Bayesian survival analysis using a MARS model

A Bayesian multivariate adaptive regression spline fitting approach is used to model univariate and multivariate survival data with censoring. The possible models contain the proportional hazards model as a subclass and automatically detect departures from this. A reversible jump Markov chain Monte Carlo algorithm is described to obtain the estimate of the hazard function as well as the survival curve.     

Semiparametric smoothing of discrete failure time data

An estimator of the hazard rate function from discrete failure time data is obtained by semiparametric smoothing of the (nonsmooth) maximum likelihood estimator, which is achieved by repeated multiplication of a Markov chain transition-type matrix. This matrix is constructed so as to have a given standard discrete parametric hazard rate model, termed the vehicle model, as its stationary hazard rate. As with the discrete density estimation case, the proposed estimator gives improved performance when the vehicle model is a good one and otherwise provides a nonparametric method comparable to the only purely nonparametric smoother discussed in the literature. The proposed semiparametric smoothing approach is then extended to hazard models with covariates and is illustrated by applications to simulated and real data sets.     

A queueing model for chronic recurrent conditions under panel observation

In many chronic conditions, subjects alternate between an active and an inactive state, and sojourns into the active state may involve multiple lesions, infections, or other recurrences with different times of onset and resolution. We present a biologically interpretable model of such chronic recurrent conditions based on a queueing process. The model has a birth-death process describing recurrences and a semi-Markov process describing the alternation between active and inactive states, and can be fit to panel data that provide only a binary assessment of the active or inactive state at a series of discrete time points using a hidden Markov approach. We accommodate individual heterogeneity and covariates using a random effects model, and simulate the posterior distribution of unknowns using a Markov chain Monte Carlo algorithm. Application to a clinical trial of genital herpes shows how the method can characterize the biology of the disease and estimate treatment efficacy.     

Modeling animals' behavioral response by Markov chain models for capture-recapture experiments

A bivariate Markov chain approach that includes both enduring (long-term) and ephemeral (short-term) behavioral effects in models for capture-recapture experiments is proposed. The capture history of each animal is modeled as a Markov chain with a bivariate state space with states determined by the capture status (capture/noncapture) and marking status (marked/unmarked). In this framework, a conditional-likelihood method is used to estimate the population size and the transition probabilities. The classical behavioral model that assumes only an enduring behavioral effect is included as a special case of the bivariate Markovian model. Another special case that assumes only an ephemeral behavioral effect reduces to a univariate Markov chain based on capture/noncapture status. The model with the ephemeral behavioral effect is extended to incorporate time effects; in this model, in contrast to extensions of the classical behavioral model, all parameters are identifiable. A data set is analyzed to illustrate the use of the Markovian models in interpreting animals' behavioral response. Simulation results are reported to examine the performance of the estimators.     

An Inhomogeneous Markov Model to Fit the Migration Process

In this paper we study the migration process considering an inhomogeneous Markov model. This is a certain condition to investigate age-dependent population distributions, where the transition probabilities are not constant. We consider also a death process for a population alive in a region at age t and, as a result of this, combined transition probabilities between the states of the concerning Markov chain. The model has non-stationary distribution for t →∞, because the condition of ergodicity does not hold.     

A Multiple Binary Markov Chain Model for Explaining the Behaviour of Diverse Biological Phenomena

The behaviour of many biological systems can be attributed to that of a large number of units, with each unit swinging between two competing states. During the past few years efforts have been made (e.g., Chung and Kennedy , 1996) to describe such discrete systems using a multiple binary Markov chain model. Here we explore the gamut of these models and classify their behaviour into five qualitatively distinct types, corresponding to subregions of the parameter space. It is suggested that these model behaviours may correspond to behaviours observed in nature. A simple method for fitting the model to data is presented.     

Exploratory Bayesian model selection for serial genetics data

Characterizing the process by which molecular and cellular level changes occur over time will have broad implications for clinical decision making and help further our knowledge of disease etiology across many complex diseases. However, this presents an analytic challenge due to the large number of potentially relevant biomarkers and the complex, uncharacterized relationships among them. We propose an exploratory Bayesian model selection procedure that searches for model simplicity through independence testing of multiple discrete biomarkers measured over time. Bayes factor calculations are used to identify and compare models that are best supported by the data. For large model spaces, i.e., a large number of multi-leveled biomarkers, we propose a Markov chain Monte Carlo (MCMC) stochastic search algorithm for finding promising models. We apply our procedure to explore the extent to which HIV-1 genetic changes occur independently over time.     

