A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759): Difference between revisions

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Latest revision as of 10:53, 27 July 2024

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A piecewise deterministic Monte Carlo method for diffusion bridges
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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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