A non-homogeneous dynamic Bayesian network with a hidden Markov model dependency structure among the temporal data points

In the topical field of systems biology there is considerable interest in learning regulatory networks, and various probabilistic machine learning methods have been proposed to this end. Popular approaches include non-homogeneous dynamicBayesian networks (DBNs), which can be employed to model time-varying regulatory processes. Almost all non-homogeneous DBNs that have been proposed in the literature follow the same paradigm and relax the homogeneity assumption by complementing the standard homogeneous DBN with a multiple changepoint process. Each time series segment defined by two demarcating changepoints is associated with separate interactions, and in this way the regulatory relationships are allowed to vary over time. However, the configuration space of the data segmentations (allocations) that can be obtained by changepoints is restricted. A complementary paradigm is to combine DBNs with mixture models, which allow for free allocations of the data points to mixture components. But this extension of the configuration space comes with the disadvantage that the temporal order of the data points can no longer be taken into account. In this paper I present a novel non-homogeneous DBN model, which can be seen as a consensus between the free allocation mixture DBN model and the changepoint-segmented DBN model. The key idea is to assume that the underlying allocation of the temporal data points follows a Hidden Markov model (HMM). The novel HMM-DBN model takes the temporal structure of the time series into account without putting a restriction onto the configuration space of the data point allocations. I define the novel HMM-DBN model and the competing models such that the regulatory network structure is kept fixed among components, while the network interaction parameters are allowed to vary, and I show how the novel HMM-DBN model can be inferred with Markov Chain Monte Carlo (MCMC) simulations. For the new HMM-DBNmodel I also present two new pairs of MCMC moves, which can be incorporated into the recently proposed allocation sampler for mixture models to improve convergence of the MCMC simulations. In an extensive comparative evaluation study I systematically compare the performance of the proposed HMM-DBN model with the performances of the competing DBN models in a reverse engineering context, where the objective is to learn the structure of a network from temporal network data

Non-homogeneous dynamic Bayesian networks with edge-wise sequentially coupled parameters

Motivation: Non-homogeneous dynamic Bayesian networks (NH-DBNs) are a popular tool for learning networks with time-varying interaction parameters. A multiple changepoint process is used to divide the data into disjoint segments and the network interaction parameters are assumed to be segment-specific. The objective is to infer the network structure along with the segmentation and the segment-specific parameters from the data. The conventional (uncoupled) NH-DBNs do not allow for information exchange among segments, and the interaction parameters have to be learned separately for each segment. More advanced coupled NH-DBN models allow the interaction parameters to vary but enforce them to stay similar over time. As the enforced similarity of the network parameters can have counter-productive effects, we propose a new consensus NH-DBN model that combines features of the uncoupled and the coupled NH-DBN. The new model infers for each individual edge whether its interaction parameter stays similar over time (and should be coupled) or if it changes from segment to segment (and should stay uncoupled). Results: Our new model yields higher network reconstruction accuracies than state-of-the-art models for synthetic and yeast network data. For gene expression data from A.thaliana our new model infers a plausible network topology and yields hypotheses about the light-dependencies of the gene interactions

Comparative evaluation of various frequentist and Bayesian non-homogeneous Poisson counting models

In this paper a comparative evaluation study on popular non-homogeneous Poisson models for count data is performed. For the study the standard homogeneous Poisson model (HOM) and three non-homogeneous variants, namely a Poisson changepoint model (CPS), a Poisson free mixture model (MIX), and a Poisson hidden Markov model (HMM) are implemented in both conceptual frameworks: a frequentist and a Bayesian framework. This yields eight models in total, and the goal of the presented study is to shed some light onto their relative merits and shortcomings. The first major objective is to cross-compare the performances of the four models (HOM, CPS, MIX and HMM) independently for both modelling frameworks (Bayesian and frequentist). Subsequently, a pairwise comparison between the four Bayesian and the four frequentist models is performed to elucidate to which extent the results of the two paradigms ('Bayesian vs. frequentist') differ. The evaluation study is performed on various synthetic Poisson data sets as well as on real-world taxi pick-up counts, extracted from the recently published New York City Taxi database