A study of the data augmentation strategy for stochastic differential equations

DOI10.1080/00949655.2020.1746788OpenAlexW3015001432MaRDI QIDQ5036849

Ge Liu, Radu Herbei, Peter F. Craigmile

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1746788

zbMATH Keywords

Bayesian inferenceMarkov chain Monte Carlo (MCMC)Hellinger metricdata imputationtransition density estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• pyuvdata

Cites Work

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• Statistical Inference

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