A Markov Chain Model of Population Growth with an Application in Epidemiology

This paper is concerned with a class of population growth processes in discrete time; the simple epidemic process is considered as a specific example. A Markov chain model is constructed and standard Markov methods are used to study the main biological concepts. A simple and explicit formula is obtained for the transient distribution of the population size. Then, the cost of the process is defined and the joint probability generating function of its components is derived. Finally, the results are extended to the case where the inter-transition periods are bounded i.i.d. random variables.     

Goodness-of-fit diagnostics for Bayesian hierarchical models

This article proposes methodology for assessing goodness of fit in Bayesian hierarchical models. The methodology is based on comparing values of pivotal discrepancy measures (PDMs), computed using parameter values drawn from the posterior distribution, to known reference distributions. Because the resulting diagnostics can be calculated from standard output of Markov chain Monte Carlo algorithms, their computational costs are minimal. Several simulation studies are provided, each of which suggests that diagnostics based on PDMs have higher statistical power than comparable posterior-predictive diagnostic checks in detecting model departures. The proposed methodology is illustrated in a clinical application; an application to discrete data is described in supplementary material.     

基于马尔可夫链的基因芯片特异性探针选择方法

对于基因表达芯片,特异性探针的选择是探针设计的重要环节,由于基因组序列数据量极大,不可能对每个候选探针都在全序列中进行特异性评价并进行取舍。对此问题,提出了一种采用马尔可夫链概率准则的探针特异性选择方法,即把基因组序列看作马尔可夫链,任何探针序列的互补序列作为它的一个子序列,都具有一定的出现概率,概率越小,越可能具有特异性。据此,选择其中概率最小的N个候选探针,能够大大减少进行特异性评价的探针数量,缩短探针设计的计算时间。对实际数据的测试结果表明,该方法选择的探针具有很高的特异性。     

ANCESTRAL CHARACTER ESTIMATION UNDER THE THRESHOLD MODEL FROM QUANTITATIVE GENETICS

Evolutionary biology is a study of life's history on Earth. In researching this history, biologists are often interested in attempting to reconstruct phenotypes for the long extinct ancestors of living species. Various methods have been developed to do this on a phylogeny from the data for extant taxa. In the present article, I introduce a new approach for ancestral character estimation for discretely valued traits. This approach is based on the threshold model from evolutionary quantitative genetics. Under the threshold model, the value exhibited by an individual or species for a discrete character is determined by an underlying, unobserved continuous trait called “liability.” In this new method for ancestral state reconstruction, I use Bayesian Markov chain Monte Carlo (MCMC) to sample the liabilities of ancestral and tip species, and the relative positions of two or more thresholds, from their joint posterior probability distribution. Using data simulated under the model, I find that the method has very good performance in ancestral character estimation. Use of the threshold model for ancestral state reconstruction relies on a priori specification of the order of the discrete character states along the liability axis. I test the use of a Bayesian MCMC information theoretic criterion based approach to choose among different hypothesized orderings for the discrete character. Finally, I apply the method to the evolution of feeding mode in centrarchid fishes.     

The Process of Metastases,Formation by Melanoma Patients during the Aftercare – Modelling with Markov Chains and Cox's Regression

It is shown that the metastases states of patients with malignant melanoma during their (usually annual) postoperative care can be considered as a first order Markov chain if the state space is suitably extended. Thus, sojourn times in a state up to transition into another one can be analysed by means of Cox's proportional hazard model to find significant factors influencing these times.     

Model selection and parameter estimation for ion channel recordings with an application to the K + outward-rectifier in barley leaf

We present a statistical method, and its accompanying algorithms, for the selection of a mathematical model of the gating mechanism of an ion channel and for the estimation of the parameters of this model. The method assumes a hidden Markov model that incorporates filtering, colored noise and state-dependent white excess noise for the recorded data. The model selection and parameter estimation are performed via a Bayesian approach using Markov chain Monte Carlo. The method is illustrated by its application to single-channel recordings of the K⁺ outward-rectifier in barley leaf.Acknowledgement The authors thank Sake Vogelzang, Bert van Duijn and Bert de Boer for their helpful advice and useful comments and suggestions.     

Hidden Markov Models and Animal Behaviour

This paper proposes the use of hidden Markov time series models for the analysis of the behaviour sequences of one or more animals under observation. These models have advantages over the Markov chain models commonly used for behaviour sequences, as they can allow for time-trend or expansion to several subjects without sacrificing parsimony. Furthermore, they provide an alternative to higher-order Markov chain models if a first-order Markov chain is unsatisfactory as a model. To illustrate the use of such models, we fit multivariate and univariate hidden Markov models allowing for time-trend to data from an experiment investigating the effects of feeding on the locomotory behaviour of locusts (Locusta migratoria).     

