FactorialHMM: Fast and exact inference in factorial hidden Markov models

Regev Schweiger*, Yaniv Erlich, Shai Carmi

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Motivation: Hidden Markov models (HMMs) are powerful tools for modeling processes along the genome. In a standard genomic HMM, observations are drawn, at each genomic position, from a distribution whose parameters depend on a hidden state, and the hidden states evolve along the genome as a Markov chain. Often, the hidden state is the Cartesian product of multiple processes, each evolving independently along the genome. Inference in these so-called Factorial HMMs has a na?'ve running time that scales as the square of the number of possible states, which by itself increases exponentially with the number of sub-chains; such a running time scaling is impractical for many applications. While faster algorithms exist, there is no available implementation suitable for developing bioinformatics applications. Results: We developed FactorialHMM, a Python package for fast exact inference in Factorial HMMs. Our package allows simulating either directly from the model or from the posterior distribution of states given the observations. Additionally, we allow the inference of all key quantities related to HMMs: (i) the (Viterbi) sequence of states with the highest posterior probability; (ii) the likelihood of the data and (iii) the posterior probability (given all observations) of the marginal and pairwise state probabilities. The running time and space requirement of all procedures is linearithmic in the number of possible states. Our package is highly modular, providing the user with maximal flexibility for developing downstream applications.

Original languageEnglish
Pages (from-to)2162-2164
Number of pages3
JournalBioinformatics
Volume35
Issue number12
DOIs
StatePublished - 1 Jun 2019

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