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math.ST2023
Unbiased likelihood estimation of Wright-Fisher diffusion processes
Celia García-Pareja, Fabio Nobile
In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright-Fisher diffusions. Our approach provides an unbiased estimator of the l…
math.ST2021★ 1 cited
Density estimation in RKHS with application to Korobov spaces in high dimensions
Yoshihito Kazashi, Fabio Nobile
A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel func…