1999
DOI: 10.1111/1467-9868.00165
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A Bayesian Restoration of an Ion Channel Signal

Abstract: We present a Bayesian method of ion channel analysis and apply it to a simulated data set. An alternating renewal process prior is assigned to the signal, and an autoregressive process is ®tted to the noise. After choosing model hyperconstants to yield`uninformative' priors on the parameters, the joint posterior distribution is computed by using the reversible jump Markov chain Monte Carlo method. A novel form of simulated tempering is used to improve the mixing of the original sampler.

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Cited by 26 publications
(23 citation statements)
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“…Therefore, it is advantageous to fit directly to the single-channel record. Fredkin and Rice (1992), Ball et al (1999), Hodgson (1999) and Rosales et al (2001) have developed methods by which one can reconstruct the sequence of open and closed events directly from the raw single-channel record to give a reconstruction of the open and closed time distributions along with estimation of the Markov model rate constants. In other words, in this more powerful approach, not only does the fit determine the rate constants of the Markov model, it also reconstructs the single-channel record by determining the best-fit positions of the openings and closings.…”
Section: Introductionmentioning
confidence: 99%
“…Therefore, it is advantageous to fit directly to the single-channel record. Fredkin and Rice (1992), Ball et al (1999), Hodgson (1999) and Rosales et al (2001) have developed methods by which one can reconstruct the sequence of open and closed events directly from the raw single-channel record to give a reconstruction of the open and closed time distributions along with estimation of the Markov model rate constants. In other words, in this more powerful approach, not only does the fit determine the rate constants of the Markov model, it also reconstructs the single-channel record by determining the best-fit positions of the openings and closings.…”
Section: Introductionmentioning
confidence: 99%
“…Hidden Markov models (HMM) are specific latent variable models where the completed model is directed by an unobserved Markov process S. When the state space of S is continuous, these models are usually called state space models such as in econometrics, in stochastic volatility models (Shephard and Pitt (1997), Hamilton (1989), Chib (1996)) or in signal processing (Hodgson (1999), Rabiner (1989)). HMM's also have a large ranging number of applications, when the state space of S is discrete : in Genetics as DNA sequence modeling (Rabiner (1989), Durbin et al (1998), Muri (1998)) and in medicine (Guihenneuc et al (2000), Kirby and Spiegelhalter (1994) In this paper we assume that we have N observations X = (X 1 , ..., X N ) and that conditionally on some vector S they are independent with distribution whose density with respect to Lebesgue measure is denoted f (X i |θ S , S), i = 1, ..., N .…”
Section: Discussionmentioning
confidence: 99%
“…Therefore, the open times and closed times are not fixed for the entire fitting procedure, eliminating any inherent error in first obtaining the times. These such methods have been developed by Fredkin and Rice, 52 Ball et al, 51 Hodgson, 53 and Rosales et al 54 Fredkin and Rice 52 do this in a maximum likelihood framework while Ball et al, 51 Hodgson, 53 and Rosales et al 54 use Bayesian inference and MCMC techniques.…”
Section: B Fitting the Noisy Single-channel Record Not The Open Timmentioning
confidence: 99%