Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo

DOI10.1080/10618600.2021.1987252MaRDI QIDQ5084458zbMATH OpenOpenAlexWikidataFDO

Authors Shijia Wang, Shufei Ge, Renny Doig, L. Wang

Publication date 24 June 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.02571

zbMATH Keywords

ordinary differential equationdelay differential equationBayesian smoothingB-splineconditional effective sample size

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1666084 (Why is no real title available?)
• scientific article; zbMATH DE number 3637199 (Why is no real title available?)
• scientific article; zbMATH DE number 2106098 (Why is no real title available?)
• scientific article; zbMATH DE number 6734253 (Why is no real title available?)
• A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
• An adaptive sequential Monte Carlo method for approximate Bayesian computation
• Applied functional data analysis. Methods and case studies
• Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
• Asymptotically efficient parameter estimation for ordinary differential equations
• Bayesian Smoothing and Regression Splines for Measurement Error Problems
• Bayesian inference of high-dimensional, cluster-structured ordinary differential equation models with applications to brain connectivity studies
• Bayesian two-step estimation in differential equation models
• Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
• Efficient Bayesian estimation and uncertainty quantification in ordinary differential equation models
• Efficient Local Estimation for Time-Varying Coefficients in Deterministic Dynamic Models With Applications to HIV-1 Dynamics
• Estimating parameters in delay differential equation models
• Exponential Integrators for Large Systems of Differential Equations
• Exponential integrators
• Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations
• Inference for differential equation models using relaxation via dynamical systems
• Laplace based approximate posterior inference for differential equation models
• Nicholson's blowflies differential equations revisited: main results and open problems
• Numerical Methods for Ordinary Differential Equations
• Numerical treatment of ordinary differential equations by extrapolation methods
• On calculating with B-splines
• Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
• Robust estimation for ordinary differential equation models
• Sequential Monte Carlo Methods for Dynamic Systems
• Sequential Monte Carlo Samplers
• Smooth functional tempering for nonlinear differential equation models
• Smoothing parameter selection for a class of semiparametric linear models

Cited in

(1)

• smcDE

Describes a project that uses

Uses Software

• deGradInfer
• gamair
• diffEq
• fda (R)
• deSolve
• R

This page was built for publication: Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084458)