Stopping-Time Resampling for Sequential Monte Carlo Methods

DOI10.1111/J.1467-9868.2005.00497.XMaRDI QIDQ5313585zbMATH OpenOpenAlexFDO

Authors Yuguo Chen, Junyi Xie, Jun S. Liu

Publication date 1 September 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9868.2005.00497.x

zbMATH Keywords

coalescentsequential importance samplingancestral inference

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Genetics and epigenetics (92D10) Sequential statistical methods (62L99)

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Cites work

• scientific article; zbMATH DE number 3657493 (Why is no real title available?)
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• Modeling the evolution of the human mitochondrial genome
• Monte Carlo strategies in scientific computing
• Nonparametric hierarchical Bayes via sequential imputations
• Sequential Monte Carlo Methods in Practice
• Simulating probability distributions in the coalescent
• The sampling theory of selectively neutral alleles

Cited in

(14)

• On adaptive resampling strategies for sequential Monte Carlo methods
• The time machine: a simulation approach for stochastic trees
• Large-sample analysis of cost functionals for inference under the coalescent
• Semi-Markov Models with Phase-Type Sojourn Distributions
• Stopping-time resampling and population genetic inference under coalescent models
• Sequential Monte Carlo methods for option pricing
• Bayesian parameter inference for partially observed stopped processes
• Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
• Stepwise mutation likelihood computation by sequential importance sampling in subdivided population models
• Redrawing-resampling rejection controlled sequential importance sampling
• Resampling: an improvement of importance sampling in varying population size models
• Sequential Monte Carlo without likelihoods
• A survey of sequential Monte Carlo methods for economics and finance
• Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo

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