A study of the data augmentation strategy for stochastic differential equations

DOI10.1080/00949655.2020.1746788MaRDI QIDQ5036849zbMATH OpenOpenAlexFDO

Authors Ge Liu, Peter F. Craigmile, Radu Herbei

Publication date 23 February 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1746788

zbMATH Keywords

Bayesian inferencedata imputationHellinger metricMarkov chain Monte Carlo (MCMC)transition density estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Statistical inference for stochastic differential equations

Describes a project that uses

Uses Software

• pyuvdata

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