Simulating bridges using confluent diffusions

v1v2 (latest)

Simulating bridges using confluent diffusions

25 March 2019

Paul A. Jenkins

Gareth O. Roberts

Michael Sørensen

ArXiv (abs)PDF HTML

Papers citing "Simulating bridges using confluent diffusions"

4 / 4 papers shown

Title
Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices Mai Bui Y. Pokern P. Dellaportas 75 11 0 07 Apr 2021
Unbiased simulation of rare events in continuous time James Hodgson A. M. Johansen M. Pollock 18 0 0 16 Feb 2021
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space Nikolas Nusken Lorenz Richter AI4CE 85 112 0 11 May 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