Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199)

scientific article

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English	Nonparametric Bayesian inference for reversible multidimensional diffusions	scientific article

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instance of

scholarly article

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title

Nonparametric Bayesian inference for reversible multidimensional diffusions (English)

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The Annals of Statistics

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publication date

8 December 2022

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full work available at URL

https://arxiv.org/abs/2012.12083

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zbMATH Keywords

Bayesian nonparametrics

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multidimensional diffusions

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reversibility

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Gaussian processes

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Laplace prior

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sdetorus

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1214/22-AOS2213

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2105199