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most citedNonnegative Matrix Factorization and I-Divergence Alternating Minimization

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math.ST2014★ 4 cited

Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation

Shota Gugushvili, Peter Spreij

We derive the posteror contraction rate for non-parametric Bayesian estimation of a deterministic dispersion coefficient of a linear stochastic differential equation.