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  • Suche: Inference for Diffusion Processes

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1

Inference for Diffusion Processes via Controlled Sequential Monte Carlo and Splitting Schemes
Huang, Shu ; Everitt, Richard G. ; Tamborrino, Massimiliano ; et al.

Computation Methodology
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2

Non-parametric Inference for Diffusion Processes: A Computational Approach via Bayesian Inversion for PDEs
Kruse, Maximilian ; Krumscheid, Sebastian

Computer Science - Compu... Statistics - Computation
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3

Inference on diffusion processes related to a general growth model
Albano, Giuseppina ; Barrera, Antonio ; Giorno, Virginia ; et al.
Statistics and Computing. 35(2)

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4

Estimating the Consumer Price Index using the lognormal diffusion process with exogenous factors: The Colombian case
Barrera, Antonio ; De la Peña Cuao, Arnold ; Serrano Pérez, Juan José ; et al.
Digibug. Repositorio Institucional de la Universidad de Granada
Universidad de Granada (UGR)
AIMS Mathematics, Vol 10, Iss 2, Pp 3334-3380 (2025)

Exogenous factors Inference in diffusion p... bayesian model selection lognormal diffusion proc... exogenous factors QA1-939 …
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5

Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: A Survey
Sørensen, Helle
International Statistical Review / Revue Internationale de Statistique, 2004 Dec 01. 72(3), 337-354.

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7

Nonparametric inference for diffusion processes in systems with smooth evolution
Sarnitsky, Grigory ; Heinz, Stefan
In Physica A: Statistical Mechanics and its Applications 15 July 2022 598

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8

Flexible Bayesian inference for diffusion processes using splines
Jenkins, Paul A. ; Pollock, Murray ; Roberts, Gareth O.

Statistics - Methodology Statistics - Application... Statistics - Computation 65C05, 60H35, 60J60, 62G...
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9

Exact Bayesian Inference for Diffusion-Driven Cox Processes.
Gonçalves, Flávio B. ; Łatuszyński, Krzysztof G. ; Roberts, Gareth O.
Journal of the American Statistical Association. Sep2024, Vol. 119 Issue 547, p1882-1894. 13p.

MARKOV chain Monte Carlo ALGORITHMS POISSON processes BAYESIAN field theory SAMPLING (Process)
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10

Estimating a Time-Inhomogeneous Hyperlogistic Diffusion Process
Albano G. ; Barrera A. ; Giorno V. ; et al.
Lecture Notes in Computer Science ISBN: 9783031838873

Growth curves, Inference...
Buch
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11

Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models.
Graham, Matthew M. ; Thiery, Alexandre H. ; Beskos, Alexandros
Journal of the Royal Statistical Society: Series B (Statistical Methodology). Sep2022, Vol. 84 Issue 4, p1229-1256. 28p.

MARKOV chain Monte Carlo DIFFUSION processes BAYESIAN field theory STATISTICAL physics COMPUTATIONAL physics NONLINEAR operators …
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12

Quasi-Indirect Inference for Diffusion Processes
Broze, Laurence ; Scaillet, Olivier ; Zakoïan, Jean-Michel
Econometric Theory, 1998 Apr 01. 14(2), 161-186.

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14

Flexible Bayesian Inference for Diffusion Processes using Splines
Jenkins PA ; Pollock M ; Roberts GO
Methodology and Computing in Applied Probability. 25

Methodology (stat.ME) FOS: Computer and inform... 65C05, 60H35, 60J60, 62G... Applications (stat.AP) 0101 mathematics Statistics - Application... …
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16

A Diffusion Model-Based Approach to Active Inference
Aoun Durand, Elias ; Joffily, Mateus ; Khamassi, Mehdi ; et al.

Sydney, Australia Free energy principle Generative models Decision making Diffusion models Active inference …
Konferenz
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17

Data augmentation-based statistical inference of diffusion processes
Yasen Wang ; Cheng Cheng ; Hongwei Sun ; et al.
Chaos: An Interdisciplinary Journal of Nonlinear Science. 33

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18

A τ-power stochastic gamma diffusion process: Computational statistical inference and simulation aspects. A real example
Gutiérrez-Jáimez, R. ; Gutiérrez-Sánchez, R. ; Nafidi, A. ; et al.
In Applied Mathematics and Computation 1 November 2012 219(4):1576-1588

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20

Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
Krumscheid, Sebastian

Mathematics - Numerical... Mathematics - Statistics...
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