Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models

DOI10.1007/S11222-017-9789-8zbMath1430.62054DBLPjournals/sac/GolightlyK18arXiv1704.02791OpenAlexW2607281807WikidataQ59612660 ScholiaQ59612660MaRDI QIDQ2329744

Andrew Golightly, Theodore Kypraios

Publication date: 18 October 2019

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

Full work available at URL: https://arxiv.org/abs/1704.02791

zbMATH Keywords

Bayesian inferencesequential Monte Carlo (SMC)auxiliary particle filter (APF)Markov jump process (MJP)stochastic kinetic model (SKM)

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Markov processes: hypothesis testing (62M02) Jump processes on discrete state spaces (60J74)

Related Items (3)

Bayesian model discrimination for partially-observed epidemic models ⋮ Importance sampling for partially observed temporal epidemic models ⋮ Efficient sampling of conditioned Markov jump processes

Uses Software

• CODA

Cites Work

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