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Proceedings of the National Academy of Sciences of the United States of America logoLink to Proceedings of the National Academy of Sciences of the United States of America
. 2013 Sep 9;110(39):E3704–E3712. doi: 10.1073/pnas.1314081110

Decisions on the fly in cellular sensory systems

Eric D Siggia a,1, Massimo Vergassola a,b,c,1
PMCID: PMC3785727  PMID: 24019464

Significance

Cell-signaling pathways are often presumed to convert just the level of an external stimulus to response. However, in contexts such as the immune system or rapidly developing embryos, cells plausibly have to make rapid decisions based on limited information. Statistical theory defines absolute bounds on the minimum average observation time necessary for decisions subject to a defined error rate. We show that common genetic circuits have the potential to approach the theoretical optimal performance. They operate by accumulating a single chemical species and then applying a threshold. The circuit parameters required for optimal performance can be learned by a simple hill-climbing search. The complex but reversible protein modifications that accompany signaling thus have the potential to perform analog computations.

Keywords: signal transduction, sequential probability ratio test

Abstract

Cells send and receive signals through pathways that have been defined in great detail biochemically, and it is often presumed that the signals convey only level information. Cell signaling in the presence of noise is extensively studied but only rarely is the speed required to make a decision considered. However, in the immune system, rapidly developing embryos, and cellular response to stress, fast and accurate actions are required. Statistical theory under the rubric of “exploit–explore” quantifies trade-offs between decision speed and accuracy and supplies rigorous performance bounds and algorithms that realize them. We show that common protein phosphorylation networks can implement optimal decision theory algorithms and speculate that the ubiquitous chemical modifications to receptors during signaling actually perform analog computations. We quantify performance trade-offs when the cellular system has incomplete knowledge of the data model. For the problem of sensing the time when the composition of a ligand mixture changes, we find a nonanalytic dependence on relative concentrations and specify the number of parameters needed for near-optimal performance and how to adjust them. The algorithms specify the minimal computation that has to take place on a single receptor before the information is pooled across the cell.


The exigencies of operations research during the second world war led to the following problem: Given a stream of data that is drawn from one of two prescribed models M1 or M2, what is the quickest way to decide between them subject to bounds on the errors? The solution found by Wald (1, 2) computes the ratio of two conditional probabilities using the data up to time t,

graphic file with name pnas.1314081110eq1.jpg

and calls M1 when Inline graphic and M2 when Inline graphic and waits for more data otherwise. The thresholds H control the errors; e.g., larger Inline graphic decreases the odds of deciding M1 when the data come from M2. For the task of distinguishing two Gaussians with different means, the average decision time for Wald’s algorithm is a factor two times shorter than using a fixed averaging time for the same error rate. This is a simple example of a general class of problems termed “exploit–explore”; i.e., either decide or accumulate more data (3, 4). They are used in medical statistics to decide when a clinical trial has generated enough data for a conclusion.

For the problems that concern us, the next step in complexity was taken by Shiryaev (57), who considered the optimal detection of change points. A stream of data is presented and the model changes from M1 to M2 at an unknown time θ. The algorithm calls the change point at time t to minimize a linear combination of the false positive rate (e.g., Inline graphic) and the decision time mean Inline graphic when Inline graphic. Again the algorithm “knows” the models M1, M2.

Another step in complexity, about which we have little to say, corresponds to situations where the statistics of the hypotheses to be discriminated are not available or too elaborate to be exploited. An example in case is when the statistics of the stream of data are actively modified by the actions of the receiver; i.e., the decision process feeds back onto the input statistics. Optimal strategies are then difficult to prove but the “infotaxis” heuristic may apply in very uncertain situations, e.g., for biological problems such as searching for a source of molecules dispersed in a turbulent environment (8).

Neurobiology presents many examples of optimal decision problems as suggested by the title of a recent review, “Seeing at a glance, smelling in a whiff: Rapid forms of perceptual decision making” (9). These problems are amenable to experiment, typically posed in the Wald limit, and there are quantitative bounds on performance that are independent of neural parameters (10). The appeal is similar to that of investigating the performance of the eye, subject to the physical constraints of optics. However, when moving from mathematics to neural systems even theoretically, additional questions arise, such as, How well can neural circuits compute the optimal algorithm? How much memory is required? And is there some neuron whose firing level encodes the likelihood ratio R (11)?

In contrast to the extensive neurobiology and psychology literature, optimal decision theory has largely been neglected at the level of cell signaling, with the exceptions of refs. 12 and 13, in contrast to information theory that readily passes between the two domains (1416). Rapid and accurate decisions seem as much a part of the cellular world as of the neural one. T cells in the immune system have to sample many protein fragments for potential antigens (17). Greater speed at fixed accuracy allows more extensive sampling. Bacteria have to sense DNA damage and respond appropriately (18). Chemotaxis by bacteria or eukaryotic cells such as neutrophils clearly is facilitated by rapid detection of gradients (19, 20). There is a plausible fitness gain if embryonic development is accelerated in species such as insects and amphibians that develop outside of the mother.

