Moritz Schauer
Title
Cited by
Cited by
Year
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
392014
Guided proposals for simulating multi-dimensional diffusion bridges
M Schauer, F van der Meulen, H van Zanten
Bernoulli 23 (4A), 2917–2950, 2017
352017
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
332017
Fast and scalable non-parametric Bayesian inference for Poisson point processes
S Gugushvili, F van der Meulen, M Schauer, P Spreij
RESEARCHERS.ONE, 2019, https://www.researchers.one/article/2019-06-6, with …, 2019
142019
Bayesian estimation of incompletely observed diffusions
F van der Meulen, M Schauer
Stochastics 90 (5), 641-662, 2018
102018
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 21 (3), 603-628, 2018
82018
Learning the causal structure of copula models with latent variables
R Cui, P Groot, M Schauer, T Heskes
Corvallis: AUAI Press, 2018
72018
Continuous-discrete smoothing of diffusions
M Mider, M Schauer, F van der Meulen
arXiv preprint arXiv:1712.03807, 2020
62020
Simulation of elliptic and hypo-elliptic conditional diffusions
J Bierkens, F van der Meulen, M Schauer
Advances in Applied Probability 52 (1), 173-212, 2020
62020
Nonparametric Bayesian volatility estimation
S Gugushvili, F van der Meulen, M Schauer, P Spreij
2017 MATRIX Annals, 279-302, 2019
52019
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
S Gugushvili, F van der Meulen, M Schauer, P Spreij
Brazilian Journal of Probability and Statistics 34 (3), 537-579, 2020
42020
On residual and guided proposals for diffusion bridge simulation
F van der Meulen, M Schauer
arXiv preprint arXiv:1708.04870, 2017
42017
Network coloring and colored coin games
C Pelekis, M Schauer
Search Theory, 59-73, 2013
42013
A piecewise deterministic Monte Carlo method for diffusion bridges
J Bierkens, S Grazzi, F van der Meulen, M Schauer
arXiv preprint arXiv:2001.05889, 2020
32020
Nonparametric Bayesian inference for Gamma-type L\'evy subordinators
D Belomestny, S Gugushvili, M Schauer, P Spreij
Communications in Mathematical Sciences 17 (3), 781-816, 2019
3*2019
Diffusion bridges for stochastic Hamiltonian systems with applications to shape analysis
A Arnaudon, F van der Meulen, M Schauer, S Sommer
arXiv preprint arXiv:2002.00885, 2020
22020
Bayesian wavelet de-noising with the caravan prior
S Gugushvili, F Van Der Meulen, M Schauer, P Spreij
ESAIM: Probability and Statistics 23, 947-978, 2019
22019
Nonparametric Bayesian volatility learning under microstructure noise
S Gugushvili, F van der Meulen, M Schauer, P Spreij
Available at SSRN 3178606, 2018
22018
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
D Belomestny, S Gugushvili, M Schauer, P Spreij
arXiv preprint arXiv:2011.08321, 2020
12020
Automatic Backward Filtering Forward Guiding for Markov processes and graphical models
F van der Meulen, M Schauer
arXiv preprint arXiv:2010.03509, 2020
12020
The system can't perform the operation now. Try again later.
Articles 1–20