| Literature DB >> 31587877 |
Akira Endo1, Edwin van Leeuwen2, Marc Baguelin3.
Abstract
The particle Markov-chain Monte Carlo (PMCMC) method is a powerful tool to efficiently explore high-dimensional parameter space using time-series data. We illustrate an overall picture of PMCMC with minimal but sufficient theoretical background to support the readers in the field of biomedical/health science to apply PMCMC to their studies. Some working examples of PMCMC applied to infectious disease dynamic models are presented with R code.Entities:
Keywords: Hidden Markov process; Particle Markov-chain Monte Carlo; Particle filter; Sequential Monte Carlo; State-space models
Year: 2019 PMID: 31587877 DOI: 10.1016/j.epidem.2019.100363
Source DB: PubMed Journal: Epidemics ISSN: 1878-0067 Impact factor: 4.396