An Analysis of Continuous Time Markov Chains using Generator Matrices
نویسندگان
چکیده
This paper mainly analyzes the applications of the Generator matrices in a Continuous Time Markov Chain (CTMC). Hidden Markov models [HMMs] together with related probabilistic models such as Stochastic Context-Free Grammars [SCFGs] are the basis of many algorithms for the analysis of biological sequences. Combined with the continuous-time Markov chain theory of likelihood based phylogeny, stochastic grammar approaches are finding broad application in comparative sequence analysis, in particular the annotation of multiple alignments, simultaneous alignment. It was originally used to annotate individual sequences, then in later stages stochastic grammars were soon also combined with phylogenetic models to annotate the alignments. Thus, trees have been combined with HMMs to predict genes and conserved regions in DNA sequences, secondary structures and transmembrane topologies in protein sequences and base pairing structures in RNA sequences. The importance of Generator matrix is analysed in deriving the various properties of continuous time Markov chins with examples from the phylogenetic tree.
منابع مشابه
The Rate of Rényi Entropy for Irreducible Markov Chains
In this paper, we obtain the Rényi entropy rate for irreducible-aperiodic Markov chains with countable state space, using the theory of countable nonnegative matrices. We also obtain the bound for the rate of Rényi entropy of an irreducible Markov chain. Finally, we show that the bound for the Rényi entropy rate is the Shannon entropy rate.
متن کاملStructured Analysis Approaches for Large Markov
The tutorial introduces structured analysis approaches for continuous time Markov chains (CTMCs) which are a means to extend the size of analyzable state spaces signiicantly compared with conventional techniques. It is shown how generator matrices of large CTMCs can be represented in a very compact form, how this representation can be exploited in numerical solution techniques and how numerical...
متن کاملAn EM Algorithm for Continuous-time Bivariate Markov Chains
We study properties and parameter estimation of finite-state homogeneous continuous-time bivariate Markov chains. Only one of the two processes of the bivariate Markov chain is observable. The general form of the bivariate Markov chain studied here makes no assumptions on the structure of the generator of the chain, and hence, neither the underlying process nor the observable process is necessa...
متن کاملFinding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
In this paper we identify conditions under which a true generator does or does not exist for an empirically observed Markov transition matrix. We show how to search for valid generators and choose the “correct” one that is the most compatible with bond rating behaviors. We also show how to obtain an approximate generator when a true generator does not exist. We give illustrations using credit r...
متن کاملTaylor Expansion for the Entropy Rate of Hidden Markov Chains
We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate ...
متن کامل