Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

19 October 2015

Papers citing "Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions"

16 / 16 papers shown

Title
Statistical Spatially Inhomogeneous Diffusion Inference Yinuo Ren Yiping Lu Lexing Ying Grant M. Rotskoff 22 2 0 10 Dec 2023
Consistent inference for diffusions from low frequency measurements Richard Nickl 33 5 0 24 Oct 2022
Parametric estimation of stochastic differential equations via online gradient descent Shogo H. Nakakita 26 3 0 17 Oct 2022
Wasserstein convergence in Bayesian deconvolution models Judith Rousseau Catia Scricciolo 21 2 0 12 Nov 2021
On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems Jan Bohr Richard Nickl 13 17 0 17 May 2021
Convergence of Likelihood Ratios and Estimators for Selection in non-neutral Wright-Fisher Diffusions Jaromir Sant Paul A. Jenkins Jere Koskela Dario Spanó 19 3 0 10 Jan 2020
Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems M. Giordano Hanne Kekkonen 77 20 0 09 Nov 2018
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions Richard Nickl Kolyan Ray 25 52 0 03 Oct 2018
Convergence rates for Penalised Least Squares Estimators in PDE-constrained regression problems Richard Nickl Sara van de Geer Sven Wang 15 59 0 24 Sep 2018
Nonparametric Bayesian inference for Gamma-type Lévy subordinators Denis Belomestny S. Gugushvili Moritz Schauer Peter Spreij 19 8 0 30 Apr 2018
Nonparametric Bayesian volatility estimation S. Gugushvili Frank van der Meulen Moritz Schauer Peter Spreij 16 6 0 30 Jan 2018
Bayesian inverse problems with unknown operators Mathias Trabs 29 12 0 30 Jan 2018
Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes Richard Nickl Jakob Sohl 31 36 0 22 Sep 2017
Efficient Nonparametric Bayesian Inference For X-Ray Transforms F. Monard Richard Nickl G. Paternain 16 57 0 21 Aug 2017
Spectral estimation for diffusions with random sampling times Jakub Chorowski Mathias Trabs 18 11 0 02 Mar 2015
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift Jakob Sohl Mathias Trabs 33 14 0 22 Dec 2014