Frank H. van der Meulen

Available identifiers

zbMath Open van-der-meulen.frank-hMaRDI QIDQ1020979

List of research outcomes

Publication	Date of Publication	Type
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors	2024-10-31	Paper
Guided simulation of conditioned chemical reaction networks	2023-12-07	Paper
Conditioning continuous-time Markov processes by guiding	2023-07-27	Paper
Nonparametric Bayesian volatility learning under microstructure noise	2023-07-25	Paper
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors	2023-05-12	Paper
Compositionality in algorithms for smoothing	2023-03-24	Paper
Bayesian wavelet de-noising with the caravan prior	2023-03-09	Paper
Sticky PDMP samplers for sparse and local inference problems	2022-12-09	Paper
Bayesian nonparametric estimation in the current status continuous mark model	2022-10-06	Paper
Bayesian estimation of incompletely observed diffusions	2022-07-05	Paper
Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions	2022-04-07	Paper
Introduction to Automatic Backward Filtering Forward Guiding	2022-03-08	Paper
A piecewise deterministic Monte Carlo method for diffusion bridges	2021-12-09	Paper
Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data	2021-11-12	Paper
Continuous-discrete smoothing of diffusions	2021-10-11	Paper
Bayesian estimation of a decreasing density	2021-10-11	Paper
Decompounding discrete distributions: A nonparametric Bayesian approach	2020-09-08	Paper
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient	2020-08-12	Paper
Simulation of elliptic and hypo-elliptic conditional diffusions	2020-07-16	Paper
Reversible jump MCMC for nonparametric drift estimation for diffusion processes	2018-11-08	Paper
A non-parametric Bayesian approach to decompounding from high frequency data	2018-04-16	Paper
Guided proposals for simulating multi-dimensional diffusion bridges	2017-09-21	Paper
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals	2017-06-08	Paper
Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions	2016-12-15	Paper
Nonparametric Bayesian inference for multidimensional compound Poisson processes	2016-11-15	Paper
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions	2013-03-07	Paper
Estimating a concave distribution function from data corrupted with additive noise	2009-06-04	Paper
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes	2008-09-17	Paper
Parametric Estimation for Subordinators and Induced OU Processes	2007-12-16	Paper
Convergence rates of posterior distributions for Brownian semimartingale models	2007-05-24	Paper
Performance assessment and improvement of control charts for statistical batch process monitoring	2007-03-20	Paper
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes	2006-03-23	Paper
Simulating conditioned diffusions on manifolds	N/A	Paper

Research outcomes over time

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