Some novel Monte Carlo algorithms for challenging inference problems
This work consists of two separate parts. In the first part we extend the work on exact simulation of diffusions introduced in [9]. The authors in that paper introduced a methodology for simulating a diffusion process and for performing parametric inference for a partially observed diffusion. In par...
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Lancaster University
2009
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.556695 |