We describe a model-based clustering method for using multilocus genotype data to infer population structure and assign individuals to populations. We assume a model in which there are K populations (where K may be unknown), each of which is characterized by a set of allele frequencies at each locus. Individuals in the sample are assigned (probabilistically) to populations, or jointly to two or more populations if their genotypes indicate that they are admixed. Our model does not assume a particular mutation process, and it can be applied to most of the commonly used genetic markers, provided that they are not closely linked. Applications of our method include demonstrating the presence of population structure, assigning individuals to populations, studying hybrid zones, and identifying migrants and admixed individuals. We show that the method can produce highly accurate assignments using modest numbers of loci— e.g. , seven microsatellite loci in an example using genotype data from an endangered bird species. The software used for this article is available from http://www.stats.ox.ac.uk/~pritch/home.html.

/pdf/inference-of-population-structure-using-multilocus-genotype-1x75ku6urs.pdf

Inference of population structure using multilocus genotype data

The Gibbs sampler, the algorithm of Metropolis and similar iterative simulation methods are potentially very helpful for summarizing multivariate distributions. Used naively, however, iterative simulation can give misleading answers. Our methods are simple and generally applicable to the output of any iterative simulation; they are designed for researchers primarily interested in the science underlying the data and models they are analyzing, rather than for researchers interested in the probability theory underlying the iterative simulations themselves. Our recommended strategy is to use several independent sequences, with starting points sampled from an overdispersed distribution. At each step of the iterative simulation, we obtain, for each univariate estimand of interest, a distributional estimate and an estimate of how much sharper the distributional estimate might become if the simulations were continued indefinitely. Because our focus is on applied inference for Bayesian posterior distributions in real problems, which often tend toward normality after transformations and marginalization, we derive our results as normal-theory approximations to exact Bayesian inference, conditional on the observed simulations. The methods are illustrated on a random-effects mixture model applied to experimental measurements of reaction times of normal and schizophrenic patients.

/pdf/inference-from-iterative-simulation-using-multiple-sequences-f65bwr81f3.pdf

Inference from Iterative Simulation Using Multiple Sequences

Summary. We consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined. Using an information theoretic argument we derive a measure pD for the effective number of parameters in a model as the difference between the posterior mean of the deviance and the deviance at the posterior means of the parameters of interest. In general pD approximately corresponds to the trace of the product of Fisher's information and the posterior covariance, which in normal models is the trace of the ‘hat’ matrix projecting observations onto fitted values. Its properties in exponential families are explored. The posterior mean deviance is suggested as a Bayesian measure of fit or adequacy, and the contributions of individual observations to the fit and complexity can give rise to a diagnostic plot of deviance residuals against leverages. Adding pD to the posterior mean deviance gives a deviance information criterion for comparing models, which is related to other information criteria and has an approximate decision theoretic justification. The procedure is illustrated in some examples, and comparisons are drawn with alternative Bayesian and classical proposals. Throughout it is emphasized that the quantities required are trivial to compute in a Markov chain Monte Carlo analysis.

/pdf/bayesian-measures-of-model-complexity-and-fit-1ouzmtfu7x.pdf

Bayesian measures of model complexity and fit

Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and non-Gaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data on-line as it arrives, both from the point of view of storage costs as well as for rapid adaptation to changing signal characteristics. In this paper, we review both optimal and suboptimal Bayesian algorithms for nonlinear/non-Gaussian tracking problems, with a focus on particle filters. Particle filters are sequential Monte Carlo methods based on point mass (or "particle") representations of probability densities, which can be applied to any state-space model and which generalize the traditional Kalman filtering methods. Several variants of the particle filter such as SIR, ASIR, and RPF are introduced within a generic framework of the sequential importance sampling (SIS) algorithm. These are discussed and compared with the standard EKF through an illustrative example.

/pdf/a-tutorial-on-particle-filters-for-online-nonlinear-non-1rzkwgk2pp.pdf

A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking

Fun and exciting textbook on the mathematics underpinning the most dynamic areas of modern science and engineering.

/pdf/information-theory-inference-and-learning-algorithms-gbv6i2zu22.pdf

Information Theory, Inference and Learning Algorithms

SUMMARY We review applications of Gibbs sampling in medicine, involving longitudinal, spatial, covariate measurement and survival models. Applications in immunology, pharmacology, transplantation, cancer screening, industrial epidemiology and genetic epidemiology are discussed.

Modelling Complexity: Applications of Gibbs Sampling in Medicine

Summary: We describe an algorithm and software tool for comparing alternative phylogenetic trees. The main application of the software is to compare phylogenies obtained using different phylogenetic methods for some fixed set of species or obtained using different gene sequences from those species. The algorithm pairs up each branch in one phylogeny with a matching branch in the second phylogeny and finds the optimum 1-to-1 map between branches in the two trees in terms of a topological score. The software enables the user to explore the corresponding mapping between the phylogenies interactively, and clearly highlights those parts of the trees that differ, both in terms of topology and branch length.

Availability: The software is implemented as a Java applet at http://www.mrc-bsu.cam.ac.uk/personal/thomas/phylo_comparison/comparison_page.html. It is also available on request from the authors.

Contact: thomas.nye@mrc-bsu.cam.ac.uk

/pdf/a-novel-algorithm-and-web-based-tool-for-comparing-two-5fuzqzk6dz.pdf

A novel algorithm and web-based tool for comparing two alternative phylogenetic trees

Public sequence databases contain information on the sequence, structure and function of proteins. Genome sequencing projects have led to a rapid increase in protein sequence information, but reliable, experimentally verified, information on protein function lags a long way behind. To address this deficit, functional annotation in protein databases is often inferred by sequence similarity to homologous, annotated proteins, with the attendant possibility of error. Now, the functional annotation in these homologous proteins may itself have been acquired through sequence similarity to yet other proteins, and it is generally not possible to determine how the functional annotation of any given protein has been acquired. Thus the possibility of chains of misannotation arises, a process we term 'error percolation'. With some simple assumptions, we develop a dynamical probabilistic model for these misannotation chains. By exploring the consequences of the model for annotation quality it is evident that this iterative approach leads to a systematic deterioration of database quality.

Modeling the percolation of annotation errors in a database of protein sequences.

Bayesian model comparison via jump diffusions

Risk factors used in epidemiology are often measured with error which can seriously affect the assessment of the relation between risk factors and disease outcome. In this paper, a Bayesian perspective on measurement error problems in epidemiology is taken and it is shown how the information available in this setting can be structured in terms of conditional independence models. The modeling of common designs used in the presence of measurement error (validation group, repeated measures, ancillary data) is described. The authors indicate how Bayesian estimation can be carried out in these settings using Gibbs sampling, a sampling technique which is being increasingly referred to in statistical and biomedical applications. The method is illustrated by analyzing a design with two measuring instruments and no validation group.

/pdf/a-bayesian-approach-to-measurement-error-problems-in-48dob8f5ka.pdf

Walter R. Gilks

Papers

Modelling Complexity: Applications of Gibbs Sampling in Medicine

A novel algorithm and web-based tool for comparing two alternative phylogenetic trees

Modeling the percolation of annotation errors in a database of protein sequences.

Bayesian model comparison via jump diffusions

A Bayesian Approach to Measurement Error Problems in Epidemiology Using Conditional Independence Models