Learning Sequence Motif Models Using Gibbs Sampling

Size: px
Start display at page:

Download "Learning Sequence Motif Models Using Gibbs Sampling"

Transcription

1 Learning Sequence Motif Models Using Gibbs Samling BMI/CS Sring 2018 Anthony Gitter These slides excluding third-arty material are licensed under CC BY-NC 4.0 by Mark Craven Colin Dewey and Anthony Gitter

2 Goals for Lecture Key concets: Markov Chain Monte Carlo (MCMC and Gibbs samling CS 760 slides for background Gibbs samling alied to the motif-finding task arameter tying incororating rior knowledge using Dirichlets and Dirichlet mixtures 2

3 Gibbs Samling: An Alternative to EM EM can get traed in local maxima One aroach to alleviate this limitation: try different (erhas random initial arameters Gibbs samling exloits randomized search to a much greater degree Can view it as a stochastic analog of EM for this task In theory Gibbs samling is less suscetible to local maxima than EM [Lawrence et al. Science 1993] 3

4 Gibbs Samling Aroach In the EM aroach we maintained a distribution over the ossible motif starting oints for each sequence at iteration t t Z ( i In the Gibbs samling aroach we ll maintain a secific starting oint for each sequence a i but we ll kee randomly resamling these 4

5 Gibbs Samling Algorithm for Motif Finding given: length arameter W training set of sequences choose random ositions for a do ick a sequence estimate given current motif ositions a (using all sequences but (redictive udate ste samle a new motif osition for (samling ste until convergence return: a X i X i a i X i 5

6 Markov Chain Monte Carlo (MCMC Consider a Markov chain in which on each time ste a grasshoer randomly chooses to stay in its current state jum one state left or jum one state right Figure from Koller & Friedman Probabilistic Grahical Models MIT Press Let P (t (u reresent the robability of being in state u at time t in the random walk (0 (0 (0 P (0 1 P ( 1 0 P ( 2 0 P P P (1 (2 (100 (0 0.5 ( ( P P P (1 (2 (100 ( ( ( P P P (1 (2 (100 ( 2 0 ( (

7 The Stationary Distribution Let P(u reresent the robability of being in state u at any given time in a random walk on the chain P P ( t ( t1 ( u ( u P ( t1 v ( u P ( t ( v ( u v robability of state v robability of transition vu The stationary distribution is the set of such robabilities for all states 7

8 Markov Chain Monte Carlo (MCMC We can view the motif finding aroach in terms of a Markov chain Each state reresents a configuration of the starting ositions (a i values for a set of random variables A 1 A n Transitions corresond to changing selected starting ositions (and hence moving to a new state A 1 =5 ACATCCG ACATCCG CGACTAC CGACTAC A 1 =3 ATTGAGC CGTTGAC GAGTGAT ATTGAGC CGTTGAC GAGTGAT TCGTTGG TCGTTGG ACAGGAT ( v u ACAGGAT TAGCTAT GCTACCG GGCCTCA TAGCTAT GCTACCG GGCCTCA state u state v 8

9 Markov Chain Monte Carlo In motif-finding task the number of states is enormous Key idea: construct Markov chain with stationary distribution equal to distribution of interest; use samling to find most robable states Detailed balance: P( u ( v u P( v ( u v robability of state u robability of transition uv When detailed balance holds: 1 lim N N count( u number of samles P( u 9

10 MCMC with Gibbs Samling Gibbs samling is a secial case of MCMC in which Markov chain transitions involve changing one variable at a time Transition robability is conditional robability of the changed variable given all others We samle the joint distribution of a set of random variables P A... A by iteratively samling from ( 1 n P( Ai A... Ai 1 Ai 1... A 1 n 10

11 Gibbs Samling Aroach Possible state transitions when first sequence is selected ACATCCG CGACTAC ATTGAGC CGTTGAC GAGTGAT TCGTTGG ACAGGAT TAGCTAT GCTACCG GGCCTCA ACATCCG CGACTAC ATTGAGC CGTTGAC GAGTGAT TCGTTGG ACAGGAT TAGCTAT GCTACCG GGCCTCA ACATCCG CGACTAC ATTGAGC CGTTGAC GAGTGAT TCGTTGG ACAGGAT TAGCTAT GCTACCG GGCCTCA ACATCCG CGACTAC ATTGAGC CGTTGAC GAGTGAT TCGTTGG ACAGGAT TAGCTAT GCTACCG GGCCTCA ACATCCG CGACTAC ATTGAGC CGTTGAC GAGTGAT TCGTTGG ACAGGAT TAGCTAT GCTACCG GGCCTCA 11

12 Gibbs Samling Aroach Lawrence et al. maximize the likelihood ratio P( X motif P( X background How do we get the transition robabilities when we don t know what the motif looks like? 12

13 Gibbs Samling Aroach The robability of a state is given by P( u c W j1 c j c0 n c j ( u count of c in motif osition j u ACATCCG CGACTAC ATTGAGC CGTTGAC GAGTGAT TCGTTGG ACAGGAT TAGCTAT GCTACCG GGCCTCA background robability for character c A C G T n(u robability of c in motif osition j See Liu et al. JASA 1995 for the full derivation 13

14 Samling New Motif Positions For each ossible starting osition A i j comute the likelihood ratio (leaving sequence i out of estimates of LR jw 1 c k j ( j jw 1 k j k k j1 c k 0 Randomly select a new starting osition A i j with robability LR( j LR( k k{starting ositions} 14

