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.
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.
|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|
|Deposited By:||Dr Chris Sherlock|
|Deposited On:||14 Dec 2007 11:27|
|Last Modified:||26 Jul 2012 18:23|
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