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The computational cost of blocking for sampling discretely observed diffusions - MaRDI portal

The computational cost of blocking for sampling discretely observed diffusions

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Publication:6349618

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DOI10.1007/S11009-022-09949-YzbMath1524.62124arXiv2009.10440MaRDI QIDQ6349618

Gareth O. Roberts, Marcin Mider, Paul A. Jenkins, Murray Pollock

Publication date: 22 September 2020

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05)

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