Exact Filtering for Partially Observed Continuous Time Models

DOI10.1111/j.1467-9868.2004.05561.xzbMath1046.62100MaRDI QIDQ4819027

Paul Fearnhead, Loukia Meligkotsidou

Publication date: 24 September 2004

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2004.05561.x

zbMATH Keywords

EM algorithm; population genetics; epidemics; Markov chain Monte Carlo methods; Gibbs sampling; data augmentation; phylogenetics; forward-backward algorithm; Wright's formula; susceptible-infected-removed epidemic

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

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

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