Panel Data Analysis via Mechanistic Models

DOI10.1080/01621459.2019.1604367zbMath1441.62226arXiv1801.05695OpenAlexW2782665542WikidataQ99241291 ScholiaQ99241291MaRDI QIDQ5120656

Carles Bretó, Edward L. Ionides, Aaron A. King

Publication date: 15 September 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.05695

zbMATH Keywords

likelihoodlongitudinal datanonlinear dynamicssequential Monte Carloparticle filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)

Related Items (3)

Scalable Monte Carlo inference and rescaled local asymptotic normality ⋮ An iterated block particle filter for inference on coupled dynamic systems with shared and unit-specific parameters ⋮ Inference in Gaussian state-space models with mixed effects for multiple epidemic dynamics

Uses Software

• fda (R)
• pomp

Cites Work

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