Robin K. Milne

On tests of spatial pattern based on simulation envelopes

In the analysis of spatial point patterns, an important role is played by statistical tests based on simulation envelopes, such as the envelope of simulations of Ripleys K function. Recent ecological literature has correctly pointed out a common error in the interpretation of simulation envelopes. However, this has led to a widespread belief that the tests themselves are invalid. On the contrary, envelope-based statistical tests are correct statistical procedures, under appropriate conditions. In this paper, we explain the principles of Monte Carlo tests and their correct interpretation, canvas the benefits of graphical procedures, measure the statistical performance of several popular tests, and make practical recommendations. There are several caveats including the under-recognized problem that Monte Carlo tests of goodness of fit are probably conservative if the model parameters have to be estimated from data. Finally, we discuss whether graphs of simulation envelopes can be used to infer the scale of...

POINT PROCESS LIMITS OF LATTICE PROCESSES

Starting from a suitable sequence of auto-Poisson lattice schemes, it is shown that (almost) any purely inhibitory pairwise-interaction point process can be obtained in the limit. Further pairwise-interaction processes are obtained as limits of sequences of auto-logistic lattice schemes. SPATIAL POINT PROCESS; AUTO-POISSON SCHEME; AUTO-LOGISTIC SCHEME; STRAUSS PROCESS; PAIRWISE-INTERACTION PROCESS: INHIBITORY POINT PROCESS; HARDCORE POINT PROCESS

Single ion channel models incorporating aggregation and time interval omission

We present a general theoretical framework, incorporating both aggregation of states into classes and time interval omission, for stochastic modeling of the dynamic aspects of single channel behavior. Our semi-Markov models subsume the standard continuous-time Markov models, diffusion models and fractal models. In particular our models allow for quite general distributions of state sojourn times and arbitrary correlations between successive sojourn times. Another key feature is the invariance of our framework with respect to time interval omission: that is, properties of the aggregated process incorporating time interval omission can be derived directly from corresponding properties of the process without it. Even in the special case when the underlying process is Markov, this leads to considerable clarification of the effects of time interval omission. Among the properties considered are equilibrium behavior, sojourn time distributions and their moments, and auto-correlation and cross-correlation functions. The theory is motivated by ion channel mechanisms drawn from the literature, and illustrated by numerical examples based on these.

Statistical inference from single channel records: two-state Markov model with limited time resolution

Though stochastic models are widely used to describe single ion channel behaviour, statistical inference based on them has received little consideration. This paper describes techniques of statistical inference, in particular likelihood methods, suitable for Markov models incorporating limited time resolution by means of a discrete detection limit. To simplify the analysis, attention is restricted to two-state models, although the methods have more general applicability. Non-uniqueness of the mean open-time and mean closed-time estimators obtained by moment methods based on single exponential approximations to the apparent open-time and apparent closed-time distributions has been reported. The present study clarifies and extends this previous work by proving that, for such approximations, the likelihood equations as well as the moment equations (usually) have multiple solutions. Such non-uniqueness corresponds to non-identifiability of the statistical model for the apparent quantities. By contrast, higher-order approximations yield theoretically identifiable models. Likelihood-based estimation procedures are developed for both single exponential and bi-exponential approximations. The methods and results are illustrated by numerical examples based on literature and simulated data, with consideration given to empirical distributions and model control, likelihood plots, and point estimation and confidence regions.

CONTINUOUS-TIME MARKOV CHAINS IN A RANDOM ENVIRONMENT, WITH APPLICATIONS TO ION CHANNEL MODELLING

We study a bivariate stochastic process {X(t)}= {(XE(t), Z(t))}, where {XE(t)} iS a continuous-time Markov chain describing the environment and {Z(t)} is the process of primary interest. In the context which motivated this study, {Z(t)} models the gating behaviour of a single ion channel. It is assumed that given {XE(t)}, the channel process {Z(t)} is a continuous-time Markov chain with infinitesimal generator at time t dependent on XE(t), and that the environment process {XE(t)} jS not dependent on {Z(t)}. We derive necessary and sufficient conditions for {X(t)} to be time reversible, showing that then its equilibrium distribution has a product form which reflects independence of the state of the environment and the state of the channel. In the special case when the environment controls the speed of the channel process, we derive transition probabilities and sojourn time distributions for {Z(t)} by exploiting connections with Markov reward processes. Some of these results are extended to a stationary environment. Applications to problems arising in modelling multiple ion channel systems are discussed. In particular, we present ways in which a multichannel

