Nonparametric Bayesian methods for one-dimensional diffusion models
classification
📊 stat.ME
keywords
bayesiandiffusionmethodsmodelsnonparametricone-dimensionalasymptoticcomputational
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In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results.
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