Résumé en anglais

The focus of this paper is on the sensitivity to the specification of the prior in a hidden Markov model describing homogeneous segments of DNA sequences. An intron from the chimpanzee α-fetoprotein gene, which plays an im- portant role in embryonic development in mammals is analysed. Three main aims are considered : (i) to assess the sensitivity to prior specification in Bayesian hidden Markov models for DNA sequence segmentation; (ii) to examine the impact of replacing the standard Dirichlet prior with a mixture Dirichlet prior; and (iii) to propose and illus- trate a more comprehensive approach to sensitivity analysis, using importance sampling. It is obtained that (i) the posterior estimates obtained under a Bayesian hidden Markov model are indeed sensitive to the specification of the prior distributions; (ii) compared with the standard Dirichlet prior, the mixture Dirichlet prior is more flexible, less sensitive to the choice of hyperparameters and less constraining in the analysis, thus improving posterior estimates; and (iii) importance sampling was computationally feasible, fast and effective in allowing a richer sensitivity analysis.