15 The Phase Shift Problem Gibbs samler can get stuck in a local maximum that corresonds to the correct solution shifted by a few bases Solution: add a secial ste to shift the a values by the same amount for all sequences Try different shift amounts and ick one in roortion to its robability score 15

16 Convergence of Gibbs true motif deleted from inut sequences 16

17 Using Background Knowledge to Bias the Parameters Let s consider two ways in which background knowledge can be exloited in motif finding 1. Accounting for alindromes that are common in DNA binding sites 2. Using Dirichlet mixture riors to account for biochemical similarity of amino acids 17

18 Using Background Knowledge to Bias the Parameters Many DNA motifs have a alindromic attern because they are bound by a rotein homodimer: a comlex consisting of two identical roteins Porteus & Carroll Nature Biotechnology

19 Reresenting Palindromes Parameters in robabilistic models can be tied or shared a0 c0 g 0 t0 a1 c1 g 1 t1 a W c W g W t W During motif search try tying arameters according to alindromic constraint; accet if it increases likelihood ratio test (half as many arameters 19

20 Udating Tied Parameters W t t t W g g g W c c c W a a a b b W b W b b b W t a W t a W t a d n d n d d n n ( (

21 Including Prior Knowledge Recall that MEME and Gibbs udate arameters by: Can we use background knowledge to guide our choice of seudocounts ( d ck? Suose we re modeling rotein sequences b k b k b k c k c k c d n d n ( 21

22 Amino Acids Can we encode rior knowledge about amino acid roerties into the motif finding rocess? There are classes of amino acids that share similar roerties 22

23 Using Dirichlet Mixture Priors Prior for a single PWM column not the entire motif Because we re estimating multinomial distributions (frequencies of amino acids at each motif osition a natural way to encode rior knowledge is using Dirichlet distributions Let s consider the Beta distribution the Dirichlet distribution mixtures of Dirichlets 23

24 Suose we re taking a Bayesian aroach to estimating the arameter θ of a weighted coin The Beta distribution rovides an aroriate rior P( where h t The Beta Distribution ( h t ( ( h t 1 h (1 1 # of imaginary heads we have seen already # of imaginary tails we have seen already continuous generalization of factorial function t

25 Suose now we re given a data set D in which we observe D h heads and D t tails The Beta Distribution Beta( (1 ( ( ( ( 1 1 t t h h D D t t h h t h D D D D D D D P t t h h The osterior distribution is also Beta: we say that the set of Beta distributions is a conjugate family for binomial samling 25

26 The Dirichlet Distribution For discrete variables with more than two ossible values we can use Dirichlet riors Dirichlet riors are a conjugate family for multinomial data If P(θ is Dirichlet(α 1... α K then P(θ D is Dirichlet(α 1 +D 1... α K +D K where D i is the # occurrences of the i th value K i i K i i K i i i P ( ( 26

27 Dirichlet Distributions Probability density (shown on a simlex of Dirichlet distributions for K=3 and various arameter vectors α (6 2 2 (3 7 5 (2 3 4 (6 2 6 Image from Wikiedia Python code adated from Thomas Boggs 27

28 Mixture of Dirichlets We d like to have Dirichlet distributions characterizing amino acids that tend to be used in certain roles Brown et al. [ISMB 93] induced a set of Dirichlets from trusted rotein alignments large charged and olar olar and mostly negatively charged hydrohobic uncharged nonolar etc. 28

29 Trusted Protein Alignments A trusted rotein alignment is one in which known rotein structures are used to determine which arts of the given set of sequences should be aligned 29

30 Using Dirichlet Mixture Priors Recall that the EM/Gibbs udate the arameters by: We can set the seudocounts using a mixture of Dirichlets: where is the j th Dirichlet comonent b k b k b k c k c k c d n d n ( ( ( ( j c k j j k c P d n ( j 30

31 Using Dirichlet Mixture Priors d c k j P( ( j n k ( j c robability of j th Dirichlet given observed counts arameter for character c in j th Dirichlet We don t have to know which Dirichlet to ick Instead we ll hedge our bets using the observed counts to decide how much to weight each Dirichlet See textbook section

32 Motif Finding: EM and Gibbs These methods comute local multile alignments Otimize the likelihood or likelihood ratio of the sequences EM converges to a local maximum Gibbs will converge to a global maximum in the limit; in a reasonable amount of time robably not Can take advantage of background knowledge by tying arameters Dirichlet riors There are many other methods for motif finding In ractice motif finders often fail motif signal may be weak large search sace many local minima do not consider binding context 32

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

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

STA 250: Statistics. Notes 7. Bayesian Approach to Statistics. Book chapters: 7.2

STA 250: Statistics. Notes 7. Bayesian Approach to Statistics. Book chapters: 7.2 STA 25: Statistics Notes 7. Bayesian Aroach to Statistics Book chaters: 7.2 1 From calibrating a rocedure to quantifying uncertainty We saw that the central idea of classical testing is to rovide a rigorous

More information

Bayesian Networks Practice

Bayesian Networks Practice Bayesian Networks Practice Part 2 2016-03-17 Byoung-Hee Kim, Seong-Ho Son Biointelligence Lab, CSE, Seoul National University Agenda Probabilistic Inference in Bayesian networks Probability basics D-searation

More information

Bayesian inference & Markov chain Monte Carlo. Note 1: Many slides for this lecture were kindly provided by Paul Lewis and Mark Holder

Bayesian inference & Markov chain Monte Carlo. Note 1: Many slides for this lecture were kindly provided by Paul Lewis and Mark Holder Bayesian inference & Markov chain Monte Carlo Note 1: Many slides for this lecture were kindly rovided by Paul Lewis and Mark Holder Note 2: Paul Lewis has written nice software for demonstrating Markov

