Fitting Nonlinear Ordinary Differential Equation Models with Random Effects and Unknown Initial Conditions Using the Stochastic Approximation Expectation–Maximization (SAEM) Algorithm
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DOI: 10.1007/s11336-014-9431-z
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- Sy-Miin Chow & Lu Ou & Arridhana Ciptadi & Emily B. Prince & Dongjun You & Michael D. Hunter & James M. Rehg & Agata Rozga & Daniel S. Messinger, 2018. "Representing Sudden Shifts in Intensive Dyadic Interaction Data Using Differential Equation Models with Regime Switching," Psychometrika, Springer;The Psychometric Society, vol. 83(2), pages 476-510, June.
- Zhao-Hua Lu & Sy-Miin Chow & Nilam Ram & Pamela M. Cole, 2019. "Zero-Inflated Regime-Switching Stochastic Differential Equation Models for Highly Unbalanced Multivariate, Multi-Subject Time-Series Data," Psychometrika, Springer;The Psychometric Society, vol. 84(2), pages 611-645, June.
- Zhang, Siliang & Chen, Yunxiao, 2022. "Computation for latent variable model estimation: a unified stochastic proximal framework," LSE Research Online Documents on Economics 114489, London School of Economics and Political Science, LSE Library.
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Keywords
differential equation; dynamic; nonlinear; stochastic EM; longitudinal;All these keywords.
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