Cahiers du CEREMADE |
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Unité
Mixte de Recherche du C.N.R.S. N°7534 |
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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. |
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2002-15 |
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02-05-2002 |
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Université
de PARIS - DAUPHINE Place du Maréchal de Lattre De Tassigny - 75775 PARIS CEDEX 16 - FRANCE Téléphone : +33 (0)1 44-05-49-23 - fax : +33 (0)1 44-05-45-99 |