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338
Hidden Markov models in computational biology: applications to protein modeling
 JOURNAL OF MOLECULAR BIOLOGY
, 1994
"... Hidden.Markov Models (HMMs) are applied t.0 the problems of statistical modeling, database searching and multiple sequence alignment of protein families and protein domains. These methods are demonstrated the on globin family, the protein kinase catalytic domain, and the EFhand calcium binding moti ..."
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Cited by 656 (39 self)
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Hidden.Markov Models (HMMs) are applied t.0 the problems of statistical modeling, database searching and multiple sequence alignment of protein families and protein domains. These methods are demonstrated the on globin family, the protein kinase catalytic domain, and the EFhand calcium binding motif. In each case the parameters of an HMM are estimated from a training set of unaligned sequences. After the HMM is built, it is used to obtain a multiple alignment of all the training sequences. It is also used to search the. SWISSPROT 22 database for other sequences. that are members of the given protein family, or contain the given domain. The Hi " produces multiple alignments of good quality that agree closely with the alignments produced by programs that incorporate threedimensional structural information. When employed in discrimination tests (by examining how closely the sequences in a database fit the globin, kinase and EFhand HMMs), the '\ HMM is able to distinguish members of these families from nonmembers with a high degree of accuracy. Both the HMM and PROFILESEARCH (a technique used to search for relationships between a protein sequence and multiply aligned sequences) perform better in these tests than PROSITE (a dictionary of sites and patterns in proteins). The HMM appecvs to have a slight advantage over PROFILESEARCH in terms of lower rates of false
Time Varying World Market Integration
 Journal of Finance
, 1995
"... We propose a measure of capital market integration arising from a conditional regimeswitching model. Our measure allows us to describe expected returns in countries that are segmented from world capital markets in one part of the sample and become integrated later in the sample. We find that a numb ..."
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Cited by 527 (39 self)
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We propose a measure of capital market integration arising from a conditional regimeswitching model. Our measure allows us to describe expected returns in countries that are segmented from world capital markets in one part of the sample and become integrated later in the sample. We find that a number of emerging markets exhibit timevarying integration. Some markets appear more integrated than one might expect based on prior knowledge of investment restrictions. Other markets appear segmented even though foreigners have relatively free access to their capital markets. While there is a perception that world capital markets have become more integrated, our countryspecific investigation suggests that this is not always the case. ∗We have benefitted from the comments of Warren Bailey, Bernard Dumas,
Hidden Markov processes
 IEEE Trans. Inform. Theory
, 2002
"... Abstract—An overview of statistical and informationtheoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discretetime finitestate homogeneous Markov chain observed through a discretetime memoryless invariant channel. In recent years, the work of Baum and Petrie on finite ..."
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Cited by 258 (5 self)
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Abstract—An overview of statistical and informationtheoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discretetime finitestate homogeneous Markov chain observed through a discretetime memoryless invariant channel. In recent years, the work of Baum and Petrie on finitestate finitealphabet HMPs was expanded to HMPs with finite as well as continuous state spaces and a general alphabet. In particular, statistical properties and ergodic theorems for relative entropy densities of HMPs were developed. Consistency and asymptotic normality of the maximumlikelihood (ML) parameter estimator were proved under some mild conditions. Similar results were established for switching autoregressive processes. These processes generalize HMPs. New algorithms were developed for estimating the state, parameter, and order of an HMP, for universal coding and classification of HMPs, and for universal decoding of hidden Markov channels. These and other related topics are reviewed in this paper. Index Terms—Baum–Petrie algorithm, entropy ergodic theorems, finitestate channels, hidden Markov models, identifiability, Kalman filter, maximumlikelihood (ML) estimation, order estimation, recursive parameter estimation, switching autoregressive processes, Ziv inequality. I.
Continuous Probabilistic Transform for Voice Conversion
 IEEE Trans. Speech and Audio Processing
, 1998
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Mplus: Statistical Analysis with Latent Variables (Version 4.21) [Computer software
, 2007
"... Chapter 3: Regression and path analysis 19 Chapter 4: Exploratory factor analysis 43 ..."
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Cited by 162 (0 self)
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Chapter 3: Regression and path analysis 19 Chapter 4: Exploratory factor analysis 43
A SplitMerge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model
 Journal of Computational and Graphical Statistics
, 2000
"... . We propose a splitmerge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chain Monte Carlo methods for Bayesian mixture models, such as Gibbs sampling, can become trapped in isolated modes corresponding to an ..."
