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stat.ME2025
Simulation-based inference using splitting schemes for partially observed diffusions in chemical reaction networks
Petar Jovanovski, Andrew Golightly, Umberto Picchini +1
We address the problem of simulation and parameter inference for chemical reaction networks described by the chemical Langevin equation, a stochastic differential equation (SDE) re…
stat.ME2024
Towards Data-Conditional Simulation for ABC Inference in Stochastic Differential Equations
Petar Jovanovski, Andrew Golightly, Umberto Picchini
We develop a Bayesian inference method for discretely-observed stochastic differential equations (SDEs). Inference is challenging for most SDEs, due to the analytical intractabilit…