most citedFast and scalable non-parametric Bayesian inference for Poisson point processes

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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…