Time series analysis via mechanistic models

1 code implementation • 31 Jan 2008 • Carles Bretó, Daihai He, Edward L. Ionides, Aaron A. King

We introduce a class of implicitly specified Markov chains with stochastic transition rates, and we demonstrate its applicability to open problems in statistical inference for biological systems.

Statistics Theory Statistics Theory

A guided intermediate resampling particle filter for inference on high dimensional systems

1 code implementation • 28 Aug 2017 • Joonha Park, Edward L. Ionides

We obtain theoretical results showing improved scaling of a GIRF algorithm, relative to widely used particle filters, as the model dimension increases.

Methodology

Iterated Block Particle Filter for High-dimensional Parameter Learning: Beating the Curse of Dimensionality

no code implementations • 20 Oct 2021 • Ning Ning, Edward L. Ionides

Parameter learning for high-dimensional, partially observed, and nonlinear stochastic processes is a methodological challenge.