Flexible Bayesian inference for diffusion processesusing splines (Q6087239)
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scientific article; zbMATH DE number 7775423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible Bayesian inference for diffusion processesusing splines |
scientific article; zbMATH DE number 7775423 |
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Flexible Bayesian inference for diffusion processesusing splines (English)
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11 December 2023
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Markov chain Monte Carlo
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stochastic differential equation
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path-space rejection sampling
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interest-rate modelling
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climate modelling
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quasar light curve modelling
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