Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo (Q4610146)
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scientific article; zbMATH DE number 6856494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo |
scientific article; zbMATH DE number 6856494 |
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Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo (English)
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5 April 2018
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multilevel Monte Carlo
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Markov chain Monte Carlo
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diffusion processes
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