Abstract: Relations between deterministic (e.g. variational or PDE based methods) and Bayesian inference have been known for a long time. However, a classification of deterministic approaches into those methods which can be handled within a Bayesian framework and those with no such statistical counterpart is still missing in literature. After providing such taxonomy, we present a Bayesian framework for embedding the former ones into a statistical context allowing to equip them with advantages of probabilistic estimation theory. A stochastic point of view allows us (1) to learn influence functions and derivative filter, (2) adapt diffusion and regularization approaches to changes in the image characteristics (e.g. varying noise levels), and ...
This book aims to give readers a unified Bayesian treatment starting from the basics (Baye's rule) t...
We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us t...
We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, erg...
We develop a Bayesian inference method for diffusions observed discretely and with noise, which is f...
Diffusion processes observed partially, typically at discrete timepoints and possibly with observati...
Diffusion models provide a natural way to describe dynamic systems that change continuously in time....
This paper provides methods for carrying out likelihood based inference for diffusion driven models,...
In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of ...
The objective of the paper is to present a novel methodology for likelihood-based inference for disc...
Stochastic differential equations (SDE) are a natural tool for modelling systems that are inherently...
The methodological framework developed and reviewed in this article concerns the unbiased Monte Car...
Diffusion processes provide a natural way of modelling a variety of physical and economic phenomena...
Partial differential equations (PDEs) govern many natural phenomena. When trying to understand the p...
This paper is concerned with the Bayesian estimation of nonlinear stochastic differential equations ...
© Springer-Verlag Berlin Heidelberg 2013. All rights are reserved. Diffusion processes are a pr...
This book aims to give readers a unified Bayesian treatment starting from the basics (Baye's rule) t...
We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us t...
We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, erg...
We develop a Bayesian inference method for diffusions observed discretely and with noise, which is f...
Diffusion processes observed partially, typically at discrete timepoints and possibly with observati...
Diffusion models provide a natural way to describe dynamic systems that change continuously in time....
This paper provides methods for carrying out likelihood based inference for diffusion driven models,...
In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of ...
The objective of the paper is to present a novel methodology for likelihood-based inference for disc...
Stochastic differential equations (SDE) are a natural tool for modelling systems that are inherently...
The methodological framework developed and reviewed in this article concerns the unbiased Monte Car...
Diffusion processes provide a natural way of modelling a variety of physical and economic phenomena...
Partial differential equations (PDEs) govern many natural phenomena. When trying to understand the p...
This paper is concerned with the Bayesian estimation of nonlinear stochastic differential equations ...
© Springer-Verlag Berlin Heidelberg 2013. All rights are reserved. Diffusion processes are a pr...
This book aims to give readers a unified Bayesian treatment starting from the basics (Baye's rule) t...
We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us t...
We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, erg...