
Diffusion bridges for stochastic Hamiltonian systems with applications to shape analysis
Stochastically evolving geometric systems are studied in geometric mecha...
read it

On residual and guided proposals for diffusion bridge simulation
Recently Whitaker et al. (2017) considered Bayesian estimation of diffus...
read it

Bayesian estimation of a decreasing density
Suppose X_1,..., X_n is a random sample from a bounded and decreasing de...
read it

Nonparametric Bayesian volatility estimation
Given discrete time observations over a fixed time interval, we study a ...
read it

Fast and scalable nonparametric Bayesian inference for Poisson point processes
We study the problem of nonparametric Bayesian estimation of the intens...
read it

Continuousdiscrete smoothing of diffusions
Suppose X is a multivariate diffusion process that is observed discretel...
read it

Nonparametric Bayesian volatility learning under microstructure noise
Aiming at financial applications, we study the problem of learning the v...
read it

Bayesian wavelet denoising with the caravan prior
According to both domain expertise knowledge and empirical evidence, wav...
read it

Simulation of elliptic and hypoelliptic conditional diffusions
Suppose X is a multidimensional diffusion process. Assume that at time z...
read it

Decompounding discrete distributions: A nonparametric Bayesian approach
Suppose that a compound Poisson process is observed discretely in time a...
read it

Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data
Assume we observe a finite number of inspection times together with info...
read it

Bayesian nonparametric estimation in the current status continuous mark model
In this paper we consider the current status continuous mark model where...
read it

A piecewise deterministic Monte Carlo method for diffusion bridges
We introduce the use of the ZigZag sampler to the problem of sampling o...
read it
Frank van der Meulen
is this you? claim profile