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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.ME2025
Bayesian Inference for Non-Synchronously Observed Diffusions
Ajay Jasra, Kengo Kamatani, Amin Wu
We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide va…