Inference for dynamic and latent variable models via iterated perturbed Bayes maps

DOI10.1073/PNAS.1410597112zbMATH Open1359.62345OpenAlexW1993442130WikidataQ34457124 ScholiaQ34457124MaRDI QIDQ2962269FDOQ2962269

Authors:

Publication date: 16 February 2017

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1410597112

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Mathematics Subject Classification ID

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) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Sequential Monte Carlo Methods in Practice
• Modeling infectious diseases in humans and animals
• Time series analysis via mechanistic models
• Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
• Iterated filtering
• Stochastic modelling for systems biology.
• Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
• MCMC maximum likelihood for latent state models
• Marginal maximum a posteriori estimation using Markov chain Monte Carlo
• Simulated annealing: Practice versus theory
• Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
• Particle Motions in Absorbing Medium with Hard and Soft Obstacles
• Hilbert's Projective Metric and the Spectral Properties of Positive Linear Operators
• A multiple-imputation Metropolis version of the EM algorithm

Cited In (19)

• An iterated block particle filter for inference on coupled dynamic systems with shared and unit-specific parameters
• Likelihood-free stochastic approximation EM for inference in complex models
• Design and analysis of infectious disease studies. Abstracts from the workshop held February 18--24, 2018
• Birth/birth-death processes and their computable transition probabilities with biological applications
• Systemic infinitesimal over-dispersion on graphical dynamic models
• Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
• Panel Data Analysis via Mechanistic Models
• Another look at Bayes map iterated filtering
• Likelihood-Based Inference for Partially Observed Epidemics on Dynamic Networks
• Detecting changes in the transmission rate of a stochastic epidemic model
• Design and analysis of infectious disease studies. Abstracts from the workshop held February 19--25, 2023
• Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
• Bagged Filters for Partially Observed Interacting Systems
• Bayesian inference for multistrain epidemics with application to \textit{Escherichia coli} O157:H7 in feedlot cattle
• Inference for partially observed epidemic dynamics guided by Kalman filtering techniques
• A second-order iterated smoothing algorithm
• Modeling and inference for infectious disease dynamics: a likelihood-based approach
• Iterated filtering
• Approximate Bayesian computation and simulation-based inference for complex stochastic epidemic models

Uses Software

• pomp

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