On Thu, Oct 16, 2008 at 6:57 PM, Edward d'Auvergne
<edward.dauvergne@xxxxxxxxx> wrote:
On Thu, Oct 16, 2008 at 1:09 AM, Chris MacRaild <macraild@xxxxxxxxxxx>
wrote:
Well, the Jackknife technique
(http://en.wikipedia.org/wiki/Resampling_(statistics)#Jackknife) does
something like this. It uses the errors present inside the collected
data to estimate the parameter errors. It's not great, but is useful
when errors cannot be measured. You can also use the covariance
matrix from the optimisation space to estimate errors. Both are rough
and approximate, and in convoluted spaces (the diffusion tensor space
and double motion model-free models of Clore et al., 1990) are known
to have problems. Monte Carlo simulations perform much better in
complex spaces.
I have used (and extensively tested) Bootstrap resampling for this
problem. In my hands it works very well provided the data quality is
high (which of course it must be if the resulting values are to be of
any use in model-free analysis). In other words it gives errors
indistinguishable from those derived by Monte Carlo based on duplicate
spectra. Bootstraping, like Jacknife, does not depend on an estimate
of peak hight uncertainty. Its success presumably reflects the smooth
and simple optimisation space involved in an exponential fit to good
data - I fully expect it to fail if applied to the complex spaces of
model-free optimisation.
If someone would like bootstrapping for a certain technique, this
could added to relax without too much problem by duplicating the Monte
Carlo code and making slight modifications. Implementing Jackknife or
the covariance matrix for error propagation would be more complex and
questionable as to its value. Anyway, if it's not absolutely
necessary I will concentrate my efforts on getting Gary Thompson's
multi processor code functional (to run relax on clusters, grids, or
multi-cpu systems - see
https://mail.gna.org/public/relax-devel/2006-04/msg00023.html). And
the BMRB and CCPN integration (CCPN at
https://mail.gna.org/public/relax-devel/2007-11/msg00037.html
continued at
https://mail.gna.org/public/relax-devel/2007-12/msg00000.html,
and BMRB at
https://mail.gna.org/public/relax-devel/2008-07/msg00057.html).
One question I have about the bootstrapping you used Chris is, how did
you get the errors for the variance of the Gaussian distributions used
to generate the bootstrapping samples? The bootstrapping method I
know for error analysis is very similar to Monte Carlo simulations.
For Monte Carlo simulations you have:
1) Fit the original data set to get the fitted parameter set (this
uses the original error set).
2) Generate the back calculated data set from the fitted parameter set.
3) Randomise n times, assuming a Gaussian distribution, the back
calculated data set using original error set.
4) Fit the n Monte Carlo data sets as in 1).
5) The values of 1) and standard deviation of 4) give the final
parameter values.
The bootstrapping technique for error analysis I am familiar with is:
1) Fit the original data set to get the fitted parameter set (this
uses the original error set).
2) N/A.
3) Randomise n times, assuming a Gaussian distribution, the original
data set using original error set.
4) Fit the n bootstrapped data sets as in 1).
5) The values of 1) and standard deviation of 4) give the final
parameter values.
Is this how you implemented it?
No. That is quite different to what I understand bootstrapping to be.
The bootstrap as I have implimented it is much more closely related to
the Jacknife, and requires no estimate of the precision of each peak
height. See http://en.wikipedia.org/wiki/Bootstrap_(statistics) for an
overview of various Bootstrap approaches. The work I have done has
been exclusively with the most basic form. So, having fit the original
dataset, I resample the data by random selection with replacement from
the original dataset.
eg:
If we have peak height,relaxation time pairs stored as
data = [(i0,t0), (i1,t1), ... ]
we resample (your step 3 above) with:
new_data = [random.choice(data) for i in range(len(data))]
The effect is that each resampled dataset has the same number of
datapoints as the original, but with a fraction of points missing and
replaced with duplicates of other points. It is so simple that its
remarkable that it works, but it does seem to for this purpose at
least.
Re: Relax_fit.py problem