Simple simulation of diffusion bridges with application to likelihood inference for diffusions

7 March 2014

Papers citing "Simple simulation of diffusion bridges with application to likelihood inference for diffusions"

11 / 11 papers shown

Title
SpectR: Dynamically Composing LM Experts with Spectral Routing William Fleshman Benjamin Van Durme MoMe MoE 118 0 0 04 Apr 2025
Feynman-Kac Operator Expectation Estimator Jingyuan Li Wei Liu 88 0 0 02 Jul 2024
Statistical inference for a stochastic generalized logistic differential equation F. Baltazar-Larios F. Delgado-Vences Saul Diaz-Infante Eduardo Lince Gomez 30 0 0 06 May 2024
Efficient estimation for ergodic diffusion processes sampled at high frequency Michael Sorensen 37 1 0 09 Jan 2024
Bridge Simulation and Metric Estimation on Lie Groups and Homogeneous Spaces Mathias Højgaard Jensen Lennard Hilgendorf S. Joshi Stefan Sommer 164 1 0 01 Dec 2021
Simulating Diffusion Bridges with Score Matching J. Heng Valentin De Bortoli Arnaud Doucet James Thornton 120 45 0 14 Nov 2021
Flexible Bayesian inference for diffusion processes using splines Paul A. Jenkins M. Pollock Gareth O. Roberts 51 1 0 10 Jun 2021
The computational cost of blocking for sampling discretely observed diffusions Marcin Mider Paul A. Jenkins M. Pollock Gareth O. Roberts 45 1 0 22 Sep 2020
A piecewise deterministic Monte Carlo method for diffusion bridges J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer DiffM 83 22 0 16 Jan 2020
Simulating bridges using confluent diffusions Paul A. Jenkins M. Pollock Gareth O. Roberts Michael Sørensen 40 5 0 25 Mar 2019
Efficient sampling of conditioned Markov jump processes Andrew Golightly Chris Sherlock TPM 111 13 0 19 Sep 2018