A maximum likelihood approach to correlation dimension and entropy estimation

To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the use of the estimators with a local recording of atrial fibrillation obtained from a conscious dog.     

MCMC estimation of Markov models for ion channels

Ion channels are characterized by inherently stochastic behavior which can be represented by continuous-time Markov models (CTMM). Although methods for collecting data from single ion channels are available, translating a time series of open and closed channels to a CTMM remains a challenge. Bayesian statistics combined with Markov chain Monte Carlo (MCMC) sampling provide means for estimating the rate constants of a CTMM directly from single channel data. In this article, different approaches for the MCMC sampling of Markov models are combined. This method, new to our knowledge, detects overparameterizations and gives more accurate results than existing MCMC methods. It shows similar performance as QuB-MIL, which indicates that it also compares well with maximum likelihood estimators. Data collected from an inositol trisphosphate receptor is used to demonstrate how the best model for a given data set can be found in practice.     

Inference in MCMC step selection models

Habitat selection models are used in ecology to link the spatial distribution of animals to environmental covariates and identify preferred habitats. The most widely used models of this type, resource selection functions, aim to capture the steady-state distribution of space use of the animal, but they assume independence between the observed locations of an animal. This is unrealistic when location data display temporal autocorrelation. The alternative approach of step selection functions embed habitat selection in a model of animal movement, to account for the autocorrelation. However, inferences from step selection functions depend on the underlying movement model, and they do not readily predict steady-state space use. We suggest an analogy between parameter updates and target distributions in Markov chain Monte Carlo (MCMC) algorithms, and step selection and steady-state distributions in movement ecology, leading to a step selection model with an explicit steady-state distribution. In this framework, we explain how maximum likelihood estimation can be used for simultaneous inference about movement and habitat selection. We describe the local Gibbs sampler, a novel rejection-free MCMC scheme, use it as the basis of a flexible class of animal movement models, and derive its likelihood function for several important special cases. In a simulation study, we verify that maximum likelihood estimation can recover all model parameters. We illustrate the application of the method with data from a zebra.     

Codon and rate variation models in molecular phylogeny

This article generalizes previous models for codon substitution and rate variation in molecular phylogeny. Particular attention is paid to (1) reversibility, (2) acceptance and rejection of proposed codon changes, (3) varying rates of evolution among codon sites, and (4) the interaction of these sites in determining evolutionary rates. To accommodate spatial variation in rates, Markov random fields rather than Markov chains are introduced. Because these innovations complicate maximum likelihood estimation in phylogeny reconstruction, it is necessary to formulate new algorithms for the evaluation of the likelihood and its derivatives with respect to the underlying kinetic, acceptance, and spatial parameters. To derive the most from maximum likelihood analysis of sequence data, it is useful to compute posterior probabilities assigning residues to internal nodes and evolutionary rate classes to codon sites. It is also helpful to search through tree space in a way that respects accepted phylogenetic relationships. Our phylogeny program LINNAEUS implements algorithms realizing these goals. Readers may consult our companion article in this issue for several examples.     

Monotonicity and performance evaluation: applications to high speed and mobile networks

We illustrate through examples how monotonicity may help for performance evaluation of networks. We consider two different applications of stochastic monotonicity in performance evaluation. In the first one, we assume that a Markov chain of the model depends on a parameter that can be estimated only up to a certain level and we have only an interval that contains the exact value of the parameter. Instead of taking an approximated value for the unknown parameter, we show how we can use the monotonicity properties of the Markov chain to take into account the error bound from the measurements. In the second application, we consider a well known approximation method: the decomposition into Markovian submodels. In such an approach, models of complex networks or other systems are decomposed into Markovian submodels whose results are then used as parameters for the next submodel in an iterative computation. One obtains a fixed point system which is solved numerically. In general, we have neither an existence proof of the solution of the fixed point system nor a convergence proof of the iterative algorithm. Here we show how stochastic monotonicity can be used to answer these questions and provide, to some extent, the theoretical foundations for this approach. Furthermore, monotonicity properties can also help to derive more efficient algorithms to solve fixed point systems.     

