Cited in
(30)- Diffusion bridges for stochastic Hamiltonian systems and shape evolutions
- 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
- ItoProcess
- 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
- SDE-Solver
- sdetorus
- Mamba
- torchsde
- sdeint
- SODECL
- BayesEstDiffusion.jl
- Cassette.jl
- Bayesian inference for Markov jump processes with informative observations
- Bayesian estimation of incompletely observed diffusions
- Improved bridge constructs for stochastic differential equations
- LevyArea.jl
- SDEModels.jl
- pymle
- Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
- A piecewise deterministic Monte Carlo method for diffusion bridges
- ccpdmp
- 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
This page was built for software: Bridge.jl
