Bayesian inference for stochastic kinetic models using a diffusion approximation

This article is concerned with the Bayesian estimation of stochastic rate constants in the context of dynamic models of intracellular processes. The underlying discrete stochastic kinetic model is replaced by a diffusion approximation (or stochastic differential equation approach) where a white noise term models stochastic behavior and the model is identified using equispaced time course data. The estimation framework involves the introduction of m- 1 latent data points between every pair of observations. MCMC methods are then used to sample the posterior distribution of the latent process and the model parameters. The methodology is applied to the estimation of parameters in a prokaryotic autoregulatory gene network.     

On the identification by filtering techniques of a biologicaln-compartment model in which the transport rate parameters are assumed to be stochastic processes

In this paper biological compartmental models are considered which take into account the intrinsic randomness of the transport rate parameters and their possible variability in time. An identification procedure is presented for the estimation of the stochastic processes representing the transport rate parameters of a compartmental model from a noisy input-output experiment. The problem is formulated in terms of nonlinear filtering. A simple model is discussed for the case in which the transport rate parameters are independent of each other. The possibility of testing possible important features of the behavior of the transport rate parameters is also evidenced.     

The dual klepsydra model of internal time representation and time reproduction

We present a model of the internal representation and reproduction of temporal durations, the 'dual klepsydra' model (DKM). Unlike most contemporary models operating on a 'pacemaker-counter' scheme, the DKM does not assume an oscillatory process as the internal time-base. It is based on irreversible, dissipative processes in inflow/outflow systems (leaky klepsydrae), whose states are continuously compared; if their states are equal, durations are subjectively perceived as equal. Model-based predictions fit experimental time reproduction data with good accuracy, and show qualitative features not accounted for by other models. The deterministic model is characterized by two parameters, kappa (outflow rate coefficient) and eta (ratio of inflow rates). A stochastic version of the model (SDKM) assumes randomly fluctuating inflows, involves two more parameters, and accounts for intra-individual variance of reproduced durations. Analysis of the SDKM leads to non-trivial problems in the stochastic theory, briefly sketched here. Methods of parameter estimation for both deterministic and stochastic versions are given. Applying the DKM to the subjective experience of time passage, we show how subjective measure of elapsed time is constituted. Finally, essential features of the model and its possible neurophysiological interpretation are discussed.     

Modelling under-reporting in epidemics

Under-reporting of infected cases is crucial for many diseases because of the bias it can introduce when making inference for the model parameters. The objective of this paper is to study the effect of under-reporting in epidemics by considering the stochastic Markovian SIR epidemic in which various reporting processes are incorporated. In particular, we first investigate the effect on the estimation process of ignoring under-reporting when it is present in an epidemic outbreak. We show that such an approach leads to under-estimation of the infection rate and the reproduction number. Secondly, by allowing for the fact that under-reporting is occurring, we develop suitable models for estimation of the epidemic parameters and explore how well the reporting rate and other model parameters can be estimated. We consider the case of a constant reporting probability and also more realistic assumptions which involve the reporting probability depending on time or the source of infection for each infected individual. Due to the incomplete nature of the data and reporting process, the Bayesian approach provides a natural modelling framework and we perform inference using data augmentation and reversible jump Markov chain Monte Carlo techniques.     

Hyperparameter estimation using stochastic approximation with application to population pharmacokinetics

A stochastic approximation algorithm is proposed for recursive estimation of the hyperparameters characterizing, in a population, the probability density function of the parameters of a statistical model. For a given population model defined by a parametric model of a biological process, an error model, and a class of densities on the set of the individual parameters, this algorithm provides a sequence of estimates from a sequence of individuals' observation vectors. Convergence conditions are verified for a class of population models including usual pharmacokinetic applications. This method is implemented for estimation of pharmacokinetic population parameters from drug multiple-dosing data. Its estimation capabilities are evaluated and compared to a classical method in population pharmacokinetics, the first-order method (NONMEM), on simulated data.     

