Exact filtering for partially observed continuous time models

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 66, Issue 3, 2004, Pages 771-789

  Fearnhead, Paul ^a,b   Meligkotsidou, Loukia ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Data augmentation; Em algorithm; Epidemics; Forward backward algorithm; Gibbs sampling; Markov chain monte carlo methods; Phylogenetics; Population genetics; Susceptible infected removed epidemic; Wright's formula

Indexed keywords

EID: 3543010794     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2004.05561.x     Document Type: Article

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