Particle Methods for Stochastic Differential Equation Mixed Effects Models

Bayesian Analysis ◽

10.1214/20-ba1216 ◽

2020 ◽

Author(s):

Imke Botha ◽

Robert Kohn ◽

Christopher Drovandi

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Mixed Effects ◽

Mixed Effects Models ◽

Particle Methods

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Ensemble Kalman Filter and Extended Kalman Filter for State-Parameter Dual Estimation in Mixed Effects Models Defined by a Stochastic Differential Equation

Technology, Sustainability and Educational Innovation (TSIE) - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-030-37221-7_24 ◽

2020 ◽

pp. 285-300

Author(s):

Jose Soto ◽

Saba Infante

Keyword(s):

Differential Equation ◽

Kalman Filter ◽

Stochastic Differential Equation ◽

Extended Kalman Filter ◽

Ensemble Kalman Filter ◽

State Parameter ◽

Mixed Effects ◽

Mixed Effects Models ◽

Dual Estimation

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Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2020.107151 ◽

2021 ◽

Vol 157 ◽

pp. 107151

Author(s):

Samuel Wiqvist ◽

Andrew Golightly ◽

Ashleigh T. McLean ◽

Umberto Picchini

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Mixed Effects ◽

Mixed Effects Models

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The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

10.1063/1.4934322 ◽

2015 ◽

Author(s):

P. Rupšys

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Mixed Effects ◽

Mixed Effects Models

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Bayesian inference for stochastic differential equation mixed effects models of a tumour xenography study

Journal of the Royal Statistical Society Series C (Applied Statistics) ◽

10.1111/rssc.12347 ◽

2019 ◽

Vol 68 (4) ◽

pp. 887-913 ◽

Author(s):

Umberto Picchini ◽

Julie Lyng Forman

Keyword(s):

Differential Equation ◽

Bayesian Inference ◽

Stochastic Differential Equation ◽

Mixed Effects ◽

Mixed Effects Models

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Bayesian inference for stochastic differential equation mixed effects models

10.5204/thesis.eprints.198039 ◽

2020 ◽

Author(s):

Imke Botha

Keyword(s):

Differential Equation ◽

Bayesian Inference ◽

Stochastic Differential Equation ◽

Mixed Effects ◽

Mixed Effects Models

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Estimating the distribution and relative density of satellite-tagged loggerhead sea turtles using geostatistical mixed effects models

Marine Ecology Progress Series ◽

10.3354/meps12396 ◽

2018 ◽

Vol 586 ◽

pp. 217-232 ◽

Author(s):

MV Winton ◽

G Fay ◽

HL Haas ◽

M Arendt ◽

S Barco ◽

...

Keyword(s):

Relative Density ◽

Sea Turtles ◽

Mixed Effects ◽

Mixed Effects Models ◽

Loggerhead Sea Turtles

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Approximate controllability of a second-order neutral stochastic differential equation with state-dependent delay

Nonlinear Analysis Modelling and Control ◽

10.15388/na.2016.6.2 ◽

2016 ◽

Vol 21 (6) ◽

pp. 751-769 ◽

Author(s):

Sanjukta Das ◽

◽

Dwijendra N. Pandey ◽

Nagarajan Sukavanam ◽

◽

...

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Approximate Controllability ◽

Second Order ◽

State Dependent ◽

State Dependent Delay

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Absolute Stability in Mean-Square of the Lourie-Ito-Skorokhod Stochastic Differential Equation

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v40.i7.10 ◽

2008 ◽

Vol 40 (7) ◽

pp. 1-8

Author(s):

Andrey Ya. Dovgun ◽

Lyubov I. Yasinskaya

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Absolute Stability ◽

Mean Square ◽

Stability In Mean Square

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Application of Aboodh Transform to the Solution of Stochastic Differential Equation

Journal of Advanced Research in Applied Mathematics and Statistics ◽

10.24321/2455.7021.201802 ◽

2018 ◽

Vol 03 (04) ◽

pp. 12-18

Author(s):

Bright Okore Osu ◽

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation

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Semiparametric Inference in Generalized Mixed Effects Models

SSRN Electronic Journal ◽

10.2139/ssrn.1010928 ◽

2007 ◽

Author(s):

Maria Jose Lombardia ◽

Stefan Sperlich

Keyword(s):

Mixed Effects ◽

Mixed Effects Models ◽

Semiparametric Inference

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