Efficient Bayesian estimation and uncertainty quantification in ordinary differential equation models

DOI10.3150/16-BEJ856zbMath1459.62048arXiv1411.1166WikidataQ57424147 ScholiaQ57424147MaRDI QIDQ2405165

Prithwish Bhaumik, Subhashis Ghosal

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1166

zbMATH Keywords

ordinary differential equation; Bernstein-von Mises theorem; Runge-Kutta method; Bayesian inference; approximate likelihood; spline smoothing

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62E20: Asymptotic distribution theory in statistics

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F15: Bayesian inference