Time discretization of continuous-time filters for hidden Markov model parameter estimation

Author(s):  
M.R. James ◽  
V. Krishnamurthy ◽  
F. Le Gland
2021 ◽  
Author(s):  
Shion Hosoda ◽  
Tsukasa Fukunaga ◽  
Michiaki Hamada

AbstractMotivationAccumulating evidence has highlighted the importance of microbial interaction networks. Methods have been developed for estimating microbial interaction networks, of which the generalized Lotka-Volterra equation (gLVE)-based method can estimate a directed interaction network. The previous gLVE-based method for estimating microbial interaction networks did not consider time-varying interactions.ResultsIn this study, we developed unsupervised learning based microbial interaction inference method using Bayesian estimation (Umibato), a method for estimating time-varying microbial interactions. The Umibato algorithm comprises Gaussian process regression (GPR) and a new Bayesian probabilistic model, the continuous-time regression hidden Markov model (CTRHMM). Growth rates are estimated by GPR, and interaction networks are estimated by CTRHMM. CTRHMM can estimate time-varying interaction networks using interaction states, which are defined as hidden variables. Umibato outperformed the existing methods on synthetic datasets. In addition, it yielded reasonable estimations in experiments on a mouse gut microbiota dataset, thus providing novel insights into the relationship between consumed diets and the gut microbiota.AvailabilityThe C++ and python source codes of the Umibato software are available at http://github.com/shion-h/[email protected], [email protected]


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