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Improved bridge constructs for stochastic differential equations

30 September 2015

Papers citing "Improved bridge constructs for stochastic differential equations"

22 / 22 papers shown

Title
Neural Guided Diffusion Bridges Gefan Yang Frank van der Meulen Stefan Sommer DiffM 92 0 0 17 Feb 2025
Score matching for sub-Riemannian bridge sampling E. Grong Karen Habermann Stefan Sommer 76 2 0 23 Apr 2024
Simulating conditioned diffusions on manifolds M. Corstanje Frank van der Meulen Moritz Schauer Stefan Sommer 131 1 0 08 Mar 2024
Towards Data-Conditional Simulation for ABC Inference in Stochastic Differential Equations P. Jovanovski Andrew Golightly Umberto Picchini 63 1 0 16 Oct 2023
Accelerating inference for stochastic kinetic models Tom Lowe Andrew Golightly Chris Sherlock 86 5 0 06 Jun 2022
Simulating Diffusion Bridges with Score Matching J. Heng Valentin De Bortoli Arnaud Doucet James Thornton 120 45 0 14 Nov 2021
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices Mai Bui Y. Pokern P. Dellaportas 82 11 0 07 Apr 2021
Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes Andrew Golightly Chris Sherlock 65 3 0 11 Sep 2020
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models A. Beskos Dan Crisan Ajay Jasra N. Kantas Hamza Ruzayqat DiffM 56 12 0 18 Aug 2020
The Neural Moving Average Model for Scalable Variational Inference of State Space Models Tom Ryder D. Prangle Andrew Golightly Isaac Matthews BDL AI4TS 83 6 0 02 Oct 2019
Particle Methods for Stochastic Differential Equation Mixed Effects Models Imke Botha Robert Kohn Christopher C. Drovandi 51 21 0 25 Jul 2019
Simulating bridges using confluent diffusions Paul A. Jenkins M. Pollock Gareth O. Roberts Michael Sørensen 28 5 0 25 Mar 2019
Simulation of elliptic and hypo-elliptic conditional diffusions J. Bierkens Frank van der Meulen Moritz Schauer 124 19 0 03 Oct 2018
Efficient sampling of conditioned Markov jump processes Andrew Golightly Chris Sherlock TPM 106 13 0 19 Sep 2018
Bayesian Inference for Diffusion Processes: Using Higher-Order Approximations for Transition Densities Susanne Pieschner Christiane Fuchs 38 6 0 06 Jun 2018
Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models Andrew Golightly E. Bradley Tom Lowe Colin S. Gillespie 68 12 0 20 Feb 2018
Black-box Variational Inference for Stochastic Differential Equations Tom Ryder Andrew Golightly A. Mcgough D. Prangle 91 58 0 09 Feb 2018
Continuous-discrete smoothing of diffusions Marcin Mider Moritz Schauer Frank van der Meulen 61 30 0 11 Dec 2017
Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise Francesc Pons Llopis N. Kantas A. Beskos Ajay Jasra 45 22 0 12 Oct 2017
On residual and guided proposals for diffusion bridge simulation Frank van der Meulen Moritz Schauer DiffM 36 4 0 16 Aug 2017
Residual-Bridge Constructs for Conditioned Diffusions Sean Malory Chris Sherlock 25 1 0 14 Feb 2016
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals Frank van der Meulen Moritz Schauer 100 59 0 18 Jun 2014