- Nonparametric Bayesian methods for one-dimensional diffusion models
- Mathematical Biosciences
- Volume | Issue number
- 243 | 2
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
- 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.
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