Article

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

Department of Statistics and the Oxford-Man Institute for Quantitative Finance, University of Oxford, , .
Journal of the Royal Statistical Society Series B (Statistical Methodology) (Impact Factor: 5.72). 01/2011; 73(1):37-57. DOI: 10.1111/j.1467-9868.2010.00756.x
Source: PubMed

ABSTRACT 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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