A Multiscale Perspective on Maximum Marginal Likelihood Estimation

MaRDI QIDQ6731622arXivFDO

Authors Ömer Deniz Akyildiz, M. Ottobre, I. Souttar

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Diffusion processes (60J60) Computational methods for problems pertaining to statistics (62-08) Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) Numerical solutions to stochastic differential and integral equations (65C30) Algorithms for approximation of functions (65D15)

arXiv classification

stat.CO

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