Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics

DOI10.1007/s11222-013-9419-zzbMath1332.62272arXiv1301.3617OpenAlexW3101886912MaRDI QIDQ261000

Michael Ludkovski, Junjing Lin

Publication date: 22 March 2016

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

Full work available at URL: https://arxiv.org/abs/1301.3617

zbMATH Keywords

sequential Monte Carlostochastic epidemic modelsjump Markov processparticle learning

Mathematics Subject Classification ID

Related Items (7)

Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models ⋮ Accelerating inference for stochastic kinetic models ⋮ Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application ⋮ Deep learning for ranking response surfaces with applications to optimal stopping problems ⋮ Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models ⋮ Efficient sampling of conditioned Markov jump processes ⋮ Sequential Design for Ranking Response Surfaces

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