#diffusions — Public Fediverse posts

'On Unbiased Estimation for Partially Observed Diffusions', by Jeremy Heng, Jeremie Houssineau, Ajay Jasra.

http://jmlr.org/papers/v25/23-0347.html

#stochastic #diffusion #diffusions

'On Unbiased Estimation for Partially Observed Diffusions', by Jeremy Heng, Jeremie Houssineau, Ajay Jasra.

http://jmlr.org/papers/v25/23-0347.html

#stochastic #diffusion #diffusions

'Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling', by Ye He, Tyler Farghly, Krishnakumar Balasubramanian, Murat A. Erdogdu.

http://jmlr.org/papers/v25/22-1198.html

#itô #sampling #diffusions

'Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling', by Ye He, Tyler Farghly, Krishnakumar Balasubramanian, Murat A. Erdogdu.

http://jmlr.org/papers/v25/22-1198.html

#itô #sampling #diffusions

'Concentration analysis of multivariate elliptic diffusions', by Lukas Trottner, Cathrine Aeckerle-Willems, Claudia Strauch.

http://jmlr.org/papers/v24/22-0666.html

#diffusions #diffusion #densities

'Concentration analysis of multivariate elliptic diffusions', by Lukas Trottner, Cathrine Aeckerle-Willems, Claudia Strauch.

http://jmlr.org/papers/v24/22-0666.html

#diffusions #diffusion #densities