A decision-theoretic approach for segmental classification

DOI10.1214/13-AOAS657MaRDI QIDQ386773zbMATH OpenOpenAlexFDO

Authors Christopher Yau, Chris Holmes

Publication date 10 December 2013

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.4532, https://projecteuclid.org/euclid.aoas/1380804818

zbMATH Keywords

Bayesiandecision theorysegmental classification

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05) Bayesian problems; characterization of Bayes procedures (62C10)

Abstract: This paper is concerned with statistical methods for the segmental classification of linear sequence data where the task is to segment and classify the data according to an underlying hidden discrete state sequence. Such analysis is commonplace in the empirical sciences including genomics, finance and speech processing. In particular, we are interested in answering the following question: given data $y$ and a statistical model $pi(x,y)$ of the hidden states $x$, what should we report as the prediction $hatx$ under the posterior distribution $pi(x|y)$? That is, how should you make a prediction of the underlying states? We demonstrate that traditional approaches such as reporting the most probable state sequence or most probable set of marginal predictions can give undesirable classification artefacts and offer limited control over the properties of the prediction. We propose a decision theoretic approach using a novel class of Markov loss functions and report $hatx$ via the principle of minimum expected loss (maximum expected utility). We demonstrate that the sequence of minimum expected loss under the Markov loss function can be enumerated exactly using dynamic programming methods and that it offers flexibility and performance improvements over existing techniques. The result is generic and applicable to any probabilistic model on a sequence, such as Hidden Markov models, change point or product partition models.

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Cites work

• scientific article; zbMATH DE number 1432028 (Why is no real title available?)
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Cited in

(9)

• Generalized species sampling priors with latent beta reinforcements
• Existence of infinite Viterbi path for pairwise Markov models
• Estimation of Viterbi path in Bayesian hidden Markov models
• Regenerativity of Viterbi process for pairwise Markov models
• Statistical testing of segment homogeneity in classification of piecewise-regular objects
• On the accuracy of the MAP inference in HMMs
• Exact Decoding of a Sequentially Markov Coalescent Model in Genetics
• Nonparametric product partition models for multiple change-points analysis
• Pairwise Markov models and hybrid segmentation approach

Describes a project that uses

Uses Software

• BioHMM
• PICNIC
• TigrScan
• GlimmerHMM

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