Table · dataset · 2019
Data for Scalable Bayesian inference for coupled hidden Markov and semi-Markov models
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Bayesian inference for coupled hidden Markov models frequently relies on data augmentation techniques for imputation of the hidden state processes.
Description
Considerable progress has been made on developing such techniques, mainly using Markov chain Monte Carlo (MCMC) methods. However, as the dimensionality and complexity of the hidden processes increase some of these methods become inefficient, either because they produce MCMC chains with high autocorrelation or because they become computationally intractable.
Motivated by this fact we developed a novel MCMC algorithm, which is a modification of the forward filtering backward sampling algorithm, that achieves a good balance between computation and mixing properties, and thus can be used to analyse models with large numbers of hidden chains. Even though our approach is developed under the assumption of a Markovian model, we show how this assumption can be relaxed leading to minor modifications in the algorithm.
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Our approach is particularly well suited to epidemic models, where the hidden Markov chains represent the infection status of an individual through time. The performance of our method is assessed on simulated data on epidemic models for the spread of Escherichia coli O157:H7 in cattle.<br><br>Data record consists of 9 data files. Outline of all files for the epidemic example in Section 4.2 of the related paper: Simulated data set SimulatedData.r -- Section 4.2 for Markov epidemic model Subroutines: algorithms iFFBSalgorithm.r -- iFFBS algorithm MHiFFBSalgorithm.r -- MHiFFBS algorithm Subroutines Calling Cpp from R EcoliFFBScondmod.cpp -- Function for calculating the transition probabilities required by iFFBS method EcoliFFBScondmod.so -- Compiled file using the command: R CMD SHLIB EcoliFFBScondmod.cpp Implementation MCMC_using_iFFBS.r -- MCMC code to estimate parameters of Markov epidemic model using the proposed iFFBS algorithm for updating the hidden states MCMC_using_MHiFFBS.r -- MCMC code to estimate parameters of Markov epidemic model using the proposed MHiFFBS algorithm for updating the hidden states
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Where it is published
- DOI doi.org/10.82444/warw.33802642.v1 ↗
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- Astronomy & Astrophysics · Chemistry · Computer Science & AI · Earth & Environmental Science · Economics & Finance · Engineering · Humanities · Life Sciences · Mathematics & Statistics · Medicine & Health · Ocean & Atmospheric Science · Social Science
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- Stochastic analysis and modelling 75%
Provenance · 1 source records, 18 field assertions
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|---|---|---|---|
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