Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model

We are interested here in a theoretical and practical approach for detecting atypical segments in a multi-state sequence. We prove in this article that the segmentation approach through an underlying constrained Hidden Markov Model (HMM) is equivalent to using the maximum scoring subsequence (also c...

Full description

Saved in:
Bibliographic Details
Published in:Methodology and computing in applied probability Vol. 24; no. 3; pp. 1411 - 1438
Main Authors: Mercier, Sabine, Nuel, Grégory
Format: Journal Article
Language:English
Published: New York Springer US 01.09.2022
Springer Nature B.V
Springer Verlag
Series:Methodology and Computing in Applied Probability
Subjects:
ISSN:1387-5841, 1573-7713
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We are interested here in a theoretical and practical approach for detecting atypical segments in a multi-state sequence. We prove in this article that the segmentation approach through an underlying constrained Hidden Markov Model (HMM) is equivalent to using the maximum scoring subsequence (also called local score), when the latter uses an appropriate rescaled scoring function. This equivalence allows results from both HMM or local score to be transposed into each other. We propose an adaptation of the standard forward-backward algorithm which provides exact estimates of posterior probabilities in a linear time. Additionally it can provide posterior probabilities on the segment length and starting/ending indexes. We explain how this equivalence allows one to manage ambiguous or uncertain sequence letters and to construct relevant scoring functions. We illustrate our approach by considering the TM-tendency scoring function.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1387-5841
1573-7713
DOI:10.1007/s11009-021-09856-8