Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (Q2302513)

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Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
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    Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (English)
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    26 February 2020
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    approximate Bayesian computation
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    likelihood-free inference
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    stochastic differential equations
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    numerical splitting schemes
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    invariant measure
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    neural mass models
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