اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدEstimating the Rate Constant from Biosensor Data via an Adaptive Variational Bayesian Approach
64
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
The means to obtain the rate constants of a chemical reaction is a fundamental open problem in both science and the industry. Traditional techniques for finding rate constants require either chemical modifications of the reactants or indirect measurements. The rate constant map method is a modern technique to study binding equilibrium and kinetics in chemical reactions. Finding a rate constant map from biosensor data is an ill-posed inverse problem that is usually solved by regularization. In this work, rather than finding a deterministic regularized rate constant map that does not provide uncertainty quantification of the solution, we develop an adaptive variational Bayesian approach to estimate the distribution of the rate constant map, from which some intrinsic properties of a chemical reaction can be explored, including information about rate constants. Our new approach is more realistic than the existing approaches used for biosensors and allows us to estimate the dynamics of the interactions, which are usually hidden in a deterministic approximate solution. We verify the performance of the new proposed method by numerical simulations, and compare it with the Markov chain Monte Carlo algorithm. The results illustrate that the variational method can reliably capture the posterior distribution in a computationally efficient way. Finally, the developed method is also tested on the real biosensor data (parathyroid hormone), where we provide two novel analysis tools~-- the thresholding contour map and the high order moment map -- to estimate the number of interactions as well as their rate constants.
قيم البحث
اقرأ أيضاً
In this work, we focus on variational Bayesian inference on the sparse Deep Neural Network (DNN) modeled under a class of spike-and-slab priors. Given a pre-specified sparse DNN structure, the corresponding variational posterior contraction rate is c
haracterized that reveals a trade-off between the variational error and the approximation error, which are both determined by the network structural complexity (i.e., depth, width and sparsity). However, the optimal network structure, which strikes the balance of the aforementioned trade-off and yields the best rate, is generally unknown in reality. Therefore, our work further develops an {em adaptive} variational inference procedure that can automatically select a reasonably good (data-dependent) network structure that achieves the best contraction rate, without knowing the optimal network structure. In particular, when the true function is H{o}lder smooth, the adaptive variational inference is capable to attain (near-)optimal rate without the knowledge of smoothness level. The above rate still suffers from the curse of dimensionality, and thus motivates the teacher-student setup, i.e., the true function is a sparse DNN model, under which the rate only logarithmically depends on the input dimension.
An approximate maximum likelihood method of estimation of diffusion parameters $(vartheta,sigma)$ based on discrete observations of a diffusion $X$ along fixed time-interval $[0,T]$ and Euler approximation of integrals is analyzed. We assume that $X$
satisfies a SDE of form $dX_t =mu (X_t ,vartheta ), dt+sqrt{sigma} b(X_t ), dW_t$, with non-random initial condition. SDE is nonlinear in $vartheta$ generally. Based on assumption that maximum likelihood estimator $hat{vartheta}_T$ of the drift parameter based on continuous observation of a path over $[0,T]$ exists we prove that measurable estimator $(hat{vartheta}_{n,T},hat{sigma}_{n,T})$ of the parameters obtained from discrete observations of $X$ along $[0,T]$ by maximization of the approximate log-likelihood function exists, $hat{sigma}_{n,T}$ being consistent and asymptotically normal, and $hat{vartheta}_{n,T}-hat{vartheta}_T$ tends to zero with rate $sqrt{delta}_{n,T}$ in probability when $delta_{n,T} =max_{0leq i<n}(t_{i+1}-t_i )$ tends to zero with $T$ fixed. The same holds in case of an ergodic diffusion when $T$ goes to infinity in a way that $Tdelta_n$ goes to zero with equidistant sampling, and we applied these to show consistency and asymptotical normality of $hat{vartheta}_{n,T}$, $hat{sigma}_{n,T}$ and asymptotic efficiency of $hat{vartheta}_{n,T}$ in this case.
We consider the problem of constructing Bayesian based confidence sets for linear functionals in the inverse Gaussian white noise model. We work with a scale of Gaussian priors indexed by a regularity hyper-parameter and apply the data-driven (slight
ly modified) marginal likelihood empirical Bayes method for the choice of this hyper-parameter. We show by theory and simulations that the credible sets constructed by this method have sub-optimal behaviour in general. However, by assuming self-similarity the credible sets have rate-adaptive size and optimal coverage. As an application of these results we construct $L_{infty}$-credible bands for the true functional parameter with adaptive size and optimal coverage under self-similarity constraint.
We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data, with distribu
tions belonging to the exponential family, and which may also vary in terms of other component series. Within a quasi-likelihood approach, we construct estimating equations, which accommodate different forms of dependency among the components of the response vector and establish multivariate extensions of results on linear and generalized linear models, with stochastic covariates. Furthermore, we characterize estimating functions which are asymptotically optimal, in that they lead to confidence regions for the regression parameters which are of minimum size, asymptotically. Results from a simulation study and an application to a real dataset are included.
Estimating the unknown number of classes in a population has numerous important applications. In a Poisson mixture model, the problem is reduced to estimating the odds that a class is undetected in a sample. The discontinuity of the odds prevents the
existence of locally unbiased and informative estimators and restricts confidence intervals to be one-sided. Confidence intervals for the number of classes are also necessarily one-sided. A sequence of lower bounds to the odds is developed and used to define pseudo maximum likelihood estimators for the number of classes.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
