The peres-shields order estimator for fixed and variable length markov models with applications to DNA sequence similarity

  • Authors:
  • Daniel Dalevi;Devdatt Dubhashi

  • Affiliations:
  • Department of Computing Science, Chalmers University, Göteborg, Sweden;Department of Computing Science, Chalmers University, Göteborg, Sweden

  • Venue:
  • WABI'05 Proceedings of the 5th International conference on Algorithms in Bioinformatics
  • Year:
  • 2005

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Abstract

Recently Peres and Shields discovered a new method for estimating the order of a stationary fixed order Markov chain [15]. They showed that the estimator is consistent by proving a threshold result. While this threshold is valid asymptotically in the limit, it is not very useful for DNA sequence analysis where data sizes are moderate. In this paper we give a novel interpretation of the Peres-Shields estimator as a sharp transition phenomenon. This yields a precise and powerful estimator that quickly identifies the core dependencies in data. We show that it compares favorably to other estimators, especially in the presence of noise and/or variable dependencies. Motivated by this last point, we extend the Peres-Shields estimator to Variable Length Markov Chains. We give an application to the problem of detecting DNA sequence similarity using genomic signatures. Abbreviations: Mk = Fixed order Markov model of order k, PST = Prediction suffix tree, MC = Markov chain, VLMC = Variable length Markov chain.