Bridge.jl
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Software:55979
swMATH40279MaRDI QIDQ55979FDOQ55979
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Source code repository: https://github.com/mschauer/Bridge.jl
Cited In (17)
- Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes
- A geometric framework for stochastic shape analysis
- Stability of sampling proposals for reducible diffusions over large time intervals
- Efficient sampling of conditioned Markov jump processes
- Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
- Continuous-discrete smoothing of diffusions
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- Simulation of elliptic and hypo-elliptic conditional diffusions
- Sequential Monte Carlo with Highly Informative Observations
- Bayesian inference for Markov jump processes with informative observations
- Bayesian estimation of incompletely observed diffusions
- Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions
- Improved bridge constructs for stochastic differential equations
- Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
- A piecewise deterministic Monte Carlo method for diffusion bridges
- Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis
- An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox
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