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stat.CO2026
Bayesian Inference for Partially Observed McKean-Vlasov SDEs with Full Distribution Dependence
Ning Ning, Amin Wu
McKean-Vlasov stochastic differential equations (MVSDEs) describe systems whose dynamics depend on both individual states and the population distribution, and they arise widely in…
stat.CO2025
Bayesian Parameter Estimation for Partially Observed McKean-Vlasov Diffusions Using Multilevel Markov chain Monte Carlo
Ajay Jasra, Amin Wu
In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixe…
stat.CO2023
Bayesian Parameter Inference for Partially Observed Stochastic Volterra Equations
Ajay Jasra, Hamza Ruzayqat, Amin Wu
In this article we consider Bayesian parameter inference for a type of partially observed stochastic Volterra equation (SVE). SVEs are found in many areas such as physics and mathe…