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dc.contributor.authorCappé, Olivier
HAL ID: 1534
ORCID: 0000-0001-7415-8669
dc.contributor.authorGuillin, Arnaud
HAL ID: 5334
dc.contributor.authorMarin, Jean-Michel
HAL ID: 9121
ORCID: 0000-0001-7451-9719
dc.contributor.authorRobert, Christian P.
dc.date.accessioned2011-06-25T09:02:51Z
dc.date.available2011-06-25T09:02:51Z
dc.date.issued2002
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6609
dc.language.isoenen
dc.subjecthidden semi-Markov modelen
dc.subjectForward-backward formulaen
dc.subjectimportance samplingen
dc.subjectparticle systemen
dc.subjectreversible jumpen
dc.subjectvariable dimension modelen
dc.subject.ddc519en
dc.titlePopulation Monte Carlo for Ion Channel Restorationen
dc.typeDocument de travail / Working paper
dc.description.abstractenThe analysis by Hodgson (1999) of the ion channel model was based on a reversible jump simulation of the hidden Gamma process. We reanalyse in this paper the same model using a fixed dimension model. The simulation of the Gamma process is based on an importance sampling scheme, using a hidden Markov representation of the ion channel model. We study through this model the degeneracy phenomenon associated with repeated calls to the iterated particle system, also called population Monte Carlo.en
dc.publisher.nameUniversité Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages15en
dc.relation.ispartofseriestitleCahiers du CEREMADEen
dc.relation.ispartofseriesnumber2002-15en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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