Parameter estimation in a stochastic model of the tubuloglomerular feedback mechanism in a rat nephron

A key parameter in the understanding of renal hemodynamics is the gain of the feedback function in the tubuloglomerular feedback mechanism. A dynamic model of autoregulation of renal blood flow and glomerular filtration rate has been extended to include a stochastic differential equations model of one of the main parameters that determines feedback gain. The model reproduces fluctuations and irregularities in the tubular pressure oscillations that the former deterministic models failed to describe. This approach assumes that the gain exhibits spontaneous erratic variations that can be explained by a variety of influences, which change over time (blood pressure, hormone levels, etc.). To estimate the key parameters of the model we have developed a new estimation method based on the oscillatory behavior of the data. The dynamics is characterized by the spectral density, which has been estimated for the observed time series, and numerically approximated for the model. The parameters have then been estimated by the least squares distance between data and model spectral densities. To evaluate the estimation procedure measurements of the proximal tubular pressure from 35 nephrons in 16 rat kidneys have been analyzed, and the parameters characterizing the gain and the delay have been estimated. There was good agreement between the estimated values, and the values obtained for the same parameters in independent, previously published experiments.     

Parameter Estimation for the Compartmental Model

An estimation procedure is obtained for a stochastic compartmental model. Compartmental analysis assumes that a system may be divided into homogeneous components, or compartments. The main theory for the compartmental system was studied by Matis and Hartley (1971) with a discrete population in a steady state. All the transitions among the particles are considered to be stochastic in nature. An estimation procedure, Regular Best Asymptotic Normal (RBAN), discussed by Chiang (1956) is investigated for a stochastic m-compartmental system. The detailed proof of the procedure is provided here. Asymptotic properties for the estimator has been studied and computation has been carried out on our proposed nonlinear model. The downhill simplex search method, originally developed by Nelder and Mead (1965), and applied to minimize our quadratic form is inherently nonlinear in nature, thus avoiding the need to evaluate any derivative for point estimation of the parameters. The procedure applied to an experimental situation involving two compartments gives very encouraging results.     

Stochastic vs. deterministic uptake of dodecanedioic acid by isolated rat livers

Deterministic and stochastic differential equations models of the uptake of dodecanedioic acid (C12) are fitted to experimental data obtained on nine isolated, perfused rat livers. 11500 μg of C12 were injected as a bolus into the perfusing liver solution. The concentrations of C12 in perfusate samples taken over 2 h from the beginning of the experiments were analyzed by High Performance Liquid Chromatography (HPLC). A two-compartment deterministic model is studied. To include spontaneous erratic variations in the metabolic processes the parameter for the uptake rate is randomized to obtain a stochastic differential equations model. Parameters are estimated in a two-step procedure: first, parameters in the drift part are estimated by least squares; then, the diffusion parameter is estimated using Monte-Carlo simulations to approximate the unknown likelihood function. Parameter estimation is carried out over a wide range of reasonable measurement error variances to check robustness of estimates. It is concluded that the kinetics of dodecanedioic acid, in the experimental conditions discussed, is well approximated by a model including spontaneous erratic variations in the liver uptake rate.     

Global parameter estimation methods for stochastic biochemical systems

Background  

The importance of stochasticity in cellular processes having low number of molecules has resulted in the development of stochastic models such as chemical master equation. As in other modelling frameworks, the accompanying rate constants are important for the end-applications like analyzing system properties (e.g. robustness) or predicting the effects of genetic perturbations. Prior knowledge of kinetic constants is usually limited and the model identification routine typically includes parameter estimation from experimental data. Although the subject of parameter estimation is well-established for deterministic models, it is not yet routine for the chemical master equation. In addition, recent advances in measurement technology have made the quantification of genetic substrates possible to single molecular levels. Thus, the purpose of this work is to develop practical and effective methods for estimating kinetic model parameters in the chemical master equation and other stochastic models from single cell and cell population experimental data.     

Using the Kalman filter and dynamic models to assess the changing HIV/AIDS epidemic

Many factors, including therapy and behavioral changes, have modified the course of the HIV/AIDS epidemic in recent years. To include these modifications in HIV/AIDS models, in the absence of appropriate external data sources, changes over time in the parameters can be incorporated by a recursive estimation technique such as the Kalman filter. The Kalman filter accounts for stochastic fluctuations in both the model and the data and provides a means to assess any parameter modifications included in new observations. The Kalman filter approach was applied to a simple differential model to describe the observed HIV/AIDS epidemic in the homo/bisexual male community in Paris (France). This approach gave quantitative information on the time-evolution of some parameters of major epidemiological significance (average transmission rate, mean incubation rate, and basic reproduction rate), which appears quite consistent with the recent epidemiological literature.     

