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Introduction to Bayesian Statistics and an Application Timothy M. Bahr Introduction Definitions Bayesian Statistics Microarrays Confounded Experiments Model Gibbs Sampling Application Introduction to Bayesian Statistics and an Application Unconfounding the Confounded: Separating Treatment and Batch Effects in Confounded Microarray Experiments Timothy M. Bahr Department of Statistics Brigham Young University March 16, 2009
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Page 1: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Introduction to Bayesian Statisticsand an Application

Unconfounding the Confounded: SeparatingTreatment and Batch Effects in Confounded

Microarray Experiments

Timothy M. Bahr

Department of StatisticsBrigham Young University

March 16, 2009

Page 2: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Introduction

Who am I?

Tim Bahr, Undergrad...

I 22, B.S. in Statistics,emphasis: Biostat

I My first intro to Statisticsin High School

I Fascination with theNumerical Patterns inScience

I Future Goals

Page 3: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Introduction

Who am I?

Tim Bahr, Undergrad...

I 22, B.S. in Statistics,emphasis: Biostat

I My first intro to Statisticsin High School

I Fascination with theNumerical Patterns inScience

I Future Goals

Page 4: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Introduction

Who am I?

Tim Bahr, Undergrad...

I 22, B.S. in Statistics,emphasis: Biostat

I My first intro to Statisticsin High School

I Fascination with theNumerical Patterns inScience

I Future Goals

Page 5: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Introduction

Who am I?

Tim Bahr, Undergrad...

I 22, B.S. in Statistics,emphasis: Biostat

I My first intro to Statisticsin High School

I Fascination with theNumerical Patterns inScience

I Future Goals

Page 6: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Introduction

Who am I?

Tim Bahr, Undergrad...

I 22, B.S. in Statistics,emphasis: Biostat

I My first intro to Statisticsin High School

I Fascination with theNumerical Patterns inScience

I Future Goals

Page 7: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Introduction

Who are you?

Bioinformatics

I Majors?

I Math/Stat Background?

I Microarrays?

I Research?

I Why Bioinformatics?

I Can I tell you what I thinkabout Bioinformatics?

Page 8: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Bayesian Statistics >>> statistical inferences onexperimental data + prior knowledge.

I Classical (Frequentist) Statistics >>> data fromobservations or experiments only.

I Prior Distribution: The distribution we assume ourparameters come from.

I Gibbs Sampling (simplification): An algorithm thatallows us to give interatively infer point estimates for“random” parameters.

Page 9: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Bayesian Statistics >>> statistical inferences onexperimental data + prior knowledge.

I Classical (Frequentist) Statistics >>> data fromobservations or experiments only.

I Prior Distribution: The distribution we assume ourparameters come from.

I Gibbs Sampling (simplification): An algorithm thatallows us to give interatively infer point estimates for“random” parameters.

Page 10: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Bayesian Statistics >>> statistical inferences onexperimental data + prior knowledge.

I Classical (Frequentist) Statistics >>> data fromobservations or experiments only.

I Prior Distribution: The distribution we assume ourparameters come from.

I Gibbs Sampling (simplification): An algorithm thatallows us to give interatively infer point estimates for“random” parameters.

Page 11: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Bayesian Statistics >>> statistical inferences onexperimental data + prior knowledge.

I Classical (Frequentist) Statistics >>> data fromobservations or experiments only.

I Prior Distribution: The distribution we assume ourparameters come from.

I Gibbs Sampling (simplification): An algorithm thatallows us to give interatively infer point estimates for“random” parameters.

Page 12: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Bayesian Statistics >>> statistical inferences onexperimental data + prior knowledge.

I Classical (Frequentist) Statistics >>> data fromobservations or experiments only.

I Prior Distribution: The distribution we assume ourparameters come from.

I Gibbs Sampling (simplification): An algorithm thatallows us to give interatively infer point estimates for“random” parameters.

Page 13: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Biostatistics: The application of statistics to a widerange of topics in biology.

I Gene Expression Microarray: A high-throughputtechnology in molecular biology used to detect geneexpression levels in a cellular sample.

I Confounded Experiment: when two or more variablesvary together so that it is impossible to separatetheir unique effects.

Page 14: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Biostatistics: The application of statistics to a widerange of topics in biology.

I Gene Expression Microarray: A high-throughputtechnology in molecular biology used to detect geneexpression levels in a cellular sample.

I Confounded Experiment: when two or more variablesvary together so that it is impossible to separatetheir unique effects.

Page 15: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Biostatistics: The application of statistics to a widerange of topics in biology.

