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Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
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TY - CHAP
T1 - Applications of dynamical inference to the analysis of noisy biological time series with hidden dynamical variables.
AU - Duggento, A.
AU - Luchinsky, D. G.
AU - Smelyanskiy, V. N.
AU - Millonas, M.
AU - McClintock, P. V. E.
PY - 2009/4/23
Y1 - 2009/4/23
N2 - We present a Bayesian framework for parameter inference in noisy, non-stationary, nonlinear, dynamical systems. The technique is implemented in two distinct ways: (i) Lightweight implementation: to be used for on-line analysis, allowing multiple parameter estimation, optimal compensation for dynamical noise, and reconstruction by integration of the hidden dynamical variables, but with some limitations on how the noise appears in the dynamics; (ii) Full scale implementation: of the technique with extensive numerical simulations (MCMC), allowing for more sophisticated reconstruction of hidden dynamical trajectories and dealing better with sources of noise external to the dynamics (measurements noise).
AB - We present a Bayesian framework for parameter inference in noisy, non-stationary, nonlinear, dynamical systems. The technique is implemented in two distinct ways: (i) Lightweight implementation: to be used for on-line analysis, allowing multiple parameter estimation, optimal compensation for dynamical noise, and reconstruction by integration of the hidden dynamical variables, but with some limitations on how the noise appears in the dynamics; (ii) Full scale implementation: of the technique with extensive numerical simulations (MCMC), allowing for more sophisticated reconstruction of hidden dynamical trajectories and dealing better with sources of noise external to the dynamics (measurements noise).
U2 - 10.1063/1.3140527
DO - 10.1063/1.3140527
M3 - Chapter
VL - 1129
T3 - AIP Conference Proceedings
SP - 531
EP - 534
BT - Noise and fluctuations : 20th International Conference on Noise and Fluctuations (ICNF-2009)
A2 - Macucci, M.
A2 - Basso, G.
PB - American Institute of Physics
CY - Melville, N. Y.
ER -