Introduction to particle Markov-chain Monte Carlo for disease dynamics modellers

Publication date: Available online 3 October 2019Source: EpidemicsAuthor(s): Akira Endo, Edwin van Leeuwen, Marc BaguelinAbstractThe particle Markov-chain Monte Carlo (PMCMC) method is a powerful tool to efficiently explore high-dimensional parameter space using time-series data. We illustrate an overall picture of PMCMC with minimal but sufficient theoretical background to support the readers in the field of biomedical/health science to apply PMCMC to their studies. Some working examples of PMCMC applied to infectious disease dynamic models are presented with R code.
Source: Epidemics - Category: Epidemiology Source Type: research