Fast approximate Bayesian computation for estimating parameters in differential equations

DOI10.1007/S11222-016-9643-4zbMath1505.62158arXiv1507.05117OpenAlexW2265175945MaRDI QIDQ517372

Srinandan Dasmahapatra, Koushik Maharatna, Sanmitra Ghosh

Publication date: 23 March 2017

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

Full work available at URL: https://arxiv.org/abs/1507.05117

zbMATH Keywords

nonlinear differential equationssequential Monte Carloapproximate Bayesian computationGaussian process regressionnonparametric Bayesian

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (2)

Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems ⋮ Differential equations in data analysis

Uses Software

• BioBayes
• GPML
• deGradInfer

Cites Work

• An adaptive sequential Monte Carlo method for approximate Bayesian computation
• Mathematical biology. Vol. 1: An introduction.
• Likelihood-free estimation of model evidence
• Estimation of Parameters for Macroparasite Population Evolution Using Approximate Bayesian Computation
• Sequential Monte Carlo Samplers
• Adaptive approximate Bayesian computation
• A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
• Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
• Sequential Monte Carlo without likelihoods
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