Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models
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(23)- Unbiased parameter estimation for partially observed diffusions
- Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
- Unbiasing Hamiltonian Monte Carlo algorithms for a general Hamiltonian function
- Simulating diffusion bridges with score matching
- Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation
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- Sanmitra Ghosh's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
- Paul J. Birrell, Angelos Alexopoulos and Daniela de Angelis's contribution to the discussion of `The second discussion meeting on statistical aspects of the COVID-19 pandemic'
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- Semi-mechanistic Bayesian modelling of COVID-19 with renewal processes
- Scaling of piecewise deterministic Monte Carlo for anisotropic targets
- Bayesian inference for non-synchronously observed diffusions
- Nested ensemble Kalman filter for static parameter inference in nonlinear state-space models
- Simulation of infinite-dimensional diffusion bridges
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