We consider the problem of non-parametric estimation of the deterministic dispersion coefficient of a linear stochastic differential equation based on discrete time observations on its solution. We take a Bayesian approach to the problem and under suitable regularity assumptions derive the posteror contraction rate. This rate turns out to be the optimal posterior contraction rate
We derive rates of contraction of posterior distributions on nonparametric or semiparametric models ...
We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dim...
AbstractWe study a Bayesian approach to nonparametric estimation of the periodic drift function of a...
We consider the problem of non-parametric estimation of the deterministic dispersion coeff...
Diffusions have many applications in science and can be described with a stochastic differential equ...
We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic ...
We establish posterior consistency for non-parametric Bayesian estimation of the dispersio...
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coeffici...
We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable ...
We consider a Bayesian nonparametric approach to a family of linear inverse prob-lems in a separable...
We provide posterior contraction rates for constrained deep Gaussian processes in non-parametric den...
We study a nonparametric Bayesian approach to estimation of the volatility function of a stochastic ...
In this paper, we propose a general method to derive an upper bound for the contraction rate of the ...
We consider nonparametric Bayesian estimation of the drift coefficient of a multidimensional stochas...
Given a sample from a discretely observed multidimensional compound Poisson process, we study the pr...
We derive rates of contraction of posterior distributions on nonparametric or semiparametric models ...
We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dim...
AbstractWe study a Bayesian approach to nonparametric estimation of the periodic drift function of a...
We consider the problem of non-parametric estimation of the deterministic dispersion coeff...
Diffusions have many applications in science and can be described with a stochastic differential equ...
We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic ...
We establish posterior consistency for non-parametric Bayesian estimation of the dispersio...
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coeffici...
We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable ...
We consider a Bayesian nonparametric approach to a family of linear inverse prob-lems in a separable...
We provide posterior contraction rates for constrained deep Gaussian processes in non-parametric den...
We study a nonparametric Bayesian approach to estimation of the volatility function of a stochastic ...
In this paper, we propose a general method to derive an upper bound for the contraction rate of the ...
We consider nonparametric Bayesian estimation of the drift coefficient of a multidimensional stochas...
Given a sample from a discretely observed multidimensional compound Poisson process, we study the pr...
We derive rates of contraction of posterior distributions on nonparametric or semiparametric models ...
We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dim...
AbstractWe study a Bayesian approach to nonparametric estimation of the periodic drift function of a...