search

mmider / BridgeSDEInference.jl

Inference for diffusion processes with the use of `Guided Proposals`
https://mmider.github.io/BridgeSDEInference.jl/dev/
MIT License
16 stars 5 forks source link

Work in progress: SIR model #63

Open mschauer opened 4 years ago

mschauer commented 4 years ago

Elliptic case, assume observations of I and R, and S being implicit.

mschauer commented 4 years ago

Inference for sigma not working yet. Auxiliary process should have time dependent variance.