| Publication | Date of Publication | Type |
|---|
Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions
Statistical Inference for Stochastic Processes | 2026-01-21 | Paper |
Guided simulation of conditioned chemical reaction networks
Statistical Inference for Stochastic Processes | 2025-07-04 | Paper |
| Nonparametric Bayesian inference for stochastic processes with piecewise constant priors | 2024-10-31 | Paper |
| Guided simulation of conditioned chemical reaction networks | 2023-12-07 | Paper |
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 |
| Nonparametric Bayesian inference for stochastic processes with piecewise constant priors | 2023-05-12 | 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 |
Bayesian nonparametric estimation in the current status continuous mark model
Scandinavian Journal of Statistics | 2022-10-06 | 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 |
| Introduction to Automatic Backward Filtering Forward Guiding | 2022-03-08 | Paper |
A piecewise deterministic Monte Carlo method for diffusion bridges
Statistics and Computing | 2021-12-09 | Paper |
Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data
Brazilian Journal of Probability and Statistics | 2021-11-12 | 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 |
Bayesian estimation of a decreasing density
Brazilian Journal of Probability and Statistics | 2021-10-11 | Paper |
Decompounding discrete distributions: A nonparametric Bayesian approach
Scandinavian Journal of Statistics | 2020-09-08 | 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 |
Reversible jump MCMC for nonparametric drift estimation for diffusion processes
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
A non-parametric Bayesian approach to decompounding from high frequency data
Statistical Inference for Stochastic Processes | 2018-04-16 | 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 |
| Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions | 2016-12-15 | Paper |
Nonparametric Bayesian inference for multidimensional compound Poisson processes
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Bernoulli | 2013-03-07 | Paper |
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Bernoulli | 2013-03-07 | Paper |
Estimating a concave distribution function from data corrupted with additive noise
The Annals of Statistics | 2009-06-04 | Paper |
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
Statistics & Probability Letters | 2008-09-17 | Paper |
Parametric Estimation for Subordinators and Induced OU Processes
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Convergence rates of posterior distributions for Brownian semimartingale models
Bernoulli | 2007-05-24 | Paper |
Performance assessment and improvement of control charts for statistical batch process monitoring
Statistica Neerlandica | 2007-03-20 | Paper |
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
Bernoulli | 2006-03-23 | Paper |
Simulating conditioned diffusions on manifolds
(available as arXiv preprint) | N/A | Paper |
