Likelihood estimation for stochastic compartmental models using Markov chain methods.
Gavin J. GibsonEric RenshawPublished in: Stat. Comput. (2001)
Keyphrases
- markov chain
- monte carlo simulation
- monte carlo method
- monte carlo
- stochastic process
- steady state
- markov processes
- transition probabilities
- markov model
- markov process
- prior knowledge
- markov models
- finite state
- parameter estimation
- random walk
- least squares
- support vector
- mathematical models
- generative model
- markov chain monte carlo
- stochastic model
- stochastic processes
- stationary distribution
- maximum likelihood
- transition matrix