Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo (Q4610146): Difference between revisions

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Revision as of 09:42, 15 July 2024

scientific article; zbMATH DE number 6856494
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English
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo
scientific article; zbMATH DE number 6856494

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    Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo (English)
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    5 April 2018
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    multilevel Monte Carlo
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    Markov chain Monte Carlo
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    diffusion processes
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