Moritz Schauer
Showing 19 publications
Score matching for bridges without time-reversals
Causal structure learning with momentum: Sampling distributions over Markov Equivalence Classes
Conditioning continuous-time Markov processes by guiding
Weak solutions to gamma-driven stochastic differential equations
Sticky PDMP samplers for sparse and local inference problems
Nonparametric Bayesian volatility learning under microstructure noise
Differentiating Metropolis-Hastings to Optimize Intractable Densities
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
Automatic Differentiation of Programs with Discrete Randomness
Applied measure theory for probabilistic modeling.
Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions
Continuous-discrete smoothing of diffusions
A piecewise deterministic Monte Carlo method for diffusion bridges
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Simulation of elliptic and hypo-elliptic conditional diffusions
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Bayesian wavelet de-noising with the caravan prior
Nonparametric Bayesian volatility estimation
Network coloring and colored coin games
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Showing 4 research projects
Causal inference with generative neural network models
Fast Bayesian Inference with Piecewise Deterministic Markov Processes
Inference in the face of intractability: Bayesian applications of continuous-time Markov processes
Stochastic Continuous-Depth Neural Networks