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Cited by 151 (0 self)
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. We propose a splitmerge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chain Monte Carlo methods for Bayesian mixture models, such as Gibbs sampling, can become trapped in isolated modes corresponding to an inappropriate clustering of data points. This article describes a MetropolisHastings procedure that can escape such local modes by splitting or merging mixture components. Our MetropolisHastings algorithm employs a new technique in which an appropriate proposal for splitting or merging components is obtained by using a restricted Gibbs sampling scan. We demonstrate empirically that our method outperforms the Gibbs sampler in situations where two or more components are similar in structure. Key words: Dirichlet process mixture model, Markov chain Monte Carlo, MetropolisHastings algorithm, Gibbs sampler, splitmerge updates 1 Introduction Mixture models are often applied to density estim...
Bayesian methods for hidden markov models: Recursive computing in the 21st century
 Journal of the American Statistical Association
, 2002
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inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
 Journal of Business and Economic Statistics
, 1993
"... We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved twostate indicator variable that follows a Markov process with unknown transition probabilities. A Bayesian framework is developed in which the unobserved s ..."
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Cited by 147 (5 self)
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We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved twostate indicator variable that follows a Markov process with unknown transition probabilities. A Bayesian framework is developed in which the unobserved states, one for each time point, are treated as missing data and then analyzed via the simulation tool of Gibbs sampling. This method is expedient because the conditional posterior distribution f the parameters, given the states, and the conditional posterior distribution of the states, given the parameters, all have a form amenable to Monte Carlo sampling. The approach is straightforward and generates marginal posterior distributions for all parameters of interest. Posterior distributions of the states, future observations, and the residuals, averaged over the parameter space are also obtained. Several examples with real and artificial data sets and weak prior information illustrate the usefulness of the methodology.
Typologies of Male Batterers: Three Subtypes and the Differences Among Them
 Psychological Bulletin
, 1994
"... Previous typologies of male batterers, including typologies developed by means of rationaldeductive and empiricalinductive strategies, are reviewed. On the basis of this review, 3 descriptive dimensions (i.e., severity of marital violence, generality of the violence [toward the wife or toward othe ..."
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Cited by 145 (3 self)
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Previous typologies of male batterers, including typologies developed by means of rationaldeductive and empiricalinductive strategies, are reviewed. On the basis of this review, 3 descriptive dimensions (i.e., severity of marital violence, generality of the violence [toward the wife or toward others], and psychopathology/personality disorders) that consistently have been found to distinguish among subtypes of batterers are identified. These dimensions are used to propose a typology consisting of 3 subtypes of batterers (i.e., family only, dysphoric/borderline, and generally violent/antisocial). A developmental model of marital violence is then presented, and the previous literature is reviewed to examine how each batterer subtype might differ on variables of theoretical interest. Finally, some of the methodological limitations of previous typology research are reviewed, and suggestions for future work are offered. Marital violence is a serious problem in the United States. Data from the 1985 National Family Violence Survey indicated that one of eight husbands carried out at least one violent act toward his wife and 1.8 million wives were beaten by their husbands during the year of the study (Straus & Gelles, 1988). The costs of this problem are staggering in terms of marital dissatisfaction, psychological and physical health problems, and negative effects on the children of such marriages (e.g., McDonald & Jouriles, 199 l;Sonkin, Martin, & Walker, 1985). Although data indicate that both husbands and wives engage in violence (e.g., O'Leary et al., 1989; Straus & Gelles, 1988), husband violence has consistently been found to have more detrimental effects than wife violence; for example, wives are more likely than husbands to suffer severe physical injuries and depressive symptomatology
Ability sorting and the returns to college major
 Journal of Econometrics
, 2004
"... Large earnings and ability differences exist across majors. This paper seeks to estimate the monetary returns to particular majors as well as find the causes of the ability sorting across majors. In order to accomplish this, I estimate a dynamic model of college and major choice. Even after control ..."
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Cited by 135 (19 self)
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Large earnings and ability differences exist across majors. This paper seeks to estimate the monetary returns to particular majors as well as find the causes of the ability sorting across majors. In order to accomplish this, I estimate a dynamic model of college and major choice. Even after controlling for selection, large earnings premiums exist for certain majors. Differences in monetary returns explain little of the ability sorting across majors; virtually all ability sorting is because of preferences for particular majors in college and the workplace, with the former being larger than the latter.