Using PMCMC in EM algorithm for stochastic mixed models: theoretical and practical issues
zbMATH Open1316.60115MaRDI QIDQ5262124FDOQ5262124
Authors: Sophie Donnet, Adeline Samson 
Publication date: 13 July 2015
Full work available at URL: http://journal-sfds.fr/article/view/269/
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Computational methods in Markov chains (60J22) Point estimation (62F10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (7)
- A review on asymptotic inference in stochastic differential equations with mixed effects
- Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms
- Particle methods for stochastic differential equation mixed effects models
- Parameter estimation of complex mixed models based on meta-model approach
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- Inference in Gaussian state-space models with mixed effects for multiple epidemic dynamics
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