A "Long Indel" model for evolutionary sequence alignment

We present a new probabilistic model of sequence evolution, allowing indels of arbitrary length, and give sequence alignment algorithms for our model. Previously implemented evolutionary models have allowed (at most) single-residue indels or have introduced artifacts such as the existence of indivisible "fragments." We compare our algorithm to these previous methods by applying it to the structural homology dataset HOMSTRAD, evaluating the accuracy of (1) alignments and (2) evolutionary time estimates. With our method, it is possible (for the first time) to integrate probabilistic sequence alignment, with reliability indicators and arbitrary gap penalties, in the same framework as phylogenetic reconstruction. Our alignment algorithm requires that we evaluate the likelihood of any specific path of mutation events in a continuous-time Markov model, with the event times integrated out. To this effect, we introduce a "trajectory likelihood" algorithm (Appendix A). We anticipate that this algorithm will be useful in more general contexts, such as Markov Chain Monte Carlo simulations.     

Estimation of phylogeny and invariant sites under the general Markov model of nucleotide sequence evolution

The models of nucleotide substitution used by most maximum likelihood-based methods assume that the evolutionary process is stationary, reversible, and homogeneous. We present an extension of the Barry and Hartigan model, which can be used to estimate parameters by maximum likelihood (ML) when the data contain invariant sites and there are violations of the assumptions of stationarity, reversibility, and homogeneity. Unlike most ML methods for estimating invariant sites, we estimate the nucleotide composition of invariant sites separately from that of variable sites. We analyze a bacterial data set where problems due to lack of stationarity and homogeneity have been previously well noted and use the parametric bootstrap to show that the data are consistent with our general Markov model. We also show that estimates of invariant sites obtained using our method are fairly accurate when applied to data simulated under the general Markov model.     

Comparison of Bayesian and maximum-likelihood inference of population genetic parameters

Comparison of the performance and accuracy of different inference methods, such as maximum likelihood (ML) and Bayesian inference, is difficult because the inference methods are implemented in different programs, often written by different authors. Both methods were implemented in the program MIGRATE, that estimates population genetic parameters, such as population sizes and migration rates, using coalescence theory. Both inference methods use the same Markov chain Monte Carlo algorithm and differ from each other in only two aspects: parameter proposal distribution and maximization of the likelihood function. Using simulated datasets, the Bayesian method generally fares better than the ML approach in accuracy and coverage, although for some values the two approaches are equal in performance. MOTIVATION: The Markov chain Monte Carlo-based ML framework can fail on sparse data and can deliver non-conservative support intervals. A Bayesian framework with appropriate prior distribution is able to remedy some of these problems. RESULTS: The program MIGRATE was extended to allow not only for ML(-) maximum likelihood estimation of population genetics parameters but also for using a Bayesian framework. Comparisons between the Bayesian approach and the ML approach are facilitated because both modes estimate the same parameters under the same population model and assumptions.     

Computing the Distribution of a Tree Metric

The Robinson-Foulds (RF) distance is by far the most widely used measure of dissimilarity between trees. Although the distribution of these distances has been investigated for 20 years, an algorithm that is explicitly polynomial time has yet to be described for computing the distribution for trees around a given tree. In this paper, we derive a polynomial-time algorithm for this distribution. We show how the distribution can be approximated by a Poisson distribution determined by the proportion of leaves that lie in “cherries” of the given tree. We also describe how our results can be used to derive normalization constants that are required in a recently proposed maximum likelihood approach to supertree construction.     

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study

MOTIVATION: In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. RESULTS: We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.     

Community robustness in discrete-time periodic environments

The influence of seasonal environmental variation on species coexistence is an ecologically important factor. Its two aspects are how seasonal variation contributes to coexistence mechanisms, and, given a seasonally varying coexistence pattern, how sensitive that coexistence is to nonstationary external influences (such as climate change). Here we develop a formula for calculating the robustness of discrete-time periodic dynamics. Robustness is defined as the sensitivity of the position of the cycle in phase space to varying model parameters. Though the results are different, the main biological conclusions are in line with those from a similar study concerning continuous-time cycles (Barabás et al., 2012a): species segregation in the timing of resource use or predator avoidance increases community robustness in a way that is analogous to the effects of resource partitioning. We also connect this formalism with the widely used and successful framework of Chesson (1994), demonstrating that the merging of these two perspectives yields simplified expressions for robustness more amenable to analytical treatment. As an example, we apply our results to a two-cycle in a model of two competing annual plants with seedbanks, using our formulas to calculate the range of parameters that allow for the coexistence of the competitors. This helps us understand which components of the environmental variation the coexistence is sensitive to; in our case, the model is fairly robust against changing seed survival, moderately so against changing the variance in seed germination, and quite sensitive to changing the mean seed germination rates.     

