1 code implementation • 6 Dec 2019 • Matthew M. Graham, Alexandre H. Thiery, Alexandros Beskos
Bayesian inference for nonlinear diffusions, observed at discrete times, is a challenging task that has prompted the development of a number of algorithms, mainly within the computational statistics community.
Computation Methodology 65C40 (Primary) 65C05, 65C40 (Secondary) G.3