土地利用/景观生态学研究中的马尔可夫链统计性质分析

马尔可夫链在土地利用和景观生态学研究中得到了广泛应用,而应用中通常假设土地利用变化为满足马尔可夫性的一阶时齐马尔可夫链,对马尔可夫链的统计性质是否成立却很少进行检验.本文以北京市土地利用变化监测数据为算例,提出了马尔可夫链统计性质的皮尔逊χ² 拟合优度检验方法.检验结果表明,土地利用研究中通常假设的时齐性和马尔可夫性(一阶性)在统计学上并不成立,即北京土地利用演变过程为非时齐的高阶马尔可夫链.相对于马尔可夫统计性质的似然比检验中转移概率大于零的要求,皮尔逊χ²检验对转移概率的要求相对宽松,允许转移概率为零,所以应用的范围较似然比检验更为广泛.     

A multistate Markov chain model for evaluating a sterilization policy

"A multistate Markov chain model corresponding to varying fertility and mortality rates at different levels of surviving children of a couple was developed. Asymptotic probabilities of having a fixed number of children have been worked out." The implied geographical focus is on India.     

修正非齐次马尔可夫模型应用的研究

修正非齐次模型是在齐次模型和非齐次模型基础上提出的适用于蛋白质编码区的马尔可夫模型。此模型可以用来分析生物物种进化和基因突变,模型中的马尔可夫度与序列进化水平相关联,转移矩阵与基因突变相关联。本文通过比较7类不同物种-1度马尔可夫链的含量,验证了生物物种进化反映在密码子使用上的特征;通过密码子位点间转移矩阵的计算,分析了基因突变在密码子不同位点上发生的可能性。     

Bayesian phylogenetic model selection using reversible jump Markov chain Monte Carlo

A common problem in molecular phylogenetics is choosing a model of DNA substitution that does a good job of explaining the DNA sequence alignment without introducing superfluous parameters. A number of methods have been used to choose among a small set of candidate substitution models, such as the likelihood ratio test, the Akaike Information Criterion (AIC), the Bayesian Information Criterion (BIC), and Bayes factors. Current implementations of any of these criteria suffer from the limitation that only a small set of models are examined, or that the test does not allow easy comparison of non-nested models. In this article, we expand the pool of candidate substitution models to include all possible time-reversible models. This set includes seven models that have already been described. We show how Bayes factors can be calculated for these models using reversible jump Markov chain Monte Carlo, and apply the method to 16 DNA sequence alignments. For each data set, we compare the model with the best Bayes factor to the best models chosen using AIC and BIC. We find that the best model under any of these criteria is not necessarily the most complicated one; models with an intermediate number of substitution types typically do best. Moreover, almost all of the models that are chosen as best do not constrain a transition rate to be the same as a transversion rate, suggesting that it is the transition/transversion rate bias that plays the largest role in determining which models are selected. Importantly, the reversible jump Markov chain Monte Carlo algorithm described here allows estimation of phylogeny (and other phylogenetic model parameters) to be performed while accounting for uncertainty in the model of DNA substitution.     

A Bayesian semiparametric accelerated failure time model

A Bayesian semiparametric approach is described for an accelerated failure time model. The error distribution is assigned a Pólya tree prior and the regression parameters a noninformative hierarchical prior. Two cases are considered: the first assumes error terms are exchangeable; the second assumes that error terms are partially exchangeable. A Markov chain Monte Carlo algorithm is described to obtain a predictive distribution for a future observation given both uncensored and censored data.     

Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains

The most commonly used models for analysing local dependencies in DNA sequences are (high-order) Markov chains. Incorporating knowledge relative to the possible grouping of the nucleotides enables to define dedicated sub-classes of Markov chains. The problem of formulating lumpability hypotheses for a Markov chain is therefore addressed. In the classical approach to lumpability, this problem can be formulated as the determination of an appropriate state space (smaller than the original state space) such that the lumped chain defined on this state space retains the Markov property. We propose a different perspective on lumpability where the state space is fixed and the partitioning of this state space is represented by a one-to-many probabilistic function within a two-level stochastic process. Three nested classes of lumped processes can be defined in this way as sub-classes of first-order Markov chains. These lumped processes enable parsimonious reparameterizations of Markov chains that help to reveal relevant partitions of the state space. Characterizations of the lumped processes on the original transition probability matrix are derived. Different model selection methods relying either on hypothesis testing or on penalized log-likelihood criteria are presented as well as extensions to lumped processes constructed from high-order Markov chains. The relevance of the proposed approach to lumpability is illustrated by the analysis of DNA sequences. In particular, the use of lumped processes enables to highlight differences between intronic sequences and gene untranslated region sequences.