A finite-state continuous-time approach for inferring regional migration and mortality rates from archival tagging and conventional tag-recovery experiments

Spatially structured population dynamics models are important management tools for harvested, highly mobile species and although conventional tag recovery experiments remain useful for estimation of various demographic parameters of these models, archival tagging experiments are becoming an important data source for analyzing migratory behavior of mobile marine species. We provide a likelihood-based approach for estimating the regional migration and mortality rate parameters intrinsic to these models that may use information obtained from conventional tag recovery and archival tagging experiments. Specifically, we assume that the regional location and survival of animals through time is a finite-state continuous-time stochastic process. The stochastic process is the basis of probability models for observations provided by the different types of tags. Results from application to simulated tagging experiments for western Atlantic bluefin tuna show that maximum likelihood estimators based on archival tagging observations and corresponding confidence intervals perform similar to conventional tagging observations for a given number of tag releases and releasing tags in each region can improve the behavior of maximum likelihood estimators regardless of tag type. We provide an example application with Atlantic bluefin tuna released with conventional tags in 1990-1992.     

A Bayesian perspective on a non-parsimonious parsimony model

Several stochastic models of character change, when implemented in a maximum likelihood framework, are known to give a correspondence between the maximum parsimony method and the method of maximum likelihood. One such model has an independently estimated branch-length parameter for each site and each branch of the phylogenetic tree. This model--the no-common-mechanism model--has many parameters, and, in fact, the number of parameters increases as fast as the alignment is extended. We take a Bayesian approach to the no-common-mechanism model and place independent gamma prior probability distributions on the branch-length parameters. We are able to analytically integrate over the branch lengths, and this allowed us to implement an efficient Markov chain Monte Carlo method for exploring the space of phylogenetic trees. We were able to reliably estimate the posterior probabilities of clades for phylogenetic trees of up to 500 sequences. However, the Bayesian approach to the problem, at least as implemented here with an independent prior on the length of each branch, does not tame the behavior of the branch-length parameters. The integrated likelihood appears to be a simple rescaling of the parsimony score for a tree, and the marginal posterior probability distribution of the length of a branch is dependent upon how the maximum parsimony method reconstructs the characters at the interior nodes of the tree. The method we describe, however, is of potential importance in the analysis of morphological character data and also for improving the behavior of Markov chain Monte Carlo methods implemented for models in which sites share a common branch-length parameter.     

A generalized mover-stayer model for panel data

A generalized mover-stayer model is described for conditionally Markov processes under panel observation. Marginally the model represents a mixture of nested continuous-time Markov processes in which sub-models are defined by constraining some transition intensities to zero between two or more states of a full model. A Fisher scoring algorithm is described which facilitates maximum likelihood estimation based only on the first derivatives of the transition probability matrices. The model is fit to data from a smoking prevention study and is shown to provide a significant improvement in fit over a time-homogeneous Markov model. Extensions are developed which facilitate examination of covariate effects on both the transition intensities and the mover-stayer probabilities.     

A Space-Time Process Model for the Evolution of DNA Sequences

We describe a model for the evolution of DNA sequences by nucleotide substitution, whereby nucleotide sites in the sequence evolve over time, whereas the rates of substitution are variable and correlated over sites. The temporal process used to describe substitutions between nucleotides is a continuous-time Markov process, with the four nucleotides as the states. The spatial process used to describe variation and dependence of substitution rates over sites is based on a serially correlated gamma distribution, i.e., an auto-gamma model assuming Markov-dependence of rates at adjacent sites. To achieve computational efficiency, we use several equal-probability categories to approximate the gamma distribution, and the result is an auto-discrete-gamma model for rates over sites. Correlation of rates at sites then is modeled by the Markov chain transition of rates at adjacent sites from one rate category to another, the states of the chain being the rate categories. Two versions of nonparametric models, which place no restrictions on the distributional forms of rates for sites, also are considered, assuming either independence or Markov dependence. The models are applied to data of a segment of mitochondrial genome from nine primate species. Model parameters are estimated by the maximum likelihood method, and models are compared by the likelihood ratio test. Tremendous variation of rates among sites in the sequence is revealed by the analyses, and when rate differences for different codon positions are appropriately accounted for in the models, substitution rates at adjacent sites are found to be strongly (positively) correlated. Robustness of the results to uncertainty of the phylogenetic tree linking the species is examined.     

