Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models

DOI10.1111/rssb.12497MaRDI QIDQ6600860

Alexandros Beskos, Alexandre H. Thiery, Matthew M. Graham

Publication date: 10 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsHamiltonian Monte Carloconstrained dynamicspartially observed diffusions

Mathematics Subject Classification ID

Statistics (62-XX)

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