Cahiers du CEREMADE

Unité Mixte de Recherche du C.N.R.S. N°7534

Abstract : The 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.

POPULATION MONTE CARLO FOR ION CHANNEL RESTORATION

CAPPE Olivier, GUILLIN Arnaud, MARIN Jean-Michel ROBERT Christian P.

2002-15

02-05-2002

http://www.ceremade.dauphine.fr/preprint/CMD/2002-15.pdf http://www.ceremade.dauphine.fr/preprint/CMD/2002-15.ps.gz

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