Rate estimation in partially observed Markov jump processes with measurement errors

Article, Preprint English OPEN
Amrein, Michael; Kuensch, Hans R.;
(2010)
  • Subject: Statistics - Computation

We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data, we embed the Markov jump proces... View more
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