Improved bridge constructs for stochastic differential equations (Q1703803): Difference between revisions

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+Bridge.jl
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+BayesEstDiffusion.jl
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+.09120
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Closed-form likelihood expansions for multivariate diffusions
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
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+Sequential Monte Carlo with Highly Informative Observations
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+Simulation of conditioned diffusion and application to parameter estimation
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Inference for reaction networks using the linear noise approximation
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+The parabolic differential equations and the associated semigroups of transformation
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+Inference for Diffusion Processes
@@ Property / cites work: Inference for Diffusion Processes / rank @@
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+Bayesian inference for nonlinear multivariate diffusion models observed with error
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+Delayed acceptance particle MCMC for exact inference in stochastic kinetic models
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+Inference for stochastic volatility models using time change transformations
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+Solutions of ordinary differential equations as limits of pure jump markov processes
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+On Generating Monte Carlo Samples of Continuous Diffusion Bridges
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+A regularized bridge sampler for sparsely sampled diffusions
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+Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data
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+Stochastic differential equations. An introduction with applications.
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+References
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+Q4834284
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+On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
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+Q4508926
@@ Property / cites work: Q4508926 / rank @@
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+Guided proposals for simulating multi-dimensional diffusion bridges
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+A note on convergence rate of a linearization method for the discretization of stochastic differential equations
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+Miscellanea. A statistical method of estimation and simulation for systems of stochastic differential equations
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+Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
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+Q2758041
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+Bayesian inference for diffusion-driven mixed-effects models
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+Publication:1703803