文章基本信息

标题：Markov chain Monte Carlo without likelihoods
本地全文：下载
作者：Paul Marjoram ; John Molitor ; Vincent Plagnol 等
期刊名称：Proceedings of the National Academy of Sciences
印刷版ISSN：0027-8424
电子版ISSN：1091-6490
出版年度：2003
卷号：100
期号：26
页码：15324-15328
DOI：10.1073/pnas.0306899100
语种：English
出版社：The National Academy of Sciences of the United States of America
摘要：Many stochastic simulation approaches for generating observations from a posterior distribution depend on knowing a likelihood function. However, for many complex probability models, such likelihoods are either impossible or computationally prohibitive to obtain. Here we present a Markov chain Monte Carlo method for generating observations from a posterior distribution without the use of likelihoods. It can also be used in frequentist applications, in particular for maximum-likelihood estimation. The approach is illustrated by an example of ancestral inference in population genetics. A number of open problems are highlighted in the discussion.