Improved bridge constructs for stochastic differential equations (Q1703803)
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scientific article; zbMATH DE number 6847937
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| default for all languages | No label defined |
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| English | Improved bridge constructs for stochastic differential equations |
scientific article; zbMATH DE number 6847937 |
Statements
Improved bridge constructs for stochastic differential equations (English)
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7 March 2018
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stochastic differential equation
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multivariate diffusion bridge
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guided proposal
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Markov chain Monte Carlo
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linear noise approximation
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0.7861621379852295
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0.7824363708496094
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0.7716275453567505
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0.7606009244918823
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0.7549694180488586
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