The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling methods defined on the Riemann manifold to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The methods provide fully automated adaptation mechanisms that circumvent the costly pilot runs that are required to tune proposal densities for MetropolisHastings or indeed Hamiltonian Monte Carlo and Metropolis adjusted Langevin algorithms. This allows for highly efficient sampling even in very high dimensions where different scalings may be required for the transient and stationary phases of the Markov chain.The methodology proposed exploits the Riemann geometry of the parameter space of statistical models and thus automatically adapts to the local structure when simulating paths across this manifold, providing highly efficient convergence and exploration of the target density. The performance of these Riemann manifold Monte Carlo methods is rigorously assessed by performing inference on logistic regression models, log-Gaussian Cox point processes, stochastic volatility models and Bayesian estimation of dynamic systems described by non-linear differential equations. Substantial improvements in the time-normalized effective sample size are reported when compared with alternative sampling approaches. MATLAB code that is available from www.ucl.ac.uk/statistics/ research/rmhmc allows replication of all the results reported.
An extension of the infomax algorithm of Bell and Sejnowski (1995) ispresented that is able blindly to separate mixed signals with sub-and supergaussian source distributions. This was achieved by using a simple type of learning rule first derived by Girolami (1997) by choosing negentropy as a projection pursuit index. Parameterized probability distributions that have sub-and supergaussian regimes were used to derive a general learning rule that preserves the simple architecture proposed by Bell and Sejnowski (1995), is optimized using the natural gradient by Amari (1998), and uses the stability analysis of Cardoso and Laheld (1996) to switch between sub-and supergaussian regimes. We demonstrate that the extended infomax algorithm is able to separate 20 sources with a variety of source distributions easily. Applied to high-dimensional data from electroencephalographic recordings, it is effective at separating artifacts such as eye blinks and line noise from weaker electrical signals that arise from sources in the brain.
Because of its availability, ease of collection, and correlation with physiology and pathology, urine is an attractive source for clinical proteomics/peptidomics. However, the lack of comparable data sets from large cohorts has greatly hindered the development of clinical proteomics. Here, we report the establishment of a reproducible, high resolution method for peptidome analysis of naturally occurring human urinary peptides and proteins, ranging from 800 to 17,000 Da, using samples from 3,600 individuals analyzed by capillary electrophoresis coupled to MS. All processed data were deposited in an Structured Query Language (SQL) database. This database currently contains 5,010 relevant unique urinary peptides that serve as a pool of potential classifiers for diagnosis and monitoring of various diseases. As an example, by using this source of information, we were able to define urinary peptide biomarkers for chronic kidney diseases, allowing diagnosis of these diseases with high accuracy. Application of the chronic kidney disease-specific biomarker set to an independent test cohort in the subsequent replication phase resulted in 85.5% sensitivity and 100% specificity. These results indicate the potential usefulness of capillary electrophoresis coupled to MS for clinical applications in the analysis of naturally occurring urinary peptides. Molecular & Cellular Proteomics 9:2424 -2437, 2010.From the Departments of a Chemistry and
The article presents a method for both the unsupervised partitioning of a sample of data and the estimation of the possible number of inherent clusters which generate the data. This work exploits the notion that performing a nonlinear data transformation into some high dimensional feature space increases the probability of the linear separability of the patterns within the transformed space and therefore simplifies the associated data structure. It is shown that the eigenvectors of a kernel matrix which defines the implicit mapping provides a means to estimate the number of clusters inherent within the data and a computationally simple iterative procedure is presented for the subsequent feature space partitioning of the data.
The aim of this manuscript is to initiate a constructive discussion about the definition of clinical proteomics, study requirements, pitfalls and (potential) use. Furthermore, we hope to stimulate proposals for the optimal use of future opportunities and seek unification of the approaches in clinical proteomic studies. We have outlined our collective views about the basic principles that should be considered in clinical proteomic studies, including sample selection, choice of technology and appropriate quality control, and the need for collaborative interdisciplinary efforts involving clinicians and scientists. Furthermore, we propose guidelines for the critical aspects that should be included in published reports. Our hope is that, as a result of stimulating discussion, a consensus will be reached amongst the scientific community leading to guidelines for the studies, similar to those already published for mass spectrometric sequencing data. We contend that clinical proteomics is not just a collection of studies dealing with analysis of clinical samples. Rather, the essence of clinical proteomics should be to address clinically relevant questions and to improve the state-of-the-art, both in diagnosis and in therapy of diseases.
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