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Estimating likelihoods for spatio-temporal models using importance sampling
Authors:Marion  Glenn  Gibson  Gavin  Renshaw  Eric
Institution:(1) Biomathematics & Statistics Scotland, James Clerk Maxwell Building, The King's Buildings, Mayfield Rd, Edinburgh, EH9 3JZ;(2) Department of Statistics & Actuarial Mathematics, Heriot, -Watt University, Edinburgh, EH14 4AS
Abstract:This paper describes how importance sampling can be applied to estimate likelihoods for spatio-temporal stochastic models of epidemics in plant populations, where observations consist of the set of diseased individuals at two or more distinct times. Likelihood computation is problematic because of the inherent lack of independence of the status of individuals in the population whenever disease transmission is distance-dependent. The methods of this paper overcome this by partitioning the population into a number of sectors and then attempting to take account of this dependence within each sector, while neglecting that between-sectors. Application to both simulated and real epidemic data sets show that the techniques perform well in comparison with existing approaches. Moreover, the results confirm the validity of likelihood estimates obtained elsewhere using Markov chain Monte Carlo methods.
Keywords:likelihood estimation  stochastic integration  importance sampling  Markov chain Monte Carlo  spatio-temporal stochastic process  incomplete observations
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