More information

Bayesian classification CISC 5800 Professor Daniel Leeds

Bayesian classification CISC 5800 Professor Daniel Leeds Bayesian classification CISC 5800 Professor Daniel Leeds Classifying with robabilities Examle goal: Determine is it cloudy out Available data: Light detector: x 0,25 Potential class (atmosheric states):

More information

Introduction to Probability for Graphical Models

Introduction to Probability for Graphical Models Introduction to Probability for Grahical Models CSC 4 Kaustav Kundu Thursday January 4, 06 *Most slides based on Kevin Swersky s slides, Inmar Givoni s slides, Danny Tarlow s slides, Jaser Snoek s slides,

More information

Collaborative Place Models Supplement 1

Collaborative Place Models Supplement 1 Collaborative Place Models Sulement Ber Kaicioglu Foursquare Labs ber.aicioglu@gmail.com Robert E. Schaire Princeton University schaire@cs.rinceton.edu David S. Rosenberg P Mobile Labs david.davidr@gmail.com

More information

Solved Problems. (a) (b) (c) Figure P4.1 Simple Classification Problems First we draw a line between each set of dark and light data points.

Solved Problems. (a) (b) (c) Figure P4.1 Simple Classification Problems First we draw a line between each set of dark and light data points. Solved Problems Solved Problems P Solve the three simle classification roblems shown in Figure P by drawing a decision boundary Find weight and bias values that result in single-neuron ercetrons with the

More information

Radial Basis Function Networks: Algorithms

Radial Basis Function Networks: Algorithms Radial Basis Function Networks: Algorithms Introduction to Neural Networks : Lecture 13 John A. Bullinaria, 2004 1. The RBF Maing 2. The RBF Network Architecture 3. Comutational Power of RBF Networks 4.

More information

System Reliability Estimation and Confidence Regions from Subsystem and Full System Tests

System Reliability Estimation and Confidence Regions from Subsystem and Full System Tests 009 American Control Conference Hyatt Regency Riverfront, St. Louis, MO, USA June 0-, 009 FrB4. System Reliability Estimation and Confidence Regions from Subsystem and Full System Tests James C. Sall Abstract

More information

Short course A vademecum of statistical pattern recognition techniques with applications to image and video analysis. Agenda

Short course A vademecum of statistical pattern recognition techniques with applications to image and video analysis. Agenda Short course A vademecum of statistical attern recognition techniques with alications to image and video analysis Lecture 6 The Kalman filter. Particle filters Massimo Piccardi University of Technology,

More information

Outline. Markov Chains and Markov Models. Outline. Markov Chains. Markov Chains Definitions Huizhen Yu

Outline. Markov Chains and Markov Models. Outline. Markov Chains. Markov Chains Definitions Huizhen Yu and Markov Models Huizhen Yu janey.yu@cs.helsinki.fi Det. Comuter Science, Univ. of Helsinki Some Proerties of Probabilistic Models, Sring, 200 Huizhen Yu (U.H.) and Markov Models Jan. 2 / 32 Huizhen Yu

More information

Biitlli Biointelligence Laboratory Lb School of Computer Science and Engineering. Seoul National University

Biitlli Biointelligence Laboratory Lb School of Computer Science and Engineering. Seoul National University Monte Carlo Samling Chater 4 2009 Course on Probabilistic Grahical Models Artificial Neural Networs, Studies in Artificial i lintelligence and Cognitive i Process Biitlli Biointelligence Laboratory Lb

More information

CSC321: 2011 Introduction to Neural Networks and Machine Learning. Lecture 11: Bayesian learning continued. Geoffrey Hinton

CSC321: 2011 Introduction to Neural Networks and Machine Learning. Lecture 11: Bayesian learning continued. Geoffrey Hinton CSC31: 011 Introdution to Neural Networks and Mahine Learning Leture 11: Bayesian learning ontinued Geoffrey Hinton Bayes Theorem, Prior robability of weight vetor Posterior robability of weight vetor

More information

Multiple Whole Genome Alignment

Multiple Whole Genome Alignment Multiple Whole Genome Alignment BMI/CS 776 www.biostat.wisc.edu/bmi776/ Spring 206 Anthony Gitter gitter@biostat.wisc.edu These slides, excluding third-party material, are licensed under CC BY-NC 4.0 by

More information

8 STOCHASTIC PROCESSES

8 STOCHASTIC PROCESSES 8 STOCHASTIC PROCESSES The word stochastic is derived from the Greek στoχαστικoς, meaning to aim at a target. Stochastic rocesses involve state which changes in a random way. A Markov rocess is a articular

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

AI*IA 2003 Fusion of Multiple Pattern Classifiers PART III

AI*IA 2003 Fusion of Multiple Pattern Classifiers PART III AI*IA 23 Fusion of Multile Pattern Classifiers PART III AI*IA 23 Tutorial on Fusion of Multile Pattern Classifiers by F. Roli 49 Methods for fusing multile classifiers Methods for fusing multile classifiers

More information

Named Entity Recognition using Maximum Entropy Model SEEM5680

Named Entity Recognition using Maximum Entropy Model SEEM5680 Named Entity Recognition using Maximum Entroy Model SEEM5680 Named Entity Recognition System Named Entity Recognition (NER): Identifying certain hrases/word sequences in a free text. Generally it involves

More information

Comparative Network Analysis

Comparative Network Analysis Comparative Network Analysis BMI/CS 776 www.biostat.wisc.edu/bmi776/ Spring 2016 Anthony Gitter gitter@biostat.wisc.edu These slides, excluding third-party material, are licensed under CC BY-NC 4.0 by

