dc.contributor.author | Everitt, RG | |
dc.contributor.author | Culliford, R | |
dc.contributor.author | Medina-Aguayo, F | |
dc.contributor.author | Wilson, DJ | |
dc.coverage.spatial | United States | |
dc.date.accessioned | 2022-11-29T15:04:34Z | |
dc.date.available | 2022-11-29T15:04:34Z | |
dc.date.issued | 2020-05-01 | |
dc.identifier | 9903 | |
dc.identifier.citation | Statistics and Computing, 2020, 30 (3), pp. 663 - 676 | en_US |
dc.identifier.issn | 0960-3174 | |
dc.identifier.uri | https://repository.icr.ac.uk/handle/internal/5586 | |
dc.identifier.eissn | 1573-1375 | |
dc.identifier.eissn | 1573-1375 | |
dc.identifier.doi | 10.1007/s11222-019-09903-y | |
dc.description.abstract | This paper examines methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. For this, we use sequential Monte Carlo samplers, introducing the innovation of using deterministic transformations to move particles effectively between target distributions with different dimensions. This approach, combined with adaptive methods, yields an extremely flexible and general algorithm for Bayesian model comparison that is suitable for use in applications where the acceptance rate in reversible jump Markov chain Monte Carlo is low. We use this approach on model comparison for mixture models, and for inferring coalescent trees sequentially, as data arrives. | |
dc.format | Print-Electronic | |
dc.format.extent | 663 - 676 | |
dc.language | eng | |
dc.language.iso | eng | en_US |
dc.publisher | SPRINGER | en_US |
dc.relation.ispartof | Statistics and Computing | |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | en_US |
dc.subject | Bayesian model comparison | |
dc.subject | Coalescent | |
dc.subject | Trans-dimensional Monte Carlo | |
dc.title | Sequential Monte Carlo with transformations. | en_US |
dc.type | Journal Article | |
dcterms.dateAccepted | 2019-09-03 | |
dc.date.updated | 2022-11-29T15:04:07Z | |
rioxxterms.version | VoR | en_US |
rioxxterms.versionofrecord | 10.1007/s11222-019-09903-y | en_US |
rioxxterms.licenseref.startdate | 2020-05-01 | |
rioxxterms.type | Journal Article/Review | en_US |
pubs.author-url | https://www.ncbi.nlm.nih.gov/pubmed/32116416 | |
pubs.issue | 3 | |
pubs.organisational-group | /ICR | |
pubs.organisational-group | /ICR/Primary Group | |
pubs.organisational-group | /ICR/Primary Group/ICR Divisions | |
pubs.organisational-group | /ICR/Primary Group/ICR Divisions/Genetics and Epidemiology | |
pubs.organisational-group | /ICR/Primary Group/ICR Divisions/Genetics and Epidemiology/Cancer Genomics | |
pubs.publication-status | Published | |
pubs.publisher-url | http://dx.doi.org/10.1007/s11222-019-09903-y | |
pubs.volume | 30 | |
icr.researchteam | Cancer Genomics | en_US |
dc.contributor.icrauthor | Culliford, Richard | |
icr.provenance | Deposited by Mr Arek Surman (impersonating Dr Richard Culliford) on 2022-11-29. Deposit type is initial. No. of files: 1. Files: Sequential Monte Carlo with transformations.pdf | |