Can Markov chain Monte Carlo be usefully applied to stochastic processes with hidden birth times?

DOI10.1088/0266-5611/14/6/015zbMath0953.60061OpenAlexW2006207334MaRDI QIDQ4225514

Renshaw, Eric, Gavin J. Gibson

Publication date: 22 January 2001

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0266-5611/14/6/015

zbMATH Keywords

stochastic processesMarkov chain Monte Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Related Items

A general framework for the parametrization of hierarchical models ⋮ Bayesian inference for stochastic epidemic models with time-inhomogeneous removal rates ⋮ Metropolis-Hastings from a stochastic population dynamics perspective ⋮ The analysis of marked point patterns evolving through space and time