Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models

DOI10.1007/s11222-021-10060-4zbMath1477.62014OpenAlexW3215101584WikidataQ114223430 ScholiaQ114223430MaRDI QIDQ2066738

Dirk Husmeier, L. Mihaela Paun

Publication date: 14 January 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-021-10060-4

zbMATH Keywords

parameter estimationGaussian processesdifferential equationsemulationMCMCuncertainty quantification

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

Uses Software

• MCMC
• EGO
• TOMS659
• GPstuff
• NUTS

Cites Work

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