Wednesday, June 6, 2018 - 9:00am - 9:50am
H.T. Banks (North Carolina State University)
We report on a major effort on model comparison for stochastic model comparison. In a series of efforts, we considered model comparison techniques for three different classes of stochastic models: continuous time Markov chains (CTMC), stochastic differential equations (SDE), and random differential equations (RDE). For nested models, we extended the statistically-based ideas and techniques developed earlier by Banks and Fitzpatrick for deterministic differential equation models to these three types of stochastic systems.
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