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Published December 30, 2019 | Version v0.3.0
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mmider/BridgeSDEInference.jl: v0.3.0

  • 1. University of Gothenburg, Sweden
  • 2. TUDelft

Description

This is an alpha release of a statistical toolbox that does inference for diffusion processes based on path imputation with guided proposals. Since the last version it has seen a major redesign of functionality - making it more accessible as we hope. For more details see the README.md and the documentation. The full release of the package will be announced at a later time.

  • Some bugfixes
  • Added Jansen-Rit example

Files

mmider/BridgeSDEInference.jl-v0.3.0.zip

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Additional details