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stat.AP2026
State Space Modeling of the Ornstein-Uhlenbeck Process with Measurement Error: An Application to Microbiome Data
Shanglun Li, Toby Kenney, Hong Gu
Understanding the temporal dynamics of the human microbiome is critical for deciphering host-microbe interactions and identifying responses to environmental or physiological disrup…
stat.AP2026
Factor State Space Modelling of the Ornstein-Uhlenbeck Process with Measurement Error and its Application
Shanglun Li, Toby Kenney, Hong Gu
Standard Ornstein-Uhlenbeck (OU) models often yield biased parameter estimates when measurement error is ignored. While the Ornstein-Uhlenbeck State Space Model (OUSSM) addresses t…