Malaria in Northwest India: Data Analysis via Partially Observed Stochastic Differential Equation Models Driven by Lévy Noise
用Lévy噪声驱动的部分观测随机微分方程分析印度西北部疟疾
Many biological systems are appropriately described by partially observed Markov process (POMP) models, also known as state space models. Such models also arise throughout the physical and social sciences, in engineering, and in finance. Statistical challenges arise in carrying out inference on nonlinear, nonstationary, vector-valued POMP models. Methodologies that depend on the Markov process model only through numerical solution of sample paths are said to have the…