However, the signaling context requires different models than in neural systems. A natural model for a receptor, the signal transduction layer in neural terms, assumes that only the ligand binding times are available for downstream decisions. We show how simple analog computation built from standard biochemical components can come close to the optimal performance. We consider both the fixed-time origin (Wald) and change-point problems. In each case we pose two computational tasks: sensing the absolute level of a single protein and detecting when the composition of a mixture changes at fixed total concentration. The uncorrelated nature of protein binding events implies that the accumulation of a single decision variable suffices for optimal performance, and no additional memory is needed. Parameter selection for the circuit doing the discrimination is clearly essential for optimal performance. Thus, we address the number of parameters needed for a good approximation and a plausible mechanism for their selection in vivo. In the embryo it may be reasonable to assume evolution has jointly optimized the signal and receiver to ensure rapid information transmission.

The statistical theory of Wald and his successors is predicated on the assumption that the data presented to the decision machinery are derived from one of the two models being compared. Mathematics furnishes no guidance as to how Eq. 1 performs otherwise. We show by example that counter to intuition, when the data are “easier”, i.e., present a greater contrast than the model assumes, the performance of Eq. 1 can actually degrade. This problem can be “cured” by suitably generalizing the states being compared. This complicates the calculations, but is required for biological realism.

Results

The typical vertebrate signaling pathway has over 10 genes that operate from the presentation of a signal to its realization through transcription (www.stanford.edu/group/nusselab/cgi-bin/wnt/; refs. 21, 22). This complexity seems in excess of what is needed to transmit merely level information and the component overload is attributed to the exigencies of biochemistry or evolutionary accident. We consider the alternative that natural signals are dynamic and the pathway uses that temporal history to make decisions. Because there are few single-cell experiments that present complex signals, we suggest some problems the cell may need to solve and compute the performance of simple biochemical systems.

We assume that the only information a single receptor has about the extracellular environment is whether it is bound by a ligand or not. Binding can of course elicit downstream changes in receptor conformation, binding to other receptors, and phosphorylation cascades, all of which we consider as possible analog “computations” performed on the time history of receptor occupancy. We consider two idealized tasks: (a) distinguishing two concentrations of the same ligand and (b) detecting a new component (or agonist in the immune context) added to a preexisting “pure” or “self” state. We keep total concentration fixed when the composition changes in b to distinguish the problem from a. The temporal context can be either (i) data from one of the possible states are presented at a defined time Inline graphic or (ii) the data change from state i to state ii at an unknown time that is to be determined. For all combinations of tasks and contexts, the cell has to decide as rapidly as possible subject to an error bound. We first pose our two computational tasks (a, b) in the Wald limit with a defined initial time, i.e., a ratio test, Eq. 1, and then consider the more realistic (time) change-point problem.

Ratio Test for Concentrations.

Consider a single receptor that is empty/occupied for a series of times Inline graphic; then the probability for observing the corresponding transitions is

graphic file with name pnas.1314081110eq2.jpg

where k is the on rate and ν is the off rate and the string of events is cut off by the current time t. Because we are interested in the long time limit, we do not consider the initial state and assume t falls just after one of the Inline graphic. With only one species of ligand, the Wald sequential probability ratio test (SPRT) takes the ratio of Eq. 2, evaluated for the two concentrations under consideration. Then the factors Inline graphic cancel because the dissociation events do not distinguish between the hypotheses; the off rates are identical. Setting Inline graphic for the two ligand concentrations Inline graphic, one finds

graphic file with name pnas.1314081110eq3.jpg

where Inline graphic is the receptor occupancy at time t and Inline graphic is the number of Inline graphic transitions up to t.

For times much longer than the typical binding/unbinding times, we expect that the log-likelihood ratio is well approximated by Gaussian diffusion with drift. In SI Appendix, we detail the calculation of the receptor occupancy statistics that allows us to obtain the mean and the diffusivity for the log-likelihood. The expression for the drift reads

graphic file with name pnas.1314081110eq4.jpg

The concentration L corresponds to the real process generating the data, which can possibly differ from the concentrations assumed in computing the probability ratio, Eq. 3. Note that the drift, Eq. 4, is defined as the rate of information production since the left-hand side (for data generated by one of the two models) is the rate of increase of the Kullback–Leibler relative entropy between the two distributions to be discriminated, which controls the error in hypotheses discrimination (Chernoff–Stein lemma; see, e.g., p. 383 in ref. 23).

It is important to consider the behavior of the average drift, Eq. 4, when the data presented to the ratio test, represented by L, do not correspond to either of the two ligand concentrations, Inline graphic assumed in constructing the ratio. For Inline graphic the drift is a monotone decreasing function of L. Thus, if Inline graphic or Inline graphic, i.e., the data are easier to discriminate than the model assumes, the average drift will move the probability ratio more rapidly toward the decision thresholds. (The analogous remarks hold if Inline graphic.) More formally, if one desires to distinguish two states of concentration that can lie above or below a band around Inline graphic, then the strategy that ensures that the most difficult case is done as well as possible (Maxi-Min strategy in game theory) would be to chose Inline graphic in Eq. 4, as the concentrations defining the excluded band.

The diffusion approximation to the SPRT log-likelihood maps the decision process into the first passage time for two adsorbing boundaries and permits the analytic calculation of the decision time in terms of the imposed error rates (SI Appendix). The diffusion approximation works well provided the decision is based on several binding/unbinding events, as shown in Fig. 1. An important consequence of the analytical formula that we derive in SI Appendix is that the average decision time behaves as Inline graphic for small differences between the two levels to be discriminated. It follows that the discrimination of a Inline graphic difference requires times of the order of Inline graphic (in units set by the timescale of the elementary events) (Fig. 1).

Fig. 1.

