IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v162y2023icp76-105.html
   My bibliography  Save this article

Weak convergence of non-neutral genealogies to Kingman’s coalescent

Author

Listed:
  • Brown, Suzie
  • Jenkins, Paul A.
  • Johansen, Adam M.
  • Koskela, Jere

Abstract

Interacting particle systems undergoing repeated mutation and selection steps model genetic evolution, and also describe a broad class of sequential Monte Carlo methods. The genealogical tree embedded into the system is important in both applications. Under neutrality, when fitnesses of particles are independent from those of their parents, rescaled genealogies are known to converge to Kingman’s coalescent. Recent work has established convergence under non-neutrality, but only for finite-dimensional distributions. We prove weak convergence of non-neutral genealogies on the space of càdlàg paths under standard assumptions, enabling analysis of the whole genealogical tree.

Suggested Citation

  • Brown, Suzie & Jenkins, Paul A. & Johansen, Adam M. & Koskela, Jere, 2023. "Weak convergence of non-neutral genealogies to Kingman’s coalescent," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 76-105.
  • Handle: RePEc:eee:spapps:v:162:y:2023:i:c:p:76-105
    DOI: 10.1016/j.spa.2023.04.016
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S030441492300090X
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spa.2023.04.016?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Christophe Andrieu & Arnaud Doucet & Roman Holenstein, 2010. "Particle Markov chain Monte Carlo methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 269-342, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bournakis, Ioannis & Tsionas, Mike G., 2023. "A Non-Parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax," MPRA Paper 118100, University Library of Munich, Germany.
    2. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
    3. Diana Giurghita & Dirk Husmeier, 2018. "Statistical modelling of cell movement," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(3), pages 265-280, August.
    4. Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
    5. McKinley, Trevelyan J. & Ross, Joshua V. & Deardon, Rob & Cook, Alex R., 2014. "Simulation-based Bayesian inference for epidemic models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 434-447.
    6. Arnaud Dufays, 2016. "Evolutionary Sequential Monte Carlo Samplers for Change-Point Models," Econometrics, MDPI, vol. 4(1), pages 1-33, March.
    7. Giesecke, K. & Schwenkler, G., 2019. "Simulated likelihood estimators for discretely observed jump–diffusions," Journal of Econometrics, Elsevier, vol. 213(2), pages 297-320.
    8. Andrew Hoegh & Frank T. Manen & Mark Haroldson, 2021. "Agent-Based Models for Collective Animal Movement: Proximity-Induced State Switching," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(4), pages 560-579, December.
    9. Kouritzin, Michael A., 2017. "Residual and stratified branching particle filters," Computational Statistics & Data Analysis, Elsevier, vol. 111(C), pages 145-165.
    10. Lux, Thomas, 2020. "Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo," Economics Working Papers 2020-01, Christian-Albrechts-University of Kiel, Department of Economics.
    11. Zhang, Yixiao & Yu, Cindy L. & Li, Haitao, 2022. "Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach," Econometrics and Statistics, Elsevier, vol. 24(C), pages 75-93.
    12. Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
    13. Dassios, Angelos & Qu, Yan & Zhao, Hongbiao, 2018. "Exact simulation for a class of tempered stable," LSE Research Online Documents on Economics 86981, London School of Economics and Political Science, LSE Library.
    14. Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
    15. Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Working Papers No 12/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    16. Piotr Szczepocki, 2020. "Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process," Statistics in Transition New Series, Polish Statistical Association, vol. 21(2), pages 173-187, June.
    17. Nguyen Ba Trung, 2024. "Exchange rate uncertainty and economic fluctuations in typical emerging economies," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 14(1), pages 88-103.
    18. Delis, Manthos D. & Tsionas, Mike G., 2018. "Measuring management practices," International Journal of Production Economics, Elsevier, vol. 199(C), pages 65-77.
    19. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Working Paper series 20-27, Rimini Centre for Economic Analysis.
    20. Yuta Kurose & Yasuhiro Omori, 2016. "Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity," CIRJE F-Series CIRJE-F-1022, CIRJE, Faculty of Economics, University of Tokyo.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:162:y:2023:i:c:p:76-105. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.