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Data for Scalable Bayesian inference for coupled hidden Markov and semi-Markov models
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Touloupou, Panayiota, Finkenstädt, Bärbel and Spencer, Simon E. F. (2019) Data for Scalable Bayesian inference for coupled hidden Markov and semi-Markov models. [Dataset]
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Official URL: https://doi.org/10.6084/m9.figshare.9693164.v2
Abstract
Bayesian inference for coupled hidden Markov models frequently relies on data augmentation techniques for imputation of the hidden state processes. 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. 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.
| Item Type: | Dataset | ||||||||||||||||||
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| Divisions: | Faculty of Science > Statistics | ||||||||||||||||||
| Type of Data: | Experimental data | ||||||||||||||||||
| Publisher: | Figshare | ||||||||||||||||||
| Official Date: | 20 August 2019 | ||||||||||||||||||
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| Status: | Not Peer Reviewed | ||||||||||||||||||
| Publication Status: | Published | ||||||||||||||||||
| Access rights to Published version: | Open Access | ||||||||||||||||||
| Copyright Holders: | University of Warwick | ||||||||||||||||||
| Description: | Data record consists of 9 data files, in .r .so and .cpp format, a supplementary PDF document and an accompanying readme file. |
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