Nonparametric Bayesian methods for one-dimensional diffusion models
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| Publication date | 2013 |
| Journal | Mathematical Biosciences |
| Volume | Issue number | 243 | 2 |
| Pages (from-to) | 215-222 |
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| Abstract |
In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results. Keywords |
| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1016/j.mbs.2013.03.008 |
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