Algoritmos numéricos y filtros bayesianos para estimar modelos de efectos mixtos.

Parameter and state estimation in state – space models defined in the form of stochastic differential equations with mixed – effects is a challenging problem in the statistical community from a frequentist and Bayesian point of view. Since the observed data likelihood from state – space models is in...

• Hlavní autor: Barragán Ramírez, Gabriel Alberto (author)
• Médium: masterThesis
• Jazyk: spa
• Vydáno: 2024
• Témata: Algoritmo Metropolis - Hastings; Filtro de partículas; modelo estado - espacio; inferencia Bayesiana; efectos aleatorios
• On-line přístup: http://dspace.unach.edu.ec/handle/51000/12502