Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation

9 September 2014

Papers citing "Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation"

4 / 4 papers shown

Title
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions Richard Nickl Jakob Sohl 60 76 0 19 Oct 2015
Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation J. van Waaij Harry Van Zanten 79 37 0 01 Jun 2015
Rates of contraction of posterior distributions based on Gaussian process priors Van der Vaart V. Zanten 216 431 0 18 Jun 2008
Convergence rates of posterior distributions for noniid observations S. Ghosal A. van der Vaart 373 397 0 03 Aug 2007