Fig. 1.

Average decision time for the Wald SPRT (red +) and its diffusion analytical approximation (aqua squares) derived in SI Appendix. The model parameters are Inline graphic, Inline graphic, with variable Inline graphic on the abscissas. The data for discrimination are sampled with an on rate Inline graphic. Precisions (false positive and false negative fractions) are Inline graphic. The blue Xs are the times that would be required by standard maximum-likelihood decisions, using a fixed sample size, the length of which is chosen to ensure the same Inline graphic precision (see SI Appendix for details). Note that Wald’s SPRT is more than twofold faster than standard maximum likelihood even in the asymptotic regime of small Inline graphic.

The scaling of the inverse decision time with the square of the concentration difference is just a restatement of the law of large numbers and was first used in chemo-sensory context by Berg and Purcell (24) and refined as a maximum-likelihood calculation in ref. 25. The question being addressed in these papers is: How accurately can the concentration be measured from binding events occurring over a prescribed length of time? The SPRT asks a different question and although the scaling with concentration is the same, the average decision time must be faster and Fig. 1 shows a speedup by two to three times for the same error rate. Although the maximum-likelihood calculation is of course a valid bound, if one thinks mechanistically about a gene network, it is more likely that a “decision” is made when sufficient information accrues, rather than after a prescribed averaging time encoded in the genome. Note also that the distribution of completion times for a gene network, such as one would compute by Laplace transforming the master equation, is logically distinct from the SPRT that gives the optimal bound for the average decision time for any algorithm.

Ratio Test for Mixtures.

Consider a situation where a ligand with off rate Inline graphic is presented to the receptor alone or mixed with a second ligand with off rate Inline graphic. We assume the on rates per molecule are the same and the total concentration is invariant so now only the off rates survive when the ratio of Eq. 2 is formed. The analog to Eq. 3 is constructed by taking the ratio of the probability per time for a jump off the receptor under the mixture assumption, Inline graphic, to the same quantity with Inline graphic, which is the probability density in the pure ensemble,

graphic file with name pnas.1314081110eq5.jpg
graphic file with name pnas.1314081110eq6.jpg

where Inline graphic is the fraction of the second ligand in the mixture, Inline graphic are the binding times, and the sum on n is constrained by the total time t. If the ligand is bound at the current time t, the last term in the sum is slightly different as it does not contain the factor Inline graphic; we neglect here this minor correction to simplify notation (see SI Appendix for more details). Note that the optimal function to discriminate between the two hypotheses, pure vs. mixture, contains three parameters characterizing the data: w, Inline graphic.

The immune system presents a typical example of the type of discrimination task we are studying. Thus, one interesting limit is Inline graphic and Inline graphic; there are a few agonists that bind to the T-cell receptors for more than twice as long as self. Then the leading terms in both the average and the variance of Eq. 5 (and thus the decision time) are nonanalytic in the admixture and scale as Inline graphic. To be explicit, the sum over the independently sampled Inline graphic in Eq. 6 converges to the integral of ln(R) in Eq. 5 over either the pure Inline graphic or the mixture Inline graphic distributions. The leading, and singular term for small w can be derived explicitly by changing variables in the integral average over the distributions and agrees with the exact hypergeometric function in SI Appendix, Eqs. 24 and 25,

graphic file with name pnas.1314081110eq7.jpg
graphic file with name pnas.1314081110eq8.jpg

where Inline graphic and Inline graphic. Numerically Eqs. 7 and 8 are Inline graphic times the exact values for Inline graphic, respectively, and corrections scale as Inline graphic. For Inline graphic all quantities scale as Inline graphic and Eqs. 7 and 8 do not apply.

The average decision time is shown in SI Appendix to be Inline graphic, where f is a function computed explicitly and drift and variance refer to the log-likelihood of ln(R) in Eq. 5. The formula is derived using the diffusion approximation, which is justified as decision times are very long in the limit Inline graphic. Because the average and the variance of ln(R) in Eq. 5 have the same scaling in the limit of small w, we conclude that the decision time behaves as Inline graphic or Inline graphic, depending on the ratio Inline graphic.

The fractional power of w in the decision time for Inline graphic can be derived in elementary terms by posing a suitable statistical test. Given a total of N samples, define a cutoff time T such that Inline graphic; i.e., we expect to see only one event longer than T in the pure ensemble. Then the minority constituent of the mixture is visible in the tail of the distribution if the expected number of LONG events for the mixture, Inline graphic. Eliminating T from the two equations gives Inline graphic, which agrees with the exact calculation. It is obviously easier to detect a minority constituent with a longer rather than shorter off time than that of the host.

When Inline graphic, we can estimate how the decision time varies with w by comparing the difference in mean receptor occupancy times in the pure and mixed ensembles and comparing with the standard deviation (SD). That is, Inline graphic exceeds the variance, Inline graphic, provided Inline graphic. This agrees with the previous estimate when Inline graphic and is less stringent, i.e., allows smaller N, when Inline graphic.

Now in analogy with the discussion of Eq. 4 when the data L differ from the concentrations Inline graphic assumed in the model, we inquire how the ratio test for mixtures performs when the off rate for the majority component of the data Inline graphic is larger than the analogous parameter, Inline graphic, in Eq. 5. This should make it easier to detect when the minority species with a smaller off rate Inline graphic is present. However, for large enough Inline graphic the ratio test will classify the mixture data as pure (Fig. 2). The long binding events correctly favor the mixture, but the excess of short events contributes a negative drift to Inline graphic that eventually overwhelms the positive drift from the long events (SI Appendix, Fig. S4). To fix this problem we need to include a realistic formulation of the pure system, namely of the fact that it might be composed of several types of ligands and that its exact composition is generally unknown.

