Nonparametric Bayesian inference for reversible multidimensional diffusions (Q2105199)

scientific article; zbMATH DE number 7628844

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English	Nonparametric Bayesian inference for reversible multidimensional diffusions	scientific article; zbMATH DE number 7628844

Statements

instance of

scholarly article

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title

Nonparametric Bayesian inference for reversible multidimensional diffusions (English)

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The Annals of Statistics

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publication date

8 December 2022

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full work available at URL

https://arxiv.org/abs/2012.12083

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zbMATH Keywords

Bayesian nonparametrics

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multidimensional diffusions

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reversibility

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Gaussian processes

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Laplace prior

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describes a project that uses

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Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data

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On statistical Calderón problems

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Sparsity-promoting and edge-preserving maximum <i>a posteriori</i> estimators in non-parametric Bayesian inverse problems

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Rates of contraction of posterior distributions based on \(p\)-exponential priors

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On the lower tail probabilities of some random sequences in \(l_{ p }\)

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Analysis and Geometry of Markov Diffusion Operators

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Stochastic Processes

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Variational estimation of the drift for stochastic differential equations from the empirical density

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Q5328319

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Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)

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Q3104368

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A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors

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Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case

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Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities

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Besov priors for Bayesian inverse problems

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MAP estimators and their consistency in Bayesian nonparametric inverse problems

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On minimax wavelet estimators

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Tail bounds via generic chaining

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Nonasymptotic convergence analysis for the unadjusted Langevin algorithm

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High-dimensional Bayesian inference via the unadjusted Langevin algorithm

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Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau

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Q5189317

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Langevin diffusions on the torus: estimation and applications

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Convergence rates of posterior distributions for non iid observations

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Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)

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Mathematical Foundations of Infinite-Dimensional Statistical Models

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Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem

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Nonparametric Bayesian inference for reversible multidimensional diffusions

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Nonparametric estimation of scalar diffusions based on low frequency data

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Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations

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Maximum<i>a posteriori</i>probability estimates in infinite-dimensional Bayesian inverse problems

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Bayesian approach to inverse problems for functions with a variable-index Besov prior

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Sparsity-promoting Bayesian inversion

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Brownian motion in a field of force and the diffusion model of chemical reactions

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Non-Gaussian statistical inverse problems. Part I: Posterior distributions

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Discretization-invariant Bayesian inversion and Besov space priors

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Bayesian wavelet denoising: Besov priors and non-Gaussian noises.

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Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors

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A Bayesian nonparametric approach to log-concave density estimation

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Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors

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Consistent Inversion of Noisy <scp>Non‐Abelian X‐Ray</scp> Transforms

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Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions

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Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

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Nonparametric estimation of diffusions: a differential equations approach

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Proximal Markov chain Monte Carlo algorithms

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\(\Gamma \)-limit for transition paths of maximal probability

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Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs

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Q3394879

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Bayesian inverse problems with non-conjugate priors

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Q4226355

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Guided proposals for simulating multi-dimensional diffusion bridges

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Q3810338

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Penalized nonparametric drift estimation for a multidimensional diffusion process

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Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics

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Sharp adaptive drift estimation for ergodic diffusions: the multivariate case

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Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions

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Adaptive invariant density estimation for ergodic diffusions over anisotropic classes

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Upper and Lower Bounds for Stochastic Processes

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Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation

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Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

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Convergence rates of posterior distributions for Brownian semimartingale models

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Bayesian inference with rescaled Gaussian process priors

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Rates of contraction of posterior distributions based on Gaussian process priors

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Identifiers

DOI

10.1214/22-AOS2213

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2105199