Estimating likelihoods for spatio-temporal models using importance sampling

被引:7
|
作者
Marion, G
Gibson, G
Renshaw, E
机构
[1] Biomath & Stat Scotland, Edinburgh EH9 3JZ, Midlothian, Scotland
[2] Heriot Watt Univ, Dept Stat & Actuarial Math, Edinburgh EH14 4AS, Midlothian, Scotland
[3] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XZ, Lanark, Scotland
关键词
likelihood estimation; stochastic integration; importance sampling; Markov chain Monte Carlo; spatio-temporal stochastic process; incomplete observations;
D O I
10.1023/A:1023200324137
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
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.
引用
收藏
页码:111 / 119
页数:9
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