More information

CHAPTER-II Control Charts for Fraction Nonconforming using m-of-m Runs Rules

CHAPTER-II Control Charts for Fraction Nonconforming using m-of-m Runs Rules CHAPTER-II Control Charts for Fraction Nonconforming using m-of-m Runs Rules. Introduction: The is widely used in industry to monitor the number of fraction nonconforming units. A nonconforming unit is

More information

The Binomial Approach for Probability of Detection

The Binomial Approach for Probability of Detection Vol. No. (Mar 5) - The e-journal of Nondestructive Testing - ISSN 45-494 www.ndt.net/?id=7498 The Binomial Aroach for of Detection Carlos Correia Gruo Endalloy C.A. - Caracas - Venezuela www.endalloy.net

More information

p(-,i)+p(,i)+p(-,v)+p(i,v),v)+p(i,v)

p(-,i)+p(,i)+p(-,v)+p(i,v),v)+p(i,v) Multile Sequence Alignment Given: Set of sequences Score matrix Ga enalties Find: Alignment of sequences such that otimal score is achieved. Motivation Aligning rotein families Establish evolutionary relationshis

More information

Bayesian System for Differential Cryptanalysis of DES

Bayesian System for Differential Cryptanalysis of DES Available online at www.sciencedirect.com ScienceDirect IERI Procedia 7 (014 ) 15 0 013 International Conference on Alied Comuting, Comuter Science, and Comuter Engineering Bayesian System for Differential

More information

Inferring Models of cis-regulatory Modules using Information Theory

Inferring Models of cis-regulatory Modules using Information Theory Inferring Models of cis-regulatory Modules using Information Theory BMI/CS 776 www.biostat.wisc.edu/bmi776/ Spring 28 Anthony Gitter gitter@biostat.wisc.edu These slides, excluding third-party material,

More information

Introduction to Probability and Statistics

Introduction to Probability and Statistics Introduction to Probability and Statistics Chater 8 Ammar M. Sarhan, asarhan@mathstat.dal.ca Deartment of Mathematics and Statistics, Dalhousie University Fall Semester 28 Chater 8 Tests of Hyotheses Based

More information

Lecture 23 Maximum Likelihood Estimation and Bayesian Inference

Lecture 23 Maximum Likelihood Estimation and Bayesian Inference Lecture 23 Maximum Likelihood Estimation and Bayesian Inference Thais Paiva STA 111 - Summer 2013 Term II August 7, 2013 1 / 31 Thais Paiva STA 111 - Summer 2013 Term II Lecture 23, 08/07/2013 Lecture

More information

Notes on Instrumental Variables Methods

Notes on Instrumental Variables Methods Notes on Instrumental Variables Methods Michele Pellizzari IGIER-Bocconi, IZA and frdb 1 The Instrumental Variable Estimator Instrumental variable estimation is the classical solution to the roblem of

More information

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

Combining Logistic Regression with Kriging for Mapping the Risk of Occurrence of Unexploded Ordnance (UXO)

Combining Logistic Regression with Kriging for Mapping the Risk of Occurrence of Unexploded Ordnance (UXO) Combining Logistic Regression with Kriging for Maing the Risk of Occurrence of Unexloded Ordnance (UXO) H. Saito (), P. Goovaerts (), S. A. McKenna (2) Environmental and Water Resources Engineering, Deartment

More information

Evaluating Circuit Reliability Under Probabilistic Gate-Level Fault Models

Evaluating Circuit Reliability Under Probabilistic Gate-Level Fault Models Evaluating Circuit Reliability Under Probabilistic Gate-Level Fault Models Ketan N. Patel, Igor L. Markov and John P. Hayes University of Michigan, Ann Arbor 48109-2122 {knatel,imarkov,jhayes}@eecs.umich.edu

More information

Homework Solution 4 for APPM4/5560 Markov Processes

Homework Solution 4 for APPM4/5560 Markov Processes Homework Solution 4 for APPM4/556 Markov Processes 9.Reflecting random walk on the line. Consider the oints,,, 4 to be marked on a straight line. Let X n be a Markov chain that moves to the right with

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

Bayesian Networks Practice

Bayesian Networks Practice ayesian Networks Practice Part 2 2016-03-17 young-hee Kim Seong-Ho Son iointelligence ab CSE Seoul National University Agenda Probabilistic Inference in ayesian networks Probability basics D-searation

More information

4. Score normalization technical details We now discuss the technical details of the score normalization method.

4. Score normalization technical details We now discuss the technical details of the score normalization method. SMT SCORING SYSTEM This document describes the scoring system for the Stanford Math Tournament We begin by giving an overview of the changes to scoring and a non-technical descrition of the scoring rules

More information

Analysis of some entrance probabilities for killed birth-death processes

Analysis of some entrance probabilities for killed birth-death processes Analysis of some entrance robabilities for killed birth-death rocesses Master s Thesis O.J.G. van der Velde Suervisor: Dr. F.M. Sieksma July 5, 207 Mathematical Institute, Leiden University Contents Introduction

More information

Session 5: Review of Classical Astrodynamics

Session 5: Review of Classical Astrodynamics Session 5: Review of Classical Astrodynamics In revious lectures we described in detail the rocess to find the otimal secific imulse for a articular situation. Among the mission requirements that serve

More information

Probabilistic modeling. The slides are closely adapted from Subhransu Maji s slides

Probabilistic modeling. The slides are closely adapted from Subhransu Maji s slides Probabilistic modeling The slides are closely adapted from Subhransu Maji s slides Overview So far the models and algorithms you have learned about are relatively disconnected Probabilistic modeling framework

