Stochastic modelling in CSIRO: two examples

Stochastic Modelling for Two-phase Flow Simulations: Interests and Examples

This paper discusses stochastic models applied to modelling and simulation of turbulent dispersed two-phase flows. The stochastic approach presents strong advantages compared to classical approaches which attempt to solve field equations for some statistical averages: polydispersed flows are treated naturally without specific assumptions and detailed information is provided on various particle ...

Two examples of structural modelling . Notes for " Structural modelling

Structural models are models for empirical work that have ‘deep’parameters that are invariant to changes in the economic environment. Structural modelling always involves theoretical modelling; my own feeling is that it is impossible to do good applied microeconometrics without also doing good theory. The polar extreme to structural modelling is quasi-experimental (or natural experiment) modell...

Population Stochastic Modelling (PSM): Model definition, description and examples

This package provides functions for estimation of linear and non-linear mixedeffects models using stochastic differential equations. Moreover it provides functions for finding smoothed estimates of model states and for simulation. The package allows for any multivariate non-linear time-variant model to be specified, and it also handels multidimentional input, co-variates, missing observations a...

GLOBAL MODELLING WiTH!N THE CSIRO DiVISION OF ATMOSPHERIC RESEARCH

Bayesian Stochastic Mortality Modelling for Two Populations

The paper introduces a new framework for modelling the joint development over time of mortality rates in a pair of related populations by combining a number of recent and novel developments in stochastic mortality modelling. First, we develop an underlying stochastic model which incorporates a mean-reverting stochastic spread that allows for different trends in mortality improvement rates in th...