Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms
Journal article, 2021
state-space model
Bayesian inference
sequential Monte Carlo
random effects
Author
Samuel Wiqvist
Lund University
Andrew Golightly
Newcastle University
Ashleigh T. McLean
Newcastle University
Umberto Picchini
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Computational Statistics and Data Analysis
0167-9473 (ISSN)
Vol. 157 107151Deep learning and likelihood-free Bayesian inference for stochastic modelling
Swedish Research Council (VR) (2019-03924), 2020-01-01 -- 2023-12-31.
Chalmers AI Research Centre (CHAIR), 2020-01-01 -- 2024-12-31.
Subject Categories
Computational Mathematics
Probability Theory and Statistics
Control Engineering
DOI
10.1016/j.csda.2020.107151