More information

arxiv: v1 [physics.data-an] 26 Oct 2012

arxiv: v1 [physics.data-an] 26 Oct 2012 Constraints on Yield Parameters in Extended Maximum Likelihood Fits Till Moritz Karbach a, Maximilian Schlu b a TU Dortmund, Germany, moritz.karbach@cern.ch b TU Dortmund, Germany, maximilian.schlu@cern.ch

More information

Basics of Inference. Lecture 21: Bayesian Inference. Review - Example - Defective Parts, cont. Review - Example - Defective Parts

Basics of Inference. Lecture 21: Bayesian Inference. Review - Example - Defective Parts, cont. Review - Example - Defective Parts Basics of Iferece Lecture 21: Sta230 / Mth230 Coli Rudel Aril 16, 2014 U util this oit i the class you have almost exclusively bee reseted with roblems where we are usig a robability model where the model

More information

Bayesian inference. Fredrik Ronquist and Peter Beerli. October 3, 2007

Bayesian inference. Fredrik Ronquist and Peter Beerli. October 3, 2007 Bayesian inference Fredrik Ronquist and Peter Beerli October 3, 2007 1 Introduction The last few decades has seen a growing interest in Bayesian inference, an alternative approach to statistical inference.

More information

DETC2003/DAC AN EFFICIENT ALGORITHM FOR CONSTRUCTING OPTIMAL DESIGN OF COMPUTER EXPERIMENTS

DETC2003/DAC AN EFFICIENT ALGORITHM FOR CONSTRUCTING OPTIMAL DESIGN OF COMPUTER EXPERIMENTS Proceedings of DETC 03 ASME 003 Design Engineering Technical Conferences and Comuters and Information in Engineering Conference Chicago, Illinois USA, Setember -6, 003 DETC003/DAC-48760 AN EFFICIENT ALGORITHM

More information

STABILITY ANALYSIS AND CONTROL OF STOCHASTIC DYNAMIC SYSTEMS USING POLYNOMIAL CHAOS. A Dissertation JAMES ROBERT FISHER

STABILITY ANALYSIS AND CONTROL OF STOCHASTIC DYNAMIC SYSTEMS USING POLYNOMIAL CHAOS. A Dissertation JAMES ROBERT FISHER STABILITY ANALYSIS AND CONTROL OF STOCHASTIC DYNAMIC SYSTEMS USING POLYNOMIAL CHAOS A Dissertation by JAMES ROBERT FISHER Submitted to the Office of Graduate Studies of Texas A&M University in artial fulfillment

More information

Bayesian Inference and MCMC

Bayesian Inference and MCMC Bayesian Inference and MCMC Aryan Arbabi Partly based on MCMC slides from CSC412 Fall 2018 1 / 18 Bayesian Inference - Motivation Consider we have a data set D = {x 1,..., x n }. E.g each x i can be the

More information

Lecture 6. 2 Recurrence/transience, harmonic functions and martingales

Lecture 6. 2 Recurrence/transience, harmonic functions and martingales Lecture 6 Classification of states We have shown that all states of an irreducible countable state Markov chain must of the same tye. This gives rise to the following classification. Definition. [Classification

More information

Chapter 4 Dynamic Bayesian Networks Fall Jin Gu, Michael Zhang

Chapter 4 Dynamic Bayesian Networks Fall Jin Gu, Michael Zhang Chapter 4 Dynamic Bayesian Networks 2016 Fall Jin Gu, Michael Zhang Reviews: BN Representation Basic steps for BN representations Define variables Define the preliminary relations between variables Check

More information

A Time-Varying Threshold STAR Model of Unemployment

A Time-Varying Threshold STAR Model of Unemployment A Time-Varying Threshold STAR Model of Unemloyment michael dueker a michael owyang b martin sola c,d a Russell Investments b Federal Reserve Bank of St. Louis c Deartamento de Economia, Universidad Torcuato

More information

Analysis of Group Coding of Multiple Amino Acids in Artificial Neural Network Applied to the Prediction of Protein Secondary Structure

Analysis of Group Coding of Multiple Amino Acids in Artificial Neural Network Applied to the Prediction of Protein Secondary Structure Analysis of Grou Coding of Multile Amino Acids in Artificial Neural Networ Alied to the Prediction of Protein Secondary Structure Zhu Hong-ie 1, Dai Bin 2, Zhang Ya-feng 1, Bao Jia-li 3,* 1 College of

More information

Uniform Law on the Unit Sphere of a Banach Space

Uniform Law on the Unit Sphere of a Banach Space Uniform Law on the Unit Shere of a Banach Sace by Bernard Beauzamy Société de Calcul Mathématique SA Faubourg Saint Honoré 75008 Paris France Setember 008 Abstract We investigate the construction of a

More information

Distributed Rule-Based Inference in the Presence of Redundant Information

Distributed Rule-Based Inference in the Presence of Redundant Information istribution Statement : roved for ublic release; distribution is unlimited. istributed Rule-ased Inference in the Presence of Redundant Information June 8, 004 William J. Farrell III Lockheed Martin dvanced

More information

1 Probability Spaces and Random Variables

1 Probability Spaces and Random Variables 1 Probability Saces and Random Variables 1.1 Probability saces Ω: samle sace consisting of elementary events (or samle oints). F : the set of events P: robability 1.2 Kolmogorov s axioms Definition 1.2.1

More information

Topic Modelling and Latent Dirichlet Allocation

Topic Modelling and Latent Dirichlet Allocation Topic Modelling and Latent Dirichlet Allocation Stephen Clark (with thanks to Mark Gales for some of the slides) Lent 2013 Machine Learning for Language Processing: Lecture 7 MPhil in Advanced Computer

