSTV Technical University of Denmark 47
48 Gibbs clustering - the algorithm 1. List of peptides 2. create N random groups FIGLKGDIR EEEVQLIAA RLKGGAPIK SCIAIGIIT QVTIAGAKL QKETLVTFK LLDNINTPE LEFHYYLSS KFISPKSVA LHNPYPDYH VKSLRILNT GMFNMLSTV SSPAYPSVL LIFCHSKKK -----QVTIAGAKL QKETLVTFK LEFHYYLSS SSPAYPSVL----- g 1 g 2 g N 3 Move sequence -----SLFIGLKGD SFSCIAIGI KMLLDNINT KYVHGTWRS NKVKSLRIL LHNPYPDYH LIFCHSKKK RLKGGAPIK KFISPKSVA EEEVQLIAA----- GMFNMLSTV 4b. Remove peptide from its group I Technical University of Denmark 48
49 Gibbs clustering - the algorithm 1. List of peptides 2. create N random groups FIGLKGDIR EEEVQLIAA RLKGGAPIK SCIAIGIIT QVTIAGAKL QKETLVTFK LLDNINTPE LEFHYYLSS KFISPKSVA LHNPYPDYH VKSLRILNT GMFNMLSTV SSPAYPSVL LIFCHSKKK -----QVTIAGAKL QKETLVTFK LEFHYYLSS SSPAYPSVL----- g 1 g 2 g N 3 Move sequence -----SLFIGLKGD SFSCIAIGI KMLLDNINT KYVHGTWRS NKVKSLRIL LHNPYPDYH LIFCHSKKK RLKGGAPIK KFISPKSVA EEEVQLIAA----- GMFNMLSTV 5b. Score peptide to a new random group R and in its original group I 4b. Remove peptide from its group I de = S R S I Technical University of Denmark 49
50 Gibbs clustering - the algorithm 1. List of peptides 2. create N random groups FIGLKGDIR EEEVQLIAA RLKGGAPIK SCIAIGIIT QVTIAGAKL QKETLVTFK LLDNINTPE LEFHYYLSS KFISPKSVA LHNPYPDYH VKSLRILNT GMFNMLSTV SSPAYPSVL LIFCHSKKK -----QVTIAGAKL QKETLVTFK LEFHYYLSS SSPAYPSVL----- g 1 g 2 g N 3 Move sequence -----SLFIGLKGD SFSCIAIGI KMLLDNINT KYVHGTWRS NKVKSLRIL LHNPYPDYH LIFCHSKKK RLKGGAPIK KFISPKSVA EEEVQLIAA GMFNMLSTV b. Score peptide to a new random group R and in its original group I 4b. Remove peptide from its group I de = S R S I GMFNMLSTV 6b. Accept or reject move P = min 1,exp de T Technical University of Denmark 50
51 Gibbs clustering - the algorithm 1. List of peptides 2. create N random groups FIGLKGDIR EEEVQLIAA RLKGGAPIK SCIAIGIIT QVTIAGAKL QKETLVTFK LLDNINTPE LEFHYYLSS KFISPKSVA LHNPYPDYH VKSLRILNT GMFNMLSTV SSPAYPSVL LIFCHSKKK -----QVTIAGAKL QKETLVTFK LEFHYYLSS SSPAYPSVL----- g 1 g 2 g N 3 Move sequence And iterate many times, gradually decreasing T -----SLFIGLKGD SFSCIAIGI KMLLDNINT KYVHGTWRS NKVKSLRIL LHNPYPDYH LIFCHSKKK RLKGGAPIK KFISPKSVA EEEVQLIAA GMFNMLSTV b. Score peptide to a new random group R and in its original group I 4b. Remove peptide from its group I de = S R S I GMFNMLSTV 6b. Accept or reject move P = min 1,exp de T Technical University of Denmark 51
52 Does it work? Mixture of 100 binders for the two alleles Two MHC class I alleles: HLA-A*0101 and HLA-B*4402 ATDKAAAAY A*0101 EVDQTKIQY A*0101 AETGSQGVY B*4402 ITDITKYLY A*0101 AEMKTDAAT B*4402 FEIKSAKKF B*4402 LSEMLNKEY A*0101 GELDRWEKI B*4402 LTDSSTLLV A*0101 FTIDFKLKY A*0101 TTTIKPVSY A*0101 EEKAFSPEV B*4402 AENLWVPVY B*4402 Technical University of Denmark 52
53 Two MHC class I alleles: HLA-A*0101 and HLA-B*4402 Mixed G 1 A0101 B4402 G 2 Technical University of Denmark 53
54 Two MHC class I alleles: HLA-A*0101 and HLA-B*4402 Mixed G 1 A0101 B G Resolved Technical University of Denmark 54
55 Five MHC class I alleles G 0 G 1 G 2 G 3 G 4 A0101 A0201 A0301 B0702 B4402 Technical University of Denmark 55
56 Five MHC class I alleles G 0 G 1 G 2 G 3 G 4 A0101 A0201 A0301 B0702 B HLA-A % HLA-A % HLA-A % HLA-B % HLA-B % Technical University of Denmark 56
57 HLA-A*02:01 sub-motifs 666 peptide binders (aff < 500 nm) <Aff> = 10 nm <Th> = 4 hours <Aff> = 10 nm <Th> = 1.5 hours Technical University of Denmark 57
58 Splitting with Gibbs clustering <Aff> = 10 nm <Th> = 3.5 hours <Aff> = 10 nm <Th> = 2.25 hours Technical University of Denmark 58
59 Gibbs clustering And what if we don t know a priori the number of clusters? Technical University of Denmark 59
60 How many clusters? We could run the algorithm with different number of clusters k and choose the k with highest information content Technical University of Denmark 60
61 How many clusters? We could run the algorithm with different number of clusters k and choose the k with highest information content What s going on? Technical University of Denmark 61
62 How many clusters? We could run the algorithm with different number of clusters k and choose the k with highest information content What s going on? smaller groups tend to have higher information content Technical University of Denmark 62
63 How many clusters? Let s look back at the Energy function E = C p,a p,a log p p,a q a Technical University of Denmark 63
