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The linear birth‒death process: an inferential retrospective

  • Simon Tavaré (a1)

Abstract

In this paper we provide an introduction to statistical inference for the classical linear birth‒death process, focusing on computational aspects of the problem in the setting of discretely observed processes. The basic probabilistic properties are given in Section 2, focusing on computation of the transition functions. This is followed by a brief discussion of simulation methods in Section 3, and of frequentist methods in Section 4. Section 5 is devoted to Bayesian methods, from rejection sampling to Markov chain Monte Carlo and approximate Bayesian computation. In Section 6 we consider the time-inhomogeneous case. The paper ends with a brief discussion in Section 7.

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Corresponding author

Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Centre for Mathematical Sciences, Wilberforce Road, Cambridge CB3 0WA, UK. Email address: simon.tavare@cruk.cam.ac.uk

References

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The linear birth‒death process: an inferential retrospective

  • Simon Tavaré (a1)

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