Moritz Schauer
Moritz Schauer
Chalmers University of Technology | University of Gothenburg
Verified email at chalmers.se - Homepage
TitleCited byYear
Reversible jump MCMC for nonparametric drift estimation for diffusion processes
F Van Der Meulen, M Schauer, H Van Zanten
Computational Statistics & Data Analysis 71, 615-632, 2014
332014
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
F van der Meulen, M Schauer
Electronic Journal of Statistics 11 (1), 2358-2396, 2017
182017
Guided proposals for simulating multi-dimensional diffusion bridges
M Schauer, F van der Meulen, H van Zanten
Bernoulli 23 (4A), 2917–2950, 2017
182017
Bayesian estimation of incompletely observed diffusions
F van der Meulen, M Schauer
Stochastics 90 (5), 641-662, 2018
62018
Learning the Causal Structure of Copula Models with Latent Variables.
R Cui, P Groot, M Schauer, T Heskes
UAI, 188-197, 2018
62018
Fast and scalable non-parametric Bayesian inference for Poisson point processes
S Gugushvili, F van der Meulen, M Schauer, P Spreij
arXiv preprint arXiv:1804.03616, 2018
42018
Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions
F van der Meulen, M Schauer, J van Waaij
Statistical Inference for Stochastic Processes, 2016
42016
Network coloring and colored coin games
C Pelekis, M Schauer
Search Theory, 59-73, 2013
42013
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
S Gugushvili, F van der Meulen, M Schauer, P Spreij
Available at SSRN 3093100, 2018
32018
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
D Belomestny, S Gugushvili, M Schauer, P Spreij
Communications in Mathematical Sciences 17 (3), 781-816, 2019
22019
Nonparametric Bayesian volatility estimation
S Gugushvili, F van der Meulen, M Schauer, P Spreij
2017 MATRIX Annals, 279-302, 2019
22019
Simulation of elliptic and hypo-elliptic conditional diffusions
J Bierkens, F van der Meulen, M Schauer
arXiv preprint arXiv:1810.01761, 2018
22018
Continuous-discrete smoothing of diffusions
F van der Meulen, M Schauer
arXiv preprint arXiv:1712.03807, 2017
22017
On residual and guided proposals for diffusion bridge simulation
F van der Meulen, M Schauer
arXiv preprint arXiv:1708.04870, 2017
22017
A generator approach to stochastic monotonicity and propagation of order
RC Kraaij, M Schauer
arXiv preprint arXiv:1804.10222, 2018
12018
Bayesian wavelet de-noising with the caravan prior
S Gugushvili, F van der Meulen, M Schauer, P Spreij
arXiv preprint arXiv:1810.07668, 2018
2018
Nonparametric Bayesian volatility learning under microstructure noise
S Gugushvili, F van der Meulen, M Schauer, P Spreij
Available at SSRN 3178606, 2018
2018
Bayesian inference for discretely observed diffusion processes
M Schauer
2015
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Articles 1–18