Bayesian filters for parameter estimations in istochastic differential equations mixed-effects models

Estimation of parameters in Stochastic Differential Equations (SDE) models is not straightforward. Mathematical models that describes real life dynamic systems usually are nonlinear type and involve several parameters. A natural approach would be the maximum likelihood methods, however, the transiti...

• Autor principal: Quito Mendoza, Brandon Estéfano (author)
• Formato: bachelorThesis
• Lenguaje: eng
• Publicado: 2021
• Materias: Filtros bayesianos; Algoritmos PMCMC; Estimación de modelos estocásticos; Modelo SEIR; Bayesian filters; PMCMC algorithm; SDE model estimation; SEIR model
• Acceso en línea: http://repositorio.yachaytech.edu.ec/handle/123456789/385