64 How many clusters? Let s look back at the Energy function E = C p,a p,a log p p,a q a This is equivalent to scoring each sequence S to its matrix E = S p,a log p p,a q a 20 L Technical University of Denmark 64
65 How many clusters? Let s look back at the Energy function E = C p,a p,a log p p,a q a This is equivalent to scoring each sequence S to its matrix E = S p,a log p p,a q a 20 L What is the problem? Overfitting. S was also used to calculate the log-odds matrix The contribution of S on the matrix will be larger if the cluster is small. Technical University of Denmark 65
66 How many clusters? Let s look back at the Energy function E = C p,a p,a log p p,a q a This is equivalent to scoring each sequence S to its matrix E = S p,a log p p,a q a 20 L What is the problem? Overfitting. S was also used to calculate the log-odds matrix The contribution of S on the matrix will be larger if the cluster is small. Technical University of Denmark 66
67 How many clusters? E = S p,a log p p,a q a Before scoring S, remove it and update the matrix E = S p,a log p S p,a q a What is the problem? Overfitting. S was also used to calculate the log-odds matrix The contribution of S on the matrix will be larger if the cluster is small. Technical University of Denmark 67
68 How many clusters? YQAFRTKVH SPRTLNAWV YALTVVWLL LSSIGIPAY AVAKCNLNH TPYDINQML LLMMTLPSI KELENEYYF IENATFFIF AEMLASIDL... E = log p p,a E = log pp,a S p,a q a p,a Is this so important..? S S q a Technical University of Denmark 68
69 How many clusters? YQAFRTKVH SPRTLNAWV YALTVVWLL LSSIGIPAY AVAKCNLNH TPYDINQML LLMMTLPSI KELENEYYF IENATFFIF AEMLASIDL... E = log p p,a E = log pp,a S p,a SCORE w/o removing q a Is this so important..? YES Technical University of Denmark 69 S p,a S q a Num of sequences in the cluster removing Score YALTVVWLL to a matrix, including vs. excluding YALTVVWLL in the matrix construction
70 How many clusters? Quality of clustering is not only determined by information content of individual clusters (intracluster distance), but also by the ability of different groups to discriminate (inter-cluster distance) Technical University of Denmark 70
71 How many clusters? Quality of clustering is not only determined by information content of individual clusters (intracluster distance), but also by the ability of different groups to discriminate (inter-cluster distance) E = log p S p,a E = log pp,a S S p,a q a S p,a S q p,a position and cluster-specific background (the background is calculated on all groups not containing S, it accounts for inter-cluster distance) Technical University of Denmark 71
72 How many clusters? One last thing and we are ready. E = S p,a log p S p,a S q p,a λn A parameter λ to modulate the tightness of the clustering (n is the number of clusters) Technical University of Denmark 72
73 How many clusters? One last thing and we are ready. E = S p,a log p S p,a S q p,a λn frequencies are calculated by removing the sequence being scored S position and cluster-specific background (the background is calculated on all groups not containing S, it accounts for intercluster distance) A parameter λ to modulate the tightness of the clustering (n is the number of clusters) Technical University of Denmark 73
74 How many clusters? 2 alleles lambda= alleles lambda= alleles lambda=0.02 KLD sum KLD sum Groups 5 alleles lambda=0.02 KLD sum KLD sum Groups 6 alleles lambda=0.02 KLD sum KLD sum Groups 7 alleles lambda= Groups Groups Groups 8 alleles lambda= alleles lambda=0.02 KLD sum Technical University of Denmark Groups KLD sum Groups Binders for 2 to 9 MHC class I alleles
75 How many clusters? Number of clusters random allele combinations Lambda penalty Number of clusters Lambda = Alleles Alleles Lambda = Lambda = Number of clusters Number of clusters Alleles Alleles Technical University of Denmark 75
76 In conclusion Sampling methods can solve problems where the search space is too large to be exhaustively explored Gibbs sampling can detect even weak motifs in a sequence alignment (e.g. MHC class II) More than 1,000 papers in PubMed using Gibbs sampling methods Transcription start-sites Receptor binding sites Acceptor:Donor sites... Technical University of Denmark 76
MCMC: Markov Chain Monte Carlo
