We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we consider single-molecule experiments which indirectly measure the distinct steps in a biomolecular process via observations of noisy time-dependent signals such as a fluorescence intensity or bead position. Straightforward hidden Markov model (HMM) analyses attempt to characterize such processes in terms of a set of conformational states, the transitions that can occur between these states, and the associated rates at which those transitions occur; but require ad-hoc post-processing steps to combine multiple signals. Here we develop a hierarchically coupled HMM that allows experimentalists to deal with inter-signal variability in a principled and automatic way. Our approach is a generalized expectation maximization hyperparameter point estimation procedure with variational Bayes at the level of individual time series that learns an single interpretable representation of the overall data generating process.

BACKGROUND: The recent explosion of experimental techniques in single molecule biophysics has generated a variety of novel time series data requiring equally novel computational tools for analysis and inference. This article describes in general terms how graphical modeling may be used to learn from biophysical time series data using the variational Bayesian expectation maximization algorithm (VBEM). The discussion is illustrated by the example of single-molecule fluorescence resonance energy transfer (smFRET) versus time data, where the smFRET time series is modeled as a hidden Markov model (HMM) with Gaussian observables. A detailed description of smFRET is provided as well. RESULTS: The VBEM algorithm returns the model's evidence and an approximating posterior parameter distribution given the data. The former provides a metric for model selection via maximum evidence (ME), and the latter a description of the model's parameters learned from the data. ME/VBEM provide several advantages over the more commonly used approach of maximum likelihood (ML) optimized by the expectation maximization (EM) algorithm, the most important being a natural form of model selection and a well-posed (non-divergent) optimization problem. CONCLUSIONS: The results demonstrate the utility of graphical modeling for inference of dynamic processes in single molecule biophysics.