Approximating optimal SMC proposal distributions in individual-based epidemic models

DOI10.5705/SS.202022.0198MaRDI QIDQ6554559zbMATH OpenFDO

Authors Lorenzo Rimella, Christopher Jewell, Paul Fearnhead

Publication date 12 June 2024

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202022.0198

zbMATH Keywords

individual-based modelproposal distribution sequential Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A discrete epidemic model for SARS transmission and control in China
• A note on auxiliary particle filters
• A path-specific SEIR model for use with general latent and infectious time distributions
• An introduction to sequential Monte Carlo
• Bayesian analysis for emerging infectious diseases
• Delayed acceptance particle MCMC for exact inference in stochastic kinetic models
• Filtering via Simulation: Auxiliary Particle Filters
• Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
• Particle efficient importance sampling
• Statistical and computational guarantees for the Baum-Welch algorithm
• Stochastic epidemic models: a survey
• The pseudo-marginal approach for efficient Monte Carlo computations

Cited in

(1)

• Simulation based composite likelihood

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