Smooth functional tempering for nonlinear differential equation models

@article{Campbell2012SmoothFT,
  title={Smooth functional tempering for nonlinear differential equation models},
  author={David Campbell and Russell J. Steele},
  journal={Statistics and Computing},
  year={2012},
  volume={22},
  pages={429-443}
}
Differential equations are used in modeling diverse system behaviors in a wide variety of sciences. Methods for estimating the differential equation parameters traditionally depend on the inclusion of initial system states and numerically solving the equations. This paper presents Smooth Functional Tempering, a new population Markov Chain Monte Carlo approach for posterior estimation of parameters. The proposed method borrows insights from parallel tempering and model based smoothing to define… CONTINUE READING
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