scientific article; zbMATH DE number 6458356

zbMath1316.60115MaRDI QIDQ5262124

Sophie Donnet, Adeline Samson

Publication date: 13 July 2015

Full work available at URL: http://journal-sfds.fr/article/view/269/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsmixed modelsparticle filterPMCMCSAEM al

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (6)

A review on asymptotic inference in stochastic differential equations with mixed effects ⋮ Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms ⋮ Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model ⋮ f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models ⋮ Particle methods for stochastic differential equation mixed effects models ⋮ Inference in Gaussian state-space models with mixed effects for multiple epidemic dynamics

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