Searcharxiv⌕ Search

arXiv subjects

Laura Jula Vanegas

Publications and source records attributed to Laura Jula Vanegas.

2 recordsLinked to original sources

Analyzing cross-talk between superimposed signals: Vector norm dependent hidden Markov models and applications to ion channels

We propose and investigate a hidden Markov model (HMM) for the analysis of dependent, aggregated, superimposed two-state signal recordings. A major motivation for this work is that often these signals cannot be observed individually but only their superposition. Among others, such models are in high demand for the understanding of cross-talk between ion channels, where each single channel cannot be measured separately. As an essential building block, we introduce a parameterized vector norm dependent Markov chain model and characterize it in terms of permutation invariance as well as conditional independence. This building block leads to a hidden Markov chain sum process which can be used for analyzing the dependence structure of superimposed two-state signal observations within an HMM. Notably, the model parameters of the vector norm dependent Markov chain are uniquely determined by the parameters of the sum process and are therefore identifiable. We provide algorithms to estimate the parameters, discuss model selection and apply our methodology to real-world ion channel data from the heart muscle, where we show competitive gating.

stat.ME↗

Multiscale quantile segmentation

We introduce a new methodology for analyzing serial data by quantile regression assuming that the underlying quantile function consists of constant segments. The procedure does not rely on any distributional assumption besides serial independence. It is based on a multiscale statistic, which allows to control the (finite sample) probability for selecting the correct number of segments S at a given error level, which serves as a tuning parameter. For a proper choice of this parameter, this tends exponentially fast to the true S, as sample size increases. We further show that the location and size of segments are estimated at minimax optimal rate (compared to a Gaussian setting) up to a log-factor. Thereby, our approach leads to (asymptotically) uniform confidence bands for the entire quantile regression function in a fully nonparametric setup. The procedure is efficiently implemented using dynamic programming techniques with double heap structures, and software is provided. Simulations and data examples from genetic sequencing and ion channel recordings confirm the robustness of the proposed procedure, which at the same hand reliably detects changes in quantiles from arbitrary distributions with precise statistical guarantees.

stat.ME↗