scholarly journals An adaptive simulated annealing EM algorithm for inference on non-homogeneous hidden Markov models

Author(s):  
Aliaksandr Hubin
2008 ◽  
Vol 20 (7) ◽  
pp. 1706-1716 ◽  
Author(s):  
Gianluigi Mongillo ◽  
Sophie Deneve

We present an online version of the expectation-maximization (EM) algorithm for hidden Markov models (HMMs). The sufficient statistics required for parameters estimation is computed recursively with time, that is, in an online way instead of using the batch forward-backward procedure. This computational scheme is generalized to the case where the model parameters can change with time by introducing a discount factor into the recurrence relations. The resulting algorithm is equivalent to the batch EM algorithm, for appropriate discount factor and scheduling of parameters update. On the other hand, the online algorithm is able to deal with dynamic environments, i.e., when the statistics of the observed data is changing with time. The implications of the online algorithm for probabilistic modeling in neuroscience are briefly discussed.


2005 ◽  
Vol 21 (10) ◽  
pp. 2294-2300 ◽  
Author(s):  
Ian Holmes

Abstract Motivation The Expectation Maximization (EM) algorithm, in the form of the Baum–Welch algorithm (for hidden Markov models) or the Inside-Outside algorithm (for stochastic context-free grammars), is a powerful way to estimate the parameters of stochastic grammars for biological sequence analysis. To use this algorithm for multiple-sequence evolutionary modelling, it would be useful to apply the EM algorithm to estimate not only the probability parameters of the stochastic grammar, but also the instantaneous mutation rates of the underlying evolutionary model (to facilitate the development of stochastic grammars based on phylogenetic trees, also known as Statistical Alignment). Recently, we showed how to do this for the point substitution component of the evolutionary process; here, we extend these results to the indel process. Results We present an algorithm for maximum-likelihood estimation of insertion and deletion rates from multiple sequence alignments, using EM, under the single-residue indel model owing to Thorne, Kishino and Felsenstein (the ‘TKF91’ model). The algorithm converges extremely rapidly, gives accurate results on simulated data that are an improvement over parsimonious estimates (which are shown to underestimate the true indel rate), and gives plausible results on experimental data (coronavirus envelope domains). Owing to the algorithm's close similarity to the Baum–Welch algorithm for training hidden Markov models, it can be used in an ‘unsupervised’ fashion to estimate rates for unaligned sequences, or estimate several sets of rates for sequences with heterogenous rates. Availability Software implementing the algorithm and the benchmark is available under GPL from http://www.biowiki.org/ Contact [email protected]


Author(s):  
Ingileif B. Hallgrímsdóttir ◽  
R. Alexander Milowski ◽  
Josephine Yu

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