Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models

DOI10.1111/RSSB.12497MaRDI QIDQ6600860FDO

Authors Matthew Graham, Alexandre Thiery, Alexandros Beskos

Publication date 10 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

Hamiltonian Monte Carlostochastic differential equationsconstrained dynamicspartially observed diffusions

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Unbiased parameter estimation for partially observed diffusions
• Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions

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