Fig. 2.

Fig. 2.

The ratio test can fail when the data presented do not conform to the model. The average of the log-likelihood ratio as defined in Eqs. 5 and 6 is plotted vs. the off rate of the majority component in the data, Inline graphic. The model has Inline graphic, Inline graphic, and Inline graphic. The upper curve (crosses) refers to mixture data with the same w and off rates Inline graphic whereas the lower one (squares) refers to data generated entirely with the off rate Inline graphic. The upper curve is positive for Inline graphic, but ultimately becomes negative, implying a failure to detect the mixture.

Assume the pure system consists of a mixture of M species with off rates Inline graphic and unknown weights Inline graphic that sum to one. Then the probability of observing a string of times Inline graphic is computed from the probability of the times conditioned on the weights followed by an integral over the Inline graphic with a prior we take as flat,

graphic file with name pnas.1314081110eq9.jpg
graphic file with name pnas.1314081110eq10.jpg

For large N the integral over Inline graphic can be evaluated by a saddle point. The sum over the Inline graphic in the saddle equation for the Inline graphic should self-average and can be replaced by the time ensemble average. It is easy to check that the saddle equation for Inline graphic is always solved by the Inline graphic used to generate the data if the Inline graphic of data and model are the same; otherwise the solution is nontrivial. The Inline graphic term from the saddle has calculable Inline graphic corrections from fluctuations around the saddle (SI Appendix). The choice of prior, provided it is smooth and nonzero around the saddle, contributes only a constant. The same calculation can be done for the mixture data, with of course an independent integral over the relevant weights and a new saddle point (SI Appendix).

Thus, the optimal decision method to distinguish the admixture of a minority of long-lifetime species in a soup of shorter residence times implicitly determines the composition of the soup. This would seem to make an analog biochemical calculation insurmountable. However, the existence of a saddle point approximation does imply that the optimal algorithm can estimate the ratio by two terms of the form in Eq. 9 with distinct and unknown values of Inline graphic. We develop below an approximation to Eq. 9 that can be easily optimized and biochemically implemented. Thus, optimizing the parameters in a biochemical model that locates the time change point will implicitly incorporate information about the saddle approximation, without requiring the intermediate solution of Eq. 10. The existence of a saddle approximation suggests that optimization of the complete problem could be simple, and indeed it is, as shown below.

Change Point for Mixtures.

We now shift from the problem of distinguishing two states presented at a defined time to finding the time when the state changes in a defined way. In the previous case where the statistics of the log probability ratio were Gaussian and easy to calculate with no further approximations, the change-point problem is more overtly dynamic.

Shiryaev (5, 6) considered the process Inline graphic, where χ is the Heaviside step function, Inline graphic, η is δ-correlated noise, and the change-point θ has a Poisson distribution defined by its rate. The task is to define an algorithm to determine θ from a stream of data Inline graphic that minimizes a linear combination of the false positive rate or precision and the decision time [average of Inline graphic]. We assume θ is Poisson distributed, so ultimately the change happens, but one can equally formulate a stationary problem with a limit on the false positive rate per time (7).

As before the optimal solution computes the probability ratio that the change at time θ happens before the current time, normalized by the probability it has not yet happened, with all probabilities conditioned on the history of Inline graphic; symbolically, Inline graphic. A decision is made when Inline graphic, where H is a numerical parameter related to the assumed error function. When x derives from white noise, Q can be computed incrementally in time with no auxiliary memory, and explicit expressions are given in SI Appendix for several cases.

We can again time slice the continuous-time recursion for Q after each off event n as was done in Eqs. 5 and 6. The discrete iteration reads in the simplest case of only two off rates (see SI Appendix for details),

graphic file with name pnas.1314081110eq11.jpg

where Inline graphic is the conditional probability ratio, just defined, after the series of the Inline graphic unbinding events, Inline graphic is the probability ratio defined in Eq. 5, and λ is the probability per iteration for the change of statistics; i.e., Inline graphic is the probability that the change point will occur for the nth binding event. To bridge the reduction of Eq. 11 to an analog computation and deal with extensions, e.g., Eqs. 9 and 10, it is expedient to introduce the following iterative model for the mixture change-point problem that can be solved analytically and is derived by taking the log of Eq. 11:

graphic file with name pnas.1314081110eq12.jpg

Its relation to Eq. 11 is apparent if we set Inline graphic, approximate Inline graphic and Inline graphic, and finally rescale both Inline graphic and y to eliminate Inline graphic. The true probability ratio directly translates to the error rate and the decision threshold, H, for Inline graphic in Eq. 11 is largely independent of the data. However, because of rescalings, the threshold for Eq. 12 is contingent on the data, as are Inline graphic. The entire parameter space of the model is thus 3D Inline graphic. The piecewise linear approximation to Eq. 5 is accurate in mean square to Inline graphic for all Inline graphic.

