Flexible Bayesian inference for diffusion processesusing splines
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Publication:6087239
DOI10.1007/s11009-023-10056-9arXiv2106.05820OpenAlexW4387972224MaRDI QIDQ6087239
Paul A. Jenkins, Murray Pollock, Gareth O. Roberts
Publication date: 11 December 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.05820
stochastic differential equationMarkov chain Monte Carloclimate modellinginterest-rate modellingpath-space rejection samplingquasar light curve modelling
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