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A comparison of numerical approaches for statistical inference with stochastic models

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Bibliographic Details
Main Authors: Bacci, Marco, Sukys, Jonas, Reichert, Peter
Format: Book
Language:English
Published: Springer 2023
Subjects:
numerical approaches
stochastic models
Online Access:https://link.springer.com/article/10.1007/s00477-023-02434-z
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8723
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spelling oai:localhost:PNK-87232023-08-07T07:17:24Z A comparison of numerical approaches for statistical inference with stochastic models Bacci, Marco Sukys, Jonas Reichert, Peter numerical approaches stochastic models CC_BY Due to our limited knowledge about complex environmental systems, our predictions of their behavior under different scenarios or decision alternatives are subject to considerable uncertainty. As this uncertainty can often be relevant for societal decisions, the consideration, quantification and communication of it is very important. Due to internal stochasticity, often poorly known influence factors, and only partly known mechanisms, in many cases, a stochastic model is needed to get an adequate description of uncertainty. As this implies the need to infer constant parameters, as well as the time-course of stochastic model states, a very high-dimensional inference problem for model calibration has to be solved. 2023-08-07T07:17:24Z 2023-08-07T07:17:24Z 2023 Book https://link.springer.com/article/10.1007/s00477-023-02434-z https://dlib.phenikaa-uni.edu.vn/handle/PNK/8723 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic numerical approaches
stochastic models
spellingShingle numerical approaches
stochastic models
Bacci, Marco
Sukys, Jonas
Reichert, Peter
A comparison of numerical approaches for statistical inference with stochastic models
description CC_BY
format Book
author Bacci, Marco
Sukys, Jonas
Reichert, Peter
author_facet Bacci, Marco
Sukys, Jonas
Reichert, Peter
author_sort Bacci, Marco
title A comparison of numerical approaches for statistical inference with stochastic models
title_short A comparison of numerical approaches for statistical inference with stochastic models
title_full A comparison of numerical approaches for statistical inference with stochastic models
title_fullStr A comparison of numerical approaches for statistical inference with stochastic models
title_full_unstemmed A comparison of numerical approaches for statistical inference with stochastic models
title_sort comparison of numerical approaches for statistical inference with stochastic models
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s00477-023-02434-z
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8723
_version_ 1773599514018447360
score 8.891145

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