Browsing by Subject "Sequential Monte Carlo"

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Computational methods for understanding genetic variations from next generation sequencing data
(2018-05) Ahn, Soyeon, Ph. D.; Vikalo, Haris; de Veciana, Gustavo; Vishwanath, Sriram; Soloveichik, David; Savran, Cagri
Studies of human genetic variation reveal critical information about genetic and complex diseases such as cancer, diabetes and heart disease, ultimately leading towards improvements in health and quality of life. Moreover, understanding genetic variations in viral population is of utmost importance to virologists and helps in search for vaccines. Next-generation sequencing technology is capable of acquiring massive amounts of data that can provide insight into the structure of diverse sets of genomic sequences. However, reconstructing heterogeneous sequences is computationally challenging due to the large dimension of the problem and limitations of the sequencing technology.This dissertation is focused on algorithms and analysis for two problems in which we seek to characterize genetic variations: (1) haplotype reconstruction for a single individual, so-called single individual haplotyping (SIH) or haplotype assembly problem, and (2) reconstruction of viral population, the so-called quasispecies reconstruction (QSR) problem. For the SIH problem, we have developed a method that relies on a probabilistic model of the data and employs the sequential Monte Carlo (SMC) algorithm to jointly determine type of variation (i.e., perform genotype calling) and assemble haplotypes. For the QSR problem, we have developed two algorithms. The first algorithm combines agglomerative hierarchical clustering and Bayesian inference to reconstruct quasispecies characterized by low diversity. The second algorithm utilizes tensor factorization framework with successive data removal to reconstruct quasispecies characterized by highly uneven frequencies of its components. Both algorithms outperform existing methods in both benchmarking tests and real data.
A review on computation methods for Bayesian state-space model with case studies
(2010-05) Yang, Mengta, 1979-; McCulloch, Robert E. (Robert Edward); Sager, Thomas W.
Sequential Monte Carlo (SMC) and Forward Filtering Backward Sampling (FFBS) are the two most often seen algorithms for Bayesian state space models analysis. Various results regarding the applicability has been either claimed or shown. It is said that SMC would excel under nonlinear, non-Gaussian situations, and less computationally expansive. On the other hand, it has been shown that with techniques such as Grid approximation (Hore et al. 2010), FFBS based methods would do no worse, though still can be computationally expansive, but provide more exact information. The purpose of this report to compare the two methods with simulated data sets, and further explore whether there exist some clear criteria that may be used to determine a priori which methods would suit the study better.