Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices

7 April 2021

Papers citing "Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices"

5 / 5 papers shown

Title
Score matching for sub-Riemannian bridge sampling E. Grong Karen Habermann Stefan Sommer 12 1 0 23 Apr 2024
Simulating conditioned diffusions on manifolds M. Corstanje Frank van der Meulen Moritz Schauer Stefan Sommer 26 1 0 08 Mar 2024
Bridge Simulation and Metric Estimation on Lie Groups and Homogeneous Spaces Mathias Højgaard Jensen Lennard Hilgendorf S. Joshi Stefan Sommer 11 1 0 01 Dec 2021
Conditioning continuous-time Markov processes by guiding M. Corstanje Frank van der Meulen Moritz Schauer 14 5 0 22 Nov 2021
Inference for stochastic volatility models using time change transformations K. Kalogeropoulos Gareth O. Roberts P. Dellaportas 90 34 0 10 Nov 2007