Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199)

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Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
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    Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (English)
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    11 March 2016
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    nonparametric inference for diffusions
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    Bayesian inference
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    asymptotic performance
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    Gaussian process prior
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    adaptation to smoothness
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