Home > Research > Browse

Results for Stochastic differential equation

Publications & Outputs

  1. Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes

    Golightly, A. & Sherlock, C., 30/06/2022, In: Statistics and Computing. 32, 18 p., 21.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Improved bridge constructs for stochastic differential equations

    Whitaker, G. A., Golightly, A., Boys, R. J. & Sherlock, C. G., 07/2017, In: Statistics and Computing. 27, 4, p. 885-900 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Bayesian inference for diffusion-driven, mixed-effects models

    Whitaker, G. A., Golightly, A., Boys, R. J. & Sherlock, C. G., 30/09/2016, (E-pub ahead of print) In: Bayesian Analysis. 12, 2, p. 435-463 29 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review