Pages that link to "Item:Q2403433"
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The following pages link to Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions (Q2403433):
Displaying 37 items.
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- The mathematical work of Evarist Giné (Q335631) (← links)
- Efficient nonparametric Bayesian inference for \(X\)-ray transforms (Q666595) (← links)
- On statistical Calderón problems (Q778889) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies (Q1708989) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199) (← links)
- Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
- Bayesian linear inverse problems in regularity scales (Q2227478) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data (Q2325338) (← links)
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings (Q2325397) (← links)
- Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression (Q2326065) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes (Q2326066) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- On Bayesian consistency for flows observed through a passive scalar (Q2657923) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)
- Semiparametric estimation of McKean-Vlasov SDEs (Q2686604) (← links)
- Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation (Q2954229) (← links)
- Bayesian inverse problems with unknown operators (Q4571023) (← links)
- Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems (Q4960995) (← links)
- Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem (Q5062121) (← links)
- Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem (Q5117388) (← links)
- (Q5148979) (← links)
- Modern regularization methods for inverse problems (Q5230515) (← links)
- Solving inverse problems using data-driven models (Q5230520) (← links)
- Flexible Bayesian inference for diffusion processesusing splines (Q6087239) (← links)
- Toward a mathematical theory of trajectory inference (Q6126110) (← links)
- On some information-theoretic aspects of non-linear statistical inverse problems (Q6200222) (← links)
- Consistent inference for diffusions from low frequency measurements (Q6550965) (← links)
- Consistency of the Bayes method for the inverse scattering problem (Q6557657) (← links)
- Wasserstein convergence in Bayesian and frequentist deconvolution models (Q6621543) (← links)
- On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems (Q6663951) (← links)
