2 citations · 2 across the 1 of their papers we have counts for
4 papers
Compositionality in algorithms for smoothing
Moritz Schauer, Frank van der Meulen, Andi Q. Wang
Backward Filtering Forward Guiding (BFFG) is a bidirectional algorithm proposed in Mider et al. [2021] and studied more in depth in a general setting in Van der Meulen and Schauer…
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…
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…
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…