Likelihood-ratio tests for hidden Markov models

We consider hidden Markov models as a versatile class of models for weakly dependent random phenomena. The topic of the present paper is likelihood-ratio testing for hidden Markov models, and we show that, under appropriate conditions, the standard asymptotic theory of likelihood-ratio tests is valid. Such tests are crucial in the specification of multivariate Gaussian hidden Markov models, which we use to illustrate the applicability of our general results. Finally, the methodology is illustrated by means of a real data set.     

Bayesian basecalling for DNA sequence analysis using hidden Markov models

It has been shown that electropherograms of DNA sequences can be modeled with hidden Markov models. Basecalling, the procedure that determines the sequence of bases from the given eletropherogram, can then be performed using the Viterbi algorithm. A training step is required prior to basecalling in order to estimate the HMM parameters. In this paper, we propose a Bayesian approach which employs the Markov chain Monte Carlo (MCMC) method to perform basecalling. Such an approach not only allows one to naturally encode the prior biological knowledge into the basecalling algorithm, it also exploits both the training data and the basecalling data in estimating the HMM parameters, leading to more accurate estimates. Using the recently sequenced genome of the organism Legionella pneumophila we show that the MCMC basecaller outperforms the state-of-the-art basecalling algorithm in terms of total errors while requiring much less training than other proposed statistical basecallers.     

Applying hidden Markov models to the analysis of single ion channel activity

Hidden Markov models have recently been used to model single ion channel currents as recorded with the patch clamp technique from cell membranes. The estimation of hidden Markov models parameters using the forward-backward and Baum-Welch algorithms can be performed at signal to noise ratios that are too low for conventional single channel kinetic analysis; however, the application of these algorithms relies on the assumptions that the background noise be white and that the underlying state transitions occur at discrete times. To address these issues, we present an "H-noise" algorithm that accounts for correlated background noise and the randomness of sampling relative to transitions. We also discuss three issues that arise in the practical application of the algorithm in analyzing single channel data. First, we describe a digital inverse filter that removes the effects of the analog antialiasing filter and yields a sharp frequency roll-off. This enhances the performance while reducing the computational intensity of the algorithm. Second, the data may be contaminated with baseline drifts or deterministic interferences such as 60-Hz pickup. We propose an extension of previous results to consider baseline drift. Finally, we describe the extension of the algorithm to multiple data sets.     

MUMMALS: multiple sequence alignment improved by using hidden Markov models with local structural information

We have developed MUMMALS, a program to construct multiple protein sequence alignment using probabilistic consistency. MUMMALS improves alignment quality by using pairwise alignment hidden Markov models (HMMs) with multiple match states that describe local structural information without exploiting explicit structure predictions. Parameters for such models have been estimated from a large library of structure-based alignments. We show that (i) on remote homologs, MUMMALS achieves statistically best accuracy among several leading aligners, such as ProbCons, MAFFT and MUSCLE, albeit the average improvement is small, in the order of several percent; (ii) a large collection (>10000) of automatically computed pairwise structure alignments of divergent protein domains is superior to smaller but carefully curated datasets for estimation of alignment parameters and performance tests; (iii) reference-independent evaluation of alignment quality using sequence alignment-dependent structure superpositions correlates well with reference-dependent evaluation that compares sequence-based alignments to structure-based reference alignments.     

An improved hidden Markov model for transmembrane protein detection and topology prediction and its applications to complete genomes

MOTIVATION: Knowledge of the transmembrane helical topology can help identify binding sites and infer functions for membrane proteins. However, because membrane proteins are hard to solubilize and purify, only a very small amount of membrane proteins have structure and topology experimentally determined. This has motivated various computational methods for predicting the topology of membrane proteins. RESULTS: We present an improved hidden Markov model, TMMOD, for the identification and topology prediction of transmembrane proteins. Our model uses TMHMM as a prototype, but differs from TMHMM by the architecture of the submodels for loops on both sides of the membrane and also by the model training procedure. In cross-validation experiments using a set of 83 transmembrane proteins with known topology, TMMOD outperformed TMHMM and other existing methods, with an accuracy of 89% for both topology and locations. In another experiment using a separate set of 160 transmembrane proteins, TMMOD had 84% for topology and 89% for locations. When utilized for identifying transmembrane proteins from non-transmembrane proteins, particularly signal peptides, TMMOD has consistently fewer false positives than TMHMM does. Application of TMMOD to a collection of complete genomes shows that the number of predicted membrane proteins accounts for approximately 20-30% of all genes in those genomes, and that the topology where both the N- and C-termini are in the cytoplasm is dominant in these organisms except for Caenorhabditis elegans. AVAILABILITY: http://liao.cis.udel.edu/website/servers/TMMOD/     

