Statistical algorithms for low-frequency diffusion data: a PDE approach (Q6946119)
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scientific article; zbMATH DE number 8076943
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| English | Statistical algorithms for low-frequency diffusion data: a PDE approach |
scientific article; zbMATH DE number 8076943 |
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Statistical algorithms for low-frequency diffusion data: a PDE approach (English)
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7 August 2025
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gradient-based optimisation
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inference for SDEs
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intractable likelihood
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low-frequency data
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Markov chain Monte Carlo
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nonparametric Bayesian inference
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numerical methods for PDEs
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