I529: Machine Learning in Bioinformatics (Spring 2013) MCMC: Markov Chain Monte Carlo Yuzhen Ye School of Informatics and Computing Indiana University, Bloomington Spring 2013 Contents Review of Markov
More informationLearning Sequence Motif Models Using Expectation Maximization (EM) and Gibbs Sampling
Learning Sequence Motif Models Using Expectation Maximization (EM) and Gibbs Sampling BMI/CS 776 www.biostat.wisc.edu/bmi776/ Spring 009 Mark Craven craven@biostat.wisc.edu Sequence Motifs what is a sequence
More informationCAP 5510: Introduction to Bioinformatics CGS 5166: Bioinformatics Tools. Giri Narasimhan
CAP 5510: Introduction to Bioinformatics CGS 5166: Bioinformatics Tools Giri Narasimhan ECS 254; Phone: x3748 giri@cis.fiu.edu www.cis.fiu.edu/~giri/teach/bioinfs15.html Describing & Modeling Patterns
More informationIntroduction to Computational Biology Lecture # 14: MCMC - Markov Chain Monte Carlo
Introduction to Computational Biology Lecture # 14: MCMC - Markov Chain Monte Carlo Assaf Weiner Tuesday, March 13, 2007 1 Introduction Today we will return to the motif finding problem, in lecture 10
More informationRandom Walks A&T and F&S 3.1.2
Random Walks A&T 110-123 and F&S 3.1.2 As we explained last time, it is very difficult to sample directly a general probability distribution. - If we sample from another distribution, the overlap will
More informationLecture 8 Learning Sequence Motif Models Using Expectation Maximization (EM) Colin Dewey February 14, 2008
Lecture 8 Learning Sequence Motif Models Using Expectation Maximization (EM) Colin Dewey February 14, 2008 1 Sequence Motifs what is a sequence motif? a sequence pattern of biological significance typically
More informationGibbs Sampling Methods for Multiple Sequence Alignment
Gibbs Sampling Methods for Multiple Sequence Alignment Scott C. Schmidler 1 Jun S. Liu 2 1 Section on Medical Informatics and 2 Department of Statistics Stanford University 11/17/99 1 Outline Statistical
More informationBayesian construction of perceptrons to predict phenotypes from 584K SNP data.
Bayesian construction of perceptrons to predict phenotypes from 584K SNP data. Luc Janss, Bert Kappen Radboud University Nijmegen Medical Centre Donders Institute for Neuroscience Introduction Genetic
More informationMarkov chain Monte Carlo Lecture 9
Markov chain Monte Carlo Lecture 9 David Sontag New York University Slides adapted from Eric Xing and Qirong Ho (CMU) Limitations of Monte Carlo Direct (unconditional) sampling Hard to get rare events
More informationConvex Optimization CMU-10725
Convex Optimization CMU-10725 Simulated Annealing Barnabás Póczos & Ryan Tibshirani Andrey Markov Markov Chains 2 Markov Chains Markov chain: Homogen Markov chain: 3 Markov Chains Assume that the state
More informationDe novo identification of motifs in one species. Modified from Serafim Batzoglou s lecture notes
De novo identification of motifs in one species Modified from Serafim Batzoglou s lecture notes Finding Regulatory Motifs... Given a collection of genes that may be regulated by the same transcription
More informationIntroduction to Machine Learning CMU-10701
Introduction to Machine Learning CMU-10701 Markov Chain Monte Carlo Methods Barnabás Póczos & Aarti Singh Contents Markov Chain Monte Carlo Methods Goal & Motivation Sampling Rejection Importance Markov
More informationMachine Learning. Gaussian Mixture Models. Zhiyao Duan & Bryan Pardo, Machine Learning: EECS 349 Fall
Machine Learning Gaussian Mixture Models Zhiyao Duan & Bryan Pardo, Machine Learning: EECS 349 Fall 2012 1 The Generative Model POV We think of the data as being generated from some process. We assume
More informationComputer Vision Group Prof. Daniel Cremers. 10a. Markov Chain Monte Carlo
Group Prof. Daniel Cremers 10a. Markov Chain Monte Carlo Markov Chain Monte Carlo In high-dimensional spaces, rejection sampling and importance sampling are very inefficient An alternative is Markov Chain
More informationAndré Schleife Department of Materials Science and Engineering
André Schleife Department of Materials Science and Engineering Length Scales (c) ICAMS: http://www.icams.de/cms/upload/01_home/01_research_at_icams/length_scales_1024x780.png Goals for today: Background
More informationAn optimized energy potential can predict SH2 domainpeptide
