Inference for Diffusion Processes
From MaRDI portal
Publication:2880228
DOI10.1007/978-3-642-25969-2zbMath1276.62051OpenAlexW2486999229MaRDI QIDQ2880228
Publication date: 12 April 2012
Full work available at URL: https://doi.org/10.1007/978-3-642-25969-2
Epidemiology (92D30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov processes: hypothesis testing (62M02)
Related Items (33)
Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering ⋮ Statistical Inference of Peroxisome Dynamics ⋮ Bayesian inference for a susceptible-exposed-infected-recovered epidemic model with data augmentation ⋮ Bayesian forecast of the basic reproduction number during the Covid-19 epidemic in Morocco and Italy ⋮ An MCMC computational approach for a continuous time state-dependent regime switching diffusion process ⋮ Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms ⋮ Nonparametric inference for diffusion processes in systems with smooth evolution ⋮ Identifiability analysis for models of the translation kinetics after mRNA transfection ⋮ Approximate maximum likelihood estimation using data-cloning ABC ⋮ Bayesian estimation of incompletely observed diffusions ⋮ Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models ⋮ A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error ⋮ A linear noise approximation for stochastic epidemic models fit to partially observed incidence counts ⋮ Parametric inference for diffusions observed at stopping times ⋮ Accelerating Bayesian inference for stochastic epidemic models using incidence data ⋮ Accelerating inference for stochastic kinetic models ⋮ Some notes about inference for the lognormal diffusion process with exogenous factors ⋮ Unnamed Item ⋮ Improved bridge constructs for stochastic differential equations ⋮ Bayesian parameter inference for stochastic SIR epidemic model with hyperbolic diffusion ⋮ Bayesian prediction of crack growth based on a hierarchical diffusion model ⋮ Continuous-discrete smoothing of diffusions ⋮ Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods ⋮ Bayesian mixed-effects model for the analysis of a series of FRAP images ⋮ Hybrid estimators for small diffusion processes based on reduced data ⋮ Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment ⋮ Approximation of epidemic models by diffusion processes and their statistical inference ⋮ Bayesian inference for nonlinear stochastic SIR epidemic model ⋮ Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk ⋮ Efficient sampling of conditioned Markov jump processes ⋮ Bayesian inference of a stochastic diffusion process for the dynamic of HIV in closed heterosexual population with simulations and application to Morocco case ⋮ Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes
This page was built for publication: Inference for Diffusion Processes
