2 papers
math.ST2026
On Bridging Mixture Distributions
Pierre Del Moral, Ajay Jasra, Ke Zhao
In this article we consider bridging between two mixture probability measures. In particular, given access to a Markov kernel between two component distributions, we provide a gene…
math.NA2026
Parameter Estimation for Partially Observed Time-Changed SDEs
Ke Zhao, Ajay Jasra
In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we…