About Amin Wu Amin Wu Ph.D., Statistics spatio-temporal statistics Gaussian processes Events Presented Events Mar 1 - Mar 7, 2026 Bayesian Inference for Partially Observed Continuous-Time Processes Amin Wu, Ph.D., Statistics Mar 3, 10:00 - 12:00 B5 L5 R5220 McKean-Vlasov SDEs bayesian inference markov chains Monte Carlo This thesis develops Bayesian inference methods for partially observed stochastic differential equations (SDEs) with unknown parameters, focusing on the stochastic Volterra equation (SVE), non-synchronous diffusions, and McKean-Vlasov SDEs. Employing Euler-Maruyama discretization.
Bayesian Inference for Partially Observed Continuous-Time Processes Amin Wu, Ph.D., Statistics Mar 3, 10:00 - 12:00 B5 L5 R5220 McKean-Vlasov SDEs bayesian inference markov chains Monte Carlo This thesis develops Bayesian inference methods for partially observed stochastic differential equations (SDEs) with unknown parameters, focusing on the stochastic Volterra equation (SVE), non-synchronous diffusions, and McKean-Vlasov SDEs. Employing Euler-Maruyama discretization.
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