Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.

We consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state...

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Main Authors: Yau, C, Papaspiliopoulos, O, Roberts, G, Holmes, C
Format: Journal article
Language:English
Published: 2011
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author Yau, C
Papaspiliopoulos, O
Roberts, G
Holmes, C
author_facet Yau, C
Papaspiliopoulos, O
Roberts, G
Holmes, C
author_sort Yau, C
collection OXFORD
description We consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state and a computationally efficient data augmentation scheme to aid inference. The method uses novel MCMC methodology which combines recent retrospective sampling methods with the use of slice sampler variables. The methodology is computationally efficient, both in terms of MCMC mixing properties, and robustness to the length of the time series being investigated. Moreover, the method is easy to implement requiring little or no user-interaction. We apply our methodology to the analysis of genomic copy number variation.
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spelling oxford-uuid:bd69bede-8b62-4de3-ab4b-9b2deadfa75c2022-03-27T05:31:39ZBayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.Journal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:bd69bede-8b62-4de3-ab4b-9b2deadfa75cEnglishSymplectic Elements at Oxford2011Yau, CPapaspiliopoulos, ORoberts, GHolmes, CWe consider the development of Bayesian Nonparametric methods for product partition models such as Hidden Markov Models and change point models. Our approach uses a Mixture of Dirichlet Process (MDP) model for the unknown sampling distribution (likelihood) for the observations arising in each state and a computationally efficient data augmentation scheme to aid inference. The method uses novel MCMC methodology which combines recent retrospective sampling methods with the use of slice sampler variables. The methodology is computationally efficient, both in terms of MCMC mixing properties, and robustness to the length of the time series being investigated. Moreover, the method is easy to implement requiring little or no user-interaction. We apply our methodology to the analysis of genomic copy number variation.
spellingShingle Yau, C
Papaspiliopoulos, O
Roberts, G
Holmes, C
Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
title Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
title_full Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
title_fullStr Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
title_full_unstemmed Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
title_short Bayesian Nonparametric Hidden Markov Models with application to the analysis of copy-number-variation in mammalian genomes.
title_sort bayesian nonparametric hidden markov models with application to the analysis of copy number variation in mammalian genomes
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