A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system

DOI10.3934/mbe.2014.11.573zbMath1298.92086OpenAlexW2316601919WikidataQ39254513 ScholiaQ39254513MaRDI QIDQ465348

Ettore Lanzarone, Sara Pasquali, Diego P. Ruiz, Joaquín Míguez, Fabrizio Ruggeri, Gianni Gilioli, Laura Martín-Fernández

Publication date: 31 October 2014

Published in: Mathematical Biosciences and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mbe.2014.11.573

zbMATH Keywords

parameter estimationstate-space modelpopulation trackingprey-predator systemRao-blackwellized particle filter

Mathematics Subject Classification ID

Bayesian inference (62F15) Population dynamics (general) (92D25) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

Related Items (3)

Multi-Resolution Filters for Massive Spatio-Temporal Data ⋮ A Bayesian estimation approach for the mortality in a stage-structured demographic model ⋮ A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
• Fundamentals of stochastic filtering
• Bayesian inference for functional response in a stochastic predator-prey system
• Nonlinear functional response parameter estimation in a stochastic predator-prey model
• Sequential Monte Carlo Methods in Practice
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
• Mixture Kalman Filters
• Likelihood Inference for Discretely Observed Nonlinear Diffusions
• Sequential Monte Carlo Methods for Dynamic Systems
• Filtering via Simulation: Auxiliary Particle Filters
• Particle Markov Chain Monte Carlo Methods
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
• Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation
• SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models

This page was built for publication: A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system