Efficient SMC2 schemes for stochastic kinetic models

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Efficient SMC2 schemes for stochastic kinetic models

Fitting stochastic kinetic models represented by Markov jump processes within the Bayesian paradigm is complicated by the intractability of the observed-data likelihood. There has therefore been considerable attention given to the design of pseudo-marginal Markov chain Monte Carlo algorithms for suc...

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Bibliographic Details
Main Authors:	Golightly, Andrew, Kypraios, Theodore
Format:	Article
Published:	Springer 2017
Subjects:	Auxiliary particle filter (APF); Bayesian inference; Markov jump process (MJP); Sequential Monte Carlo (SMC); Stochastic kinetic model (SKM)
Online Access:	https://eprints.nottingham.ac.uk/48416/

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