An optimized energy potential can predict SH2 domainpeptide interactions Running Title Predicting SH2 interactions Authors Zeba Wunderlich 1, Leonid A. Mirny 2 Affiliations 1. Biophysics Program, Harvard
More informationMarkov Chain Monte Carlo methods
Markov Chain Monte Carlo methods By Oleg Makhnin 1 Introduction a b c M = d e f g h i 0 f(x)dx 1.1 Motivation 1.1.1 Just here Supresses numbering 1.1.2 After this 1.2 Literature 2 Method 2.1 New math As
More informationMachine Learning for Data Science (CS4786) Lecture 24
Machine Learning for Data Science (CS4786) Lecture 24 Graphical Models: Approximate Inference Course Webpage : http://www.cs.cornell.edu/courses/cs4786/2016sp/ BELIEF PROPAGATION OR MESSAGE PASSING Each
More informationComputer Vision Group Prof. Daniel Cremers. 11. Sampling Methods: Markov Chain Monte Carlo
Group Prof. Daniel Cremers 11. Sampling Methods: Markov Chain Monte Carlo Markov Chain Monte Carlo In high-dimensional spaces, rejection sampling and importance sampling are very inefficient An alternative
More informationWeek 10: Homology Modelling (II) - HHpred
Week 10: Homology Modelling (II) - HHpred Course: Tools for Structural Biology Fabian Glaser BKU - Technion 1 2 Identify and align related structures by sequence methods is not an easy task All comparative
More informationCh. 10 Vector Quantization. Advantages & Design
Ch. 10 Vector Quantization Advantages & Design 1 Advantages of VQ There are (at least) 3 main characteristics of VQ that help it outperform SQ: 1. Exploit Correlation within vectors 2. Exploit Shape Flexibility
More informationMarkov Chain Monte Carlo
Markov Chain Monte Carlo Recall: To compute the expectation E ( h(y ) ) we use the approximation E(h(Y )) 1 n n h(y ) t=1 with Y (1),..., Y (n) h(y). Thus our aim is to sample Y (1),..., Y (n) from f(y).
More informationReducing The Computational Cost of Bayesian Indoor Positioning Systems
Reducing The Computational Cost of Bayesian Indoor Positioning Systems Konstantinos Kleisouris, Richard P. Martin Computer Science Department Rutgers University WINLAB Research Review May 15 th, 2006 Motivation
More informationPattern Recognition and Machine Learning. Bishop Chapter 11: Sampling Methods
Pattern Recognition and Machine Learning Chapter 11: Sampling Methods Elise Arnaud Jakob Verbeek May 22, 2008 Outline of the chapter 11.1 Basic Sampling Algorithms 11.2 Markov Chain Monte Carlo 11.3 Gibbs
More information4th IMPRS Astronomy Summer School Drawing Astrophysical Inferences from Data Sets
4th IMPRS Astronomy Summer School Drawing Astrophysical Inferences from Data Sets William H. Press The University of Texas at Austin Lecture 6 IMPRS Summer School 2009, Prof. William H. Press 1 Mixture
More informationModeling Symmetries for Stochastic Structural Recognition
Modeling Symmetries for Stochastic Structural Recognition Second International Workshop on Stochastic Image Grammars Barcelona, November 2011 Radim Tyleček and Radim Šára tylecr1@cmp.felk.cvut.cz Center
More informationEvaluation Methods for Topic Models
University of Massachusetts Amherst wallach@cs.umass.edu April 13, 2009 Joint work with Iain Murray, Ruslan Salakhutdinov and David Mimno Statistical Topic Models Useful for analyzing large, unstructured
More informationAlignment. Peak Detection
ChIP seq ChIP Seq Hongkai Ji et al. Nature Biotechnology 26: 1293-1300. 2008 ChIP Seq Analysis Alignment Peak Detection Annotation Visualization Sequence Analysis Motif Analysis Alignment ELAND Bowtie
More informationLearning Sequence Motif Models Using Gibbs Sampling
Learning Sequence Motif Models Using Gibbs Samling BMI/CS 776 www.biostat.wisc.edu/bmi776/ Sring 2018 Anthony Gitter gitter@biostat.wisc.edu These slides excluding third-arty material are licensed under
More informationGeneral Construction of Irreversible Kernel in Markov Chain Monte Carlo
General Construction of Irreversible Kernel in Markov Chain Monte Carlo Metropolis heat bath Suwa Todo Department of Applied Physics, The University of Tokyo Department of Physics, Boston University (from
More informationChapter 10. Optimization Simulated annealing
Chapter 10 Optimization In this chapter we consider a very different kind of problem. Until now our prototypical problem is to compute the expected value of some random variable. We now consider minimization
More informationMarkov Networks.
