Pages that link to "Item:Q2344257"
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The following pages link to Bayesian inference for Markov jump processes with informative observations (Q2344257):
Displaying 10 items.
- Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes (Q274146) (← links)
- Direct statistical inference for finite Markov jump processes via the matrix exponential (Q2135942) (← links)
- Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation (Q2241919) (← links)
- Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models (Q2329744) (← links)
- Efficient sampling of conditioned Markov jump processes (Q2329829) (← links)
- Likelihood free inference for Markov processes: a comparison (Q2344258) (← links)
- Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models (Q2416744) (← links)
- Variational inference for Markovian queueing networks (Q5156801) (← links)
- Accelerating inference for stochastic kinetic models (Q6115546) (← links)
- Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter (Q6121617) (← links)
