Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms

DOI10.1016/j.csda.2020.107151OpenAlexW3110534521WikidataQ115358153 ScholiaQ115358153MaRDI QIDQ830475

Andrew Golightly, Ashleigh T. McLean, Umberto Picchini, Samuel Wiqvist

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.09851

zbMATH Keywords

random effectsstate-space modelsequential Monte CarloBayesian inference

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Identifiability analysis for models of the translation kinetics after mRNA transfection ⋮ Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods ⋮ Parameter estimation in mixed fractional stochastic heat equation ⋮ Particle methods for stochastic differential equation mixed effects models

Uses Software

• GitHub
• POT

Cites Work

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