Hidden Markov Models for Gene Sequence Classification: Classifying the VSG genes in the Trypanosoma brucei Genome

The article presents an application of Hidden Markov Models (HMMs) for pattern recognition on genome sequences. We apply HMM for identifying genes encoding the Variant Surface Glycoprotein (VSG) in the genomes of Trypanosoma brucei (T. brucei) and other African trypanosomes. These are parasitic protozoa causative agents of sleeping sickness and several diseases in domestic and wild animals. These parasites have a peculiar strategy to evade the host's immune system that consists in periodically changing their predominant cellular surface protein (VSG). The motivation for using patterns recognition methods to identify these genes, instead of traditional homology based ones, is that the levels of sequence identity (amino acid and DNA sequence) amongst these genes is often below of what is considered reliable in these methods. Among pattern recognition approaches, HMM are particularly suitable to tackle this problem because they can handle more naturally the determination of gene edges. We evaluate the performance of the model using different number of states in the Markov model, as well as several performance metrics. The model is applied using public genomic data. Our empirical results show that the VSG genes on T. brucei can be safely identified (high sensitivity and low rate of false positives) using HMM.Comment: Accepted article in July, 2015 in Pattern Analysis and Applications, Springer. The article contains 23 pages, 4 figures, 8 tables and 51 reference

Statistical interaction modeling of bovine herd behaviors

While there has been interest in modeling the group behavior of herds or flocks, much of this work has focused on simulating their collective spatial motion patterns which have not accounted for individuality in the herd and instead assume a homogenized role for all members or sub-groups of the herd. Animal behavior experts have noted that domestic animals exhibit behaviors that are indicative of social hierarchy: leader/follower type behaviors are present as well as dominance and subordination, aggression and rank order, and specific social affiliations may also exist. Both wild and domestic cattle are social species, and group behaviors are likely to be influenced by the expression of specific social interactions. In this paper, Global Positioning System coordinate fixes gathered from a herd of beef cows tracked in open fields over several days at a time are utilized to learn a model that focuses on the interactions within the herd as well as its overall movement. Using these data in this way explores the validity of existing group behavior models against actual herding behaviors. Domain knowledge, location geography and human observations, are utilized to explain the causes of these deviations from this idealized behavior

Detection of recombination in DNA multiple alignments with hidden markov models

CConventional phylogenetic tree estimation methods assume that all sites in a DNA multiple alignment have the same evolutionary history. This assumption is violated in data sets from certain bacteria and viruses due to recombination, a process that leads to the creation of mosaic sequences from different strains and, if undetected, causes systematic errors in phylogenetic tree estimation. In the current work, a hidden Markov model (HMM) is employed to detect recombination events in multiple alignments of DNA sequences. The emission probabilities in a given state are determined by the branching order (topology) and the branch lengths of the respective phylogenetic tree, while the transition probabilities depend on the global recombination probability. The present study improves on an earlier heuristic parameter optimization scheme and shows how the branch lengths and the recombination probability can be optimized in a maximum likelihood sense by applying the expectation maximization (EM) algorithm. The novel algorithm is tested on a synthetic benchmark problem and is found to clearly outperform the earlier heuristic approach. The paper concludes with an application of this scheme to a DNA sequence alignment of the argF gene from four Neisseria strains, where a likely recombination event is clearly detected

Statistical identification with hidden Markov models of large order splitting strategies in an equity market

Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders we fit hidden Markov models to the time series of the sign of the tick by tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a net majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transactions size distributions of these patches are fat tailed. Long patches are characterized by a high fraction of market orders and a low participation rate, while short patches have a large fraction of limit orders and a high participation rate. We observe the existence of a buy-sell asymmetry in the number, average length, average fraction of market orders and average participation rate of the detected patches. The detected asymmetry is clearly depending on the local market trend. We also compare the hidden Markov models patches with those obtained with the segmentation method used in Vaglica {\it et al.} (2008) and we conclude that the former ones can be interpreted as a partition of the latter ones.Comment: 26 pages, 12 figure