A regularized bridge sampler for sparsely sampled diffusions (Q746239)
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scientific article; zbMATH DE number 6495039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regularized bridge sampler for sparsely sampled diffusions |
scientific article; zbMATH DE number 6495039 |
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A regularized bridge sampler for sparsely sampled diffusions (English)
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16 October 2015
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bridge sampler
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time series
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diffusion processes
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Monte Carlo methods
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MCMC
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0.8665611
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0.86206686
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0.85560024
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0.8496838
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0.84859717
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0.8485004
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0.8473984
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