We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: **CANCELLED**Stochastic Differential Mixed-Effects Models

Presented by Umberto Picchini, Dept. Mathematical Sciences, Durham University

11 October 2010 15:15 in CM221


Stochastic differential equation models (SDEs) are an established tool to describe random continuous time processes. Biomedical experiments often imply repeated measurements on a series of experimental units (e.g. subjects) and individual differences can be represented by incorporating random parameters into a statistical model, whose realizations differ from unit to unit. Such statistical models are known as "mixed-effects" models. I will introduce a framework to modellize simultaneously variability between the observed individual trajectories via a mixed-effects model and randomness into dynamics of the individual trajectory via an SDE, thus providing a powerful modeling tool with immediate applications in biomedicine and pharmacokinetic/pharmacodynamic studies.
In most cases the likelihood function for such model is not available, and thus maximum likelihood estimation for the unknown parameters is not possible. I will propose a computationally fast approximated maximum likelihood procedure for the estimation of both the non-random parameters and the random effects. An application to neuronal data will be presented.

Contact for more information