Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
From MaRDI portal
Publication:736434
DOI10.1007/S11336-014-9431-ZzbMATH Open1342.62168OpenAlexW2001940873WikidataQ35637958 ScholiaQ35637958MaRDI QIDQ736434FDOQ736434
Authors: Sy-Miin Chow, Andrew Sherwood, Zhao-hua Lu, Hongtu Zhu 
Publication date: 4 August 2016
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11336-014-9431-z
Recommendations
- Estimation of parameters in incomplete data models defined by dynamical systems
- Parametric inference for mixed models defined by stochastic differential equations
- Maximum likelihood estimation in nonlinear mixed effects models
- A one-step method for modelling longitudinal data with differential equations
- Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to psychology (62P15) Stochastic approximation (62L20)
Cites Work
- Title not available (Why is that?)
- Time series analysis by state space methods
- Title not available (Why is that?)
- Hierarchical Bayesian Analysis of Changepoint Problems
- Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
- Maximum likelihood estimation in nonlinear mixed effects models
- On identifiability of nonlinear ODE models and applications in viral dynamics
- Closed-form likelihood expansions for multivariate diffusions
- Numerical recipes in C++. The art of scientific computing
- Analysis of SPDEs arising in path sampling. I: The Gaussian case
- Statistical methods for HIV dynamic studies in AIDS clinical trials
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nonlinear dynamics and chaos. With applications to physics, biology, chemistry, and engineering
- Maximum likelihood estimation and model comparison for mixtures of structural equation models with ignorable missing data
- A first course in numerical analysis.
- Conditional path sampling of SDEs and the Langevin MCMC method
- Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
- Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation
- Estimation of parameters in incomplete data models defined by dynamical systems
- Continuous time state space modeling of panel data by means of sem
- Nonlinear regime-switching state-space (RSSS) models
- Continuous time modeling of panel data: SEM versus filter techniques
- Estimation of constant and time-varying dynamic parameters of HIV infection in a nonlinear differential equation model
- Generalized score test of homogeneity for mixed effects models
- Title not available (Why is that?)
- Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
- Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions
- Bayesian filtering and smoothing
- Title not available (Why is that?)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
- SEM modeling with singular moment matrices. II: ML-estimation of sampled stochastic differential equations
- Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior
- The aliasing‐phenomenon in visual terms
Cited In (9)
- A joint process model of consensus and longitudinal dynamics
- Computation for latent variable model estimation: a unified stochastic proximal framework
- Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data
- Modeling noisy data with differential equations using observed and expected matrices
- Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter
- A one‐step method for modelling longitudinal data with differential equations
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
- Parameter estimation in non-linear mixed effects models with SAEM algorithm: extension from ODE to PDE
Uses Software
This page was built for publication: Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q736434)
