Spectral Density-Based and Measure-Preserving ABC for partially observed
diffusion processes. An illustration on Hamiltonian SDEs

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Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

4 March 2019

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Papers citing "Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs"

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Title
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes Predrag Pilipovic Adeline M. M. Samson Susanne Ditlevsen 49 6 0 21 Nov 2022
On predictive inference for intractable models via approximate Bayesian computation Marko Jarvenpaa J. Corander TPM 69 2 0 23 Mar 2022
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations J. Sanz-Serna K. Zygalakis 71 23 0 26 Apr 2021
HNPE: Leveraging Global Parameters for Neural Posterior Estimation Pedro L. C. Rodrigues Thomas Moreau Gilles Louppe Alexandre Gramfort 175 13 0 12 Feb 2021
The shifted ODE method for underdamped Langevin MCMC James Foster Terry Lyons Harald Oberhauser 91 16 0 10 Jan 2021