Gene Expression Time Course Clustering with Countably Infinite Hidden   Markov Models
  Most existing approaches to clustering gene expression time course data treat the different time points as independent dimensions and are invariant to permutations, such as reversal, of the experimental time course. Approaches utilizing HMMs have been shown to be helpful in this regard, but are hampered by having to choose model architectures with appropriate complexities. Here we propose for a clustering application an HMM with a countably infinite state space; inference in this model is possible by recasting it in the hierarchical Dirichlet process (HDP) framework (Teh et al. 2006), and hence we call it the HDP-HMM. We show that the infinite model outperforms model selection methods over finite models, and traditional time-independent methods, as measured by a variety of external and internal indices for clustering on two large publicly available data sets. Moreover, we show that the infinite models utilize more hidden states and employ richer architectures (e.g. state-to-state transitions) without the damaging effects of overfitting. 
Matthew Beal, Praveen Krishnamurthy
cs.LG cs.CE stat.ML