Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models

DOI10.3934/DCDSS.2022054zbMATH Open1514.62006OpenAlexW4226119084MaRDI QIDQ6160660FDOQ6160660

Authors: Thi Tuyet Trang Chau, Pierre Ailliot, Valérie Monbet, Pierre Tandeo 

Publication date: 26 June 2023

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2022054

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• scientific article; zbMATH DE number 6431348

zbMATH Keywords

nonlinear modelsstatistical inferenceEM algorithmsbackward simulationconditional particle filtering

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cited In (1)

• A Simulation-based Comparison Between Parametric and Nonparametric Estimation Methods in PBPK Models

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