A BAYESIAN MONTE CARLO INTEGRATION STRATEGY FOR CONNECTING STOCHASTIC MODELS OF HIV/AIDS WITH DATA

Author(s):  
Charles J. Mode
2019 ◽  
Vol 29 (6) ◽  
pp. 1203-1214 ◽  
Author(s):  
Martin Ehler ◽  
Manuel Gräf ◽  
Chris. J. Oates

Abstract The worst case integration error in reproducing kernel Hilbert spaces of standard Monte Carlo methods with n random points decays as $$n^{-1/2}$$n-1/2. However, the re-weighting of random points, as exemplified in the Bayesian Monte Carlo method, can sometimes be used to improve the convergence order. This paper contributes general theoretical results for Sobolev spaces on closed Riemannian manifolds, where we verify that such re-weighting yields optimal approximation rates up to a logarithmic factor. We also provide numerical experiments matching the theoretical results for some Sobolev spaces on the sphere $${\mathbb {S}}^2$$S2 and on the Grassmannian manifold $${\mathcal {G}}_{2,4}$$G2,4. Our theoretical findings also cover function spaces on more general sets such as the unit ball, the cube, and the simplex.


2021 ◽  
Vol 31 (4) ◽  
Author(s):  
Rémi Leluc ◽  
François Portier ◽  
Johan Segers

1992 ◽  
Vol 60 (3) ◽  
pp. 209-220 ◽  
Author(s):  
Joseph Felsenstein

SummaryWe would like to use maximum likelihood to estimate parameters such as the effective population size Ne, or, if we do not know mutation rates, the product 4Neμof mutation rate per site and effective population size. To compute the likelihood for a sample of unrecombined nucleotide sequences taken from a random-mating population it is necessary to sum over all genealogies that could have led to the sequences, computing for each one the probability that it would have yielded the sequences, and weighting each one by its prior probability. The genealogies vary in tree topology and in branch lengths. Although the likelihood and the prior are straightforward to compute, the summation over all genealogies seems at first sight hopelessly difficult. This paper reports that it is possible to carry out a Monte Carlo integration to evaluate the likelihoods pproximately. The method uses bootstrap sampling of sites to create data sets for each of which a maximum likelihood tree is estimated. The resulting trees are assumed to be sampled from a distribution whose height is proportional to the likelihood surface for the full data. That it will be so is dependent on a theorem which is not proven, but seems likely to be true if the sequences are not short. One can use the resulting estimated likelihood curve to make a maximum likelihood estimate of the parameter of interest, Ne or of 4Neμ. The method requires at least 100 times the computational effort required for estimation of a phylogeny by maximum likelihood, but is practical on today's work stations. The method does not at present have any way of dealing with recombination.


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