A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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