Lecture 6a: Introduction to Hidden Markov Models
Lecture 6a: Introduction to
Hidden Markov Models
Introduction to Computational Biology
Instructor: Teresa Przytycka, PhD
Igor Rogozin PhD
First order Markov model (informal)
¦Á
A
¦Â
G
¦Â
¦Â
C
transversion
T
¦Â
¦Â,¦Á -probability of
given mutation in a
unit of time
¦Á
transition
A random walk in this graph will generates a path;
say AATTCA¡.
For each such path we can compute the probability of the path
In this graph every path is possible (with different probability) but
in general this does need to be true.
First order Markov model (formal)
Markov model is represented by a graph with set of
vertices corresponding to the set of states Q and
probability of going from state i to state j in a
random walk described by matrix a:
a ¨C n x n transition probability matrix
a(i,j)= P[q t+1=j|q t=i]
where q t denotes state at time t
Thus Markov model M is described by Q and a
M = (Q, a)
Example
Transition probabilities for general DNA
seq.
Set of states Q:
{Begin, End, A,T,C,G}
Transition probability matrix a:
a
1/4
Probability of a sequence of states
S=q0,¡,qm in model M
Assume a random walk that starts from state q0 and goes
for m steps. What is the probability that S= q0,¡,qm is
the sequence of states visited?
P(S|M) = a(q0,q1) a(q1 , q2) a(q2 , q3) ¡
a(qm-1 , qm)
P(S|M) = probability of visiting sequence of states S
assuming Markov model M defined by a:
n x n transition probability matrix a(i,j) = Pr[q t+1=j|q t=i]
................
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