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Data analysis Piecewise-constant linear regression Hidden Markov - - PowerPoint PPT Presentation
Data analysis Piecewise-constant linear regression Hidden Markov - - PowerPoint PPT Presentation
Data analysis Piecewise-constant linear regression Hidden Markov Models Let x t denote the log-transformed data and u t the underlying signal. A transition kernel accounting for shift and drift Hidden state space: grid with Algorithmic
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Data analysis
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Piecewise-constant linear regression
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Hidden Markov Models
Let xt denote the log-transformed data and ut the underlying signal.
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A transition kernel accounting for shift and drift
Hidden state space: grid with
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Algorithmic complexity O(nK 2)
Take the example of Forward-Backward.
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Impact of the grid step h = UG
BT /1]TJ111110Tf 125.754
- 90996d
[( UGmaxBT /1]53.9701 Tf 12.1.79 90996d [( UG TJ/F48 7.9701 Tf 1252287 Td [( =)
- BT
/1]TJ111110Tf 125.754
- 1.514d
[( UGminBT / ET 1 1 141.5156.275 cm []0 d 1 J 90436 w 1 m 40.013 1 [ 362 Td [( =)
- g7Tf
12.711 4.8955 T88m 05 T000TJ/FK.9701 Tf 12.1.79 906 1 9 BT /1]T48 7.9701 Tf 1252287 Td [( =)
- BT
/1]T11 0g G g G g G g G g G g G BT /F24 10 1 141.515628.346 75UG 4d 1 835.3535241.515.3535241.51 1 83249.449 cm51 1 /Im10 Do [( 8 G =) ]T.) ]T.25 rg =) ]T.) ]T.25 RG3249.449
- 28.346
- 75UG
4d 1 .9091 Tf8.96647 Td28.346 575 000TJ/FLL
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Model comparison
Cross-Validated Log-Likelihood for robust assessment of model fitness.
Model d
- s
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Correlation between breakpoints and biological features
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