4 papers
Neural Backward Filtering Forward Guiding
Gefan Yang, Frank van der Meulen, Stefan Sommer
Inference in nonlinear continuous stochastic processes on trees is challenging, particularly when observations are sparse and the topology is complex. Exact smoothing via Doob's $h…
Simulating conditioned diffusions on manifolds
Marc Corstanje, Frank van der Meulen, Moritz Schauer +1
To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob…
Guided simulation of conditioned chemical reaction networks
Marc Corstanje, Frank van der Meulen
Let be a chemical reaction process, modeled as a multi-dimensional continuous-time jump process. Assume that at given times , linear combinations $v_i = L…
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
Denis Belomestny, Frank van der Meulen, Peter Spreij
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in…