Consistent inference for diffusions from low frequency measurements
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and spectral analysis (62M15)
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Cites work
- A counterexample to the ``hot spots conjecture
- A global uniqueness theorem for an inverse boundary value problem
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes
- An Inverse Problem for the Steady State Diffusion Equation
- Analysis and geometry of Markov diffusion operators
- Analytic semigroups and optimal regularity in parabolic problems
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
- Asymptotically efficient estimation of smooth functionals of covariance operators
- Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
- Bayesian non-linear statistical inverse problems
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Concentration inequalities for Markov chains by Marton couplings and spectral methods
- Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem
- Consistent Inversion of Noisy <scp>Non‐Abelian X‐Ray</scp> Transforms
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
- Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems
- Data Assimilation
- Determining conductivity by boundary measurements
- Diffusion coefficients estimation for elliptic partial differential equations
- Diffusions and Elliptic Operators
- Dimension-independent likelihood-informed MCMC
- Electrical impedance tomography and Calderón's problem
- Estimation of the first eigenvalue of second order elliptic operators
- Euclidean triangles have no hot spots
- Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions
- Filtering complex turbulent systems.
- Fundamentals of nonparametric Bayesian inference
- Geometric MCMC for infinite-dimensional inverse problems
- Hot spots in convex domains are in the tips (up to an inradius)
- scientific article; zbMATH DE number 3870001 (Why is no real title available?)
- scientific article; zbMATH DE number 5152482 (Why is no real title available?)
- scientific article; zbMATH DE number 936298 (Why is no real title available?)
- scientific article; zbMATH DE number 3353865 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- Iterative regularization methods for nonlinear ill-posed problems
- Mathematical foundations of infinite-dimensional statistical models
- MCMC methods for functions: modifying old algorithms to make them faster
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
- Nonparametric estimation of scalar diffusions based on low frequency data
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- On Neumann eigenfunctions in lip domains
- On statistical Calderón problems
- On the ``hot spots conjecture of J. Rauch
- Partial differential equations. III: Nonlinear equations.
- Probabilistic Forecasting and Bayesian Data Assimilation
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Rates of contraction of posterior distributions based on Gaussian process priors
- Rearrangements and convexity of level sets in PDE
- Reconstructions from boundary measurements
- Spectral thresholding for the estimation of Markov chain transition operators
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors
- Stochastic differential equations with reflecting boundary condition in convex regions
- Stochastic processes
- Sup-norm adaptive drift estimation for multivariate nonreversible diffusions
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- The nonparametric LAN expansion for discretely observed diffusions
- Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
Cited in
(8)- On posterior consistency of data assimilation with Gaussian process priors: the 2D-Navier-Stokes equations
- Uncertainty quantification. Abstracts from the workshop held April 20--25, 2025
- On low frequency inference for diffusions without the hot spots conjecture
- Frontiers of statistics and machine learning. Abstracts from the workshop held March 23--28, 2025
- Statistical algorithms for low-frequency diffusion data: a PDE approach
- Bayesian nonparametric inference in McKean-Vlasov models
- Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
- A Fourier-based inference method for learning interaction kernels in particle systems
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