Calibrating E-values for hidden Markov models using reverse-sequence null models

MOTIVATION: Hidden Markov models (HMMs) calculate the probability that a sequence was generated by a given model. Log-odds scoring provides a context for evaluating this probability, by considering it in relation to a null hypothesis. We have found that using a reverse-sequence null model effectively removes biases owing to sequence length and composition and reduces the number of false positives in a database search. Any scoring system is an arbitrary measure of the quality of database matches. Significance estimates of scores are essential, because they eliminate model- and method-dependent scaling factors, and because they quantify the importance of each match. Accurate computation of the significance of reverse-sequence null model scores presents a problem, because the scores do not fit the extreme-value (Gumbel) distribution commonly used to estimate HMM scores' significance. RESULTS: To get a better estimate of the significance of reverse-sequence null model scores, we derive a theoretical distribution based on the assumption of a Gumbel distribution for raw HMM scores and compare estimates based on this and other distribution families. We derive estimation methods for the parameters of the distributions based on maximum likelihood and on moment matching (least-squares fit for Student's t-distribution). We evaluate the modeled distributions of scores, based on how well they fit the tail of the observed distribution for data not used in the fitting and on the effects of the improved E-values on our HMM-based fold-recognition methods. The theoretical distribution provides some improvement in fitting the tail and in providing fewer false positives in the fold-recognition test. An ad hoc distribution based on assuming a stretched exponential tail does an even better job. The use of Student's t to model the distribution fits well in the middle of the distribution, but provides too heavy a tail. The moment-matching methods fit the tails better than maximum-likelihood methods. AVAILABILITY: Information on obtaining the SAM program suite (free for academic use), as well as a server interface, is available at http://www.soe.ucsc.edu/research/compbio/sam.html and the open-source random sequence generator with varying compositional biases is available at http://www.soe.ucsc.edu/research/compbio/gen_sequence     

The analysis of hospital infection data using hidden Markov models

Surveillance data for communicable nosocomial pathogens usually consist of short time series of low-numbered counts of infected patients. These often show overdispersion and autocorrelation. To date, almost all analyses of such data have ignored the communicable nature of the organisms and have used methods appropriate only for independent outcomes. Inferences that depend on such analyses cannot be considered reliable when patient-to-patient transmission is important. We propose a new method for analysing these data based on a mechanistic model of the epidemic process. Since important nosocomial pathogens are often carried asymptomatically with overt infection developing in only a proportion of patients, the epidemic process is usually only partially observed by routine surveillance data. We therefore develop a 'structured' hidden Markov model where the underlying Markov chain is generated by a simple transmission model. We apply both structured and standard (unstructured) hidden Markov models to time series for three important pathogens. We find that both methods can offer marked improvements over currently used approaches when nosocomial spread is important. Compared to the standard hidden Markov model, the new approach is more parsimonious, is more biologically plausible, and allows key epidemiological parameters to be estimated.     

Combining phylogenetic and hidden Markov models in biosequence analysis.

A few models have appeared in recent years that consider not only the way substitutions occur through evolutionary history at each site of a genome, but also the way the process changes from one site to the next. These models combine phylogenetic models of molecular evolution, which apply to individual sites, and hidden Markov models, which allow for changes from site to site. Besides improving the realism of ordinary phylogenetic models, they are potentially very powerful tools for inference and prediction--for example, for gene finding or prediction of secondary structure. In this paper, we review progress on combined phylogenetic and hidden Markov models and present some extensions to previous work. Our main result is a simple and efficient method for accommodating higher-order states in the HMM, which allows for context-dependent models of substitution--that is, models that consider the effects of neighboring bases on the pattern of substitution. We present experimental results indicating that higher-order states, autocorrelated rates, and multiple functional categories all lead to significant improvements in the fit of a combined phylogenetic and hidden Markov model, with the effect of higher-order states being particularly pronounced.     

Sensitive protein comparisons with profiles and hidden Markov models

Sequence database searches have become an important tool for the life sciences in general and for gene discovery-driven biotechnology in particular. Both the functional assignment of newly found proteins and the mining of genome databases for functional candidates are equally important tasks typically addressed by database searches. Sensitivity and reliability of the search methods are of crucial importance.The overall performance of sequence alignments and database searches can be enhanced considerably, when profiles or hidden Markov models (HMMs) derived from protein families are used as query objects instead of single sequences.This review discusses the concept of profiles, generalised profiles and profile-HMMs, the methods how they are constructed and the scope of possible applications in gene discovery and gene functional assignment.     

HMMConverter 1.0: a toolbox for hidden Markov models

Hidden Markov models (HMMs) and their variants are widely used in Bioinformatics applications that analyze and compare biological sequences. Designing a novel application requires the insight of a human expert to define the model''s architecture. The implementation of prediction algorithms and algorithms to train the model''s parameters, however, can be a time-consuming and error-prone task. We here present HMMConverter, a software package for setting up probabilistic HMMs, pair-HMMs as well as generalized HMMs and pair-HMMs. The user defines the model itself and the algorithms to be used via an XML file which is then directly translated into efficient C++ code. The software package provides linear-memory prediction algorithms, such as the Hirschberg algorithm, banding and the integration of prior probabilities and is the first to present computationally efficient linear-memory algorithms for automatic parameter training. Users of HMMConverter can thus set up complex applications with a minimum of effort and also perform parameter training and data analyses for large data sets.     

