Monte Carlo likelihood estimation of mixed-effects state space models with application to HIV dynamics.
Jie ZhouAiping TangHailin FengPublished in: J. Syst. Sci. Complex. (2016)
Keyphrases
- monte carlo
- monte carlo simulation
- state space
- mixed effects
- markovian decision
- importance sampling
- markov chain
- particle filter
- dynamical systems
- point processes
- random effects
- parameter estimation
- search space
- reinforcement learning
- state variables
- monte carlo methods
- markov chain monte carlo
- learning algorithm
- quasi monte carlo
- decision trees
- matrix inversion
- variance reduction
- probabilistic model
- dynamic programming