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Importance sampling on coalescent histories. I

  • Maria De Iorio (a1) and Robert C. Griffiths (a2)

Abstract

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.

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Corresponding author

Postal address: Department of Mathematics, Imperial College London, 180 Queen's Gate, London SW7 2BZ, UK
∗∗ Postal address: Department of Statistics, University of Oxford, 1 South Parks Road, Oxford OX1 3TG, UK. Email address: griff@stats.ox.ac.uk

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Supported by BBSRC Bioinformatics grant 43/BIO14435.

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References

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Importance sampling on coalescent histories. I

  • Maria De Iorio (a1) and Robert C. Griffiths (a2)

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