Augmented pseudo-marginal Metropolis–Hastings for partially observed diffusion processes - Golightly, Andrew; Sherlock, Chris (Statistics and computing, 2022)
Keywords: Algorithms; Artificial Intelligence; Computer Science; Differential equations; Diffusion; Error analysis; Inference; Probability and Statistics in Computer Science; Resampling; Statistical Theory and Methods; Statistics and Computing/Statistics Programs; Linear noise approximation; Data augmentation; Pseudo-marginal Metropolis–Hastings; Bayesian inference; Stochastic differential equation