More information

1 Extremum Estimators

1 Extremum Estimators FINC 9311-21 Financial Econometrics Handout Jialin Yu 1 Extremum Estimators Let θ 0 be a vector of k 1 unknown arameters. Extremum estimators: estimators obtained by maximizing or minimizing some objective

More information

Chapter 7 Sampling and Sampling Distributions. Introduction. Selecting a Sample. Introduction. Sampling from a Finite Population

Chapter 7 Sampling and Sampling Distributions. Introduction. Selecting a Sample. Introduction. Sampling from a Finite Population Chater 7 and s Selecting a Samle Point Estimation Introduction to s of Proerties of Point Estimators Other Methods Introduction An element is the entity on which data are collected. A oulation is a collection

More information

Lecture 7: Linear Classification Methods

Lecture 7: Linear Classification Methods Homeork Homeork Lecture 7: Linear lassification Methods Final rojects? Grous oics Proosal eek 5 Lecture is oster session, Jacobs Hall Lobby, snacks Final reort 5 June. What is linear classification? lassification

More information

Information collection on a graph

Information collection on a graph Information collection on a grah Ilya O. Ryzhov Warren Powell February 10, 2010 Abstract We derive a knowledge gradient olicy for an otimal learning roblem on a grah, in which we use sequential measurements

More information

Convex Optimization methods for Computing Channel Capacity

Convex Optimization methods for Computing Channel Capacity Convex Otimization methods for Comuting Channel Caacity Abhishek Sinha Laboratory for Information and Decision Systems (LIDS), MIT sinhaa@mit.edu May 15, 2014 We consider a classical comutational roblem

More information

CMSC 425: Lecture 4 Geometry and Geometric Programming

CMSC 425: Lecture 4 Geometry and Geometric Programming CMSC 425: Lecture 4 Geometry and Geometric Programming Geometry for Game Programming and Grahics: For the next few lectures, we will discuss some of the basic elements of geometry. There are many areas

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

General Linear Model Introduction, Classes of Linear models and Estimation

General Linear Model Introduction, Classes of Linear models and Estimation Stat 740 General Linear Model Introduction, Classes of Linear models and Estimation An aim of scientific enquiry: To describe or to discover relationshis among events (variables) in the controlled (laboratory)

More information

PArtially observable Markov decision processes

PArtially observable Markov decision processes Solving Continuous-State POMDPs via Density Projection Enlu Zhou, Member, IEEE, Michael C. Fu, Fellow, IEEE, and Steven I. Marcus, Fellow, IEEE Abstract Research on numerical solution methods for artially

More information

Readings: K&F: 16.3, 16.4, Graphical Models Carlos Guestrin Carnegie Mellon University October 6 th, 2008

Readings: K&F: 16.3, 16.4, Graphical Models Carlos Guestrin Carnegie Mellon University October 6 th, 2008 Readings: K&F: 16.3, 16.4, 17.3 Bayesian Param. Learning Bayesian Structure Learning Graphical Models 10708 Carlos Guestrin Carnegie Mellon University October 6 th, 2008 10-708 Carlos Guestrin 2006-2008

More information

Empirical Bayesian EM-based Motion Segmentation

Empirical Bayesian EM-based Motion Segmentation Emirical Bayesian EM-based Motion Segmentation Nuno Vasconcelos Andrew Liman MIT Media Laboratory 0 Ames St, E5-0M, Cambridge, MA 09 fnuno,lig@media.mit.edu Abstract A recent trend in motion-based segmentation

More information

QUIZ ON CHAPTER 4 - SOLUTIONS APPLICATIONS OF DERIVATIVES; MATH 150 FALL 2016 KUNIYUKI 105 POINTS TOTAL, BUT 100 POINTS = 100%

QUIZ ON CHAPTER 4 - SOLUTIONS APPLICATIONS OF DERIVATIVES; MATH 150 FALL 2016 KUNIYUKI 105 POINTS TOTAL, BUT 100 POINTS = 100% QUIZ ON CHAPTER - SOLUTIONS APPLICATIONS OF DERIVATIVES; MATH 150 FALL 016 KUNIYUKI 105 POINTS TOTAL, BUT 100 POINTS = 100% = x + 5 1) Consider f x and the grah of y = f x in the usual xy-lane in 16 x

More information

Scaling Multiple Point Statistics for Non-Stationary Geostatistical Modeling

Scaling Multiple Point Statistics for Non-Stationary Geostatistical Modeling Scaling Multile Point Statistics or Non-Stationary Geostatistical Modeling Julián M. Ortiz, Steven Lyster and Clayton V. Deutsch Centre or Comutational Geostatistics Deartment o Civil & Environmental Engineering

More information

Information collection on a graph

Information collection on a graph Information collection on a grah Ilya O. Ryzhov Warren Powell October 25, 2009 Abstract We derive a knowledge gradient olicy for an otimal learning roblem on a grah, in which we use sequential measurements

More information

Principal Components Analysis and Unsupervised Hebbian Learning

Principal Components Analysis and Unsupervised Hebbian Learning Princial Comonents Analysis and Unsuervised Hebbian Learning Robert Jacobs Deartment of Brain & Cognitive Sciences University of Rochester Rochester, NY 1467, USA August 8, 008 Reference: Much of the material

More information

CS 361: Probability & Statistics

CS 361: Probability & Statistics October 17, 2017 CS 361: Probability & Statistics Inference Maximum likelihood: drawbacks A couple of things might trip up max likelihood estimation: 1) Finding the maximum of some functions can be quite

