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Hidden Markov models are traditionally decoded by the Viterbi algorithm which finds the highest probability state path in the model. In recent years, several limitations of the Viterbi decoding have been demonstrated, and new algorithms have been dev eloped to address them citep{Kall2005,Brejova2007,Gross2007,Brown2010}. In this paper, we propose a new efficient highest expected reward decoding algorithm (HERD) that allows for uncertainty in boundaries of individual sequence features. We demonstrate usefulness of our approach on jumping HMMs for recombination detection in viral genomes.
In this paper, we introduce the on-line Viterbi algorithm for decoding hidden Markov models (HMMs) in much smaller than linear space. Our analysis on two-state HMMs suggests that the expected maximum memory used to decode sequence of length $n$ with $m$-state HMM can be as low as $Theta(mlog n)$, without a significant slow-down compared to the classical Viterbi algorithm. Classical Viterbi algorithm requires $O(mn)$ space, which is impractical for analysis of long DNA sequences (such as complete human genome chromosomes) and for continuous data streams. We also experimentally demonstrate the performance of the on-line Viterbi algorithm on a simple HMM for gene finding on both simulated and real DNA sequences.
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