On low frequency inference for diffusions without the hot spots conjecture

DOI10.4171/MSL/53MaRDI QIDQ6920720zbMATH OpenFDO

Authors Giovanni S. Alberti, Douglas Barnes, Aditya Jambhale, Richard Nickl

Publication date 6 October 2025

Published in Mathematical Statistics and Learning (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4171/MSL/53

zbMATH Keywords

Bayesian inferenceinverse problems for parabolic partial differential equationsstability estimate

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Bayesian inference (62F15) Nonparametric estimation (62G05)

Cites work

• A counterexample to the ``hot spots conjecture
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• Enforcing local non-zero constraints in PDEs and applications to hybrid imaging problems
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• scientific article; zbMATH DE number 3533576 (Why is no real title available?)
• Mathematical foundations of infinite-dimensional statistical models
• Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
• Nonparametric estimation of scalar diffusions based on low frequency data
• Partial differential equations. I: Basic theory
• Partial differential equations. II: Qualitative studies of linear equations
• Statistical algorithms for low-frequency diffusion data: a PDE approach
• Stochastic differential equations with reflecting boundary condition in convex regions

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