scientific article
From MaRDI portal
Publication:3636372
zbMath1203.60100MaRDI QIDQ3636372
Jochen Voss, Andrew M. Stuart, Martin Hairer
Publication date: 30 June 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo methodsstochastic evolution equationsnonlinear smoothingdiffusion bridgeconditional diffusions
Monte Carlo methods (65C05) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items
On the accept-reject mechanism for Metropolis-Hastings algorithms, Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions, Simulation of elliptic and hypo-elliptic conditional diffusions, Continuous-discrete smoothing of diffusions, Sampling conditioned hypoelliptic diffusions, MCMC methods for functions: modifying old algorithms to make them faster, Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions, Simulation of forward-reverse stochastic representations for conditional diffusions, Geometric integrators and the Hamiltonian Monte Carlo method, Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions