# Hidden Markov Models - PowerPoint PPT Presentation

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1. 2. 2. 1. 1. 1. 1. …. 2. 2. 2. 2. …. K. …. …. …. …. x 1. K. K. K. K. x 2. x 3. x K. …. Hidden Markov Models. Viterbi, Forward, Backward. VITERBI Initialization: V 0 (0) = 1 V k (0) = 0, for all k > 0 Iteration: V l (i) = e l (x i ) max k V k (i-1) a kl

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Hidden Markov Models

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## Hidden Markov Models

### Viterbi, Forward, Backward

VITERBI

Initialization:

V0(0) = 1

Vk(0) = 0, for all k > 0

Iteration:

Vl(i) = el(xi) maxkVk(i-1) akl

Termination:

P(x, *) = maxkVk(N)

• FORWARD

• Initialization:

• f0(0) = 1

• fk(0) = 0, for all k > 0

• Iteration:

• fl(i) = el(xi) k fk(i-1) akl

• Termination:

• P(x) = k fk(N)

BACKWARD

Initialization:

bk(N) = 1, for all k

Iteration:

bl(i) = k el(xi+1) akl bk(i+1)

Termination:

P(x) = k a0k ek(x1) bk(1)

### Posterior Decoding

P(i = k | x) =

P(i = k , x)/P(x) =

P(x1, …, xi, i = k, xi+1, … xn) / P(x) =

P(x1, …, xi, i = k) P(xi+1, … xn | i = k) / P(x) =

fk(i) bk(i) / P(x)

We can now calculate

fk(i) bk(i)

P(i = k | x) = –––––––

P(x)

What is the most likely state at position i of sequence x:

Define ^ by Posterior Decoding:

^i = argmaxkP(i = k | x)

### Posterior Decoding

• For each state,

• Posterior Decoding gives us a curve of likelihood of state for each position

• Posterior Decoding may give an invalid sequence of states (of prob 0)

• Why?

### Posterior Decoding

x1 x2 x3 …………………………………………… xN

• P(i = k | x) = P( | x) 1(i = k)

=  {:[i] = k}P( | x)

State 1

P(i=l|x)

l

k

1() = 1, if  is true

0, otherwise

## Variants of HMMs

### Higher-order HMMs

• How do we model “memory” larger than one time point?

• P(i+1 = l | i = k)akl

• P(i+1 = l | i = k, i -1 = j)ajkl

• A second order HMM with K states is equivalent to a first order HMM with K2 states

aHHT

state HH

state HT

aHT(prev = H)

aHT(prev = T)

aHTH

state H

state T

aHTT

aTHH

aTHT

state TH

state TT

aTH(prev = H)

aTH(prev = T)

aTTH

### Similar Algorithms to 1st Order

• P(i+1 = l | i = k, i -1 = j)

• Vlk(i) = maxj{ Vkj(i – 1) + … }

• Time? Space?

### Modeling the Duration of States

1-p

Length distribution of region X:

E[lX] = 1/(1-p)

• Geometric distribution, with mean 1/(1-p)

This is a significant disadvantage of HMMs

Several solutions exist for modeling different length distributions

X

Y

p

q

1-q

Example: exon lengths in genes

### Solution 1: Chain several states

p

1-p

X

Y

X

X

q

1-q

lX = C + geometric with mean 1/(1-p)

### Solution 2: Negative binomial distribution

Duration in X: m turns, where

• During first m – 1 turns, exactly n – 1 arrows to next state are followed

• During mth turn, an arrow to next state is followed

m – 1 m – 1

P(lX = m) = n – 1 (1 – p)n-1+1p(m-1)-(n-1) = n – 1 (1 – p)npm-n

p

p

p

1 – p

1 – p

1 – p

Y

X(n)

X(1)

X(2)

……

### Example: genes in prokaryotes

• EasyGene:

Prokaryotic

gene-finder

Larsen TS, Krogh A

• Negative binomial with n = 3

### Solution 3:Duration modeling

Upon entering a state:

• Choose duration d, according to probability distribution

• Generate d letters according to emission probs

• Take a transition to next state according to transition probs

Disadvantage: Increase in complexity of Viterbi:

Time: O(D)

Space: O(1)

where D = maximum duration of state

F

d<Df

xi…xi+d-1

Pf

Warning, Rabiner’s tutorial claims O(D2) & O(D) increases

### Viterbi with duration modeling

emissions

emissions

Recall original iteration:

