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math.ST2023★ 5 cited
Parameter Inference for Degenerate Diffusion Processes
Yuga Iguchi, Alexandros Beskos, Matthew Graham
We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with compon…
math.ST2020★ 4 cited
Testing whether a Learning Procedure is Calibrated
Jon Cockayne, Matthew M. Graham, Chris J. Oates +2
A learning procedure takes as input a dataset and performs inference for the parameters of a model that is assumed to have given rise to the dataset. Here we consider learning…