Eq. 12 makes it intuitive that the optimal decision algorithm takes either a small downward step of Inline graphic with probability Inline graphic or an occasional Inline graphic step upward. The floor on y encodes the prior expectation of a fixed probability per time for a change in data to occur. Clearly an accurate decision based on the criterion Inline graphic requires a positive drift Inline graphic in the mixture ensemble and a near zero or negative drift Inline graphic in the pure ensemble to avoid reaching the threshold before the switch of the statistics, i.e., typically Inline graphic iterations.

In the pure ensemble, y has a stationary distribution that can be calculated along with the rate per iteration, γ, that y hits H. The drift-diffusion approximation that we used for the probability ratio accumulated from a fixed time does not work for Eq. 12 but we can use the so-called Poisson clumping heuristics (26) to obtain the corresponding error rate (see SI Appendix for details). We work in the limit Inline graphic and lump all instances of Inline graphic into Inline graphic,

graphic file with name pnas.1314081110eq13.jpg
graphic file with name pnas.1314081110eq14.jpg
graphic file with name pnas.1314081110eq15.jpg

The parameter γ is the intrinsic characterization of the false positive rate, i.e., per iteration of Eq. 12. The false positive rate per trial used for Eq. 11 is recovered by multiplying γ by the expected waiting time, i.e., the average of θ or Inline graphic. Using Eq. 15, the threshold H can be calculated from the false positive rate. To find the average decision time one can then initialize y by sampling from Eq. 14 to generate binding times from the mixture ensemble and iterate until hitting H.

We can now quantify the errors inherent in the Eq. 12 model by using the natural error metric of the average decision time at a fixed false positive rate. If we take data generated with the same parameters Inline graphic and Inline graphic as in Fig. 2, Inline graphic, and Inline graphic, then Eqs. 11 and 12 give decision times within 10% (Fig. 3). In fact, simulating Eq. 12 over a grid of Inline graphic parameters shows a limited band where the drift velocity, Inline graphic, has the appropriate sign for both the pure and the mixed data. The shape of the decision-time landscape in Fig. 4 shows that the optimum is easy to reach by any gradient-descent evolution. This observation is relevant for the biochemical implementation of Eq. 12 that is described below.

Fig. 3.

Fig. 3.

Decision time for the optimal strategy, Eq. 11 (circles), compared with the three-parameter model, Eq. 12 (squares), for a range of precisions. (In addition, Eq. 11 uses the actual composition of the data.) The mixture is generated with three frequencies Inline graphic, Inline graphic, and Inline graphic and its composition is random. The agonist species with Inline graphic, Inline graphic is added to the mixture at a Poisson-distributed time with mean Inline graphic in iteration units.

Fig. 4.

Fig. 4.

The landscape of the average number of iterations required for decision vs. Inline graphic for the Eq. 12 model. The precision of the decisions is Inline graphic and averages are obtained over Inline graphic realizations. The parabolic shape makes parameters easy to optimize by evolutionary gradient descent.

When multiple frequencies are included in the pure ensemble, the situation is as follows. If the weights of the various frequencies composing the data are known to the model, then Eq. 11 still applies with the probability ratio Eq. 5 replaced by

graphic file with name pnas.1314081110eq16.jpg

where the denominator coincides with the likelihood previously defined in Eq. 9 and Inline graphic is the frequency of the new molecular species (antigen) added into the mixture at a random time.

If the weights Inline graphic in Eq. 16 are not a priori known, then Bayesian integrals as in Eq. 10 are required. When a new binding event Inline graphic is added to the sum in the exponential of the integrand in Eq. 10, the value of the resulting integral Inline graphic is not obviously related to Inline graphic and Inline graphic (except in the limit of large N when a saddle approximation is justified) (SI Appendix). Determining the Bayesian optimal decision becomes then quite involved even from a purely computational perspective, let alone implementing it biochemically.

However, as shown in Fig. 3, the three-parameter Eq. 12 model cuts this Gordian knot, ensuring sensible speed and accuracy. Comparing its performance to that of Eq. 11 for a random ensemble of mixtures, we see indeed that speed is slower by 20–30% only, over a broad range of precisions. It is worth remarking that in Eq. 16 we are using the information on the weights in the mixture for each realization of the data. We have checked on a few realizations that discarding this information and calculating the optimal decision with Bayesian integrals as in Eq. 10 yields, as expected, a decision-time intermediate between Eq. 11 and Eq. 12.

The histogram of decision times for both the ratio test and the change-point problems is contained in SI Appendix, Fig. S2. Both distributions have an exponential tail that is Inline graphic times narrower than a Poisson distribution, when normalized by the mean time.

Biochemical Networks to Implement the Ratio Test for Concentrations.

We now show that the calculation of the log-likelihood ratio Eq. 3 can be realized with standard biochemical reactions. This is particularly simple because we just have to simulate by analog means an initial value problem: The ratio test presumes an origin of time, i.e., when the receptor is first exposed to ligands of either concentration.

A simple procedure that gives a good approximation is to have two chemical species Inline graphic and Inline graphic. We assume Inline graphic (the opposite case is treated similarly). The first enzyme decays exponentially when the receptor is unbound as Inline graphic whereas the second decays when the receptor is bound as Inline graphic, where α is a constant. The two species represent, respectively, the exponential of the first and the second term (with the sign inverted) in the expression Eq. 3. The Inline graphic equation is exact, whereas the one for Inline graphic is just an approximation because the decay in Eq. 3 is proportional to the binding time and not fixed.

