Bayesian non-parametric inference for $\Lambda$-coalescents: consistency and a parametric method
Abstract
We investigate Bayesian non-parametric inference of the -measure of -coalescent processes with recurrent mutation, parametrised by probability measures on the unit interval. We give verifiable criteria on the prior for posterior consistency when observations form a time series, and prove that any non-trivial prior is inconsistent when all observations are contemporaneous. We then show that the likelihood given a data set of size is constant across -measures whose leading moments agree, and focus on inferring truncated sequences of moments. We provide a large class of functionals which can be extremised using finite computation given a credible region of posterior truncated moment sequences, and a pseudo-marginal Metropolis-Hastings algorithm for sampling the posterior. Finally, we compare the efficiency of the exact and noisy pseudo-marginal algorithms with and without delayed acceptance acceleration using a simulation study.
Cite
@article{arxiv.1512.00982,
title = {Bayesian non-parametric inference for $\Lambda$-coalescents: consistency and a parametric method},
author = {Jere Koskela and Paul A. Jenkins and Dario Spanò},
journal= {arXiv preprint arXiv:1512.00982},
year = {2019}
}
Comments
28 pages, 3 figures