Pages that link to "Item:Q2255925"
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The following pages link to Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925):
Displaying 9 items.
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- Trajectory inference and parameter estimation in stochastic models with temporally aggregated data (Q1616781) (← links)
- Correlation integral likelihood for stochastic differential equations (Q2001218) (← links)
- Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions (Q2077623) (← links)
- Analysis of bias in an Ebola epidemic model by extended Kalman filter approach (Q2229130) (← links)
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
- Estimation for incomplete information stochastic systems from discrete observations (Q2424352) (← links)
- Adjoint Hamiltonian Monte Carlo algorithm for the estimation of elastic modulus through the inversion of elastic wave propagation data (Q6497705) (← links)
