3 citations · 3 across the 1 of their papers we have counts for
2 papers
math.PR2025
Simulation of infinite-dimensional diffusion bridges
Thorben Pieper-Sethmacher, Frank van der Meulen, Aad van der Vaart
Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridg…
stat.ME2018★ 3 cited
Fast and scalable non-parametric Bayesian inference for Poisson point processes
Shota Gugushvili, Frank van der Meulen, Moritz Schauer +1
We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are independent realisations of a Poisson poin…