Fearnhead, P and Sherlock, C (2006) An exact Gibbs sampler for the Markov Modulated Poisson Process. Journal of the Royal Statistical Society Series B, 68 (5). pp. 767-784.
Full text not available from this repository.Abstract
A Markov modulated Poisson process (MMPP) is a Poisson process whose intensity varies according to a Markov process. We present a novel technique for simulating from the exact distribution of a continuous time Markov chain over an interval given the start and end states and the infinitesimal generator, and use this to create a Gibbs sampler which samples from the exact distribution of the hidden Markov chain in an MMPP. We apply the Gibbs sampler to modelling the occurrence of a rare DNA motif (the Chi site) and to inferring regions of the genome with evidence of high or low intensities for occurrences of this site.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of the Royal Statistical Society Series B |
| Uncontrolled Keywords: | Gibbs sampler Markov modulated Poisson process |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Mathematics and Statistics |
| ID Code: | 849 |
| Deposited By: | Dr Chris Sherlock |
| Deposited On: | 14 Dec 2007 11:27 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:23 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/849 |
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