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Importance sampling on coalescent histories. I

De Iorio, M; Griffiths, RC; (2004) Importance sampling on coalescent histories. I. ADV APPL PROBAB , 36 (2) 417 - 433.

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Abstract

Stephens and Donnelly (2000) constructed an efficient sequential importance-sampling proposal distribution on coalescent histories of a sample of genes for computing the likelihood of a type configuration of genes in the sample. In the current paper a characterization of their importance-sampling proposal distribution is given in terms of the diffusion-process generator describing the distribution of the population gene frequencies. This characterization leads to a new technique for constructing importance-sampling algorithms in a much more general framework when the distribution of population gene frequencies follows a diffusion process, by approximating the generator of the process.

Type:Article
Title:Importance sampling on coalescent histories. I
Keywords:coalescent process, diffusion process, importance sampling, ANCESTRAL INFERENCE, POPULATION-GENETICS, PROBABILITY-DISTRIBUTIONS, TREES, RECOMBINATION, GENEALOGIES, ALLELES, MODEL, RATES
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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