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Irreversibility in Stochastic Dynamic Models and Efficient Bayesian Inference
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Authors: Yian Ma
Categories: Irreversible processes
Type: BOOK - Published: 2017 - Publisher:

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This thesis is the summary of an excursion around the topic of reversibility. We start the journal from a classical mechanical view of the "time reversal symmet
Bayesian Inference of Stochastic Dynamical Models
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Authors: Peter Guang Yi Lu
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A new methodology for Bayesian inference of stochastic dynamical models is developed. The methodology leverages the dynamically orthogonal (DO) evolution equati
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
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Authors: Gregor Kastner
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Efficient Bayesian inference for partially observed stochastic epidemics and a new class of semi-parametric time series models
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Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
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