The time machine: a simulation approach for stochastic trees

DOI10.1098/RSPA.2010.0497MaRDI QIDQ3104854zbMATH OpenOpenAlexFDO

Authors Ajay Jasra, Maria De Iorio, Marc Chadeau-Hyam

Publication date 17 December 2011

Published in Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.5103

zbMATH Keywords

coalescentsequential Monte Carlostochastic trees

Mathematics Subject Classification ID

Trees (05C05) Random graphs (graph-theoretic aspects) (05C80) Computational methods in Markov chains (60J22) Applications of continuous-time Markov processes on discrete state spaces (60J28) Monte Carlo methods (65C05) Genetics and epigenetics (92D10)

Abstract: In the following paper we consider a simulation technique for stochastic trees. One of the most important areas in computational genetics is the calculation and subsequent maximization of the likelihood function associated to such models. This typically consists of using importance sampling (IS) and sequential Monte Carlo (SMC) techniques. The approach proceeds by simulating the tree, backward in time from observed data, to a most recent common ancestor (MRCA). However, in many cases, the computational time and variance of estimators are often too high to make standard approaches useful. In this paper we propose to stop the simulation, subsequently yielding biased estimates of the likelihood surface. The bias is investigated from a theoretical point of view. Results from simulation studies are also given to investigate the balance between loss of accuracy, saving in computing time and variance reduction.

Recommendations

• Stopping-Time Resampling for Sequential Monte Carlo Methods
• Simulating probability distributions in the coalescent
• Inference in Molecular Population Genetics
• Stepwise mutation likelihood computation by sequential importance sampling in subdivided population models
• Simulation of selected genealogies.

Cites work

• Ancestral inference in population genetics
• Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
• Consistency of estimators of population scaled parameters using composite likelihood
• Consistency of estimators of the population-scaled recombination rate
• Convergence of the Monte Carlo expectation maximization for curved exponential families.
• Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
• Importance sampling on coalescent histories. I
• Importance sampling on coalescent histories. II: Subdivided population models
• Inference in Molecular Population Genetics
• Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
• Simulating probability distributions in the coalescent
• Stopping-Time Resampling for Sequential Monte Carlo Methods
• The infinitely-many-sites model as a measure-valued diffusion
• The sampling theory of selectively neutral alleles

Cited in

(4)

• Markovian simulation for ancestors trees
• Stopping-Time Resampling for Sequential Monte Carlo Methods
• Large-sample analysis of cost functionals for inference under the coalescent
• A retrodictive stochastic simulation algorithm

This page was built for publication: The time machine: a simulation approach for stochastic trees

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3104854)