Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo (Q4610146): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1701.05892 / rank | |||
Normal rank | |||
Revision as of 19:01, 19 April 2024
scientific article; zbMATH DE number 6856494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo |
scientific article; zbMATH DE number 6856494 |
Statements
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo (English)
0 references
5 April 2018
0 references
multilevel Monte Carlo
0 references
Markov chain Monte Carlo
0 references
diffusion processes
0 references
