Rate estimation in partially observed Markov jump processes with measurement errors

DOI10.1007/s11222-011-9244-1zbMath1322.62096arXiv1008.5246OpenAlexW2042382417MaRDI QIDQ746231

Michael Amrein, Hans R. Künsch

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.5246

zbMATH Keywords

Bayesian inferenceMarkov chain Monte Carlo methodsparticle filterMarkov jump processstochastic kineticsgeneral state space model

Mathematics Subject Classification ID

Related Items (3)

Inference for reaction networks using the linear noise approximation ⋮ Inverse Gillespie for inferring stochastic reaction mechanisms from intermittent samples ⋮ Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics

Uses Software

• R

Cites Work

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