Moritz Schauer

Available identifiers

zbMath Open schauer.moritzWikidataQ102431253 ScholiaQ102431253MaRDI QIDQ783273

List of research outcomes

Publication	Date of Publication	Type
Conditioning continuous-time Markov processes by guiding	2023-07-27	Paper
Nonparametric Bayesian volatility learning under microstructure noise	2023-07-25	Paper
Weak solutions to gamma-driven stochastic differential equations	2023-05-26	Paper
Compositionality in algorithms for smoothing	2023-03-24	Paper
Bayesian wavelet de-noising with the caravan prior	2023-03-09	Paper
Sticky PDMP samplers for sparse and local inference problems	2022-12-09	Paper
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations	2022-09-28	Paper
Bayesian estimation of incompletely observed diffusions	2022-07-05	Paper
Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions	2022-04-07	Paper
A piecewise deterministic Monte Carlo method for diffusion bridges	2021-12-09	Paper
Continuous-discrete smoothing of diffusions	2021-10-11	Paper
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations	2020-11-16	Paper
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient	2020-08-12	Paper
Simulation of elliptic and hypo-elliptic conditional diffusions	2020-07-16	Paper
Nonparametric Bayesian inference for Gamma-type Lévy subordinators	2019-09-10	Paper
Reversible jump MCMC for nonparametric drift estimation for diffusion processes	2018-11-08	Paper
A generator approach to stochastic monotonicity and propagation of order	2018-04-26	Paper
Guided proposals for simulating multi-dimensional diffusion bridges	2017-09-21	Paper
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals	2017-06-08	Paper
Network Coloring and Colored Coin Games	2017-02-20	Paper
Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions	2016-12-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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