Time-reversible diffusions

DOI10.2307/1426661MaRDI QIDQ4167861zbMATH OpenOpenAlexFDO

Authors John T. Kent

Publication date 1978

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426661

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited in

(25)

• Langevin diffusions on the torus: estimation and applications
• Equilibrium description of a particle system in a heat bath
• Spatial-temporal nonlinear filtering based on hierarchical statistical models
• Spectral thresholding for the estimation of Markov chain transition operators
• Measuring sample quality with diffusions
• Invariance principle for non-homogeneous random walks
• Simple simulation of diffusion bridges with application to likelihood inference for diffusions
• Langevin diffusions and the Metropolis-adjusted Langevin algorithm
• An analysis of Hansen-Scheinkman moment estimators for discretely and randomly sampled diffusions
• Information-geometric Markov chain Monte Carlo methods using diffusions
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
• Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
• Sparse regression learning by aggregation and Langevin Monte-Carlo
• Construction of the strong symmetry diffusion processes
• Metropolis integration schemes for self-adjoint diffusions
• Penalized nonparametric drift estimation for a multidimensional diffusion process
• Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
• Subgeometric ergodicity of strong Markov processes
• Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
• Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
• Bayesian computation: a summary of the current state, and samples backwards and forwards
• Flux in tilted potential systems: negative resistance and persistence
• Absorption and fixation times for neutral and quasi-neutral populations with density dependence
• Multivariate elliptic processes
• The stationary distribution of allele frequencies when selection acts at unlinked loci

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