COLLEGE OF ARTS AND SCIENCES Department of Mathematics and Statistics

Seminars

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Applied Math Seminar: SIMULATION FROM A NORMALLY WEIGHTED DIRICHLET DISTRIBUTION

2006-09-20

3:10 PM, Neill 3W

Alan Genz

Abstract: Analysis of a class of non-neutral population genetics models requires the simulation of samples, computation of sample statistics, and likelihood surfaces for a multivariate density function that is the product of a Normal density and a Dirichlet density, defined over an m-dimensional simplex. A method will be described for fast and accurate computation of the normalizing constant for the distribution function. The method relies on a sequence of convolutions that can be efficiently computed using fast Fourier transforms. The result of these computations is a set of approximate marginal distribution functions for the original density. These distribution functions can then be used to efficiently compute samples from the multivariate distribution.