| Publication | Date of Publication | Type |
|---|
Conditioning continuous-time Markov processes by guiding
Stochastics | 2023-07-27 | Paper |
Nonparametric Bayesian volatility learning under microstructure noise
Japanese Journal of Statistics and Data Science | 2023-07-25 | Paper |
Weak solutions to gamma-driven stochastic differential equations
Indagationes Mathematicae. New Series | 2023-05-26 | Paper |
| Compositionality in algorithms for smoothing | 2023-03-24 | Paper |
Bayesian wavelet de-noising with the caravan prior
ESAIM: Probability and Statistics | 2023-03-09 | Paper |
Sticky PDMP samplers for sparse and local inference problems
Statistics and Computing | 2022-12-09 | Paper |
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
Bernoulli | 2022-09-28 | Paper |
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
Bernoulli | 2022-09-28 | Paper |
Bayesian estimation of incompletely observed diffusions
Stochastics | 2022-07-05 | Paper |
Diffusion bridges for stochastic Hamiltonian systems and shape evolutions
SIAM Journal on Imaging Sciences | 2022-04-07 | Paper |
A piecewise deterministic Monte Carlo method for diffusion bridges
Statistics and Computing | 2021-12-09 | Paper |
Continuous-discrete smoothing of diffusions
Electronic Journal of Statistics | 2021-10-11 | Paper |
Continuous-discrete smoothing of diffusions
Electronic Journal of Statistics | 2021-10-11 | Paper |
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
(available as arXiv preprint) | 2020-11-16 | Paper |
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
Simulation of elliptic and hypo-elliptic conditional diffusions
Advances in Applied Probability | 2020-07-16 | Paper |
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Communications in Mathematical Sciences | 2019-09-10 | Paper |
Reversible jump MCMC for nonparametric drift estimation for diffusion processes
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
| A generator approach to stochastic monotonicity and propagation of order | 2018-04-26 | Paper |
Guided proposals for simulating multi-dimensional diffusion bridges
Bernoulli | 2017-09-21 | Paper |
Guided proposals for simulating multi-dimensional diffusion bridges
Bernoulli | 2017-09-21 | Paper |
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
Electronic Journal of Statistics | 2017-06-08 | Paper |
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
Electronic Journal of Statistics | 2017-06-08 | Paper |
Network coloring and colored coin games
Search Theory | 2017-02-20 | Paper |
| Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions | 2016-12-15 | Paper |
Simulating conditioned diffusions on manifolds
(available as arXiv preprint) | N/A | Paper |
