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...

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Bibliographic Details
Main Author: Quito Mendoza, Brandon Estéfano (author)
Format: bachelorThesis
Language:eng
Published: 2021
Subjects:
Filtros bayesianos
Algoritmos PMCMC
Estimación de modelos estocásticos
Modelo SEIR
Bayesian filters
PMCMC algorithm
SDE model estimation
SEIR model
Online Access:http://repositorio.yachaytech.edu.ec/handle/123456789/385
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