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stat.CO2025
Transient regime of piecewise deterministic Monte Carlo algorithms
Sanket Agrawal, Joris Bierkens, Kengo Kamatani +1
Piecewise Deterministic Markov Processes (PDMPs) such as the Bouncy Particle Sampler and the Zig-Zag Sampler, have gained attention as continuous-time counterparts of classical Mar…
stat.ME2025
Bayesian Inference for Non-Synchronously Observed Diffusions
Ajay Jasra, Kengo Kamatani, Amin Wu
We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide va…