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math.ST2026
Semiparametric Bernstein-von Mises theorems for reversible diffusions
Matteo Giordano, Kolyan Ray
We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffu…
math.ST2025
Bayesian Nonparametric Inference in McKean-Vlasov models
Richard Nickl, Grigorios A. Pavliotis, Kolyan Ray
We consider nonparametric statistical inference on a periodic interaction potential from noisy discrete space-time measurements of solutions of the nonlinear McKean-V…
math.ST2024
Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
Marc Hoffmann, Kolyan Ray
We consider nonparametric Bayesian inference in a multidimensional diffusion model with reflecting boundary conditions based on discrete high-frequency observations. We prove a gen…