IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v48y2021i3p1001-1017.html
   My bibliography  Save this article

Nonparametric detection of changes over time in image data from fluorescence microscopy of living cells

Author

Listed:
  • Kathrin Bissantz
  • Nicolai Bissantz
  • Katharina Proksch

Abstract

The question whether structural changes in time‐resolved images are of statistical significance or merely emerge from random noise is of great relevance in many practical applications such as live cell fluorescence microscopy, where intracellular diffusion processes are investigated. Using bootstrap‐methods, we construct nonparametric confidence bands for time‐resolved images from fluorescence microscopy and use these to detect and visualize temporal changes between individual frames in imaging of living cells. We model the images frames as two‐dimensional fields of Poisson random variables and provide a strong approximation result for independent and standardized but not necessarily identically distributed Poisson random variables. The latter result is used to derive a limit result for the maximal difference between the reconstructed and the true image. This provides the theoretical foundation of our method. We apply regularization techniques to cope with the ill‐posedness of the convolution problem induced by the imaging system. Our approach provides a criterion to assess time‐resolved small scale structural changes, for example, in the nanometer range. It can also be adopted for use in other imaging systems. Moreover, a data‐driven selection method for the regularization parameter based on statistical multiscale methods is discussed.

Suggested Citation

  • Kathrin Bissantz & Nicolai Bissantz & Katharina Proksch, 2021. "Nonparametric detection of changes over time in image data from fluorescence microscopy of living cells," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 1001-1017, September.
  • Handle: RePEc:bla:scjsta:v:48:y:2021:i:3:p:1001-1017
    DOI: 10.1111/sjos.12517
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/sjos.12517
    Download Restriction: no

    File URL: https://libkey.io/10.1111/sjos.12517?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    2. Holger Dette & Kevin Kokot & Stanislav Volgushev, 2020. "Testing relevant hypotheses in functional time series via self‐normalization," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 629-660, July.
    3. A. Pini & S. Vantini, 2017. "Interval-wise testing for functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(2), pages 407-424, April.
    4. Stefan Fremdt & Josef G. Steinebach & Lajos Horváth & Piotr Kokoszka, 2013. "Testing the Equality of Covariance Operators in Functional Samples," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(1), pages 138-152, March.
    5. Aston, John A.D. & Kirch, Claudia, 2012. "Detecting and estimating changes in dependent functional data," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 204-220.
    6. Hotz, Thomas & Marnitz, Philipp & Stichtenoth, Rahel & Davies, Laurie & Kabluchko, Zakhar & Munk, Axel, 2012. "Locally adaptive image denoising by a statistical multiresolution criterion," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 543-558.
    7. Alexander Hartmann & Stephan Huckemann & Jörn Dannemann & Oskar Laitenberger & Claudia Geisler & Alexander Egner & Axel Munk, 2016. "Drift estimation in sparse sequential dynamic imaging, with application to nanoscale fluorescence microscopy," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(3), pages 563-587, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Holger Dette & Kevin Kokot & Stanislav Volgushev, 2020. "Testing relevant hypotheses in functional time series via self‐normalization," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 629-660, July.
    2. Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang, 2024. "Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach," Journal of Econometrics, Elsevier, vol. 238(2).
    3. Jiang, Qing & Hušková, Marie & Meintanis, Simos G. & Zhu, Lixing, 2019. "Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 202-220.
    4. Cho, Haeran & Kirch, Claudia, 2024. "Data segmentation algorithms: Univariate mean change and beyond," Econometrics and Statistics, Elsevier, vol. 30(C), pages 76-95.
    5. Holger Dette & Kevin Kokot, 2022. "Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(2), pages 195-231, April.
    6. Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    7. Kelly Burns & Imad Moosa, 2017. "Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?," Applied Economics, Taylor & Francis Journals, vol. 49(48), pages 4897-4910, October.
    8. Matteo Mogliani, 2010. "Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study," Working Papers halshs-00564897, HAL.
    9. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
    10. Vincent Dekker & Karsten Schweikert, 2021. "A Comparison of Different Data-driven Procedures to Determine the Bunching Window," Public Finance Review, , vol. 49(2), pages 262-293, March.
    11. Kar, Sabyasachi & Pritchett, Lant & Raihan, Selim & Sen, Kunal, 2013. "Looking for a break: Identifying transitions in growth regimes," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 151-166.
    12. Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2020. "Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 87-114, June.
    13. Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007. "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, vol. 141(2), pages 1219-1244, December.
    14. Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 2003. "Testing for Structural Breaks in the Evaluation of Programs," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 550-558, August.
    15. Antonia López Villavicencio & Josep Lluís Raymond Bara, 2006. "The short and long-run determinants of the real exchange rate in Mexico," Working Papers wpdea0606, Department of Applied Economics at Universitat Autonoma of Barcelona.
    16. Garrod Brian & Almeida António & Machado Luiz, 2023. "Modelling of nonlinear asymmetric effects of changes in tourism on economic growth in an autonomous small-island economy," European Journal of Tourism, Hospitality and Recreation, Sciendo, vol. 13(2), pages 154-172, December.
    17. Gupta, Kuhika & Nowlin, Matthew C. & Ripberger, Joseph T. & Jenkins-Smith, Hank C. & Silva, Carol L., 2019. "Tracking the nuclear ‘mood’ in the United States: Introducing a long term measure of public opinion about nuclear energy using aggregate survey data," Energy Policy, Elsevier, vol. 133(C).
    18. Kevin S. Nell & Maria M. De Mello, 2019. "The interdependence between the saving rate and technology across regimes: evidence from South Africa," Empirical Economics, Springer, vol. 56(1), pages 269-300, January.
    19. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
    20. Parma Chakravartti & Sudipto Mundle, 2017. "An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond," Working Papers id:11773, eSocialSciences.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:48:y:2021:i:3:p:1001-1017. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.