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Piecewise Constant Modeling of Sequential Data Using Reversible Jump Markov Chain Monte Carlo

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Part of the Advanced Information and Knowledge Processing book series (AI&KP)

Summary

We describe the use of reversible jump Markov chain Monte Carlo (RJMCMC) methods for finding piecewise constant descriptions of sequential data. The method provides posterior distributions on the number of segments in the data and thus gives a much broader view on the potential data than do methods (such as dynamic programming) that aim only at finding a single optimal solution. On the other hand, MCMC methods can be more difficult to implement than discrete optimization techniques, and monitoring convergence of the simulations is not trivial. We illustrate the methods by modeling the GC content and distribution of occurrences of ORFs and SNPs along the human genomes. We show how the simple models can be extended by modeling the influence of GC content on the intensity of ORF occurrence.

Keywords

  • Posterior Distribution
  • Markov Chain Monte Carlo
  • Prior Distribution
  • Change Point
  • Markov Chain Monte Carlo Method

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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© 2005 Springer-Verlag London Limited

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Salmenkivi, M., Mannila, H. (2005). Piecewise Constant Modeling of Sequential Data Using Reversible Jump Markov Chain Monte Carlo. In: Wu, X., Jain, L., Wang, J.T., Zaki, M.J., Toivonen, H.T., Shasha, D. (eds) Data Mining in Bioinformatics. Advanced Information and Knowledge Processing. Springer, London. https://doi.org/10.1007/1-84628-059-1_5

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  • DOI: https://doi.org/10.1007/1-84628-059-1_5

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-85233-671-4

  • Online ISBN: 978-1-84628-059-7

  • eBook Packages: Computer ScienceComputer Science (R0)

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