Combining stochastic modelling methods: MCMC and SDE’s

[In past modules, we have discussed Markov Chain Monte Carlo methods and Stochastic Differential Equations with Gaussian noise for stochastic modelling of compartmental models. In this module, we will describe how combing the two has the potential to simultaneously optimize computational efficiency and accuracy]
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Stochastic compartmental modelling with Stochastic Differential Equations

[In this module, students will become familiar with stochastic modelling with Stochastic Differential Equations for compartmental models and how they compare and contrast with Markov Chain Monte Carlo Methods.]

A good, but much more mathematical, introduction to the material discussed here can be found in the paper Construction of Equivalent Stochastic Differential Equation Models by Allen et al (2008).

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