Simulation of conditioned diffusion and application to parameter estimation

By Bernard Delyon, Ying Hu. 2006

125 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c3dc762278b05d48e36aa8f203d60ab7b7cb17fc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Lawrence M. Murray
2. Pierre Del Moral
3. S. Sommer
4. Sarang C. Joshi
5. Line Kühnel
6. Tom Fletcher
7. Nicolas Chopin
8. Arnaud Doucet

In Finance

1. S. Sommer
2. Sarang C. Joshi
3. Lawrence M. Murray
4. Line Kühnel
5. Pierre Del Moral
6. Tom Fletcher

In Statistics and Probability

1. S. Sommer
2. Sarang C. Joshi
3. Lawrence M. Murray
4. Line Kühnel
5. Pierre Del Moral
6. Tom Fletcher

Citations in the corpus

• Sequential Monte Carlo with Highly Informative Observations (2014, methodology): “This leads to another family of methods for simulating bridges (e.g. Clark, 1990; Delyon and Hu, 2006; Bayer and Schoenmakers, 2013; Schauer et al., 2013).”
• Latent Space Non-Linear Statistics (2018, methodology): “In [5] it was shown that this conditional probability can be calculated based on the notion of a guided process”