Inference for dynamic and latent variable models via iterated, perturbed Bayes maps

DOI10.1073/PNAS.1410597112zbMath1359.62345OpenAlexW1993442130WikidataQ34457124 ScholiaQ34457124MaRDI QIDQ2962269

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Publication date: 16 February 2017

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1410597112

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Uses Software

• pomp

Cites Work

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• Hilbert's Projective Metric and the Spectral Properties of Positive Linear Operators
• Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning

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