F. H. van der Meulen

activity

20172026

most citedIntroduction to Automatic Backward Filtering Forward Guiding

2 citations · 3 across the 5 of their papers we have counts for

collaborators

Showing 2023Show all

2 papers · 1 filter

math.PR2023

Guided simulation of conditioned chemical reaction networks

Marc Corstanje, Frank van der Meulen

Let $X$ be a chemical reaction process, modeled as a multi-dimensional continuous-time jump process. Assume that at given times $0 < t_{1} < \dots < t_{n}$ , linear combinations $v_i = L…

math.ST2023

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…