Bayesian inference for diffusion-driven mixed-effects models

DOI10.1214/16-BA1009zbMath1384.62109arXiv1507.06807OpenAlexW2963383494WikidataQ61434471 ScholiaQ61434471MaRDI QIDQ1699666

Andrew Golightly, Gavin A. Whitaker, Richard J. Boys, Chris Sherlock

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.06807

zbMATH Keywords

stochastic differential equationMarkov chain Monte Carlomixed-effectslinear noise approximationmodified innovation scheme

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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