Markov Networks www.biostat.wisc.edu/~dpage/cs760/ Goals for the lecture you should understand the following concepts Markov network syntax Markov network semantics Potential functions Partition function
More informationStatistical Modeling. Prof. William H. Press CAM 397: Introduction to Mathematical Modeling 11/3/08 11/5/08
Statistical Modeling Prof. William H. Press CAM 397: Introduction to Mathematical Modeling 11/3/08 11/5/08 What is a statistical model as distinct from other kinds of models? Models take inputs, turn some
More informationReferences. Markov-Chain Monte Carlo. Recall: Sampling Motivation. Problem. Recall: Sampling Methods. CSE586 Computer Vision II
References Markov-Chain Monte Carlo CSE586 Computer Vision II Spring 2010, Penn State Univ. Recall: Sampling Motivation If we can generate random samples x i from a given distribution P(x), then we can
More informationMarkov Processes. Stochastic process. Markov process
Markov Processes Stochastic process movement through a series of well-defined states in a way that involves some element of randomness for our purposes, states are microstates in the governing ensemble
More informationIntroduction to Hidden Markov Models for Gene Prediction ECE-S690
Introduction to Hidden Markov Models for Gene Prediction ECE-S690 Outline Markov Models The Hidden Part How can we use this for gene prediction? Learning Models Want to recognize patterns (e.g. sequence
More informationQuantitative Bioinformatics
Chapter 9 Class Notes Signals in DNA 9.1. The Biological Problem: since proteins cannot read, how do they recognize nucleotides such as A, C, G, T? Although only approximate, proteins actually recognize
More informationHidden Markov Models
Hidden Markov Models Outline CG-islands The Fair Bet Casino Hidden Markov Model Decoding Algorithm Forward-Backward Algorithm Profile HMMs HMM Parameter Estimation Viterbi training Baum-Welch algorithm
More informationMachine Learning, Midterm Exam
10-601 Machine Learning, Midterm Exam Instructors: Tom Mitchell, Ziv Bar-Joseph Wednesday 12 th December, 2012 There are 9 questions, for a total of 100 points. This exam has 20 pages, make sure you have
More information6.047 / Computational Biology: Genomes, Networks, Evolution Fall 2008
MIT OpenCourseWare http://ocw.mit.edu 6.047 / 6.878 Computational Biology: Genomes, Networks, Evolution Fall 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.
More informationChapter 11. Stochastic Methods Rooted in Statistical Mechanics
Chapter 11. Stochastic Methods Rooted in Statistical Mechanics Neural Networks and Learning Machines (Haykin) Lecture Notes on Self-learning Neural Algorithms Byoung-Tak Zhang School of Computer Science
More informationMarkov-Chain Monte Carlo
Markov-Chain Monte Carlo CSE586 Computer Vision II Spring 2010, Penn State Univ. References Recall: Sampling Motivation If we can generate random samples x i from a given distribution P(x), then we can
More informationCSE446: Clustering and EM Spring 2017
CSE446: Clustering and EM Spring 2017 Ali Farhadi Slides adapted from Carlos Guestrin, Dan Klein, and Luke Zettlemoyer Clustering systems: Unsupervised learning Clustering Detect patterns in unlabeled
More informationConvergence Rate of Markov Chains
Convergence Rate of Markov Chains Will Perkins April 16, 2013 Convergence Last class we saw that if X n is an irreducible, aperiodic, positive recurrent Markov chain, then there exists a stationary distribution
More informationJianlin Cheng, PhD. Department of Computer Science University of Missouri, Columbia. Fall, 2014
Jianlin Cheng, PhD Department of Computer Science University of Missouri, Columbia Fall, 2014 Free for academic use. Copyright @ Jianlin Cheng & original sources for some materials Find a set of sub-sequences
More informationProtein structure prediction. CS/CME/BioE/Biophys/BMI 279 Oct. 10 and 12, 2017 Ron Dror
Protein structure prediction CS/CME/BioE/Biophys/BMI 279 Oct. 10 and 12, 2017 Ron Dror 1 Outline Why predict protein structure? Can we use (pure) physics-based methods? Knowledge-based methods Two major
More informationMonte Carlo (MC) Simulation Methods. Elisa Fadda
Monte Carlo (MC) Simulation Methods Elisa Fadda 1011-CH328, Molecular Modelling & Drug Design 2011 Experimental Observables A system observable is a property of the system state. The system state i is
More informationPredicting Protein Functions and Domain Interactions from Protein Interactions
Predicting Protein Functions and Domain Interactions from Protein Interactions Fengzhu Sun, PhD Center for Computational and Experimental Genomics University of Southern California Outline High-throughput
More informationBayesian Networks BY: MOHAMAD ALSABBAGH
Bayesian Networks BY: MOHAMAD ALSABBAGH Outlines Introduction Bayes Rule Bayesian Networks (BN) Representation Size of a Bayesian Network Inference via BN BN Learning Dynamic BN Introduction Conditional
More informationA = {(x, u) : 0 u f(x)},
Draw x uniformly from the region {x : f(x) u }. Markov Chain Monte Carlo Lecture 5 Slice sampler: Suppose that one is interested in sampling from a density f(x), x X. Recall that sampling x f(x) is equivalent
More informationMarkov Chain Monte Carlo The Metropolis-Hastings Algorithm
Markov Chain Monte Carlo The Metropolis-Hastings Algorithm Anthony Trubiano April 11th, 2018 1 Introduction Markov Chain Monte Carlo (MCMC) methods are a class of algorithms for sampling from a probability
More informationBayesian Methods for Machine Learning
Bayesian Methods for Machine Learning CS 584: Big Data Analytics Material adapted from Radford Neal s tutorial (http://ftp.cs.utoronto.ca/pub/radford/bayes-tut.pdf), Zoubin Ghahramni (http://hunch.net/~coms-4771/zoubin_ghahramani_bayesian_learning.pdf),
More informationIntroduction to Bioinformatics
Introduction to Bioinformatics Jianlin Cheng, PhD Department of Computer Science Informatics Institute 2011 Topics Introduction Biological Sequence Alignment and Database Search Analysis of gene expression
More informationECO 513 Fall 2008 C.Sims KALMAN FILTER. s t = As t 1 + ε t Measurement equation : y t = Hs t + ν t. u t = r t. u 0 0 t 1 + y t = [ H I ] u t.
