2 papers
stat.ML2026
Error Bounds for a Diffusion Model-Based Drift Estimator
Ioar Casado-Telletxea, Omar Rivasplata
Parameter estimation in stochastic differential equations is a classical statistical problem of much importance in many scientific fields. Recent work of Tapia Costa et al. (2026)…
stat.ML2026
SPDE Methods for Nonparametric Bayesian Posterior Contraction and Laplace Approximation
Enric Alberola-Boloix, Ioar Casado-Telletxea
We derive posterior contraction rates (PCRs) and finite-sample Bernstein von Mises (BvM) results for non-parametric Bayesian models by extending the diffusion-based framework of Mo…