More information

MACHINE LEARNING INTRODUCTION: STRING CLASSIFICATION

MACHINE LEARNING INTRODUCTION: STRING CLASSIFICATION MACHINE LEARNING INTRODUCTION: STRING CLASSIFICATION THOMAS MAILUND Machine learning means different things to different people, and there is no general agreed upon core set of algorithms that must be

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Introduction to Optimization (Spring 2004) Midterm Solutions

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Introduction to Optimization (Spring 2004) Midterm Solutions MASSAHUSTTS INSTITUT OF THNOLOGY 15.053 Introduction to Otimization (Sring 2004) Midterm Solutions Please note that these solutions are much more detailed that what was required on the midterm. Aggregate

More information

Chapter 1: PROBABILITY BASICS

Chapter 1: PROBABILITY BASICS Charles Boncelet, obability, Statistics, and Random Signals," Oxford University ess, 0. ISBN: 978-0-9-0005-0 Chater : PROBABILITY BASICS Sections. What Is obability?. Exeriments, Outcomes, and Events.

More information

CSC321: 2011 Introduction to Neural Networks and Machine Learning. Lecture 10: The Bayesian way to fit models. Geoffrey Hinton

CSC321: 2011 Introduction to Neural Networks and Machine Learning. Lecture 10: The Bayesian way to fit models. Geoffrey Hinton CSC31: 011 Introdution to Neural Networks and Mahine Learning Leture 10: The Bayesian way to fit models Geoffrey Hinton The Bayesian framework The Bayesian framework assumes that we always have a rior

More information

A Slice Sampler for Restricted Hierarchical Beta Process with Applications to Shared Subspace Learning

A Slice Sampler for Restricted Hierarchical Beta Process with Applications to Shared Subspace Learning A Slice Samler for Restricted Hierarchical Beta Process with Alications to Shared Subsace Learning Sunil Kumar Guta Dinh Phung Svetha Venkatesh Center for Pattern Recognition and Data Analytics PRaDA Deakin

More information

Modeling Environment

Modeling Environment Topic Model Modeling Environment What does it mean to understand/ your environment? Ability to predict Two approaches to ing environment of words and text Latent Semantic Analysis (LSA) Topic Model LSA

More information

MODELING THE RELIABILITY OF C4ISR SYSTEMS HARDWARE/SOFTWARE COMPONENTS USING AN IMPROVED MARKOV MODEL

MODELING THE RELIABILITY OF C4ISR SYSTEMS HARDWARE/SOFTWARE COMPONENTS USING AN IMPROVED MARKOV MODEL Technical Sciences and Alied Mathematics MODELING THE RELIABILITY OF CISR SYSTEMS HARDWARE/SOFTWARE COMPONENTS USING AN IMPROVED MARKOV MODEL Cezar VASILESCU Regional Deartment of Defense Resources Management

More information

Particle-Based Approximate Inference on Graphical Model

Particle-Based Approximate Inference on Graphical Model article-based Approimate Inference on Graphical Model Reference: robabilistic Graphical Model Ch. 2 Koller & Friedman CMU, 0-708, Fall 2009 robabilistic Graphical Models Lectures 8,9 Eric ing attern Recognition

More information

Non-Parametric Bayes

Non-Parametric Bayes Non-Parametric Bayes Mark Schmidt UBC Machine Learning Reading Group January 2016 Current Hot Topics in Machine Learning Bayesian learning includes: Gaussian processes. Approximate inference. Bayesian

More information

Generative Clustering, Topic Modeling, & Bayesian Inference

Generative Clustering, Topic Modeling, & Bayesian Inference Generative Clustering, Topic Modeling, & Bayesian Inference INFO-4604, Applied Machine Learning University of Colorado Boulder December 12-14, 2017 Prof. Michael Paul Unsupervised Naïve Bayes Last week

More information

Hidden Predictors: A Factor Analysis Primer

Hidden Predictors: A Factor Analysis Primer Hidden Predictors: A Factor Analysis Primer Ryan C Sanchez Western Washington University Factor Analysis is a owerful statistical method in the modern research sychologist s toolbag When used roerly, factor

More information

Numerical Linear Algebra

Numerical Linear Algebra Numerical Linear Algebra Numerous alications in statistics, articularly in the fitting of linear models. Notation and conventions: Elements of a matrix A are denoted by a ij, where i indexes the rows and

More information

Sampling. Inferential statistics draws probabilistic conclusions about populations on the basis of sample statistics

Sampling. Inferential statistics draws probabilistic conclusions about populations on the basis of sample statistics Samling Inferential statistics draws robabilistic conclusions about oulations on the basis of samle statistics Probability models assume that every observation in the oulation is equally likely to be observed

More information

Brownian Motion and Random Prime Factorization

Brownian Motion and Random Prime Factorization Brownian Motion and Random Prime Factorization Kendrick Tang June 4, 202 Contents Introduction 2 2 Brownian Motion 2 2. Develoing Brownian Motion.................... 2 2.. Measure Saces and Borel Sigma-Algebras.........

More information

Deriving Indicator Direct and Cross Variograms from a Normal Scores Variogram Model (bigaus-full) David F. Machuca Mory and Clayton V.