As for the choice for the constant α, when many binding events accumulate, the average binding time will be Inline graphic. If we want to reproduce at least on average the correct result that upon binding there should be a factor Inline graphic in the likelihood ratio, then we should choose Inline graphic. Validity of the choice is confirmed numerically in SI Appendix.

The next biochemical layer computes Inline graphic, which approximates the likelihood ratio and switches when it reaches an appropriate threshold. A biochemical switch that produces such an output is the Goldbeter–Koshland module (27). The two species Inline graphic and Inline graphic act enzymatically in opposite directions on the conversion between two forms A and Inline graphic. The detailed scheme is

graphic file with name pnas.1314081110eq17.jpg

The association/dissociation rates in the bidirectional reactions are denoted Inline graphic, Inline graphic and Inline graphic, Inline graphic, respectively. The two subsequent dissociation reactions proceed at rates Inline graphic and Inline graphic. In the limit when the total amount of the two enzymes Inline graphic, the steady-state normalized concentrations Inline graphic and Inline graphic depend on the ratio Inline graphic only,

graphic file with name pnas.1314081110eq18.jpg

where Inline graphic and Inline graphic. Inspection of [18] shows that for Inline graphic, a sharp switch occurs around Inline graphic and the output Inline graphic features a jump from values very small to close to unity. This is the regime that is of interest to us. We can then use two Goldbeter–Koshland modules with rates Inline graphic adjusted so that they switch to signal a decision at the high or low threshold values of the probability (enzyme) ratio. The response time of the Goldbeter–Koshland (GK) system does slow down at the transition point, but this is not a serious issue for us, because either the forward or the backward rate is monotone increasing and thus moves through the transition region, and the decision becomes rapid. Our simulations of course include proper dynamics at the transition point in the GK system.

Results of numerical simulations for the previous model are shown in Fig. 5. The main source of error is due to the fact that Inline graphic decays at an average rate for the whole period of measurement rather than separately and discretely registering each binding as in Eq. 3. The quality of the approximation can therefore be improved by assuming adaptation mechanisms for the receptors. In refs. 12 and 13 it was for example assumed that receptor inactivation is the most rapid time. We have verified that fast adaptation permits the system to approach the optimal behavior when measuring on rates but obviously sacrifices all sensitivity for off rates and thus is not a strategy we could use to detect a small admixture of agonist. It is also not clear for all classes of receptors that the requisite speed is molecularly achievable. We thus present data without any receptor adaptation to show that results are still very good and deviate by a factor two times that of optimal over a broad range of precisions.

Fig. 5.

Fig. 5.

The behavior of the biochemical Goldbeter–Koshland (GK) module for concentration discrimination (with a constant decay rate for Inline graphic) compared with the optimal solution. The two ensembles that are compared have Inline graphic vs. Inline graphic(the unbinding rate Inline graphic). For the leftmost points in the graphs Inline graphic, the ratio of the kinetic parameters Inline graphic and Inline graphic appearing in Eq. 18 was fixed to have the critical values (where the GK module switches states and “decides”) Inline graphic and Inline graphic, which ensure Inline graphic false positive and false negative errors. For the other points in the graphs, the upper/lower critical value was divided/multiplied by the factor F shown on the x axis. (Left) The classification error for data with Inline graphic (upper curve) and Inline graphic (lower curve) vs. F. (Right) The average decision times for the GK module (two upper curves) compared with the optimal solutions (two lower curves) vs. F. The thresholds for the Wald optimal solutions were adjusted to give the same error rate as the GK module with corresponding data. The slower/faster curves for each algorithm refer to data with Inline graphic, respectively; e.g., red squares show GK presented with Inline graphic.

An alternative to regulated decay that computes an exponential is autophosphorylation, analogous to simple noncooperative feedback of a transcriptional activator on itself. If receptors that dimerize and transactivate were able to rapidly exchange partners, then the number of activated receptors would grow exponentially. We are not aware whether this possibility has been considered experimentally.

Biochemical Networks to Detect a Mixture Change Point.

A true ratio test, in the sense of the previous section, would occur in a cell if there was an initial signal to start the process and a second system that did the comparison as an initial value problem. More likely is a single receptor that continuously monitors the environment and needs to detect when the composition changes, i.e., the Shiryaev problem.

The near optimal computation of a change point with the model of Eq. 12 simplifies its realization in biochemical terms. Consider a typical system with slow on, fast off dynamics; e.g., the ligand-bound receptor complex has a sequence of phosphorylation states, Inline graphic. There is a forward rate ω for Inline graphic, a ligand unbinding rate ν, and a rapid reversion of any Inline graphic to the unphosphorylated receptor when the ligand falls off. Only Inline graphic can activate downstream events. If Inline graphic is initialized at 1, then Inline graphic and Inline graphic.

