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    CS395T - Computational Statistics With Application To Bioinformatics

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    CS395T is a course on computational statistics with applications to bioinformatics. It covers 21 units on topics including probability theory, distributions, random number generation, fitting models to data, clustering, hidden Markov models, support vector machines, and information theory. The course uses software like MATLAB, Mathematica, and C++ libraries to demonstrate statistical and machine learning techniques.

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    CS395T - Computational Statistics With Application To Bioinformatics

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    panna1
    63 views5 pages
    CS395T is a course on computational statistics with applications to bioinformatics. It covers 21 units on topics including probability theory, distributions, random number generation, fitting models to data, clustering, hidden Markov models, support vector machines, and information theory. The course uses software like MATLAB, Mathematica, and C++ libraries to demonstrate statistical and machine learning techniques.

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    CS395T_ Computational Statistics With Application to Bioinformatics

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    CS395T is a course on computational statistics with applications to bioinformatics. It covers 21 units on topics including probability theory, distributions, random number generation, fitting models to data, clustering, hidden Markov models, support vector machines, and information theory. The course uses software like MATLAB, Mathematica, and C++ libraries to demonstrate statistical and machine learning techniques.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    63 views5 pages

    CS395T - Computational Statistics With Application To Bioinformatics

    Uploaded by

    panna1
    CS395T is a course on computational statistics with applications to bioinformatics. It covers 21 units on topics including probability theory, distributions, random number generation, fitting models to data, clustering, hidden Markov models, support vector machines, and information theory. The course uses software like MATLAB, Mathematica, and C++ libraries to demonstrate statistical and machine learning techniques.

    Copyright:

    © All Rights Reserved
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    Download as pdf or txt
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    CS395T: Computational Statistics with Application to Bioinformatics

    CS395T Computational Statistics with Application to Bioinformatics


    Prof. William H. Press
    Course Lecture Notes (Spring, 2008)
    Unit 1: Probability Theory and Bayesian Inference

    Concepts: probability theorems and examples; inference, Bayesian inference; marginalization;


    nuisance parameter; posterior; Bernoulli trials; conjugate prior

    MATLAB: syms, int, ezplot, diff, simplify, solve, pretty


    Mathematica: Integrate, GenerateConditions, D, Plot, Simplify, Solve

    Unit 2: Univariate Distributions and the Central Limit Theorem

    Concepts: measures of central tendency, mean, median; normal (Gaussian), Student, Cauchy,
    lognormal, exponential, gamma, chi-square; PDF, CDF, characteristic function; Central Limit
    Theorem

    NR3 (C++): Normaldist

    Unit 3: Random Number Generators, Tests for Randomness, and Tail Tests Generally

    Concepts: random number generator (RNG); multiplicative RNG, p-values, t-values; binomial
    distribution; chi-square test; 1- vs. 2-point distribution; Xorshift RNG; combinations of
    generators; p-value paradigm

    MATLAB: uint32, mod, accumarray, betainc, normcdf, ceil, zeros,


    chi2cdf
    MATLAB API (C): mex functions, mxGetData, mxGetM, mxGetN
    NR3 (C++): nr3.h, struct Toyran1, Chisqdist, Ran

    Unit 4: Tail Test Perils and Pitfalls: Chi-Square Misuse, Multiple Hypotheses, Stopping
    Criteria

    Concepts: moments of chi-square variable, how chi-square becomes normal; chi-square


    failure for Poisson events; linear constraints; multiple hypothesis correction, Bonferroni, FDR;
    stopping rule paradoxes

    MATLAB: symsum, betapdf, quad, linspace


    Mathematica: Sum

    http://nr.com/CS395T/lectures2008/toc.html[31/10/2014 10:30:12 πμ]


    CS395T: Computational Statistics with Application to Bioinformatics

    Unit 5: More on Random Deviate Generation

    Concepts: Xorshift generators; matrix powers by successive squaring; GCD and Gorilla
    randomness tests; transformation method; rejection method; ratio of uniforms method;
    squeezes; Leva's algorithm