ECO 513 Fall 2008 C.Sims KALMAN FILTER Model in the form 1. THE KALMAN FILTER Plant equation : s t = As t 1 + ε t Measurement equation : y t = Hs t + ν t. Var(ε t ) = Ω, Var(ν t ) = Ξ. ε t ν t and (ε t,
More informationLect4: Exact Sampling Techniques and MCMC Convergence Analysis
Lect4: Exact Sampling Techniques and MCMC Convergence Analysis. Exact sampling. Convergence analysis of MCMC. First-hit time analysis for MCMC--ways to analyze the proposals. Outline of the Module Definitions
More informationIntroduction to Machine Learning Midterm Exam Solutions
10-701 Introduction to Machine Learning Midterm Exam Solutions Instructors: Eric Xing, Ziv Bar-Joseph 17 November, 2015 There are 11 questions, for a total of 100 points. This exam is open book, open notes,
More informationBagging During Markov Chain Monte Carlo for Smoother Predictions
Bagging During Markov Chain Monte Carlo for Smoother Predictions Herbert K. H. Lee University of California, Santa Cruz Abstract: Making good predictions from noisy data is a challenging problem. Methods
More informationIntroduction to Bayesian Statistics and Markov Chain Monte Carlo Estimation. EPSY 905: Multivariate Analysis Spring 2016 Lecture #10: April 6, 2016
Introduction to Bayesian Statistics and Markov Chain Monte Carlo Estimation EPSY 905: Multivariate Analysis Spring 2016 Lecture #10: April 6, 2016 EPSY 905: Intro to Bayesian and MCMC Today s Class An
More informationApproximate inference in Energy-Based Models
CSC 2535: 2013 Lecture 3b Approximate inference in Energy-Based Models Geoffrey Hinton Two types of density model Stochastic generative model using directed acyclic graph (e.g. Bayes Net) Energy-based
More informationMarkov Chain Monte Carlo Inference. Siamak Ravanbakhsh Winter 2018
Graphical Models Markov Chain Monte Carlo Inference Siamak Ravanbakhsh Winter 2018 Learning objectives Markov chains the idea behind Markov Chain Monte Carlo (MCMC) two important examples: Gibbs sampling
More informationTime-Sensitive Dirichlet Process Mixture Models
Time-Sensitive Dirichlet Process Mixture Models Xiaojin Zhu Zoubin Ghahramani John Lafferty May 25 CMU-CALD-5-4 School of Computer Science Carnegie Mellon University Pittsburgh, PA 523 Abstract We introduce
More informationApplications of Hidden Markov Models
18.417 Introduction to Computational Molecular Biology Lecture 18: November 9, 2004 Scribe: Chris Peikert Lecturer: Ross Lippert Editor: Chris Peikert Applications of Hidden Markov Models Review of Notation
More informationCSC 2541: Bayesian Methods for Machine Learning
CSC 2541: Bayesian Methods for Machine Learning Radford M. Neal, University of Toronto, 2011 Lecture 3 More Markov Chain Monte Carlo Methods The Metropolis algorithm isn t the only way to do MCMC. We ll
More informationCS534 Machine Learning - Spring Final Exam
CS534 Machine Learning - Spring 2013 Final Exam Name: You have 110 minutes. There are 6 questions (8 pages including cover page). If you get stuck on one question, move on to others and come back to the
More information27 : Distributed Monte Carlo Markov Chain. 1 Recap of MCMC and Naive Parallel Gibbs Sampling
10-708: Probabilistic Graphical Models 10-708, Spring 2014 27 : Distributed Monte Carlo Markov Chain Lecturer: Eric P. Xing Scribes: Pengtao Xie, Khoa Luu In this scribe, we are going to review the Parallel
More informationMidterm. Introduction to Machine Learning. CS 189 Spring Please do not open the exam before you are instructed to do so.
