Combining Sequence Analysis and Hidden Markov Models in the Analysis of Complex Life Sequence Data
Helske, S., Helske, J., & Eerola, M. (2018). Combining Sequence Analysis and Hidden Markov Models in the Analysis of Complex Life Sequence Data. In G. Ritschard, & M. Studer (Eds.), Sequence Analysis and Related Approaches : Innovative Methods and Applications (pp. 185-200). Springer. Life Course Research and Social Policies, 10. https://doi.org/10.1007/978-3-319-95420-2_11
Published in
Life Course Research and Social PoliciesDate
2018Copyright
© 2018 the Authors
Life course data often consists of multiple parallel sequences, one for each life domain of interest. Multichannel sequence analysis has been used for computing pairwise dissimilarities and finding clusters in this type of multichannel (or multidimensional) sequence data. Describing and visualizing such data is, however, often challenging. We propose an approach for compressing, interpreting, and visualizing the information within multichannel sequences by finding (1) groups of similar trajectories and (2) similar phases within trajectories belonging to the same group. For these tasks we combine multichannel sequence analysis and hidden Markov modelling. We illustrate this approach with an empirical application to life course data but the proposed approach can be useful in various longitudinal problems.
Publisher
SpringerParent publication ISBN
978-3-319-95419-6Is part of publication
Sequence Analysis and Related Approaches : Innovative Methods and ApplicationsISSN Search the Publication Forum
2211-7776Keywords
Publication in research information system
https://converis.jyu.fi/converis/portal/detail/Publication/28670145
Metadata
Show full item recordCollections
License
Related items
Showing items with similar title or keywords.
-
Statistical analysis of life sequence data
Helske, Satu (University of Jyväskylä, 2016) -
Conditional particle filters with diffuse initial distributions
Karppinen, Santeri; Vihola, Matti (Springer, 2021)Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which ... -
Conditional particle filters with bridge backward sampling
Karppinen, Santeri; Singh, Sumeetpal S.; Vihola, Matti (Taylor & Francis, 2024)Conditional particle filters (CPFs) with backward/ancestor sampling are powerful methods for sampling from the posterior distribution of the latent states of a dynamic model such as a hidden Markov model. However, the ... -
A New Method to Reconstruct Quantitative Food Webs and Nutrient Flows from Isotope Tracer Addition Experiments
López-Sepulcre, Andres; Bruneaux, Matthieu; Collins, Sarah M.; El-Sabaawi, Rana; Flecker, Alexander S.; Thomas, Steven A. (University of Chicago Press, 2020)Understanding how nutrients flow through food webs is central in ecosystem ecology. Tracer addition experiments are powerful tools to reconstruct nutrient flows by adding an isotopically enriched element into an ecosystem ... -
On resampling schemes for particle filters with weakly informative observations
Chopin, Nicolas; Singh, Sumeetpal S.; Soto, Tomás; Vihola, Matti (Institute of Mathematical Statistics, 2022)We consider particle filters with weakly informative observations (or ‘potentials’) relative to the latent state dynamics. The particular focus of this work is on particle filters to approximate time-discretisations of ...