An approach to determine myocardial ischemia by hidden Markov models

A hidden Markov model (HMM) of electrocardiogram (ECG) signal is presented for detection of myocardial ischemia. The time domain signals that are recorded by the ECG before and during the episode of local ischemia were pre-processed to produce input sequences, which is needed for the model training. The model is also verified by test data, and the results show that the models have certain function for the detection of myocardial ischemia. The algorithm based on HMM provides a possible approach for the timely, rapid and automatic diagnosis of myocardial ischemia, and also can be used in portable medical diagnostic equipment in the future.     

An approach to determine myocardial ischemia by hidden Markov models

A hidden Markov model (HMM) of electrocardiogram (ECG) signal is presented for detection of myocardial ischemia. The time domain signals that are recorded by the ECG before and during the episode of local ischemia were pre-processed to produce input sequences, which is needed for the model training. The model is also verified by test data, and the results show that the models have certain function for the detection of myocardial ischemia. The algorithm based on HMM provides a possible approach for the timely, rapid and automatic diagnosis of myocardial ischemia, and also can be used in portable medical diagnostic equipment in the future.     

Bayesian restoration of a hidden Markov chain with applications to DNA sequencing.

Hidden Markov models (HMMs) are a class of stochastic models that have proven to be powerful tools for the analysis of molecular sequence data. A hidden Markov model can be viewed as a black box that generates sequences of observations. The unobservable internal state of the box is stochastic and is determined by a finite state Markov chain. The observable output is stochastic with distribution determined by the state of the hidden Markov chain. We present a Bayesian solution to the problem of restoring the sequence of states visited by the hidden Markov chain from a given sequence of observed outputs. Our approach is based on a Monte Carlo Markov chain algorithm that allows us to draw samples from the full posterior distribution of the hidden Markov chain paths. The problem of estimating the probability of individual paths and the associated Monte Carlo error of these estimates is addressed. The method is illustrated by considering a problem of DNA sequence multiple alignment. The special structure for the hidden Markov model used in the sequence alignment problem is considered in detail. In conclusion, we discuss certain interesting aspects of biological sequence alignments that become accessible through the Bayesian approach to HMM restoration.     

Infinite hidden Markov models for multiple multivariate time series with missing data

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and exposures below the limit of detection, which limit their use in health effects studies. In this paper, we develop an infinite hidden Markov model for multiple asynchronous multivariate time series with missing data. Our model is designed to include covariates that can inform transitions among hidden states. We implement beam sampling, a combination of slice sampling and dynamic programming, to sample the hidden states, and a Bayesian multiple imputation algorithm to impute missing data. In simulation studies, our model excels in estimating hidden states and state-specific means and imputing observations that are missing at random or below the limit of detection. We validate our imputation approach on data from the Fort Collins Commuter Study. We show that the estimated hidden states improve imputations for data that are missing at random compared to existing approaches. In a case study of the Fort Collins Commuter Study, we describe the inferential gains obtained from our model including improved imputation of missing data and the ability to identify shared patterns in activity and exposure among repeated sampling days for individuals and among distinct individuals.     

Quasi-consensus-based comparison of profile hidden Markov models for protein sequences

A simple approach for the sensitive detection of distant relationships among protein families and for sequence-structure alignment via comparison of hidden Markov models based on their quasi-consensus sequences is presented. Using a previously published benchmark dataset, the approach is demonstrated to give better homology detection and yield alignments with improved accuracy in comparison to an existing state-of-the-art dynamic programming profile-profile comparison method. This method also runs significantly faster and is therefore suitable for a server covering the rapidly increasing structure database. A server based on this method is available at http://liao.cis.udel.edu/website/servers/modmod     

Using hidden Markov models to analyze gene expression time course data

MOTIVATION: Cellular processes cause changes over time. Observing and measuring those changes over time allows insights into the how and why of regulation. The experimental platform for doing the appropriate large-scale experiments to obtain time-courses of expression levels is provided by microarray technology. However, the proper way of analyzing the resulting time course data is still very much an issue under investigation. The inherent time dependencies in the data suggest that clustering techniques which reflect those dependencies yield improved performance. RESULTS: We propose to use Hidden Markov Models (HMMs) to account for the horizontal dependencies along the time axis in time course data and to cope with the prevalent errors and missing values. The HMMs are used within a model-based clustering framework. We are given a number of clusters, each represented by one Hidden Markov Model from a finite collection encompassing typical qualitative behavior. Then, our method finds in an iterative procedure cluster models and an assignment of data points to these models that maximizes the joint likelihood of clustering and models. Partially supervised learning--adding groups of labeled data to the initial collection of clusters--is supported. A graphical user interface allows querying an expression profile dataset for time course similar to a prototype graphically defined as a sequence of levels and durations. We also propose a heuristic approach to automate determination of the number of clusters. We evaluate the method on published yeast cell cycle and fibroblasts serum response datasets, and compare them, with favorable results, to the autoregressive curves method.