    MATLAB: ndgrid, eye, spy, jacobian, abs, det


    Mathematica: FactorInteger

    Unit 6: Understanding Distributions Known Only Empirically

    Concepts: empirical distributions, samples; Kolmogorov-Smirnov (KS) test; IQagent data


    structure; genestats.dat data file, intron and exon lengths; plotting PDFs, uniformity of errors,
    PDFs on log scales; resampling; statistical significance vs. data quantity

    MATLAB: readgenestats (custom), fopen, fclose, repmat, cell, textscan,


    dataset, error, cell2mat, plot, hold, log10, cdfplot, kstest2,
    arrayfun, loglog, semilogy
    MATLAB API (C): mxCreateDoubleMatrix
    NR3 (C++): IQagent

    Unit 7: Fitting Models to Data and Estimating Errors in Model-Derived Quantities

    Concepts: binned data; nonlinear leaset squares (NLS) fits; covariance matrix; goodness of fit;
    linear propagation of errors; Jacobian matrix; sampling the posterior distribution; bootstrap
    resampling

    MATLAB: hist, bar, nlinfit, nlinfitw (custom), diag, randn, numel,


    chi2cdf, jacobian, subs, mvnrand, mean, std, randsample, arrayfun

    Unit 8: Contingency Tables, Experimental Protocols, and All That

    Concepts: contingency tables; null hypothesis; Pearson statistic; retrospective or case-control;


    prospective or longitudinal; cross-sectional or snapshot; nuisance parameters,
    marginalization; hypergeometric distribution; multinomial distribution; Fisher Exact Test;
    Wald statistic; nominal, ordinal, cardinal tables; permutation test; bootstrap resampling;
    Dirichlet distribution

    MATLAB: crosstab, contingencytable (custom), sum, repmat, size,


    squeeze, permute, ndgrid, repmat, accumarray, arrayfun, randperm,
    hist, randsample, gamrnd, mnrnd, reshape

    Unit 9: Working with Multivariate Normal Distributions

    Concepts: multivariate normal distribution; covariance matrix; spliceosome; linear correlation


    matrix; Cholesky decomposition; error ellipses

    MATLAB: mean, cov, randsample, mvnrand, corrcoef, chol, errorellipse

    http://nr.com/CS395T/lectures2008/toc.html[31/10/2014 10:30:12 πμ]


    CS395T: Computational Statistics with Application to Bioinformatics

    (custom)

    Unit 10: Hierarchical Clustering by Phylogenetic Trees

    Concepts: phylogenetic trees; cladograms, additive trees, ultrametric trees; distance matrix,
    neighbor joining; agglomerative method; vertebrate species; gene chip; Hamming distance;
    rooted vs. unrooted; gene co-expression; Pearson r; TreeView

    NR3 (C++): Phylo_nj, newick

    Unit 11: Gaussian Mixture Models and EM Methods

    Concepts: Gaussian mixture model (GMM); E-step, M-step, EM method; log-sum-exp; k-


    means clustering; Jensen's inequality; missing data problems

    MATLAB: sum, repmat, arrayfun, ksdensity, mvnrnd


    NR3 MATLAB interface: nr3_matlab.h, mxScalar, mxT, MatDoub, VecDoub

    Unit 12: Maximum Likelihood Estimation (MLE) on a Statistical Model

    Concepts: likelihood function; Fisher Information Matrix, Hessian; centered second


    difference; outliers; Student-t; AIC, BIC;

    MATLAB: hist, bar, fminsearch, hessian (custom), inv, jacobian, subs,


    arrayfun

    Unit 13: Markov Chain Monte Carlo (MCMC)

    Concepts: unnormalized distribution, posterior; Markov chain; detailed balance, ergodicity;


    Metropolis-Hastings algorithm, proposal distribution, acceptance probability; Poisson
    process, fluctuations

