On the Use of Particle Markov Chain Monte Carlo in Parameter Estimation of Space-Time Interacting Discs
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F14%3A10283166" target="_blank" >RIV/00216208:11320/14:10283166 - isvavai.cz</a>
Alternative codes found
RIV/68407700:21230/14:00222638 RIV/60461373:22340/14:43897646
Result on the web
<a href="http://dx.doi.org/10.1007/s11009-013-9367-2" target="_blank" >http://dx.doi.org/10.1007/s11009-013-9367-2</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s11009-013-9367-2" target="_blank" >10.1007/s11009-013-9367-2</a>
Alternative languages
Result language
angličtina
Original language name
On the Use of Particle Markov Chain Monte Carlo in Parameter Estimation of Space-Time Interacting Discs
Original language description
A space-time random set is defined and methods of its parameters estimation are investigated. The evolution in discrete time is described by a state-space model. The observed output is a planar union of interacting discs given by a probability density with respect to a reference Poisson process of discs. The state vector is to be estimated together with auxiliary parameters of transitions caused by a random walk. Three methods of parameters estimation are involved, first of which is the maximum likelihood estimation (MLE) for individual outputs at fixed times. In the space-time model the state vector can be estimated by the particle filter (PF), where MLE serves to the estimation of auxiliary parameters. In the present paper the aim is to compare MLE and PF with particle Markov chain Monte Carlo (PMCMC). From the group of PMCMC methods we use specially the particle marginal Metropolis-Hastings (PMMH) algorithm which updates simultaneously the state vector and the auxiliary parameters.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP201%2F10%2F0472" target="_blank" >GAP201/10/0472: Stochastic geometry - inhomogeneity, marking, dynamics and stereology</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Methodology and Computing in Applied Probability
ISSN
1387-5841
e-ISSN
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Volume of the periodical
16
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
13
Pages from-to
451-463
UT code for WoS article
000335508800013
EID of the result in the Scopus database
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