Inference for dynamic and latent variable models via iterated perturbed Bayes maps
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Cites work
- A multiple-imputation Metropolis version of the EM algorithm
- Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
- Hilbert's Projective Metric and the Spectral Properties of Positive Linear Operators
- Iterated filtering
- Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
- Marginal maximum a posteriori estimation using Markov chain Monte Carlo
- MCMC maximum likelihood for latent state models
- Modeling infectious diseases in humans and animals
- Particle Motions in Absorbing Medium with Hard and Soft Obstacles
- Sequential Monte Carlo Methods in Practice
- Simulated annealing: Practice versus theory
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
- Stochastic modelling for systems biology.
- Time series analysis via mechanistic models
Cited in
(24)- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- A second-order iterated smoothing algorithm
- Birth/birth-death processes and their computable transition probabilities with biological applications
- Design and analysis of infectious disease studies. Abstracts from the workshop held February 18--24, 2018
- Bayesian inference for multistrain epidemics with application to \textit{Escherichia coli} O157:H7 in feedlot cattle
- Inference for partially observed epidemic dynamics guided by Kalman filtering techniques
- Tuned iterated filtering
- Another look at Bayes map iterated filtering
- Likelihood-free stochastic approximation EM for inference in complex models
- Panel Data Analysis via Mechanistic Models
- Likelihood-Based Inference for Partially Observed Epidemics on Dynamic Networks
- Design and analysis of infectious disease studies. Abstracts from the workshop held February 19--25, 2023
- Bagged Filters for Partially Observed Interacting Systems
- Iterated filtering
- An iterated block particle filter for inference on coupled dynamic systems with shared and unit-specific parameters
- Systemic infinitesimal over-dispersion on graphical dynamic models
- Detecting changes in the transmission rate of a stochastic epidemic model
- Approximate Bayesian computation and simulation-based inference for complex stochastic epidemic models
- Modeling and inference for infectious disease dynamics: a likelihood-based approach
- Voronoi candidates for Bayesian optimization
- Ordinal outcome state-space models for intensive longitudinal data
- Weighted average iterated filtering using p-generalized Gaussian smoothing
- Self-organizing state-space models with artificial dynamics
- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
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