A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system
From MaRDI portal
Publication:465348
DOI10.3934/mbe.2014.11.573zbMath1298.92086OpenAlexW2316601919WikidataQ39254513 ScholiaQ39254513MaRDI QIDQ465348
Ettore Lanzarone, Sara Pasquali, Diego P. Ruiz, Joaquín Míguez, Fabrizio Ruggeri, Gianni Gilioli, Laura Martín-Fernández
Publication date: 31 October 2014
Published in: Mathematical Biosciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mbe.2014.11.573
parameter estimationstate-space modelpopulation trackingprey-predator systemRao-blackwellized particle filter
Bayesian inference (62F15) Population dynamics (general) (92D25) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)
Related Items
Multi-Resolution Filters for Massive Spatio-Temporal Data ⋮ A Bayesian estimation approach for the mortality in a stage-structured demographic model ⋮ A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
- Fundamentals of stochastic filtering
- Bayesian inference for functional response in a stochastic predator-prey system
- Nonlinear functional response parameter estimation in a stochastic predator-prey model
- Sequential Monte Carlo Methods in Practice
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
- Mixture Kalman Filters
- Likelihood Inference for Discretely Observed Nonlinear Diffusions
- Sequential Monte Carlo Methods for Dynamic Systems
- Filtering via Simulation: Auxiliary Particle Filters
- Particle Markov Chain Monte Carlo Methods
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation
- SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models