Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
classification
🧮 math.ST
stat.TH
keywords
bayesiancoefficientcontractiondifferentialdispersionequationestimationnon-parametric
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We derive the posteror contraction rate for non-parametric Bayesian estimation of a deterministic dispersion coefficient of a linear stochastic differential equation.
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