Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo

Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou. Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Scientific Computing, 40(2), 2018. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.