If instead we ask for the probability of Inline graphic conditioned on the receptor being continuously bound for a time span t, then we can remove the unbinding event ν from the rate equations and find

graphic file with name pnas.1314081110eq19.jpg

For large t, Eq. 19 tends to 1 as it should, and it is Inline graphic for Inline graphic. To reproduce Inline graphic in Eq. 12 it is then sufficient to let Inline graphic act enzymatically on some substrate present in excess. The small constitutive negative drift in Eq. 12 could be replicated by an enzymatic degradation in a saturated regime (see ref. 28 for a biological instance of such a mechanism). In summary, the proposed chemical equivalent to Eq. 12 in differential form reads

graphic file with name pnas.1314081110eq20.jpg

The positivity of y in Eq. 12 is naturally encoded by a concentration, z. The decision is made when z hits some value H and any scale factor multiplying Inline graphic can be adsorbed into H. Provided Inline graphic, precisely how the degradation saturates does not matter, because it influences the distribution of z only when it is small. (In the derivation of Eqs. 14 and 15 we observed that a δ-function approximation for the weight around 0 was adequate in a continuum limit.) A more serious issue is molecular noise in the phosphorylation cascade leading to Inline graphic. However, for N-Poisson events in series the SD in the sum scales as Inline graphic, so the time to activate Inline graphic becomes sharper with N. To simulate Eq. 20, one would sample the binding time Inline graphic to the receptor and then compare it with the (random) time for transitioning from state Inline graphic to N, which is distributed according to the time derivative of Eq. 19. The end result for Inline graphic is manifestly a smoothed version of Inline graphic.

Biochemical Networks to Detect a Concentration Change Point.

The optimal decision algorithm to detect a change in concentration, e.g., from Inline graphic to Inline graphic, in a stream of data is governed by the same Eq. 11 derived previously but the probability ratio Inline graphic in Eq. 5 is replaced by Inline graphic. This form simplifies the equation corresponding to Eq. 12, which becomes

graphic file with name pnas.1314081110eq21.jpg

Here, we have used again the approximation Inline graphic but the rest is now exact. Eq. 21 can be simulated biochemically by the same scheme as above, i.e., Eq. 20.

Pooling the Output of Many Receptors.

Having multiple receptors is clearly a bonus as it allows the cell to sample the ligand-binding statistics more rapidly and accelerates the decision process. Processing of information from receptor occupancy and calculating the optimal decision can be complicated, however, by coupling among receptors. This occurs when ligand sequestration effects are important, so that the likelihood of binding histories involves the configuration of the entire pool of receptors. Although these situations are possible, we show in Fig. 6 for the case of discriminating concentrations that a few-fold excess of ligands over the corresponding number of receptors is already sufficient to make an effective description with uncoupled receptors quite accurate.

Fig. 6.

Fig. 6.

The comparison between the full dynamics with receptors coupled and the dynamics with decoupled receptors and a fixed effective number Inline graphic of free ligands. For both panels the number of receptors is 100, Inline graphic. (Left) The log-likelihood ratio between the actual (coupled) model generating the data and the effective model vs. the total number of ligands L. (Inline graphic is optimized separately for each L.) The ratio is computed in the asymptotic regime at time 10. (Right) The behavior of the log-likelihood ratio vs. the effective number of free ligands Inline graphic around its maximum. The total number L of ligands is 200.

Data are generated by Gillespie simulations of the binding/unbinding process for Inline graphic receptors and a variable number of ligands L, Fig. 6. The number of nonoccupied receptors is denoted by Inline graphic. We compare the log-likelihood ratio between the actual model generating the data [that depends on the instantaneous value of free ligands Inline graphic] and an effective model where free ligands are fixed at Inline graphic. Note that receptors are uncoupled for the latter model. Proceeding as for Eq. 3, we obtain for the log-likelihood ratio of a trajectory extending up to time t,

graphic file with name pnas.1314081110eq22.jpg

where Inline graphic are the times when binding events occur and their total number up to time t is Inline graphic. The graph of the log-likelihood ratio (for the best choice of Inline graphic at any given L) vs. the number of ligands L clearly shows that an effective description is accurate even for a twofold excess of ligands. Furthermore, the graph of the log-likelihoods vs. Inline graphic shows simple concave curves, the maximum of which is easy to find. Note that the best Inline graphic corresponding to the maximum is, as expected, close to the average number of free ligands Inline graphic, where Inline graphic is the solution to the quadratic stationary equation Inline graphic.

The biochemical models that we have developed above for a single receptor immediately generalize to many receptors if we decouple the receptors by using a fixed Inline graphic. For the discrimination of concentrations, it is for example sufficient that unbound/bound receptors additively contribute to the instantaneous decay rate of the two enzymes Inline graphic. For the detection of a change in composition, the sequence of successive phosphorylations takes place on each individual receptor and then the end-point, Inline graphic, activities for all receptors are pooled to determine downstream events. Because receptors are independent for effective models, the rate of information acquisition is proportional to their number R and the average decision time will therefore reduce as Inline graphic.

Discussion

The wealth of genetic and biochemical information about signaling pathways contrasts with the paucity of data on pathway dynamics. At the population level most data are interpreted around the paradigm that a ligand elicits a proportional response. The widespread realization that the same pathway is used in many different contexts, such as NFκB in inflammation and TGFβ in development, cancer, and immunology, does raise the question of whether pathways are more than passive transmission lines and in fact “compute” or act as dynamically reprogrammable filters (29). Posttranscriptional modifications of proteins are a natural substrate in which to implement analog chemical computation, and Jacob’s old adage of bricolage suggests that signal transduction in cells might exploit this freedom to temporarily process signals. The canonical receptor systems as well as ion channels (30) possess a rich repertoire of interactions and modifications that could implement computation (31). One should note also a distinction between embryonic signaling where both the emitter and the receiver can be jointly tuned by evolution to process information and true environmental sensing where the signal has a more autonomous origin. Thus, in development, and even yeast mating, extracellular ligand processing may be as important as receptor interactions and posttranslational modifications in regulating pathway behavior (32, 33).