CS 89 Spring 07 Introduction to Machine Learning Midterm Please do not open the exam before you are instructed to do so. The exam is closed book, closed notes except your one-page cheat sheet. Electronic
More informationCPSC 540: Machine Learning
CPSC 540: Machine Learning MCMC and Non-Parametric Bayes Mark Schmidt University of British Columbia Winter 2016 Admin I went through project proposals: Some of you got a message on Piazza. No news is
More informationMEME - Motif discovery tool REFERENCE TRAINING SET COMMAND LINE SUMMARY
Command line Training Set First Motif Summary of Motifs Termination Explanation MEME - Motif discovery tool MEME version 3.0 (Release date: 2002/04/02 00:11:59) For further information on how to interpret
More informationA quick introduction to Markov chains and Markov chain Monte Carlo (revised version)
A quick introduction to Markov chains and Markov chain Monte Carlo (revised version) Rasmus Waagepetersen Institute of Mathematical Sciences Aalborg University 1 Introduction These notes are intended to
More informationMonte Carlo. Lecture 15 4/9/18. Harvard SEAS AP 275 Atomistic Modeling of Materials Boris Kozinsky
Monte Carlo Lecture 15 4/9/18 1 Sampling with dynamics In Molecular Dynamics we simulate evolution of a system over time according to Newton s equations, conserving energy Averages (thermodynamic properties)
More informationMarkov Chain Monte Carlo Lecture 6
Sequential parallel tempering With the development of science and technology, we more and more need to deal with high dimensional systems. For example, we need to align a group of protein or DNA sequences
More informationAn Introduction to Bioinformatics Algorithms Hidden Markov Models
Hidden Markov Models Outline 1. CG-Islands 2. The Fair Bet Casino 3. Hidden Markov Model 4. Decoding Algorithm 5. Forward-Backward Algorithm 6. Profile HMMs 7. HMM Parameter Estimation 8. Viterbi Training
More informationComputational Genomics and Molecular Biology, Fall
Computational Genomics and Molecular Biology, Fall 2014 1 HMM Lecture Notes Dannie Durand and Rose Hoberman November 6th Introduction In the last few lectures, we have focused on three problems related
More informationOn Markov Chain Monte Carlo
MCMC 0 On Markov Chain Monte Carlo Yevgeniy Kovchegov Oregon State University MCMC 1 Metropolis-Hastings algorithm. Goal: simulating an Ω-valued random variable distributed according to a given probability
More informationLogistic Regression Review Fall 2012 Recitation. September 25, 2012 TA: Selen Uguroglu
Logistic Regression Review 10-601 Fall 2012 Recitation September 25, 2012 TA: Selen Uguroglu!1 Outline Decision Theory Logistic regression Goal Loss function Inference Gradient Descent!2 Training Data
More informationFinal Exam, Fall 2002
15-781 Final Exam, Fall 22 1. Write your name and your andrew email address below. Name: Andrew ID: 2. There should be 17 pages in this exam (excluding this cover sheet). 3. If you need more room to work
More informationPerformance Comparison of K-Means and Expectation Maximization with Gaussian Mixture Models for Clustering EE6540 Final Project
Performance Comparison of K-Means and Expectation Maximization with Gaussian Mixture Models for Clustering EE6540 Final Project Devin Cornell & Sushruth Sastry May 2015 1 Abstract In this article, we explore
More informationPage 1. References. Hidden Markov models and multiple sequence alignment. Markov chains. Probability review. Example. Markovian sequence
Page Hidden Markov models and multiple sequence alignment Russ B Altman BMI 4 CS 74 Some slides borrowed from Scott C Schmidler (BMI graduate student) References Bioinformatics Classic: Krogh et al (994)
More informationCS 781 Lecture 9 March 10, 2011 Topics: Local Search and Optimization Metropolis Algorithm Greedy Optimization Hopfield Networks Max Cut Problem Nash
CS 781 Lecture 9 March 10, 2011 Topics: Local Search and Optimization Metropolis Algorithm Greedy Optimization Hopfield Networks Max Cut Problem Nash Equilibrium Price of Stability Coping With NP-Hardness
More informationBayesian Networks Structure Learning (cont.)
