The purpose of time series analysis via mechanistic models is to reconcile the known or hypothesized structure of a dynamical system with observations collected over time. We develop a framework for constructing nonlinear mechanistic models and carrying out inference. Our framework permits the consideration of implicit dynamic models, meaning statistical models for stochastic dynamical systems which are specified by a simulation algorithm to generate sample paths. Inference procedures that operate on implicit models are said to have the plug-and-play property. Our work builds on recently developed plug-and-play inference methodology for partially observed Markov models. We introduce a class of implicitly specified Markov chains with stochastic transition rates, and we demonstrate its applicability to open problems in statistical inference for biological systems. As one example, these models are shown to give a fresh perspective on measles transmission dynamics. As a second example, we present a mechanistic analysis of cholera incidence data, involving interaction between two competing strains of the pathogen Vibrio cholerae. 1. Introduction. A

Solution-Guided Multi-Point Constructive Search (SGMPCS) is a novel constructive search technique that performs a series of resource-limited tree searches where each search begins either from an empty solution (as in randomized restart) or from a solution that has been encountered during the search. A small number of these “elite ” solutions is maintained during the search. We introduce the technique and perform three sets of experiments on the job shop scheduling problem. First, a systematic, fully crossed study of SGMPCS is carried out to evaluate the performance impact of various parameter settings. Second, we inquire into the diversity of the elite solution set, showing, contrary to expectations, that a less diverse set leads to stronger performance. Finally, we compare the best parameter setting of SGMPCS from the first two experiments to chronological backtracking, limited discrepancy search, randomized restart, and a sophisticated tabu search algorithm on a set of well-known benchmark problems. Results demonstrate that SGMPCS is significantly better than the other constructive techniques tested, though lags behind the tabu search. 1.

The R package ltm has been developed for the analysis of multivariate dichotomous and polytomous data using latent variable models, under the Item Response Theory approach. For dichotomous data the Rasch, the Two-Parameter Logistic, and Birnbaum’s Three-Parameter models have been implemented, whereas for polytomous data Semejima’s Graded Response model is available. Parameter estimates are obtained under marginal maximum likelihood using the Gauss-Hermite quadrature rule. The capabilities and features of the package are illustrated using two real data examples.

Summary: A key element to a successful Markov chain Monte Carlo (MCMC) inference is the programming and run performance of the Markov chain. However, the explicit use of quality assessments of the MCMC simulations—convergence diagnostics—in phylogenetics is still uncommon. Here we present a simple tool that uses the output from MCMC simulations and visualizes a number of properties of primary interest in a Bayesian phylogenetic analysis, such as convergence rates of posterior split probabilities and branch lengths. Graphical exploration of the output from phylogenetic MCMC simulations gives intuitive and often crucial information on the success and reliability of the analysis. The tool presented here complements convergence diagnostics already available in other software packages primarily designed for other applications of MCMC. Importantly, the common practice of using trace-plots of a single parameter or summary statistic, such as the likelihood score of sampled trees, can be misleading for assessing the success of a phylogenetic MCMC simulation.

We describe a tolerance interval approach for assessing agreement in method com-parison data that may be left censored. We model the data using a mixed model and discuss a Bayesian and a frequentist methodology for inference. A simulation study suggests that the Bayesian approach provides a good alternative to the frequentist one for moderate sample sizes as the latter tends to be liberal. Both may be used for sample sizes 100 or more, with the Bayesian one being slightly conservative. The proposed methods are illustrated with real data involving comparison of two assays for quantifying viral load in HIV patients.

The simecol package provides an open structure to implement, simulate and share ecological models. A generalized object-oriented architecture improves readability and potential code re-use of models and makes simecol-models freely extendable and simple to use. The simecol package was implemented in the S4 class system of the programming language R. Reference applications, e.g. predator-prey models or grid models are provided which can be used as a starting point for own developments. Compact example applications and the complete code of an individual-based model of the water flea Daphnia document the efficient usage of simecol for various purposes in ecological modeling, e.g. scenario analysis, stochastic simulations and individual based population dynamics. Ecologists are encouraged to exploit the abilities of simecol to structure their work and to use R and object-oriented programming as a suitable medium for the distribution and share of ecological modeling code. Note: A previous version of this introduction to the R package simecol has been published as Petzoldt and Rinke (2007) in the Journal of Statistical Software,

Abstract not found

This paper explores how entropy and other information theoretic quantities may be used to reverseengineer genetic regulatory networks from repeated microarray data. The problem of differentiating genes that undergo direct coregulation from genes whose expression is similar because they belong to the same regulatory pathway is studied from a graphical modeling viewpoint. This leads to the criteria of conditional independence which can be evaluated by computing the conditional mutual information. The latter is completely characterized by the sum of the entropies of joint variables, underlining the need for an entropy estimator that is accurate even in low sampling conditions. We introduce a new plug-in entropy estimator obtained from shrinking maximum likelihood multinomial proportions estimates to the maximum entropy target. We derive the closely related ZIPshrink and ZINBshrink entropy estimators which enhance the shrinkage estimator by first adjusting the shrinkage target depending on the fraction of structural zeros in the multinomial model. The fraction of structural zeros is estimated using a Zero-Inflated Poisson or Zero-Inflated Negative Binomial distribution to model the histogram of bin counts. We compare these three new estimators to state of the art estimators. We show that they give acceptable

A novel concept for estimating smooth functions by selection techniques based on boosting is developed. It is suggested to put radial basis functions with different spreads at each knot and to do selection and estimation simultaneously by a componentwise boosting algorithm. The methodology of various other smoothing and knot selection procedures (e.g. stepwise selection) is summarized. They are compared to the proposed approach by extensive simulations for various unidimensional settings, including varying spatial variation and heteroskedasticity, as well as on a real world data example. Finally, an extension of the proposed method to surface fitting is evaluated numerically on both, simulation and real data. The proposed knot selection technique is shown to be a strong competitor to existing methods for knot selection.

density estimation: Application to human exposure