In the hope of stimulating experiments, and to explore the potential of analog biochemical computation in a concrete and nontrivial context, we have posed the problem of optimal decision theory for cells, in the context of detecting a change in concentration or composition. The problem is inherently dynamic, in that a stream of data is presented and a decision has to be made on the basis of the entire history. Thus, it is noteworthy, although simple to show, that optimal performance can be realized by accumulating a single variable in time. In a gene network context, it would seem that decisions on the fly are much more natural than the alternative of averaging for a predefined time and then deciding, which has become the calculational default.

We have reduced the biochemical complexity of real systems to a ligand-binding step governed by equilibrium thermodynamics followed by downstream enzymology. More complexity is unnecessary because we have shown that ubiquitous small enzymatic systems suffice for near optimal performance. For the Wald problem, the ratio of two quantities, probabilities in our case, is naturally computed by the push–pull mechanism of Goldbeter and Koshland (27). The probabilities themselves are the exponential of a function of the input signal. Exponentials can be simulated with regulated decay and more speculatively by catalytic amplification. The most common amplification cascade as exemplified by phototransduction does not compute an exponential. What we require is the positive feedback of a transcriptional activator on itself with signal-dependent modulation, so that the factor grows exponentially in time. Using receptors that dimerize to signal, the same function could be realized if the dimers exchanged partners so that the fraction of active receptors grows exponentially (34).

The computation of change points can naturally be implemented with any system that encodes a time lag, such as a phosphorylation cascade. The computation is easiest for the log probability ratio, because the decision is one sided: When the indicator is large, decide; otherwise, continue. Thus, we do not have to take the ratio of two quantities and threshold separately on very small or very large values. A phosphorylation cascade is indeed observed in early T-cell activation yet the kinetic proofreading scheme is supplemented by the negative feedback by the phosphatase SH2 domain-containing tyrosine phosphatase (SHP-1) (35, 36). The functional reasons for this feedback are interesting.

T cells have to discriminate agonists from a far larger concentration of self antigens on the basis of only a three- to fivefold difference in off rates and plausibly do so quickly. This is analogous to our formulation of the mixture discrimination problem. However, in the immune system the total number of ligands can fluctuate, whereas we kept it fixed. Comparing the two schemes, the role of the negative feedback by SHP-1 appears then to buffer variations in the total concentration of ligands (36). The T cell also has to respond when a few agonists bind, whereas we have posed the mixture change-point problem with concentrations, so many receptors can be bound by agonist and yet not contribute to the decision. The optimal discrimination time T in Eq. 12 may be large enough to exclude most agonist binding events (recall in this context the heuristic argument for the nonanalytic decision time Inline graphic after Eq. 8).

We have focused on the decision process for a single receptor and it may be objected that cells are never challenged by the bounds we have placed on the decision time because they can always use many receptors in parallel and decide after a few on/off times. Even in this limit performance is improved by setting the receptor kinetic parameters as we have derived. Furthermore, we noted throughout the paper that decision times can easily become very long, e.g., Inline graphic elementary events for a 1% discrimination in concentration. The cell may optimize subsets of receptors for various tasks by tuning cofactors or controlling access, and thus the number of receptors available in any one context may be less than the whole. Sheer increase of the number of receptors might therefore not be sufficient and evolving decision strategies as discussed here would be relevant to increase fitness.

How can one determine whether a cell is implementing a decision on the fly as opposed to computing for a fixed time? First, one would expect the decision time to scale with the strength of the signal. The high signal–short time limit would furnish a bound on the biochemical cascades induced by the receptor. Then for lower stimulation, does the decision time increase while the error rate remains fixed or does the opposite occur? Measuring a fractional power of w for the scaling of the decision time for the mixture change point when Inline graphic would be a good indication of optimality. Comparing the actual decision time with theory would be difficult due to uncertainties surrounding cellular parameters and variation among cells. The histogram of decision times is not Poisson and if well fitted by the data would suggest an optimal decision. More loosely, if one measured the distribution of several parameters that plausibly impact the signaling cascade and found their distribution individually is much broader than the distribution of decision times, it would be circumstantial evidence that the decision time is acting as a constraint on cell parameters.

Another class of tests uses microfluidics to flip the environment between the two states being compared. It would be possible to find conditions where a probability ratio test yielded a decision only after an immense time. The ability to control the environment dynamics and predict the consequences would be a strong check on the theory, but the details are very dependent on the experimental setup.

These considerations all apply to independent cells. Its an interesting and related question as to how a collection of interacting cells subject to a common external signal makes a rapid decision to respond, but as a collective with 100% participation. It is not obvious that the most rapid individual response followed by signaling to neighbors outperforms a more deliberate response at the cellular level with lower variance. Cell sorting is another response to signals that can contribute to the optimization problem. Thus, bounds on dynamics through statistical optimization may be a richer field of study in the cellular context than the physical limits to performance.

Supplementary Material

Supporting Information

Acknowledgments

E.D.S. was supported by National Science Foundation Grant PHY-0954398 and National Institutes of Health General Medical Sciences Award R01GM101653. M.V. was supported by the Fondation pour la Recherche Médicale (FRM) via Equipe FRM 2012 and by the Fondation de France T. Lebrasseur Award.

Footnotes

The authors declare no conflict of interest.

This article contains supporting information online at www.pnas.org/lookup/suppl/doi:10.1073/pnas.1314081110/-/DCSupplemental.

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