Susann Stjernqvist Analysis of CGH-data with hidden Markov models Abstract: Array comparative genomic hybridization (CGH) provides information about the number of copies of DNA clones. This is done by labelling a test sample with a fluorescent dye and a reference sample with another fluorescent dye, and then comparing the intensities when radiation with a laser beam. By this we can find regions with gains and losses of DNA. The aim of this thesis is to create a method by which aberrant regions can be found. We have studied two different methods, which both use hidden Markov models. One method is in discrete time, and then we use the EM algorithm to find the hidden states for each clone. The clones sometimes overlap, and to use all that information we work in continuous time in the second model. Then we use a Bayesian approach and MCMC to find the aberrant regions. Our expectations was that the continuous time model would reduce the correlation between the residuals, but unfortunately there was not a general reduction. The discrete time method has the advantage that it has much shorter execution time. We have also studied an expansion of the models from having a common variance for all states to different variances for different states.