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- W1576493401 abstract "Abstract For many stochastic models, it is difficult to make inference about the model parameters because it is impossible to write down a tractable likelihood given the observed data. A common solution is data augmentation in a Markov chain Monte Carlo (MCMC) framework. However, there are statistical problems where this approach has proved infeasible but where simulation from the model is straightforward leading to the popularity of the approximate Bayesian computation algorithm. We introduce a forward simulation MCMC (fsMCMC) algorithm, which is primarily based upon simulation from the model. The fsMCMC algorithm formulates the simulation of the process explicitly as a data augmentation problem. By exploiting non‐centred parameterizations, an efficient MCMC updating schema for the parameters and augmented data is introduced, whilst maintaining straightforward simulation from the model. The fsMCMC algorithm is successfully applied to two distinct epidemic models including a birth–death–mutation model that has only previously been analysed using approximate Bayesian computation methods." @default.
- W1576493401 created "2016-06-24" @default.
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- W1576493401 date "2014-08-08" @default.
- W1576493401 modified "2023-10-03" @default.
- W1576493401 title "Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models" @default.
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- W1576493401 doi "https://doi.org/10.1111/sjos.12111" @default.
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