Iterated filtering: new theory, algorithms and applications (NSF funded, role: PI).
Time series analysis with applications to ecology, epidemiology, health economics, cell motion and neuroscience. Methodological work on inference for partially observed stochastic dynamic systems.
The IF2 algorithm (Ionides, EL, D Nguyen, Y Atchade, S Stoev and AA King., 2015, “Inference for dynamic and latent variable models via iterated, perturbed Bayes maps,” PNAS 112:719-724).
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