An exact auxiliary variable Gibbs sampler for a class of diffusions
Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem, and typically involves time-discretization approximations....
| Váldodahkkit: | , , |
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| Materiálatiipa: | Journal article |
| Giella: | English |
| Almmustuhtton: |
Taylor and Francis
2020
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