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math.ST2024
On strong posterior contraction rates for Besov-Laplace priors in the white noise model
Emanuele Dolera, Stefano Favaro, Matteo Giordano
In this article, we investigate the problem of estimating a spatially inhomogeneous function and its derivatives in the white noise model using Besov-Laplace priors. We show that s…
stat.ME2024
Statistical algorithms for low-frequency diffusion data: A PDE approach
Matteo Giordano, Sven Wang
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setti…