I Gene Expression Microarray: A high-throughputtechnology in molecular biology used to detect geneexpression levels in a cellular sample.

I Confounded Experiment: when two or more variablesvary together so that it is impossible to separatetheir unique effects.

Page 16: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Definitions

I Biostatistics: The application of statistics to a widerange of topics in biology.

I Gene Expression Microarray: A high-throughputtechnology in molecular biology used to detect geneexpression levels in a cellular sample.

I Confounded Experiment: when two or more variablesvary together so that it is impossible to separatetheir unique effects.

Page 17: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Probabilistic inference that computes the distribution of themodel parameters and gives prediction for previously unseen

input values probabilistically.

Freqentist

I θ, parameters, are fixedand unknown

I X, random variables(data), are random

Bayesian

I θ, parameters, are randomand unknown

I X, random variables(data), are random

“If you want to work on really interesting problems [BayesianInference] is where those problems lie”

-Don Rubin, Ph.D., Dept. Chair, Harvard Statistics

Page 18: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Probabilistic inference that computes the distribution of themodel parameters and gives prediction for previously unseen

input values probabilistically.

Freqentist

I θ, parameters, are fixedand unknown

I X, random variables(data), are random

Bayesian

I θ, parameters, are randomand unknown

I X, random variables(data), are random

“If you want to work on really interesting problems [BayesianInference] is where those problems lie”

-Don Rubin, Ph.D., Dept. Chair, Harvard Statistics

Page 19: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Probabilistic inference that computes the distribution of themodel parameters and gives prediction for previously unseen

input values probabilistically.

Freqentist

I θ, parameters, are fixedand unknown

I X, random variables(data), are random

Bayesian

I θ, parameters, are randomand unknown

I X, random variables(data), are random

“If you want to work on really interesting problems [BayesianInference] is where those problems lie”

-Don Rubin, Ph.D., Dept. Chair, Harvard Statistics

Page 20: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Probabilistic inference that computes the distribution of themodel parameters and gives prediction for previously unseen

input values probabilistically.

Freqentist

I θ, parameters, are fixedand unknown

I X, random variables(data), are random

Bayesian

I θ, parameters, are randomand unknown

I X, random variables(data), are random

“If you want to work on really interesting problems [BayesianInference] is where those problems lie”

-Don Rubin, Ph.D., Dept. Chair, Harvard Statistics

Page 21: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Probabilistic inference that computes the distribution of themodel parameters and gives prediction for previously unseen

input values probabilistically.

Freqentist

I θ, parameters, are fixedand unknown

I X, random variables(data), are random

Bayesian

I θ, parameters, are randomand unknown

I X, random variables(data), are random

“If you want to work on really interesting problems [BayesianInference] is where those problems lie”

-Don Rubin, Ph.D., Dept. Chair, Harvard Statistics

Page 22: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

The idea of a prior

I Frequentists assume a parameter is fixed:I For example X ∼ N(µ, σ2)I µ is a fixed unknown value

I What if µ is not fixed? What if it too can assume adistribution with variation

I We assume a prior on µ. i.e. µ ∼ N(mµ, s2µ)

Page 23: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

The idea of a prior

I Frequentists assume a parameter is fixed:I For example X ∼ N(µ, σ2)I µ is a fixed unknown value

I What if µ is not fixed? What if it too can assume adistribution with variation

I We assume a prior on µ. i.e. µ ∼ N(mµ, s2µ)

Page 24: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

The idea of a prior

I Frequentists assume a parameter is fixed:I For example X ∼ N(µ, σ2)I µ is a fixed unknown value

I What if µ is not fixed? What if it too can assume adistribution with variation

I We assume a prior on µ. i.e. µ ∼ N(mµ, s2µ)

Page 25: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

The idea of a prior

I Frequentists assume a parameter is fixed:I For example X ∼ N(µ, σ2)I µ is a fixed unknown value

I What if µ is not fixed? What if it too can assume adistribution with variation

I We assume a prior on µ. i.e. µ ∼ N(mµ, s2µ)

Page 26: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Bayes’ Theorem, based on basic theories of probability:

π(θ|x) =f(x|θ)π(θ)∫f(x|θ)π(θ)dθ

(1)

I π(θ|x) is the posterior distribution of our parameters, θ.

I f(x|θ) is the likelihood of the data

I π(θ) is the prior distribution assumed on our parameters,θ.

Page 27: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Bayes’ Theorem, based on basic theories of probability:

π(θ|x) =f(x|θ)π(θ)∫f(x|θ)π(θ)dθ

(1)

I π(θ|x) is the posterior distribution of our parameters, θ.

