Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions

3 October 2018

Papers citing "Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions"

34 / 34 papers shown

Title
Identifying Drift, Diffusion, and Causal Structure from Temporal Snapshots Vincent Guan Joseph Janssen Hossein Rahmani Andrew Warren Stephen X. Zhang Elina Robeva Geoffrey Schiebinger DiffM 41 3 0 30 Oct 2024
Statistical algorithms for low-frequency diffusion data: A PDE approach Matteo Giordano Sven Wang 33 2 0 02 May 2024
Bayesian Nonparametric Inference in McKean-Vlasov models Richard Nickl G. Pavliotis Kolyan Ray 25 5 0 25 Apr 2024
Statistical Spatially Inhomogeneous Diffusion Inference Yinuo Ren Yiping Lu Lexing Ying Grant M. Rotskoff 22 2 0 10 Dec 2023
Parameter Inference for Hypo-Elliptic Diffusions under a Weak Design Condition Yuga Iguchi A. Beskos 35 4 0 07 Dec 2023
On posterior consistency of data assimilation with Gaussian process priors: the 2D Navier-Stokes equations Richard Nickl E. Titi 16 7 0 16 Jul 2023
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity Sascha Gaudlitz 27 0 0 11 Jul 2023
$Semiparametric inference using fractional posteriors$ Semiparametric inference using fractional posteriors Alice L'Huillier Luke Travis I. Castillo Kolyan Ray 17 5 0 19 Jan 2023
Donsker Theorems for Occupation Measures of Multi-Dimensional Periodic Diffusions N. Deo 18 0 0 15 Nov 2022
Consistent inference for diffusions from low frequency measurements Richard Nickl 33 5 0 24 Oct 2022
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime Chiara Amorino A. Gloter 29 2 0 05 Aug 2022
Concentration analysis of multivariate elliptic diffusion processes Cathrine Aeckerle-Willems C. Strauch Lukas Trottner 33 1 0 07 Jun 2022
Mean-Field Nonparametric Estimation of Interacting Particle Systems Rentian Yao Xiaohui Chen Yun Yang 43 9 0 16 May 2022
Drift estimation for a multi-dimensional diffusion process using deep neural networks Akihiro Oga Yuta Koike DiffM 18 5 0 26 Dec 2021
Nonparametric Estimation for SDE with Sparsely Sampled Paths: an FDA Perspective Neda Mohammadi Leonardo P. M. Santoro V. Panaretos 21 4 0 27 Oct 2021
Optional Pólya trees: posterior rates and uncertainty quantification I. Castillo Thibault Randrianarisoa 22 0 0 11 Oct 2021
On some information-theoretic aspects of non-linear statistical inverse problems Richard Nickl G. Paternain 36 9 0 20 Jul 2021
Flexible Bayesian inference for diffusion processes using splines Paul A. Jenkins M. Pollock Gareth O. Roberts 17 1 0 10 Jun 2021
Error Bounds of the Invariant Statistics in Machine Learning of Ergodic Itô Diffusions He Zhang J. Harlim Xiantao Li 18 7 0 21 May 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
Mixing it up: A general framework for Markovian statistics Niklas Dexheimer C. Strauch Lukas Trottner 26 9 0 31 Oct 2020
Spike and slab variational Bayes for high dimensional logistic regression Kolyan Ray Botond Szabó Gabriel Clara 40 28 0 22 Oct 2020
On the Bernstein-von Mises theorem for the Dirichlet process Kolyan Ray A. van der Vaart 16 6 0 03 Aug 2020
Statistical guarantees for Bayesian uncertainty quantification in non-linear inverse problems with Gaussian process priors F. Monard Richard Nickl G. Paternain 25 35 0 31 Jul 2020
Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories Fei Lu Mauro Maggioni Sui Tang 17 45 0 30 Jul 2020
Multiscale Bayesian Survival Analysis I. Castillo S. V. D. Pas 13 8 0 06 May 2020
Convergence of Likelihood Ratios and Estimators for Selection in non-neutral Wright-Fisher Diffusions Jaromir Sant Paul A. Jenkins Jere Koskela Dario Spanó 16 3 0 10 Jan 2020
Uncertainty Quantification for Bayesian CART I. Castillo Veronika Rockova 19 14 0 16 Oct 2019
Adaptive posterior contraction rates for empirical Bayesian drift estimation of a diffusion J. van Waaij 14 2 0 27 Sep 2019
Hyperparameter Estimation in Bayesian MAP Estimation: Parameterizations and Consistency Matthew M. Dunlop T. Helin Andrew M. Stuart 13 16 0 10 May 2019
Variational Bayes for high-dimensional linear regression with sparse priors Kolyan Ray Botond Szabó 33 99 0 15 Apr 2019
Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems M. Giordano Hanne Kekkonen 77 19 0 09 Nov 2018
The nonparametric LAN expansion for discretely observed diffusions Sven Wang 27 3 0 06 Feb 2018
Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes Richard Nickl Jakob Sohl 31 36 0 22 Sep 2017