Abstract
Summary Full likelihood-based inference for modern population genetics data presents methodological and computational challenges. The problem is of considerable practical importance and has attracted recent attention, with the development of algorithms based on importance sampling (IS) and Markov chain Monte Carlo (MCMC) sampling. Here we introduce a new IS algorithm. The optimal proposal distribution for these problems can be characterized, and we exploit a detailed analysis of genealogical processes to develop a practicable approximation to it. We compare the new method with existing algorithms on a variety of genetic examples. Our approach substantially outperforms existing IS algorithms, with efficiency typically improved by several orders of magnitude. The new method also compares favourably with existing MCMC methods in some problems, and less favourably in others, suggesting that both IS and MCMC methods have a continuing role to play in this area. We offer insights into the relative advantages of each approach, and we discuss diagnostics in the IS framework.
Keywords
Affiliated Institutions
Related Publications
dynesty: a dynamic nested sampling package for estimating Bayesian posteriors and evidences
ABSTRACT We present dynesty, a public, open-source, python package to estimate Bayesian posteriors and evidences (marginal likelihoods) using the dynamic nested sampling methods...
Markov Chain Monte Carlo Methods and the Label Switching Problem in Bayesian Mixture Modeling
In the past ten years there has been a dramatic increase of interest in the Bayesian analysis of finite mixture models. This is primarily because of the emergence of Markov chai...
A comparison of Bayesian and likelihood-based methods for fitting multilevel models
We use simulation studies, whose design is realistic for educational and medical\nresearch (as well as other fields of inquiry), to compare Bayesian and likelihood-based\nmethod...
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC ...
A Split-Merge Markov chain Monte Carlo Procedure for the Dirichlet Process Mixture Model
This article proposes a split-merge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chai...
Publication Info
- Year
- 2000
- Type
- article
- Volume
- 62
- Issue
- 4
- Pages
- 605-635
- Citations
- 313
- Access
- Closed
External Links
Social Impact
Social media, news, blog, policy document mentions
Citation Metrics
Cite This
Identifiers
- DOI
- 10.1111/1467-9868.00254