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Approximations to continuous processes in hierarchical models

Posted on:2009-07-04Degree:M.SType:Thesis
University:Utah State UniversityCandidate:Cangelosi, Amanda RFull Text:PDF
GTID:2441390005458565Subject:Statistics
Abstract/Summary:
Models for natural nonlinear processes, such as population dynamics, have been given much attention in applied mathematics. For example, species competition has been extensively modeled by differential equations. Often, the scientist has preferred to model the underlying dynamical processes ( i.e., theoretical mechanisms) in continuous-time. It is of both scientific and mathematical interest to implement such models in a statistical framework to quantify uncertainty associated with the models in the presence of observations. That is, given discrete observations arising from the underlying continuous process, the unobserved process can be formally described while accounting for multiple sources of uncertainty (e.g., measurement error, model choice, and inherent stochasticity of process parameters). In addition to continuity, natural processes are often bounded; specifically, they tend to have non-negative support. Various techniques have been implemented to accommodate non-negative processes, but such techniques are often limited or overly compromising. This study offers an alternative to common differential modeling practices by using a bias-corrected truncated normal distribution to model the observations and latent process, both having bounded support. Parameters of an underlying continuous process are characterized in a Bayesian hierarchical context, utilizing a fourth-order Runge-Kutta approximation.
Keywords/Search Tags:Process, Continuous, Model
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