A high accuracy stochastic estimation of a nonlinear deterministic model |
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| Authors: | Spyridon J Hatjispyros Stephen G Walker |
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| Institution: | a University of the Aegean, Karlovassi, Samos, GR-832 00, Greece
b University of Kent, Canterbury, Kent, CT2 7NZ, UK |
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| Abstract: | In this Letter, an approach to estimating a nonlinear deterministic model is presented. We introduce a stochastic model with extremely small variances so that the deterministic and stochastic models are essentially indistinguishable from each other. This point is explained in the Letter. The estimation is then carried out using stochastic optimization based on Markov chain Monte Carlo (MCMC) methods. |
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| Keywords: | Logistic model Nonlinear model MCMC Stochastic optimization |
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