activity
20072023
most citedGibbs flow for approximate transport with applications to Bayesian computation

32 citations · 34 across the 6 of their papers we have counts for

collaborators

7 papers

math.ST2023

Drift Models on Complex Projective Space for Electron-Nuclear Double Resonance

Henrik Wiechers, Markus Zobel, Marina Bennati +4

ENDOR spectroscopy is an important tool to determine the complicated three-dimensional structure of biomolecules and in particular enables measurements of intramolecular distances.…

stat.ME2021

Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices

Mai Ngoc Bui, Yvo Pokern, Petros Dellaportas

We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our developmen…

stat.ME2020

Characteristic and Necessary Minutiae in Fingerprints

Johannes Wieditz, Yvo Pokern, Dominic Schuhmacher +1

Fingerprints feature a ridge pattern with moderately varying ridge frequency (RF), following an orientation field (OF), which usually features some singularities. Additionally at s…

stat.CO2020★ 1 cited

MCMC for a hyperbolic Bayesian inverse problem in traffic flow modelling

Jeremie Coullon, Yvo Pokern

As a Bayesian approach to fitting motorway traffic flow models remains rare in the literature, we explore empirically the sampling challenges this approach offers which have to do…

stat.CO2015★ 32 cited

Gibbs flow for approximate transport with applications to Bayesian computation

Jeremy Heng, Arnaud Doucet, Yvo Pokern

Let and be two distributions on the Borel space . Any measurable function …

stat.ME2012★ 1 cited

Posterior Consistency via Precision Operators for Bayesian Nonparametric Drift Estimation in SDEs

Y. Pokern, A. M. Stuart, J. H. van Zanten

We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dimensional diffusion from continuous-time data. Rewriting the likelihood in terms…