Multilocus linkage tests based on affected relative pairs

For complex diseases, recent interest has focused on methods that take into account joint effects at interacting loci. Conditioning on effects of disease loci at known locations can lead to increased power to detect effects at other loci. Moreover, use of joint models allows investigation of the etiologic mechanisms that may be involved in the disease. Here we present a method for simultaneous analysis of the joint genetic effects at several loci that uses affected relative pairs. The method is a generalization of the two-locus LOD-score analysis for affected sib pairs proposed by Cordell et al. We derive expressions for the relative risk, lambdaR, to a relative of an affected individual, in terms of the additive and epistatic components of variance at an arbitrary number of disease loci, and we show how these can be used to fit a likelihood model to the identity-by-descent sharing among pairs of affected relatives in extended pedigrees. We implement the method by use of a stepwise strategy in which, given evidence of linkage to disease at m-1 locations on the genome, we calculate the conditional likelihood curve across the genome for an mth disease locus, using multipoint methods similar to those proposed by Kruglyak et al. We evaluate the properties of our method by use of simulated data and present an application to real data from families with insulin-dependent diabetes mellitus.     

Markov models for covariate dependence of binary sequences

Suppose that a heterogeneous group of individuals is followed over time and that each individual can be in state 0 or state 1 at each time point. The sequence of states is assumed to follow a binary Markov chain. In this paper we model the transition probabilities for the 0 to 0 and 1 to 0 transitions by two logistic regressions, thus showing how the covariates relate to changes in state. With p covariates, there are 2(p + 1) parameters including intercepts, which we estimate by maximum likelihood. We show how to use transition probability estimates to test hypotheses about the probability of occupying state 0 at time i (i = 2, ..., T) and the equilibrium probability of state 0. These probabilities depend on the covariates. A recursive algorithm is suggested to estimate regression coefficients when some responses are missing. Extensions of the basic model which allow time-dependent covariates and nonstationary or second-order Markov chains are presented. An example shows the model applied to a study of the psychological impact of breast cancer in which women did or did not manifest distress at four time points in the year following surgery.     

Bayesian adaptive Markov chain Monte Carlo estimation of genetic parameters

Accurate and fast estimation of genetic parameters that underlie quantitative traits using mixed linear models with additive and dominance effects is of great importance in both natural and breeding populations. Here, we propose a new fast adaptive Markov chain Monte Carlo (MCMC) sampling algorithm for the estimation of genetic parameters in the linear mixed model with several random effects. In the learning phase of our algorithm, we use the hybrid Gibbs sampler to learn the covariance structure of the variance components. In the second phase of the algorithm, we use this covariance structure to formulate an effective proposal distribution for a Metropolis-Hastings algorithm, which uses a likelihood function in which the random effects have been integrated out. Compared with the hybrid Gibbs sampler, the new algorithm had better mixing properties and was approximately twice as fast to run. Our new algorithm was able to detect different modes in the posterior distribution. In addition, the posterior mode estimates from the adaptive MCMC method were close to the REML (residual maximum likelihood) estimates. Moreover, our exponential prior for inverse variance components was vague and enabled the estimated mode of the posterior variance to be practically zero, which was in agreement with the support from the likelihood (in the case of no dominance). The method performance is illustrated using simulated data sets with replicates and field data in barley.     

Targeted maximum likelihood estimation of the parameter of a marginal structural model

Targeted maximum likelihood estimation is a versatile tool for estimating parameters in semiparametric and nonparametric models. We work through an example applying targeted maximum likelihood methodology to estimate the parameter of a marginal structural model. In the case we consider, we show how this can be easily done by clever use of standard statistical software. We point out differences between targeted maximum likelihood estimation and other approaches (including estimating function based methods). The application we consider is to estimate the effect of adherence to antiretroviral medications on virologic failure in HIV positive individuals.