A study of the data augmentation strategy for stochastic differential equations (Q5036849): Difference between revisions

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Latest revision as of 02:43, 28 July 2024

scientific article; zbMATH DE number 7480155
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English
A study of the data augmentation strategy for stochastic differential equations
scientific article; zbMATH DE number 7480155

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    A study of the data augmentation strategy for stochastic differential equations (English)
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    23 February 2022
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    data imputation
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    Hellinger metric
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    Bayesian inference
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    Markov chain Monte Carlo (MCMC)
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    transition density estimation
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