A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759): Difference between revisions
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| Property / author: Frank H. van der Meulen / rank | |||
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| Property / author: Frank H. van der Meulen / rank | |||
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| Property / describes a project that uses: Bridge.jl / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W3155936924 / rank | |||
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| Property / arXiv ID: 2001.05889 / rank | |||
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Latest revision as of 01:30, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A piecewise deterministic Monte Carlo method for diffusion bridges |
scientific article |
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A piecewise deterministic Monte Carlo method for diffusion bridges (English)
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9 December 2021
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diffusion bridge
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conditional diffusion
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diffusion process
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Faber-Schauder basis
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intractable target density
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local zig-zag sampler
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piecewise deterministic Monte Carlo
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high-dimensional simulation
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