Derivatives of the stochastic growth rate

We consider stochastic matrix models for population driven by random environments which form a Markov chain. The top Lyapunov exponent a, which describes the long-term growth rate, depends smoothly on the demographic parameters (represented as matrix entries) and on the parameters that define the stochastic matrix of the driving Markov chain. The derivatives of a-the “stochastic elasticities”-with respect to changes in the demographic parameters were derived by Tuljapurkar (1990). These results are here extended to a formula for the derivatives with respect to changes in the Markov chain driving the environments. We supplement these formulas with rigorous bounds on computational estimation errors, and with rigorous derivations of both the new and old formulas.     

Can transposable element copy number distribution parameters be estimated from natural populations of Drosophila melanogaster?

The copy frequency distribution of a transposable element family in a Drosophila melanogaster natural population is generally characterised by the values of the Charlesworths' model parameters α and β (Charlesworth & Charlesworth, 1983). The estimation of these parameters is made using the observed distribution of the occupied sites in a population sample. Several results have been interpreted as due either to the influence of stochastic factors or to deterministic factors (transposition, excision, selection…). The accuracy of this method was tested by estimations performed on samples from simulated populations. The results show that with the sample size usually used for natural population studies, the confidence intervals are too large to reasonably deduce either the element copy number distribution or the values of transposition and excision rate and selective coefficients.     

Estimation problems associated with stochastic modeling of proliferation and differentiation of O-2A progenitor cells in vitro

Our previous research effort has resulted in a stochastic model that provides an excellent fit to our experimental data on proliferation and differentiation of oligodendrocyte type-2 astrocyte progenitor cells at the clonal level. However, methods for estimation of model parameters and their statistical properties still remain far away from complete exploration. The main technical difficulty is that no explicit analytic expression for the joint distribution of the number of progenitor cells and oligodendrocytes, and consequently for the corresponding likelihood function, is available. In the present paper, we overcome this difficulty by using computer-intensive simulation techniques for estimation of the likelihood function. Since the output of our simulation model is essentially random, stochastic optimization methods are necessary to maximize the estimated likelihood function. We use the Kiefer-Wolfowitz procedure for this purpose. Given sufficient computing resources, the proposed estimation techniques significantly extend the spectrum of problems that become approachable. In particular, these techniques can be applied to more complex branching models of multi-type cell systems with dependent evolutions of different types of cells.     

A stochastic model for extinction and recurrence of epidemics: estimation and inference for measles outbreaks

Epidemic dynamics pose a great challenge to stochastic modelling because chance events are major determinants of the size and the timing of the outbreak. Reintroduction of the disease through contact with infected individuals from other areas is an important latent stochastic variable. In this study we model these stochastic processes to explain extinction and recurrence of epidemics observed in measles. We develop estimating functions for such a model and apply the methodology to temporal case counts of measles in 60 cities in England and Wales. In order to estimate the unobserved spatial contact process we suggest a method based on stochastic simulation and marginal densities. The estimation results show that it is possible to consider a unified model for the UK cities where the parameters depend on the city size. Stochastic realizations from the dynamic model realistically capture the transitions from an endemic cyclic pattern in large populations to irregular epidemic outbreaks in small human host populations.     

Stochastic risk assessment of water quality using advection dispersion equation and Bayesian approximation: A case study

The influence of various heterogeneous parameters, stochastic uncertain factors, and pollutant particles from the industrial effluents in the water system is investigated using advection dispersion equation (ADE) and the Bayesian approximation. Here, the decay coefficient is decomposed into the exact part and the deviation part. The coefficient is used to find out the errors and deviation in decay during the flow of pollutants. Two Bayesian models are developed to analyze the posterior distributions and to find out the Bayes factor for the stochastic covariance estimation. The Bayesian calibration focused the characteristics of both on mechanistic and statistical approximation. The efficiency and accuracy of the developed models are checked from the results obtained on the basis of the confidence interval. Markov chain Monte Carlo simulation is used to acquire the convergence point of parameters for the posterior estimation. The stochastic covariance or white noise represents the effect of random factors on the river system. The analysis revealed that the rate of decay is dependent upon the duration and distance traveled by the pollutants. The collaboration of ADE and Bayesian approximation encourage the water-quality management and environmental modeling.     

