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

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...

Бүрэн тодорхойлолт

-д хадгалсан:

Номзүйн дэлгэрэнгүй
Үндсэн зохиолч:	Quito Mendoza, Brandon Estéfano (author)
Формат:	bachelorThesis
Хэл сонгох:	eng
Хэвлэсэн:	2021
Нөхцлүүд:	Filtros bayesianos Algoritmos PMCMC Estimación de modelos estocásticos Modelo SEIR Bayesian filters PMCMC algorithm SDE model estimation SEIR model
Онлайн хандалт:	http://repositorio.yachaytech.edu.ec/handle/123456789/385
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!

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