Parameter estimation of stochastic dynamic models using Bayesian inference methods

发布者:王丹丹发布时间:2022-06-10浏览次数:388

报告题目:Parameter estimation of stochastic dynamic models using Bayesian inference methods

报告人:Tianhai Tian教授(Monash University

报告时间:20226129:00-10:00

腾讯会议:840-366-974

报告摘要:Stochastic modelling is an important method to investigate the functions of noise in a wide range of biological systems. However, the parameter inference for stochastic models is still a challenging problem partially due to the large computing time required for stochastic simulations. In this talk we discuss effective Bayesian inference methods for estimating parameters in stochastic models. We first show that a large number of stochastic simulations are required to obtain reliable inference results. Then we will discuss a new early-rejection method by using sequential stochastic simulations.

报告人简介:田天海博士2001年博士毕业于澳大利亚昆士兰大学数学系,本科和研究生毕业于华中科技大学마카오 슬롯 머신 잭팟,现为澳大利亚莫纳什大学마카오 슬롯 머신 잭팟教授。主持澳大利亚研究基金会研究项目3项,主持国家自然科学基金面上项目1项;获澳大利亚研究基金会的“未来研究员”和“澳大利亚人研究员”等称号;在基因网络和细胞信号传导等生物系统的随机建模,随机动力系统的数值模拟,模型参数估计及统计分析与计算等方向开展过很多有创新意义的工作,在“自然杂志细胞生物学分刊”,“美国国家科学院会刊”和“当代生物学”等国际顶尖期刊发表数学论文140余篇。