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math.ST2019★ 9 cited
Probabilistic morphisms and Bayesian nonparametrics
Jürgen Jost, Hông Vân Lê, Tat Dat Tran
In this paper we develop a functorial language of probabilistic morphisms and apply it to some basic problems in Bayesian nonparametrics. First we extend and unify the Kleisli cate…
math.PR2019
Stability theory for Gaussian rough differential equations. Part II
Luu Hoang Duc
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dis…
math.PR2019
Stability theory for Gaussian rough differential equations. Part I
Luu Hoang Duc
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dis…