The log-likelihood function of threshold vector error correction models is neither differentiable, nor smooth with respect to some parameters. Therefore, it is very difficult to ...
- This paper studies the linear dynamic errors-in-variables problem in the frequency domain. First the identifiability is shown under relaxed conditions. Next a frequency domain Ga...
Nonlinear random effects models with finite mixture structures are used to identify polymorphism in pharmacokinetic/ pharmacodynamic (PK/PD) phenotypes. An EM algorithm for maxim...
Xiaoning Wang, Alan Schumitzky, David Z. D'Argenio
Recent work has examined the estimation of models of stimulus-driven neural activity in which some linear filtering process is followed by a nonlinear, probabilistic spiking stag...
Jonathan Pillow, Liam Paninski, Eero P. Simoncelli
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...