36 citations · 57 across the 5 of their papers we have counts for
5 papers
On a class of exponential changes of measure for stochastic PDEs
Thorben Pieper-Sethmacher, Frank van der Meulen, Aad van der Vaart
Given a mild solution to a semilinear stochastic partial differential equation (SPDE), we consider an exponential change of measure based on its infinitesimal generator , de…
Bayesian nonparametric estimation in the current status continuous mark model
Geurt Jongbloed, Frank van der Meulen, Lixue Pang
In this paper we consider the current status continuous mark model where, if the event takes place before an inspection time a "continuous mark" variable is observed as well. A…
Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data
Geurt Jongbloed, Frank van der Meulen, Lixue Pang
Assume we observe a finite number of inspection times together with information on whether a specific event has occurred before each of these times. Suppose replicated measurements…
Continuous-discrete smoothing of diffusions
Marcin Mider, Moritz Schauer, Frank van der Meulen
Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. Th…
Reversible jump MCMC for nonparametric drift estimation for diffusion processes
Frank van der Meulen, Moritz Schauer, Harry van Zanten
In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function…