Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models.
Luiza Mihaela PaunDirk HusmeierPublished in: Stat. Comput. (2022)
Keyphrases
- parameter estimation
- monte carlo
- markov chain monte carlo
- estimation problems
- differential equations
- maximum likelihood
- monte carlo simulation
- model selection
- random fields
- least squares
- monte carlo methods
- em algorithm
- importance sampling
- markov chain
- markov random field
- matrix inversion
- dynamical systems
- approximate inference
- posterior distribution
- maximum likelihood estimation
- parameter estimation algorithm
- parameter estimates
- point processes
- particle filter
- learning algorithm
- mathematical models
- higher order
- probabilistic model
- dynamic programming
- variance reduction
- search space
- high dimensional
- computer vision
- machine learning