Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals (Q2396348)
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scientific article; zbMATH DE number 6726974
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| English | Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals |
scientific article; zbMATH DE number 6726974 |
Statements
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals (English)
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8 June 2017
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multidimensional diffusion bridge
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data augmentation
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discretisation of path integral
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linear process
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innovation process
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non-centred parametrisation
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Fitzhugh-Nagumo model
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0.873434841632843
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0.8078691959381104
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0.7952630519866943
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0.7914284467697144
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0.7892710566520691
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