Moritz Schauer
UNIVERSITETSLEKTOR/BITRÄDANDE
Applied Mathematics andAbout Moritz Schauer
www.math.chalmers.se/~smoritz/
I am working on statistical theory and methodology for dynamical stochastic models such as stochastic differential equations. In general, dynamical stochastic models describe the evolution of processes and systems which have dynamics with temporal or spatial interactions and show stochastic behaviour. Applications of such models are found in all areas, be it to model the change in the extension of the West Antarctic ice shelf, the interaction of neurons in the brain or the deformation of tissue during tumour growth.
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A piecewise deterministic Monte Carlo method for diffusion
bridges
J. Bierkens, S. Grazzi, F.H. van der Meulen, Moritz Schauer
Statistics and computing - 2021-01-01 -
Simulation of elliptic and hypo-elliptic conditional
diffusions
J. Bierkens, F.H. van der Meulen, Moritz Schauer
Advances in Applied Probability - 2020-01-01 -
Bayesian wavelet de-noising with the caravan
prior
S. Gugushvili, F. van der Meulen, Moritz Schauer, P. Spreij
Esaim-Probability and Statistics - 2020-01-01 -
Fast and scalable non-parametric Bayesian inference for Poisson point
processes
F.H. van der Meulen, S. Gugushvili, Moritz Schauer, P.J.C. Spreij
RESEARCHERS.ONE - 2019-01-01 -
Nonparametric Bayesian Volatility
Estimation
S. Gugushvili, F.H. van der Meulen, Moritz Schauer, P. Spreij
2017 MATRIX Annals. Jan de Gier, Cheryl E. Praeger, Terence Tao (red.) - 2019-01-01 -
Nonparametric Bayesian inference for Gamma-type Lévy
subordinators
D. Belomestny, S. Gugushvili, Moritz Schauer, P. Spreij
Communications in Mathematical Sciences - 2019-01-01 -
Bayesian estimation of incompletely observed
diffusions
F.H. van der Meulen, Moritz Schauer
Stochastics - 2018-01-01 -
Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder
expansions
F.H. van der Meulen, Moritz Schauer, J. van Waaij
Statistical Inference for Stochastic Processes - 2018-01-01 -
Guided Proposals for simulating multi-dimensional diffusion
bridges
Moritz Schauer, F.H. van der Meulen, J.H. van Zanten
Bernoulli - 2017-01-01 -
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided
proposals
F.H van der Meulen, Moritz Schauer
Electronic Journal of Statistics - 2017-01-01 -
Reversible jump MCMC for nonparametric drift estimation for diffusion
processes
F.H. van der Meulen, Moritz Schauer, H. van Zanten
Computational Statistics and Data Analysis - 2014-01-01 -
Network coloring and colored coin
games
C. Pelekis, Moritz Schauer
Search Theory: A Game Theoretic Perspective - 2013-01-01