I f(x|θ) is the likelihood of the data

I π(θ) is the prior distribution assumed on our parameters,θ.

Page 28: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Bayes’ Theorem, based on basic theories of probability:

π(θ|x) =f(x|θ)π(θ)∫f(x|θ)π(θ)dθ

(1)

I π(θ|x) is the posterior distribution of our parameters, θ.

I f(x|θ) is the likelihood of the data

I π(θ) is the prior distribution assumed on our parameters,θ.

Page 29: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

Bayes’ Theorem, based on basic theories of probability:

π(θ|x) =f(x|θ)π(θ)∫f(x|θ)π(θ)dθ

(1)

I π(θ|x) is the posterior distribution of our parameters, θ.

I f(x|θ) is the likelihood of the data

I π(θ) is the prior distribution assumed on our parameters,θ.

Page 30: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Bayesian Inference

In the End: Estimate Parameters

I We solve for the posterior of the parametersI Use different methods to estimate an “optimum” value of

our parameters.I Take the Expected Value of a ParameterI Gibbs SamplingI Metropolis-Hastings

Page 31: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Microarrays

What is a Microarray?

I We use microarrays to detect gene expression levels for agiven cellular sample.

Page 32: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Microarrays

What is a Microarray?

I We use microarrays to detect gene expression levels for agiven cellular sample.

Page 33: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Microarrays

Page 34: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Microarrays

Page 35: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Microarrays

Page 36: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

I Consider a fertilizer experiment with corn:

First, An “unconfounded” experiment.

I 1 plot of corn; left half- control (no fertilizer), right half-treatment (Fertilizer)

I Differences in corn quality can be attributed to thetreatment effect.

Page 37: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

I Plot 1 (Batch 1)

I Control (no fertilizer)

I Plot 2 (Batch 2) - 1 mi. away

I Treatment (New Fertilizer)

Page 38: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

I Plot 1 (Batch 1)

I Control (no fertilizer)

I Plot 2 (Batch 2) - 1 mi. away

I Treatment (New Fertilizer)

Page 39: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

I Plot 1 (Batch 1)

I Control (no fertilizer)

I Plot 2 (Batch 2) - 1 mi. away

I Treatment (New Fertilizer)

Page 40: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

I Plot 1 (Batch 1)

I Control (no fertilizer)

I Plot 2 (Batch 2) - 1 mi. away

I Treatment (New Fertilizer)

Page 41: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

I Plot 1 (Batch 1)

I Control (no fertilizer)

I Plot 2 (Batch 2) - 1 mi. away

I Treatment (New Fertilizer)

Page 42: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

If we observe a significant difference between the corn qualityof the two plots (batches), can we attribute this difference to

the fertilizer?

Page 43: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

No. The difference may be due to the treatment effect, theplot (batch effect), or a combination of the two.

Page 44: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

The Treatment Effect is confounded with the Plot or BatchEffect.

Page 45: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments

What is a Confounded Experiment?

I Consider a fertilizer experiment with corn:

The same principle applies to microarray experiments.

Page 46: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

I Microarrays prepared at different times, in different places,by different people etc. ... are often confounded by batcheffects.

I We are not interested in the the batch effect. We want tosubtract it out.

I Our algorithm uses statistical methods to adjust for theBatch effect in confounded microarray experiments.

Page 47: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

I Microarrays prepared at different times, in different places,by different people etc. ... are often confounded by batcheffects.

I We are not interested in the the batch effect. We want tosubtract it out.

I Our algorithm uses statistical methods to adjust for theBatch effect in confounded microarray experiments.

Page 48: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

I Microarrays prepared at different times, in different places,by different people etc. ... are often confounded by batcheffects.

I We are not interested in the the batch effect. We want tosubtract it out.

I Our algorithm uses statistical methods to adjust for theBatch effect in confounded microarray experiments.

Page 49: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

I Microarrays prepared at different times, in different places,by different people etc. ... are often confounded by batcheffects.

I We are not interested in the the batch effect. We want tosubtract it out.

I Our algorithm uses statistical methods to adjust for theBatch effect in confounded microarray experiments.

Page 50: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

Why?

I Often times biologists can save money by using data thatwas obtained in previous experiments.

I Inter-lab collaboration becomes much more reliable whenbatch effects are accounted for.

Page 51: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

Why?

I Often times biologists can save money by using data thatwas obtained in previous experiments.

I Inter-lab collaboration becomes much more reliable whenbatch effects are accounted for.

