This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...
The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...
Mass and heat transport and metabolism in cells, tissues, and organ systems; mathematical modeling and simulation of dynamic and spatially distributed systems; optimal nonlinear parameter estimation ...