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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…
math.OC2023
Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation
Lorenzo Finesso, Peter Spreij
We pose the problem of the optimal approximation of a given nonnegative signal with the scalar autoconvolution of a nonnegative signal , where and …