Page 52: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

Why?

I Often times biologists can save money by using data thatwas obtained in previous experiments.

I Inter-lab collaboration becomes much more reliable whenbatch effects are accounted for.

Page 53: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

Our Solution

Our method allows precise estimation of the batch effect andthe treatment effect.

I A dynamic linear model

I Novel yet Appropriate Assumptions

I Bayesian Statistical Methods

Page 54: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

Our Solution

Our method allows precise estimation of the batch effect andthe treatment effect.

I A dynamic linear model

I Novel yet Appropriate Assumptions

I Bayesian Statistical Methods

Page 55: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

Our Solution

Our method allows precise estimation of the batch effect andthe treatment effect.

I A dynamic linear model

I Novel yet Appropriate Assumptions

I Bayesian Statistical Methods

Page 56: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Confounded Experiments: Microarrays

Our Solution

Our method allows precise estimation of the batch effect andthe treatment effect.

I A dynamic linear model

I Novel yet Appropriate Assumptions

I Bayesian Statistical Methods

Page 57: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Our Model

The Model:

yig = µg + Xiαg + Ziτg + εig (2)

I yig - the “expression level” for a sample i from gene g

I µg - an overall average for gene g

I αg - the Treatment Effect for gene g

I τg - the Batch Effect for gene g

I εig - error for sample i from gene g

Page 58: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Our Model

The Model:

yig = µg + Xiαg + Ziτg + εig (2)

I yig - the “expression level” for a sample i from gene g

I µg - an overall average for gene g

I αg - the Treatment Effect for gene g

I τg - the Batch Effect for gene g

I εig - error for sample i from gene g

Page 59: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Our Model

The Model:

yig = µg + Xiαg + Ziτg + εig (2)

I yig - the “expression level” for a sample i from gene g

I µg - an overall average for gene g

I αg - the Treatment Effect for gene g

I τg - the Batch Effect for gene g

I εig - error for sample i from gene g

Page 60: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Our Model

The Model:

yig = µg + Xiαg + Ziτg + εig (2)

I yig - the “expression level” for a sample i from gene g

I µg - an overall average for gene g

I αg - the Treatment Effect for gene g

I τg - the Batch Effect for gene g

I εig - error for sample i from gene g

Page 61: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Our Model

The Model:

yig = µg + Xiαg + Ziτg + εig (2)

I yig - the “expression level” for a sample i from gene g

I µg - an overall average for gene g

I αg - the Treatment Effect for gene g

I τg - the Batch Effect for gene g

I εig - error for sample i from gene g

Page 62: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Our Model

The Model:

yig = µg + Xiαg + Ziτg + εig (2)

I yig - the “expression level” for a sample i from gene g

I µg - an overall average for gene g

I αg - the Treatment Effect for gene g

I τg - the Batch Effect for gene g

I εig - error for sample i from gene g

Page 63: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Solution Formulation and Assumptions

First, an “unconfounded” formulation.

Difference between treatment and control can be attributed to“treatment effect.”

Page 64: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Solution Formulation and Assumptions

We can’t differentiate the values of αg and τg .

Page 65: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Solution Formulation and Assumptions

We assume treatment, αg , has no effect on group 2 genes

Page 66: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Solution Formulation and Assumptions

Determine which genes in each group >>> estimate αg and τg .

Page 67: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

How do we estimate αg and τg?

Gibbs Sampling

I A Bayesian Method

I Gives us the power to estimate which genes are in eachgroup

I Iteratively estimates values until sequence converges

Page 68: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Estimating αg

0 5 10 15 20 25 30 35

24

68

1012

Estimating Alpha

iterations

alpha

actual

Page 69: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Estimating τg

0 5 10 15 20 25 30 35

23

45

Estimating Tau

iterations

tau

actual

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Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Application

Possible Applications

I Microarrays in Cancer Research

I Clinical use of microarrays for diagnosis

I Possible applications in non-array experiments

Page 71: and an Introduction to Bayesian Statistics and an …dna.cs.byu.edu/bio465/slides/unconfoundingtheconfouded.pdfIntroduction to Bayesian Statistics and an Application Timothy M. Bahr

Introductionto Bayesian

Statisticsand an

Application

Timothy M.Bahr

Introduction

Definitions

BayesianStatistics

Microarrays

ConfoundedExperiments

Model

GibbsSampling

Application

Acknowledgments

I W. Evan Johnson, mentor

I Nathaniel Gustafson, programmer

I BYU Dept. of Statistics

I Johnson Lab

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