Continuous-discrete smoothing of diffusions

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Continuous-discrete smoothing of diffusions

11 December 2017

Marcin Mider

Frank van der Meulen

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Papers citing "Continuous-discrete smoothing of diffusions"

17 / 17 papers shown

Title
Neural Guided Diffusion Bridges Gefan Yang Frank van der Meulen Stefan Sommer DiffM 92 0 0 17 Feb 2025
SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equations Grigory Bartosh Dmitry Vetrov C. A. Naesseth 121 0 0 04 Feb 2025
Score matching for sub-Riemannian bridge sampling E. Grong Karen Habermann Stefan Sommer 70 2 0 23 Apr 2024
Simulating conditioned diffusions on manifolds M. Corstanje Frank van der Meulen Moritz Schauer Stefan Sommer 124 1 0 08 Mar 2024
Guided simulation of conditioned chemical reaction networks M. Corstanje Frank van der Meulen 78 1 0 07 Dec 2023
Entropic Matching for Expectation Propagation of Markov Jump Processes Bastian Alt Heinz Koeppl Heinz Koeppl 173 1 0 27 Sep 2023
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 72 0 0 01 Mar 2023
Conditional particle filters with bridge backward sampling Santeri Karppinen Sumeetpal S. Singh M. Vihola 82 8 0 27 May 2022
Introduction to Automatic Backward Filtering Forward Guiding Frank van der Meulen 25 3 0 08 Mar 2022
Bridge Simulation and Metric Estimation on Lie Groups and Homogeneous Spaces Mathias Højgaard Jensen Lennard Hilgendorf S. Joshi Stefan Sommer 154 1 0 01 Dec 2021
Sticky PDMP samplers for sparse and local inference problems J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer 62 15 0 15 Mar 2021
Control of Stochastic Quantum Dynamics by Differentiable Programming Frank Schafer P. Sekatski M. Koppenhöfer C. Bruder M. Kloc 26 17 0 04 Jan 2021
Automatic Backward Filtering Forward Guiding for Markov processes and graphical models Frank van der Meulen Moritz Schauer 74 12 0 07 Oct 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 46 12 0 18 Aug 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
Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models Matthew M. Graham Alexandre Hoang Thiery A. Beskos 49 16 0 06 Dec 2019
Simulation of elliptic and hypo-elliptic conditional diffusions J. Bierkens Frank van der Meulen Moritz Schauer 114 19 0 03 Oct 2018