Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
Fuente:
arXiv
Saved in:
| Main Authors: | Altmeyer, Randolf, Gaudlitz, Sascha |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
by: Gaudlitz, Sascha
Published: (2023)
by: Gaudlitz, Sascha
Published: (2023)
Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022)
by: Altmeyer, Randolf, et al.
Published: (2022)
Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
by: Hu, Yanlin, et al.
Published: (2024)
by: Hu, Yanlin, et al.
Published: (2024)
Subordinated Wright-Fisher Priors
by: Judd, Nathan A., et al.
Published: (2026)
by: Judd, Nathan A., et al.
Published: (2026)
Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)
by: Ayache, Antoine, et al.
Published: (2026)
Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
by: Hoffmann, Marc, et al.
Published: (2022)
by: Hoffmann, Marc, et al.
Published: (2022)
Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
by: Azaïs, Jean-Marc, et al.
Published: (2024)
by: Azaïs, Jean-Marc, et al.
Published: (2024)
Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)
by: Ansari, Jonathan, et al.
Published: (2024)
Detecting Spectral Breaks in Spiked Covariance Models
by: Dörnemann, Nina, et al.
Published: (2024)
by: Dörnemann, Nina, et al.
Published: (2024)
Improved performance guarantees for Tukey's median
by: Minsker, Stanislav, et al.
Published: (2024)
by: Minsker, Stanislav, et al.
Published: (2024)
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
by: Strauch, Claudia, et al.
Published: (2024)
by: Strauch, Claudia, et al.
Published: (2024)
Estimation of trace functionals and spectral measures of covariance operators in Gaussian models
by: Koltchinskii, Vladimir
Published: (2024)
by: Koltchinskii, Vladimir
Published: (2024)
Alignment and matching tests for high-dimensional tensor signals via tensor contraction
by: Liu, Ruihan, et al.
Published: (2024)
by: Liu, Ruihan, et al.
Published: (2024)
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations
by: Pasemann, Gregor, et al.
Published: (2024)
by: Pasemann, Gregor, et al.
Published: (2024)
Predictive Inference via Kernel Density Estimates
by: Hilbert, Torey
Published: (2026)
by: Hilbert, Torey
Published: (2026)
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)
by: Barczy, Matyas, et al.
Published: (2021)
Estimating the hyperuniformity exponent of point processes
by: Mastrilli, Gabriel, et al.
Published: (2024)
by: Mastrilli, Gabriel, et al.
Published: (2024)
Bayesian Mixtures Models with Repulsive and Attractive Atoms
by: Beraha, Mario, et al.
Published: (2023)
by: Beraha, Mario, et al.
Published: (2023)
Statistical inference for rough volatility: Central limit theorems
by: Chong, Carsten, et al.
Published: (2022)
by: Chong, Carsten, et al.
Published: (2022)
Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
by: Petersson, Andreas, et al.
Published: (2025)
by: Petersson, Andreas, et al.
Published: (2025)
Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)
by: Ginovyan, Mamikon S.
Published: (2026)
Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: The correlated case
by: Douissi, Soukaina, et al.
Published: (2025)
by: Douissi, Soukaina, et al.
Published: (2025)
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
by: Janák, Josef, et al.
Published: (2023)
by: Janák, Josef, et al.
Published: (2023)
Sobol' Matrices For Multi-Output Models With Quantified Uncertainty
by: Milton, Robert A., et al.
Published: (2025)
by: Milton, Robert A., et al.
Published: (2025)
General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
by: Cao, Mingxiang, et al.
Published: (2024)
by: Cao, Mingxiang, et al.
Published: (2024)
Uniform-over-dimension convergence with application to location tests for high-dimensional data
by: Chowdhury, Joydeep, et al.
Published: (2024)
by: Chowdhury, Joydeep, et al.
Published: (2024)
On a copula product linking Wasserstein correlations and rearranged dependence measures
by: Ansari, Jonathan
Published: (2026)
by: Ansari, Jonathan
Published: (2026)
Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025)
by: Chong, Carsten H., et al.
Published: (2025)
Concentration of Truncated Signatures of Gaussian Rough Paths
by: Lechiheb, Atef
Published: (2025)
by: Lechiheb, Atef
Published: (2025)
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)
by: Daayeb, Hanen, et al.
Published: (2025)
Admissibility of Adaptive Monotone Step-Down Multiple Testing Procedures Under Arbitrary Covariance Dependence
by: Ghosh, Prasenjit, et al.
Published: (2026)
by: Ghosh, Prasenjit, et al.
Published: (2026)
A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)
by: Neves, Claudia, et al.
Published: (2025)
Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
by: Bhar, Suprio, et al.
Published: (2023)
by: Bhar, Suprio, et al.
Published: (2023)
Tests for the mean of high-dimensional data
by: Ferger, Dietmar
Published: (2026)
by: Ferger, Dietmar
Published: (2026)
Deficiency bounds for the multivariate inverse hypergeometric distribution
by: Ouimet, Frédéric
Published: (2023)
by: Ouimet, Frédéric
Published: (2023)
Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas
by: Cattaneo, Matias D., et al.
Published: (2025)
by: Cattaneo, Matias D., et al.
Published: (2025)
Modified wavelet variation for the Hermite processes
by: Loosveldt, Laurent, et al.
Published: (2024)
by: Loosveldt, Laurent, et al.
Published: (2024)
Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices
by: Li, Yanpeng, et al.
Published: (2024)
by: Li, Yanpeng, et al.
Published: (2024)
The multivariate fractional Ornstein-Uhlenbeck process
by: Dugo, Ranieri, et al.
Published: (2024)
by: Dugo, Ranieri, et al.
Published: (2024)
In search of necessary and sufficient conditions to solve parabolic Anderson model with rough noise
by: Liu, Shuhui, et al.
Published: (2022)
by: Liu, Shuhui, et al.
Published: (2022)
Similar Items
-
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
by: Gaudlitz, Sascha
Published: (2023) -
Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022) -
Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
by: Hu, Yanlin, et al.
Published: (2024) -
Subordinated Wright-Fisher Priors
by: Judd, Nathan A., et al.
Published: (2026) -
Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)