    MATLAB: rand, subfunction

    Unit 14: SVD, PCA, and the Linear Perspective

    Concepts: data matrix, design matrix; standardize; Singular Value Decomposition (SVD);
    orthogonal basis; low-rank approximation; Principal Component Analysis (PCA); main
    effects; Gaussian random matrix; order statistic; dimensional reduction; eigengenes,
    eigenarrays; non-negative matrix factorization (NMF)

    MATLAB: prctile, repmat, colormap, image, svd, axis, semilogy,


    randn, cumsum

    Unit 15: Dynamic Programming, Viterbi, and Needleman-Wunsch

    Concepts: Bellman-Dijkstra-Viterbi algorithm, forward pass, backward pass; error-correcting

    http://nr.com/CS395T/lectures2008/toc.html[31/10/2014 10:30:12 πμ]


    CS395T: Computational Statistics with Application to Bioinformatics

    code; trellis graph; soft decision decoding; sequence alignment; Needleman-Wunsch


    algorithm; multiple alignment

    NR3 (C++): stringalign

    Unit 16: Hidden Markov Models

    Concepts: Markov model; transition probability; irreducibility, aperiodicity, ergodicity;


    successive squaring method; Hidden Markov Model (HMM); symbol probability; state
    estimation; forward-backward algorithm, alpha pass, beta pass; Baum-Welch re-estimation;
    likelihood; EM method; Generalized HMM, Hidden Semi-Markov Model

    NR3 (C++): HMM


    NR3 MATLAB interface: hmmmex

    Unit 17: Classifier Performance: ROC, Precision-Recall, and All That


    Concepts: confusion matrix, TP, FP, TN, FN; conservative, liberal; performance curve; TPR,
    FPR, PPV, NPV, FDR; accuracy, sensitivity, specificity, precision, recall; ROC curve; convex
    hull; precision-recall curve

    Mathematica: Solve, FullSimplify, substitution operator (./)

    Unit 18: Support Vector Machines (SVMs)


    Concepts: linear separation; fat plane; maximum margin SVM; quadratic programming;
    primal vs. dual problem; soft-margin SVM; embedding; the kernel trick; linear, power,
    polynomial, sigmoid, Gaussian radial basis kernels; mitochondrial genes

    Software: SVMlight

    Unit 19: Wiener Filtering (and some Wavelets)


    Concepts: signal, noise, filter; Wiener filter; best estimate in L2 norm; Fourier basis; Nyquist
    frequency; low-pass filter; signal and noise models; spatial (pixel) basis; smoothed image;
    wavelet basis; quadrature mirror filter; orthogonality conditions; moment conditions;
    pyramidal algorithm; DAUB; left- and right-derivative

    MATLAB: fopen, fread, fclose, flipud, image, axis, fft2, ndgrid,


    randsample, ifft2, wiener2, wavelet2 (custom)

    Unit 20: Multidimensional Interpolation on Scattered Data


    Concepts: dimensional explosion; Shepherd interpolation; Radial Basis Function
    interpolation; multiquadric, inverse multiquadric, thin plate spline, Gaussian; over- and
    under-smoothing; Laplace interpolation; boundary conditions; biconjugate gradient method;
    Gaussian process regression; linear prediction; Kriging; variogram

    MATLAB: interp1, meshgrid, arrayfun, contour, cell, cellfun,

    http://nr.com/CS395T/lectures2008/toc.html[31/10/2014 10:30:12 πμ]


    CS395T: Computational Statistics with Application to Bioinformatics

    shepinterp (custom), \-operator, std, laplaceinterp (custom), krig (custom)

    Unit 21: Information Theory Characterization of Distributions


    Concepts: character, alphabet, message; entropy; compression; log cut-down; fair game;
    payoff odds; protein, amino acid; monographic, digraphic entropy; flattened; conditional
    entropy; mutual information; Lagrange multiplier; Kelly's formula, proportional betting; CG
    richness, 3rd codon; Kullbach-Leibler distance; log odds

    http://nr.com/CS395T/lectures2008/toc.html[31/10/2014 10:30:12 πμ]

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