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
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Cited in
(22)- 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
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