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Influence of hormone replacement therapy on proteomic pattern in serum of postmenopausal women
(2004)
Objectives: Proteomics approaches to cardiovascular biology and disease hold the promise of identifying specific proteins and peptides or modification thereof to assist in the identification of novel biomarkers. Method: By using surface-enhanced laser desorption and ionization time of flight mass spectroscopy (SELDI-TOF-MS) serum peptide and protein patterns were detected enabling to discriminate between postmenopausal women with and without hormone replacement therapy (HRT). Results: Serum of 13 HRT and 27 control subjects was analyzed and 42 peptides and proteins could be tentatively identified based on their molecular weight and binding characteristics on the chip surface. By using decision tree-based Biomarker Patterns (TM) Software classification and regression analysis a discriminatory function was developed allowing to distinguish between HRT women and controls correctly and, thus, yielding a sensitivity of 100% and a specificity of 100%. The results show that peptide and protein patterns have the potential to deliver novel biomarkers as well as pinpointing targets for improved treatment. The biomarkers obtained represent a promising tool to discriminate between HRT users and non-users. Conclusion: According to a tentative identification of the markers by their molecular weight and binding characteristics, most of them appear to be part of the inflammation induced acute-phase response. (c) 2004 Elsevier Ireland Ltd. All rights reserved
State space models enjoy wide popularity in mathematical and statistical modelling across disciplines and research fields. Frequent solutions to problems of estimation and forecasting of a latent signal such as the celebrated Kalman filter hereby rely on a set of strong assumptions such as linearity of system dynamics and Gaussianity of noise terms.
We investigate fallacy in mis-specification of the noise terms, that is signal noise
and observation noise, regarding heavy tailedness in that the true dynamic frequently produces observation outliers or abrupt jumps of the signal state due to realizations of these heavy tails not considered by the model. We propose a formalisation of observation noise mis-specification in terms of Huber’s ε-contamination as well as a computationally cheap solution via generalised Bayesian posteriors with a diffusion Stein divergence loss resulting in the diffusion score matching Kalman filter - a modified algorithm akin in complexity to the regular Kalman filter. For this new filter interpretations of novel terms, stability and an ensemble variant are discussed. Regarding signal noise mis-specification, we propose a formalisation in the frame work of change point detection and join ideas from the popular CUSUM algo-
rithm with ideas from Bayesian online change point detection to combine frequent reliability constraints and online inference resulting in a Gaussian mixture model variant of multiple Kalman filters. We hereby exploit open-end sequential probability ratio tests on the evidence of Kalman filters on observation sub-sequences for aggregated inference under notions of plausibility.
Both proposed methods are combined to investigate the double mis-specification problem and discussed regarding their capabilities in reliable and well-tuned uncertainty quantification. Each section provides an introduction to required terminology and tools as well as simulation experiments on the popular target tracking task and the non-linear, chaotic Lorenz-63 system to showcase practical performance of theoretical considerations.