Koller & Friedman Chapters (handed out): Chapter 11 (short) Chapter 1: 1.1, 1., 1.3 (covered in the beginning of semester) 1.4 (Learning parameters for BNs) Chapter 13: 13.1, 13.3.1, 13.4.1, 13.4.3 (basic
More informationDoing Physics with Random Numbers
Doing Physics with Random Numbers Andrew J. Schultz Department of Chemical and Biological Engineering University at Buffalo The State University of New York Concepts Random numbers can be used to measure
More information6 Markov Chain Monte Carlo (MCMC)
6 Markov Chain Monte Carlo (MCMC) The underlying idea in MCMC is to replace the iid samples of basic MC methods, with dependent samples from an ergodic Markov chain, whose limiting (stationary) distribution
More informationMixtures of Gaussians continued
Mixtures of Gaussians continued Machine Learning CSE446 Carlos Guestrin University of Washington May 17, 2013 1 One) bad case for k-means n Clusters may overlap n Some clusters may be wider than others
More informationIntroduction to Machine Learning Midterm Exam
10-701 Introduction to Machine Learning Midterm Exam Instructors: Eric Xing, Ziv Bar-Joseph 17 November, 2015 There are 11 questions, for a total of 100 points. This exam is open book, open notes, but
More informationStochastic optimization Markov Chain Monte Carlo
Stochastic optimization Markov Chain Monte Carlo Ethan Fetaya Weizmann Institute of Science 1 Motivation Markov chains Stationary distribution Mixing time 2 Algorithms Metropolis-Hastings Simulated Annealing
More information12/2/15. G Perception. Bayesian Decision Theory. Laurence T. Maloney. Perceptual Tasks. Testing hypotheses. Estimation
G89.2223 Perception Bayesian Decision Theory Laurence T. Maloney Perceptual Tasks Testing hypotheses signal detection theory psychometric function Estimation previous lecture Selection of actions this
More information9 Markov chain Monte Carlo integration. MCMC
9 Markov chain Monte Carlo integration. MCMC Markov chain Monte Carlo integration, or MCMC, is a term used to cover a broad range of methods for numerically computing probabilities, or for optimization.
More informationComputer Vision Group Prof. Daniel Cremers. 14. Sampling Methods
Prof. Daniel Cremers 14. Sampling Methods Sampling Methods Sampling Methods are widely used in Computer Science as an approximation of a deterministic algorithm to represent uncertainty without a parametric
More informationAdvanced Certificate in Principles in Protein Structure. You will be given a start time with your exam instructions
BIRKBECK COLLEGE (University of London) Advanced Certificate in Principles in Protein Structure MSc Structural Molecular Biology Date: Thursday, 1st September 2011 Time: 3 hours You will be given a start
More informationHidden Markov Models
Hidden Markov Models Outline 1. CG-Islands 2. The Fair Bet Casino 3. Hidden Markov Model 4. Decoding Algorithm 5. Forward-Backward Algorithm 6. Profile HMMs 7. HMM Parameter Estimation 8. Viterbi Training
More informationMCMC for Cut Models or Chasing a Moving Target with MCMC
MCMC for Cut Models or Chasing a Moving Target with MCMC Martyn Plummer International Agency for Research on Cancer MCMSki Chamonix, 6 Jan 2014 Cut models What do we want to do? 1. Generate some random
More informationAn Introduction to Bayesian Networks: Representation and Approximate Inference
An Introduction to Bayesian Networks: Representation and Approximate Inference Marek Grześ Department of Computer Science University of York Graphical Models Reading Group May 7, 2009 Data and Probabilities
More informationMetropolis-Hastings Algorithm
Strength of the Gibbs sampler Metropolis-Hastings Algorithm Easy algorithm to think about. Exploits the factorization properties of the joint probability distribution. No difficult choices to be made to
More informationThe connection of dropout and Bayesian statistics
The connection of dropout and Bayesian statistics Interpretation of dropout as approximate Bayesian modelling of NN http://mlg.eng.cam.ac.uk/yarin/thesis/thesis.pdf Dropout Geoffrey Hinton Google, University
More informationMarkov Chains and MCMC
Markov Chains and MCMC Markov chains Let S = {1, 2,..., N} be a finite set consisting of N states. A Markov chain Y 0, Y 1, Y 2,... is a sequence of random variables, with Y t S for all points in time
More informationAlgorithms other than SGD. CS6787 Lecture 10 Fall 2017
Algorithms other than SGD CS6787 Lecture 10 Fall 2017 Machine learning is not just SGD Once a model is trained, we need to use it to classify new examples This inference task is not computed with SGD There
More informationStatistical approach for dictionary learning
Statistical approach for dictionary learning Tieyong ZENG Joint work with Alain Trouvé Page 1 Introduction Redundant dictionary Coding, denoising, compression. Existing algorithms to generate dictionary
More informationDetection ASTR ASTR509 Jasper Wall Fall term. William Sealey Gosset
ASTR509-14 Detection William Sealey Gosset 1876-1937 Best known for his Student s t-test, devised for handling small samples for quality control in brewing. To many in the statistical world "Student" was
More informationRandom Numbers and Simulation
Random Numbers and Simulation Generating random numbers: Typically impossible/unfeasible to obtain truly random numbers Programs have been developed to generate pseudo-random numbers: Values generated
More informationStrong Lens Modeling (II): Statistical Methods
Strong Lens Modeling (II): Statistical Methods Chuck Keeton Rutgers, the State University of New Jersey Probability theory multiple random variables, a and b joint distribution p(a, b) conditional distribution
More information