Vl(i) = maxk Vk(i – 1) akl el(xi)

New iteration:

Vl(i) = maxk maxd=1…DlVk(i – d) Pl(d) akl j=i-d+1…iel(xj)

F

L

d<Df

d<Dl

Pl

Pf

transitions

xi…xi + d – 1

xj…xj + d – 1

Precompute cumulative values

## Proteins, Pair HMMs, and Alignment

### A state model for alignment

M

(+1,+1)

Alignments correspond 1-to-1 with sequences of states M, I, J

I

(+1, 0)

J

(0, +1)

-AGGCTATCACCTGACCTCCAGGCCGA--TGCCC---

TAG-CTATCAC--GACCGC-GGTCGATTTGCCCGACC

IMMJMMMMMMMJJMMMMMMJMMMMMMMIIMMMMMIII

### Let’s score the transitions

s(xi, yj)

M

(+1,+1)

Alignments correspond 1-to-1 with sequences of states M, I, J

s(xi, yj)

s(xi, yj)

-d

-d

I

(+1, 0)

J

(0, +1)

-e

-e

-AGGCTATCACCTGACCTCCAGGCCGA--TGCCC---

TAG-CTATCAC--GACCGC-GGTCGATTTGCCCGACC

IMMJMMMMMMMJJMMMMMMJMMMMMMMIIMMMMMIII

### Alignment with affine gaps – state version

Dynamic Programming:

M(i, j):Optimal alignment of x1…xi to y1…yjending in M

I(i, j): Optimal alignment of x1…xi to y1…yj ending in I

J(i, j): Optimal alignment of x1…xi to y1…yjending in J

The score is additive, therefore we can apply DP recurrence formulas

### Alignment with affine gaps – state version

Initialization:

M(0,0) = 0;

M(i, 0) = M(0, j) = -, for i, j > 0

I(i,0) = d + ie;J(0, j) = d + je

Iteration:

M(i – 1, j – 1)

M(i, j) = s(xi, yj) + max I(i – 1, j – 1)

J(i – 1, j – 1)

e + I(i – 1, j)

I(i, j) = max

d + M(i – 1, j)

e + J(i, j – 1)

J(i, j) = max

d + M(i, j – 1)

Termination:

Optimal alignment given by max { M(m, n), I(m, n), J(m, n) }

## Brief introduction to the evolution of proteins

Protein sequence and structure

Protein classification

Phylogeny trees

Substitution matrices

### Structure Determines Function

The Protein Folding Problem

• What determines structure?

• Energy

• Kinematics

• How can we determine structure?

• Experimental methods

• Computational predictions

### Primary Structure: Sequence

• The primary structure of a protein is the amino acid sequence

### Primary Structure: Sequence

• Twenty different amino acids have distinct shapes and properties

### Primary Structure: Sequence

A useful mnemonic for the hydrophobic amino acids is "FAMILY VW"

### Secondary Structure: , , & loops

•  helices and  sheets are stabilized by hydrogen bonds between backbone oxygen and hydrogen atoms

### Actin sequence

• Actin is ancient and abundant

• Most abundant protein in cells

• 1-2 actin genes in bacteria, yeasts, amoebas

• Humans: 6 actin genes

• -actin in muscles; -actin, -actin in non-muscle cells

• ~4 amino acids different between each version

MUSCLE ACTIN Amino Acid Sequence

1 EEEQTALVCD NGSGLVKAGF AGDDAPRAVF PSIVRPRHQG VMVGMGQKDS YVGDEAQSKR

61 GILTLKYPIE HGIITNWDDM EKIWHHTFYN ELRVAPEEHP VLLTEAPLNP KANREKMTQI

121 MFETFNVPAM YVAIQAVLSL YASGRTTGIV LDSGDGVSHN VPIYEGYALP HAIMRLDLAG

181 RDLTDYLMKI LTERGYSFVT TAEREIVRDI KEKLCYVALD FEQEMATAAS SSSLEKSYEL

241 PDGQVITIGN ERFRGPETMF QPSFIGMESS GVHETTYNSI MKCDIDIRKD LYANNVLSGG

301 TTMYPGIADR MQKEITALAP STMKIKIIAP PERKYSVWIG GSILASLSTF QQMWITKQEY

361 DESGPSIVHR KCF

### Protein Phylogenies

• Proteins evolve by both duplication and species divergence

### PDB Growth

New PDB structures

### Substitutions of Amino Acids

Mutation rates between amino acids have dramatic differences!

