Comment on article by Chkrebtii, Campbell, Calderhead and Girolami

MaRDI QIDQ516555zbMATH OpenFDO

Authors Martin Lysy

Publication date 14 March 2017

Published in Bayesian Analysis (Search for Journal in Brave)

zbMATH Keywords

diffusion bridge samplingprobabilistic solutionstochastic differential equations

Mathematics Subject Classification ID

Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34K99) Miscellaneous topics in partial differential equations (35R99) Bayesian inference (62F15) Monte Carlo methods (65C05)

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