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Markov chain Monte Carlo without likelihoods.

Marjoram, P; Molitor, J; Plagnol, V; Tavare, S; (2003) Markov chain Monte Carlo without likelihoods. Proc Natl Acad Sci U S A , 100 (26) pp. 15324-15328. 10.1073/pnas.0306899100.

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Abstract

Many stochastic simulation approaches for generating observations from a posterior distribution depend on knowing a likelihood function. However, for many complex probability models, such likelihoods are either impossible or computationally prohibitive to obtain. Here we present a Markov chain Monte Carlo method for generating observations from a posterior distribution without the use of likelihoods. It can also be used in frequentist applications, in particular for maximum-likelihood estimation. The approach is illustrated by an example of ancestral inference in population genetics. A number of open problems are highlighted in the discussion.

Type: Article
Title: Markov chain Monte Carlo without likelihoods.
Location: United States
DOI: 10.1073/pnas.0306899100
Keywords: Algorithms, Biological Evolution, Computer Simulation, DNA, DNA, Mitochondrial, Genetics, Population, Humans, Likelihood Functions, Markov Chains, Models, Biological, Monte Carlo Method, Stochastic Processes
UCL classification: UCL > School of Life and Medical Sciences
UCL > School of Life and Medical Sciences > Faculty of Life Sciences
UCL > School of Life and Medical Sciences > Faculty of Life Sciences > Biosciences (Division of)
UCL > School of Life and Medical Sciences > Faculty of Life Sciences > Biosciences (Division of) > Genetics, Evolution and Environment > UCL Genetics Institute
URI: http://discovery.ucl.ac.uk/id/eprint/154254
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