Mathematical modelling of whole chromosome replication

All chromosomes must be completely replicated prior to cell division, a requirement that demands the activation of a sufficient number of appropriately distributed DNA replication origins. Here we investigate how the activity of multiple origins on each chromosome is coordinated to ensure successful replication. We present a stochastic model for whole chromosome replication where the dynamics are based upon the parameters of individual origins. Using this model we demonstrate that mean replication time at any given chromosome position is determined collectively by the parameters of all origins. Combining parameter estimation with extensive simulations we show that there is a range of model parameters consistent with mean replication data, emphasising the need for caution in interpreting such data. In contrast, the replicated-fraction at time points through S phase contains more information than mean replication time data and allowed us to use our model to uniquely estimate many origin parameters. These estimated parameters enable us to make a number of predictions that showed agreement with independent experimental data, confirming that our model has predictive power. In summary, we demonstrate that a stochastic model can recapitulate experimental observations, including those that might be interpreted as deterministic such as ordered origin activation times.     

Longitudinal Data Analysis with Event Time as a Covariate

We consider the estimation of a nonparametric smooth function of some event time in a semiparametric mixed effects model from repeatedly measured data when the event time is subject to right censoring. The within-subject correlation is captured by both cross-sectional and time-dependent random effects, where the latter is modeled by a nonhomogeneous Ornstein–Uhlenbeck stochastic process. When the censoring probability depends on other variables in the model, which often happens in practice, the event time data are not missing completely at random. Hence, the complete case analysis by eliminating all the censored observations may yield biased estimates of the regression parameters including the smooth function of the event time, and is less efficient. To remedy, we derive the likelihood function for the observed data by modeling the event time distribution given other covariates. We propose a two-stage pseudo-likelihood approach for the estimation of model parameters by first plugging an estimator of the conditional event time distribution into the likelihood and then maximizing the resulting pseudo-likelihood function. Empirical evaluation shows that the proposed method yields negligible biases while significantly reduces the estimation variability. This research is motivated by the project of hormone profile estimation around age at the final menstrual period for the cohort of women in the Michigan Bone Health and Metabolism Study.     

Stochastic models of neuronal dynamics

Cortical activity is the product of interactions among neuronal populations. Macroscopic electrophysiological phenomena are generated by these interactions. In principle, the mechanisms of these interactions afford constraints on biologically plausible models of electrophysiological responses. In other words, the macroscopic features of cortical activity can be modelled in terms of the microscopic behaviour of neurons. An evoked response potential (ERP) is the mean electrical potential measured from an electrode on the scalp, in response to some event. The purpose of this paper is to outline a population density approach to modelling ERPs.We propose a biologically plausible model of neuronal activity that enables the estimation of physiologically meaningful parameters from electrophysiological data. The model encompasses four basic characteristics of neuronal activity and organization: (i) neurons are dynamic units, (ii) driven by stochastic forces, (iii) organized into populations with similar biophysical properties and response characteristics and (iv) multiple populations interact to form functional networks. This leads to a formulation of population dynamics in terms of the Fokker-Planck equation. The solution of this equation is the temporal evolution of a probability density over state-space, representing the distribution of an ensemble of trajectories. Each trajectory corresponds to the changing state of a neuron. Measurements can be modelled by taking expectations over this density, e.g. mean membrane potential, firing rate or energy consumption per neuron. The key motivation behind our approach is that ERPs represent an average response over many neurons. This means it is sufficient to model the probability density over neurons, because this implicitly models their average state. Although the dynamics of each neuron can be highly stochastic, the dynamics of the density is not. This means we can use Bayesian inference and estimation tools that have already been established for deterministic systems. The potential importance of modelling density dynamics (as opposed to more conventional neural mass models) is that they include interactions among the moments of neuronal states (e.g. the mean depolarization may depend on the variance of synaptic currents through nonlinear mechanisms).Here, we formulate a population model, based on biologically informed model-neurons with spike-rate adaptation and synaptic dynamics. Neuronal sub-populations are coupled to form an observation model, with the aim of estimating and making inferences about coupling among sub-populations using real data. We approximate the time-dependent solution of the system using a bi-orthogonal set and first-order perturbation expansion. For didactic purposes, the model is developed first in the context of deterministic input, and then extended to include stochastic effects. The approach is demonstrated using synthetic data, where model parameters are identified using a Bayesian estimation scheme we have described previously.     

A random walk model of oligodendrocyte generation in vitro and associated estimation problems.

A branching stochastic process proposed earlier to model oligodendrocyte generation by O-2A progenitor cells under in vitro conditions does not allow invoking the maximum likelihood techniques for estimation purposes. To overcome this difficulty, we propose a partial likelihood function based on an embedded random walk model of clonal growth and differentiation of O-2A progenitor cells. Under certain conditions, the partial likelihood function yields consistent estimates of model parameters. The usefulness of this approach is illustrated with computer simulations and data analyses.