Inference for partially observed epidemic dynamics guided by Kalman filtering techniques

DOI10.1016/j.csda.2021.107319OpenAlexW3178456054MaRDI QIDQ2242184

Maud Delattre, Elisabeta Vergu, Romain Narci, Catherine Larédo

Publication date: 9 November 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.08974

zbMATH Keywords

Kalman filtermeasurement errorsepidemic dynamicsapproximate maximum likelihooddiffusion approachpartially-observed Markov process

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Inference in Gaussian state-space models with mixed effects for multiple epidemic dynamics

Uses Software

• pomp

Cites Work

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• Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application
• Markov Chains
• Particle Markov Chain Monte Carlo Methods
• Sequential Monte Carlo without likelihoods
• A new algorithm for optimization

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