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Bayesian nonparametric hidden Markov models with application to the analysis of copy-number-variation in mammalian genomes
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Yau, C., Papaspiliopoulos, Omiros, Roberts, Gareth O. and Holmes, Christopher (2009) Bayesian nonparametric hidden Markov models with application to the analysis of copy-number-variation in mammalian genomes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.12).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
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
e±cient 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.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Library of Congress Subject Headings (LCSH): | Sampling (Statistics), Regression analysis, Nonparametric statistics | ||||
Series Name: | Working papers | ||||
Publisher: | University of Warwick. Centre for Research in Statistical Methodology | ||||
Place of Publication: | Coventry | ||||
Official Date: | 2009 | ||||
Dates: |
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Volume: | Vol.2009 | ||||
Number: | No.12 | ||||
Number of Pages: | 26 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 |
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