Jan van Waaij
Identifiers
- name variant Jan van Waaij 0.60 · backfill
Papers (3)
- Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions math.ST · 2016 · author #3
- Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling math.ST · 2016 · author #1
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation math.ST · 2015 · author #1
Mentions
- 1506.00515 #1 · backfill · confidence 0.70 Jan van Waaij
Frequent Coauthors
- Harry van Zanten 2 shared papers
- Frank van der Meulen 1 shared papers
- Moritz Schauer 1 shared papers