2 papers
stat.ME2025
Unbiased Parameter Estimation for Bayesian Inverse Problems
Neil K. Chada, Ajay Jasra, Mohamed Maama +1
In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such esti…
stat.CO2022
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion
Mohamed Maama, Ajay Jasra, Hernando Ombao
In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden proce…