Superposition of interacting aggregated continuous-time Markov chains

Consider a system of interacting finite Markov chains in continuous time, where each subsystem is aggregated by a common partitioning of the state space. The interaction is assumed to arise from dependence of some of the transition rates for a given subsystem at a specified time on the states of the other subsystems at that time. With two subsystem classes, labelled 0 and 1, the superposition process arising from a system counts the number of subsystems in the latter class. Key structure and results from the theory of aggregated Markov processes are summarized. These are then applied also to superposition processes. In particular, we consider invariant distributions for the level m entry process, marginal and joint distributions for sojourn-times of the superposition process at its various levels, and moments and correlation functions associated with these distributions. The distributions are obtained mainly by using matrix methods, though an approach based on point process methods and conditional probability arguments is outlined. Conditions under which an interacting aggregated Markov chain is reversible are established. The ideas are illustrated with simple examples for which numerical results are obtained using Matlab. Motivation for this study has come from stochastic modelling of the behaviour of ion channels; another application is in reliability modelling.

Estimation of single channel kinetic parameters from data subject to limited time resolution

The limited responsiveness of single-channel recording systems results in some brief events not being detected, and if this is ignored parameter estimation from the observed data will be biased. Statistical methods of correcting for this limited time resolution in a two-state Markov model have been proposed by Neher (1983. J. Physiol. (Lond.). 339:663-678) and by Colquhoun and Sigworth (1983. Single Channel Recording. 191-263). However, a numerical study by Blatz and Magleby (1986. Biophys. J. 49:967-980) indicated differences of 3-40% in the corrected values given by the two techniques. Here we explain why Nehers method produces biased results and the Colquhoun and Sigworth approach, which is no more difficult, provides reasonably accurate estimates.

On characterizations of beta and gamma distributions

Characterizations based on a product of independent random variables are presented for gamma and beta distributions, thereby extending recent results due to Kotz and Steutel and the authors. Moment methods are useful in some proofs. Links are made to multivariate analogues.

Superposition Properties of Independent Ion Channels

Membrane patches usually contain several ion channels of a given type. However, most of the stochastic modelling on which data analysis (in particular, estimation of kinetic constants) is currently based, relates to a single channel rather than to multiple channels. Attempts to circumvent this problem experimentally by recording under conditions where channel activity is low are restrictive and can introduce bias; moreover, possibly important information on how multichannel systems behave will be missed. We have extended existing theory to multichannel systems by applying results from point process theory to derive some distributional properties of the various types of sojourn time that occur when a given number of channels are open in a system containing a specified number of independent channels in equilibrium. Separate development of properties of a single channel and the superposition of several such independent channels simplifies the presentation of known results and extensions. To illustrate the general theory, particular attention is given to the types of sojourn time that occur in a two channel system; detailed expressions are presented for a selection of models, both Markov and non-Markov.

Stochastic Modelling of a Single Ion Channel: An Alternating Renewal Approach with Application to Limited Time Resolution

Stochastic models of ion channels have been based largely on Markov theory where individual states and transition rates must be specified, and sojourn-time densities for each state are constrained to be exponential. This study presents an approach based on random-sum methods and alternating-renewal theory, allowing individual states to be grouped into classes provided the successive sojourn times in a given class are independent and identically distributed. Under these conditions Markov models form a special case. The utility of the approach is illustrated by considering the effects of limited time resolution (modelled by using a discrete detection limit, ξ) on the properties of observable events, with emphasis on the observed open-time (ξ-open-time). The cumulants and Laplace transform for a ξ-open-time are derived for a range of Markov and non-Markov models; several useful approximations to the ξ-open-time density function are presented. Numerical studies show that the effects of limited time resolution can be extreme, and also highlight the relative importance of the various model parameters. The theory could form a basis for future inferential studies in which parameter estimation takes account of limited time resolution in single channel records. Appendixes include relevant results concerning random sums and a discussion of the role of exponential distributions in Markov models.