Deriving Indicator Direct and Cross Variograms from a Normal Scores Variogram Model (bigaus-full) David F. Machuca Mory and Clayton V. Deriving ndicator Direct and Cross Variograms from a Normal Scores Variogram Model (bigaus-full) David F. Machuca Mory and Clayton V. Deutsch Centre for Comutational Geostatistics Deartment of Civil &

More information

Feedback-error control

Feedback-error control Chater 4 Feedback-error control 4.1 Introduction This chater exlains the feedback-error (FBE) control scheme originally described by Kawato [, 87, 8]. FBE is a widely used neural network based controller

More information

Solution: (Course X071570: Stochastic Processes)

Solution: (Course X071570: Stochastic Processes) Solution I (Course X071570: Stochastic Processes) October 24, 2013 Exercise 1.1: Find all functions f from the integers to the real numbers satisfying f(n) = 1 2 f(n + 1) + 1 f(n 1) 1. 2 A secial solution

More information

John Weatherwax. Analysis of Parallel Depth First Search Algorithms

John Weatherwax. Analysis of Parallel Depth First Search Algorithms Sulementary Discussions and Solutions to Selected Problems in: Introduction to Parallel Comuting by Viin Kumar, Ananth Grama, Anshul Guta, & George Karyis John Weatherwax Chater 8 Analysis of Parallel

More information

Model checking, verification of CTL. One must verify or expel... doubts, and convert them into the certainty of YES [Thomas Carlyle]

Model checking, verification of CTL. One must verify or expel... doubts, and convert them into the certainty of YES [Thomas Carlyle] Chater 5 Model checking, verification of CTL One must verify or exel... doubts, and convert them into the certainty of YES or NO. [Thomas Carlyle] 5. The verification setting Page 66 We introduce linear

More information

LECTURE 7 NOTES. x n. d x if. E [g(x n )] E [g(x)]

LECTURE 7 NOTES. x n. d x if. E [g(x n )] E [g(x)] LECTURE 7 NOTES 1. Convergence of random variables. Before delving into the large samle roerties of the MLE, we review some concets from large samle theory. 1. Convergence in robability: x n x if, for

More information

Hidden Markov Models

Hidden Markov Models Hidden Markov Models Slides revised and adapted to Bioinformática 55 Engª Biomédica/IST 2005 Ana Teresa Freitas Forward Algorithm For Markov chains we calculate the probability of a sequence, P(x) How

More information

Approximating min-max k-clustering

Approximating min-max k-clustering Aroximating min-max k-clustering Asaf Levin July 24, 2007 Abstract We consider the roblems of set artitioning into k clusters with minimum total cost and minimum of the maximum cost of a cluster. The cost

More information

dn i where we have used the Gibbs equation for the Gibbs energy and the definition of chemical potential

dn i where we have used the Gibbs equation for the Gibbs energy and the definition of chemical potential Chem 467 Sulement to Lectures 33 Phase Equilibrium Chemical Potential Revisited We introduced the chemical otential as the conjugate variable to amount. Briefly reviewing, the total Gibbs energy of a system

More information

State Estimation with ARMarkov Models

State Estimation with ARMarkov Models Deartment of Mechanical and Aerosace Engineering Technical Reort No. 3046, October 1998. Princeton University, Princeton, NJ. State Estimation with ARMarkov Models Ryoung K. Lim 1 Columbia University,

More information

Some slides from Carlos Guestrin, Luke Zettlemoyer & K Gajos 2

Some slides from Carlos Guestrin, Luke Zettlemoyer & K Gajos 2 Logistics CSE 446: Point Estimation Winter 2012 PS2 out shortly Dan Weld Some slides from Carlos Guestrin, Luke Zettlemoyer & K Gajos 2 Last Time Random variables, distributions Marginal, joint & conditional

More information

Using the Divergence Information Criterion for the Determination of the Order of an Autoregressive Process

Using the Divergence Information Criterion for the Determination of the Order of an Autoregressive Process Using the Divergence Information Criterion for the Determination of the Order of an Autoregressive Process P. Mantalos a1, K. Mattheou b, A. Karagrigoriou b a.deartment of Statistics University of Lund

More information

MATHEMATICAL MODELLING OF THE WIRELESS COMMUNICATION NETWORK

MATHEMATICAL MODELLING OF THE WIRELESS COMMUNICATION NETWORK Comuter Modelling and ew Technologies, 5, Vol.9, o., 3-39 Transort and Telecommunication Institute, Lomonosov, LV-9, Riga, Latvia MATHEMATICAL MODELLIG OF THE WIRELESS COMMUICATIO ETWORK M. KOPEETSK Deartment

More information

Econ 3790: Business and Economics Statistics. Instructor: Yogesh Uppal

Econ 3790: Business and Economics Statistics. Instructor: Yogesh Uppal Econ 379: Business and Economics Statistics Instructor: Yogesh Ual Email: yual@ysu.edu Chater 9, Part A: Hyothesis Tests Develoing Null and Alternative Hyotheses Tye I and Tye II Errors Poulation Mean:

More information

LIMITATIONS OF RECEPTRON. XOR Problem The failure of the perceptron to successfully simple problem such as XOR (Minsky and Papert).

LIMITATIONS OF RECEPTRON. XOR Problem The failure of the perceptron to successfully simple problem such as XOR (Minsky and Papert). LIMITATIONS OF RECEPTRON XOR Problem The failure of the ercetron to successfully simle roblem such as XOR (Minsky and Paert). x y z x y z 0 0 0 0 0 0 Fig. 4. The exclusive-or logic symbol and function

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

Ordered and disordered dynamics in random networks

Ordered and disordered dynamics in random networks EUROPHYSICS LETTERS 5 March 998 Eurohys. Lett., 4 (6),. 599-604 (998) Ordered and disordered dynamics in random networks L. Glass ( )andc. Hill 2,3 Deartment of Physiology, McGill University 3655 Drummond

More information