Resampling: An improvement of importance sampling in varying population size models.

نویسندگان

  • C Merle
  • R Leblois
  • F Rousset
  • P Pudlo
چکیده

Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become inefficient when the population size varies in time, making likelihood-based inferences difficult in many demographic situations. In this work, we modify a previous sequential importance sampling algorithm to improve the efficiency of the likelihood estimation. Our procedure is still based on features of the model with constant size, but uses a resampling technique with a new resampling probability distribution depending on the pairwise composite likelihood. We tested our algorithm, called sequential importance sampling with resampling (SISR) on simulated data sets under different demographic cases. In most cases, we divided the computational cost by two for the same accuracy of inference, in some cases even by one hundred. This study provides the first assessment of the impact of such resampling techniques on parameter inference using sequential importance sampling, and extends the range of situations where likelihood inferences can be easily performed.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stopping-time resampling and population genetic inference under coalescent models.

To extract full information from samples of DNA sequence data, it is necessary to use sophisticated model-based techniques such as importance sampling under the coalescent. However, these are limited in the size of datasets they can handle efficiently. Chen and Liu (2000) introduced the idea of stopping-time resampling and showed that it can dramatically improve the efficiency of importance sam...

متن کامل

Improvement Strategies for Monte Carlo Particle Filters

The particle filtering field has seen an upsurge in interest over recent years and accompanying this a number of enhancements to the basic techniques have been suggested in the literature. In this paper we collect together a group of these developments which seem to be particularly important for time series applications and give a broad discussion of the methods, showing the interrelationships ...

متن کامل

Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP est...

متن کامل

Stopping-time resampling for sequential Monte Carlo methods

Motivated by the statistical inference problem in population genetics, we present a new sequential importance sampling with resampling strategy. The idea of resampling is key to the recent surge of popularity of sequential Monte Carlo methods in the statistics and engineering communities, but existing resampling techniques do not work well for coalescent-based inference problems in population g...

متن کامل

Importance Sampling: A Review

We provide a short overview of Importance Sampling – a popular sampling tool used for Monte Carlo computing. We discuss its mathematical foundation and properties that determine its accuracy in Monte Carlo approximations. We review the fundamental developments in designing efficient IS for practical use. This includes parametric approximation with optimization based adaptation, sequential sampl...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Theoretical population biology

دوره 114  شماره 

صفحات  -

تاریخ انتشار 2017