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Hobolth, Asger
Advanced posterior analyses of hidden Markov models: finite Markov chain imbedding and hybrid decoding
Bæk, Zenia Elise Damgaard, Macià, Moisès Coll, Skov, Laurits, Hobolth, Asger
Two major tasks in applications of hidden Markov models are to (i) com pute distributions of summary statistics of the hidden state sequence, and (ii) decode the hidden state sequence. We describe finite Markov chain imbedding (FMCI) and hybrid decoding to solve each of t hese two tasks. In the first part of our paper we use FMCI to compute posterior distributions o f summary statistics such as the number of visits to a hidden state, the total time spent in a hidden st ate, the dwell time in a hidden state, and the longest run length. We use simulations from the hidde n state sequence, conditional on the observed sequence, to establish the FMCI framework. In the second part of our paper we apply hybrid segmentation for improved decoding of a HMM. We demonstra te that hybrid decoding shows increased performance compared to Viterbi or Posterior decodin g (often also referred to as global or local decoding), and we introduce a novel procedure for choosing the tuning parameter in the hybrid procedure. Furthermore, we provide an alternative derivation of the hybrid loss function based on weighted geometric means. We demonstrate and apply FMCI and hyb rid decoding on various classical data sets, and supply accompanying code for reproducibility. Key words: Artemis analysis, decoding, finite Markov chain imbedding, hidden Mar kov model, hybrid decoding, pattern distributions.
On the Relation Between Autoencoders and Non-negative Matrix Factorization, and Their Application for Mutational Signature Extraction
Egendal, Ida, Brøndum, Rasmus Froberg, Pelizzola, Marta, Hobolth, Asger, Bøgsted, Martin
The aim of this study is to provide a foundation to understand the relationship between non-negative matrix factorization (NMF) and non-negative autoencoders enabling proper interpretation and understanding of autoencoder-based alternatives to NMF. Since its introduction, NMF has been a popular tool for extracting interpretable, low-dimensional representations of high-dimensional data. However, recently, several studies have proposed to replace NMF with autoencoders. This increasing popularity of autoencoders warrants an investigation on whether this replacement is in general valid and reasonable. Moreover, the exact relationship between non-negative autoencoders and NMF has not been thoroughly explored. Thus, a main aim of this study is to investigate in detail the relationship between non-negative autoencoders and NMF. We find that the connection between the two models can be established through convex NMF, which is a restricted case of NMF. In particular, convex NMF is a special case of an autoencoder. The performance of NMF and autoencoders is compared within the context of extraction of mutational signatures from cancer genomics data. We find that the reconstructions based on NMF are more accurate compared to autoencoders, while the signatures extracted using both methods show comparable consistencies and values when externally validated. These findings suggest that the non-negative autoencoders investigated in this article do not provide an improvement of NMF in the field of mutational signature extraction.