### Substitution Matrices

BLOSUM matrices:

• Start from BLOCKS database (curated, gap-free alignments)

• Cluster sequences according to > X% identity

• Calculate Aab: # of aligned a-b in distinct clusters, correcting by 1/mn, where m, n are the two cluster sizes

• Estimate

P(a) = (bAab)/(c≤dAcd); P(a, b) = Aab/(c≤dAcd)

### Probabilistic interpretation of an alignment

An alignment is a hypothesis that the two sequences are related by evolution

Goal:

Produce the most likely alignment

Assert the likelihood that the sequences are indeed related

### A Pair HMM for alignments

Model M

1 – 2

This model generates two sequences simultaneously

Match/Mismatch state M:

P(x, y) reflects substitution frequencies between pairs of amino acids

Insertion states I, J:

P(x), P(y) reflect frequencies of each amino acid

: set so that 1/2 is avg. length before next gap

:set so that 1/(1 – ) is avg. length of a gap

M

P(xi, yj)

1 – 

1 – 

I

P(xi)

J

P(yj)

optional

### A Pair HMM for unaligned sequences

Model R

Two sequences are independently generated from one another

P(x, y | R) = P(x1)…P(xm) P(y1)…P(yn) = i P(xi) j P(yj)

1

1

J

P(yj)

I

P(xi)

### To compare ALIGNMENT vs. RANDOM hypothesis

1 – 2

Every pair of letters contributes:

M

• (1 – 2) P(xi, yj) when matched

•  P(xi) P(yj) when gapped

R

• P(xi) P(yj) in random model

Focus on comparison of

P(xi, yj) vs. P(xi) P(yj)

M

P(xi, yj)

1 – 

1 – 

I

P(xi)

J

P(yj)

1

1

J

P(yj)

I

P(xi)

### To compare ALIGNMENT vs. RANDOM hypothesis

1 – 2

Every pair of letters contributes:

M

• (1 – 2) P(xi, yj) when matched

•  P(xi) P(yj) when gapped

• Some extra term for gap opening

R

• P(xi) P(yj) in random model

Focus on comparison of

P(xi, yj) vs. P(xi) P(yj)

M

P(xi, yj)

1 – 2

1 – 2

(1 – )

––––––––

(1 – 2)

I

P(xi)

J

P(yj)

Equivalent!

1

1

J

P(yj)

I

P(xi)

### To compare ALIGNMENT vs. RANDOM hypothesis

Idea:

We will divide M alignment score by R score, and take logarithms

Let

P(xi, yj)

s(xi, yj) = log ––––––––– + log (1 – 2)

P(xi) P(yj)

 (1 – ) P(xi)

d = – log –––––––––––––

(1 – 2) P(xi)

 P(xi)

e = – log ––––––

P(xi)

=Defn substitution score

=Defn gap initiation penalty

=Defn gap extension penalty

### The meaning of alignment scores

• The Viterbi algorithm for Pair HMMs corresponds exactly to global alignment DP with affine gaps

VM(i, j) = max { VM(i – 1, j – 1), VI( i – 1, j – 1) – d, Vj( i – 1, j – 1) } + s(xi, yj)

VI(i, j) = max { VM(i – 1, j) – d, VI( i – 1, j) – e }

VJ(i, j) = max { VM(i – 1, j) – d, VI( i – 1, j) – e }

• s(.,.) (1 – 2) ~how often a pair of letters substitute one another

• 1/mean length of next gap

• (1 – ) / (1 – 2) 1/mean arrival time of next gap

### The meaning of alignment scores

Match/mismatch scores:

P(xi, yj)

s(a, b)  log –––––––––– (ignore log(1 – 2) for the moment)

P(xi) P(yj)

Example:

Genes between human and mouse genes have average conservation of 80%

• Let’s calculate this way the substitution score for a match:

P(a, a) + P(c, c) + P(g, g) + P(t, t) = 0.8  P(x, x) = 0.2

P(a) = P(c) = P(g) = P(t) = 0.25

s(x, x) = log [ 0.2 / 0.252 ] = 1.163

• …and for a mismatch:

P(a, c) +…+P(t, g) = 0.2  P(x, yx) = 0.2/12 = 0.0167

s(x, y  x) = log[ 0.0167 / 0.252 ] = -1.322

• What ratio matches/(matches + mism.) gives score 0?

x(#match) – y(#mism) = 0

1.163 (#match) – 1.322 (#mism) = 0

#match = 1.137(#mism)

matches = 53.2%