Gibbs sampling. Massimo Andreatta Center for Biological Sequence Analysis Technical University of Denmark.

Size: px
Start display at page:

Download "Gibbs sampling. Massimo Andreatta Center for Biological Sequence Analysis Technical University of Denmark."

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

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 information

Learning Sequence Motif Models Using Expectation Maximization (EM) and Gibbs Sampling

Learning 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 information

CAP 5510: Introduction to Bioinformatics CGS 5166: Bioinformatics Tools. Giri Narasimhan

CAP 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 information

Introduction to Computational Biology Lecture # 14: MCMC - Markov Chain Monte Carlo

Introduction 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 information

Random Walks A&T and F&S 3.1.2

Random 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 information

Lecture 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 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 information

Gibbs Sampling Methods for Multiple Sequence Alignment

Gibbs 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 information

Bayesian construction of perceptrons to predict phenotypes from 584K SNP data.

Bayesian 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 information

Markov chain Monte Carlo Lecture 9

Markov 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 information

Convex Optimization CMU-10725

Convex 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 information

De 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 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 information

Introduction to Machine Learning CMU-10701

Introduction 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 information

Machine 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 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 information

Computer Vision Group Prof. Daniel Cremers. 10a. Markov Chain Monte Carlo

Computer 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 information

André Schleife Department of Materials Science and Engineering

André 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 information

An optimized energy potential can predict SH2 domainpeptide

An 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 information

Markov Chain Monte Carlo methods

Markov 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 information

Machine Learning for Data Science (CS4786) Lecture 24

Machine 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 information

Computer Vision Group Prof. Daniel Cremers. 11. Sampling Methods: Markov Chain Monte Carlo

Computer 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 information

Week 10: Homology Modelling (II) - HHpred

Week 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 information

Ch. 10 Vector Quantization. Advantages & Design

Ch. 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 information

Markov Chain Monte Carlo

Markov 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 information

Reducing The Computational Cost of Bayesian Indoor Positioning Systems

Reducing 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 information

Pattern Recognition and Machine Learning. Bishop Chapter 11: Sampling Methods

Pattern 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 information

4th IMPRS Astronomy Summer School Drawing Astrophysical Inferences from Data Sets

4th 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 information

Modeling Symmetries for Stochastic Structural Recognition

Modeling 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 information

Evaluation Methods for Topic Models

Evaluation 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 information

Alignment. Peak Detection

Alignment. 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 information

Learning Sequence Motif Models Using Gibbs Sampling

Learning 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 information

General Construction of Irreversible Kernel in Markov Chain Monte Carlo

General 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 information

Chapter 10. Optimization Simulated annealing

Chapter 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 information

Markov Networks.

Markov 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 information

Statistical 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 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 information

References. Markov-Chain Monte Carlo. Recall: Sampling Motivation. Problem. Recall: Sampling Methods. CSE586 Computer Vision II

References. 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 information

Markov Processes. Stochastic process. Markov process

Markov 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 information

Introduction to Hidden Markov Models for Gene Prediction ECE-S690

Introduction 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 information

Quantitative Bioinformatics

Quantitative 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 information

Hidden Markov Models

Hidden 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 information

Machine Learning, Midterm Exam

Machine 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 information

6.047 / Computational Biology: Genomes, Networks, Evolution Fall 2008

6.047 / 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 information

Chapter 11. Stochastic Methods Rooted in Statistical Mechanics

Chapter 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 information

Markov-Chain Monte Carlo

Markov-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 information

CSE446: Clustering and EM Spring 2017

CSE446: 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 information

Convergence Rate of Markov Chains

Convergence 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 information

Jianlin 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 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 information

Protein 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 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 information

Monte Carlo (MC) Simulation Methods. Elisa Fadda

Monte 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 information

Predicting Protein Functions and Domain Interactions from Protein Interactions

Predicting 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 information

Bayesian Networks BY: MOHAMAD ALSABBAGH

Bayesian 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 information

A = {(x, u) : 0 u f(x)},

A = {(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 information

Markov Chain Monte Carlo The Metropolis-Hastings Algorithm

Markov 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 information

Bayesian Methods for Machine Learning

Bayesian 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 information

Introduction to Bioinformatics

Introduction 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 information

ECO 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. 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 information

