Importance sampling on coalescent histories. I
Importance sampling on coalescent histories. I
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DOI：
10.1239/aap/1086957579
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发表时间：
2004-06-01
影响因子：
1.2
通讯作者：
Griffiths, RC
中科院分区：
文献类型：
--
作者：
De Iorio, M;Griffiths, RC
Stephens和Donnelly(2000)在一个基因样本的合并历史上构造了一个有效的序贯重要性抽样建议分布，用于计算样本中基因类型配置的可能性。本文利用描述群体基因频率分布的扩散过程生成元，给出了它们的重要性抽样方案分布的特征。这一特征导致了一种新的技术，当群体基因频率的分布遵循扩散过程时，通过近似该过程的生成器，可以在更一般的框架中构建重要性抽样算法。
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.