Showing 1 open source project for "data capture framework"

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    approximate Bayesian computation for stochastic differential equations

    ...It performs approximate Bayesian computation for stochastic models having latent dynamics defined by stochastic differential equations (SDEs) and not limited to the "state-space" modelling framework. Both one- and multi-dimensional SDE systems are supported and partially observed systems are easily accommodated. Variance components for the "measurement error" affecting the data/observations can be estimated. A 50-pages Reference Manual is provided with two case-studies implemented and discussed. The methodology is based on the research article available at http://arxiv.org/abs/1204.5459 Author's research page is http://www.maths.lth.se/matstat/staff/umberto/
    Downloads: 2 This Week
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