Lect4: Exact Sampling Techniques and MCMC Convergence Analysis

Lect4: 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 information

Introduction to Machine Learning Midterm Exam Solutions

Introduction 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 information

Bagging During Markov Chain Monte Carlo for Smoother Predictions

Bagging 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 information

Introduction 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 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 information

Approximate inference in Energy-Based Models

Approximate 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 information

Markov Chain Monte Carlo Inference. Siamak Ravanbakhsh Winter 2018

Markov 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 information

Time-Sensitive Dirichlet Process Mixture Models

Time-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 information

Applications of Hidden Markov Models

Applications 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 information

CSC 2541: Bayesian Methods for Machine Learning

CSC 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 information

CS534 Machine Learning - Spring Final Exam

CS534 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 information

27 : Distributed Monte Carlo Markov Chain. 1 Recap of MCMC and Naive Parallel Gibbs Sampling

27 : 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 information

Midterm. Introduction to Machine Learning. CS 189 Spring Please do not open the exam before you are instructed to do so.

Midterm. 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 information

CPSC 540: Machine Learning

CPSC 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 information

MEME - Motif discovery tool REFERENCE TRAINING SET COMMAND LINE SUMMARY

MEME - 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 information

A 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) 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 information

Monte Carlo. Lecture 15 4/9/18. Harvard SEAS AP 275 Atomistic Modeling of Materials Boris Kozinsky

Monte 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 information

Markov Chain Monte Carlo Lecture 6

Markov 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 information

An Introduction to Bioinformatics Algorithms Hidden Markov Models

An 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 information

Computational Genomics and Molecular Biology, Fall

Computational 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 information

On Markov Chain Monte Carlo

On 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 information

Logistic Regression Review Fall 2012 Recitation. September 25, 2012 TA: Selen Uguroglu

Logistic 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 information

Final Exam, Fall 2002

Final 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 information

Performance 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 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 information

Page 1. References. Hidden Markov models and multiple sequence alignment. Markov chains. Probability review. Example. Markovian sequence

Page 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 information

CS 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 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 information

Bayesian Networks Structure Learning (cont.)

Bayesian 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 information

Doing Physics with Random Numbers

Doing 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 information

6 Markov Chain Monte Carlo (MCMC)

6 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 information

Mixtures of Gaussians continued

Mixtures 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 information

Introduction to Machine Learning Midterm Exam

Introduction 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 information

Stochastic optimization Markov Chain Monte Carlo

Stochastic 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 information

12/2/15. G Perception. Bayesian Decision Theory. Laurence T. Maloney. Perceptual Tasks. Testing hypotheses. Estimation

12/2/15. 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 information

9 Markov chain Monte Carlo integration. MCMC

9 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 information

Computer Vision Group Prof. Daniel Cremers. 14. Sampling Methods

Computer 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 information

Advanced Certificate in Principles in Protein Structure. You will be given a start time with your exam instructions

Advanced 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 information

Hidden Markov Models

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 information

MCMC for Cut Models or Chasing a Moving Target with MCMC

MCMC 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 information

An Introduction to Bayesian Networks: Representation and Approximate Inference

An 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 information

Metropolis-Hastings Algorithm

Metropolis-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 information

The connection of dropout and Bayesian statistics

The 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 information

Markov Chains and MCMC

Markov 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 information

Algorithms other than SGD. CS6787 Lecture 10 Fall 2017

Algorithms 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 information

Statistical approach for dictionary learning

Statistical 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 information

Detection ASTR ASTR509 Jasper Wall Fall term. William Sealey Gosset

Detection 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 information

Random Numbers and Simulation

Random 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 information

Strong Lens Modeling (II): Statistical Methods

Strong 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