Statistics and Computing / Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
Irene Tubikanec, Evelyn Buckwar, Massimiliano Tamborrino
2020University Library Linz repository (Johannes Kepler Universitat Linz)30 citationsDOIOpen Access PDF
Topics & Concepts
Approximate Bayesian computationStochastic differential equationInvariant measureApplied mathematicsMeasure (data warehouse)MathematicsDiscretizationStatistical inferenceComputer scienceInferenceInvariant (physics)Hamiltonian (control theory)AlgorithmMathematical optimizationArtificial intelligenceStatisticsData miningMathematical analysisMathematical physicsErgodic theoryMarkov Chains and Monte Carlo MethodsGaussian Processes and Bayesian InferenceStatistical Methods and Inference