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Moritz Schauer

Universitetslektor/biträdande

Moritz Schauer
Universitetslektor/biträdande
smoritz@chalmers.se
+46 31-772 3029

Room number: H3029
Visiting Address: Chalmers tvärgata 3 , 41296 Göteborg


Applied Mathematics and Statistics at Department of Mathematical Sciences (More Information)
412 96 Göteborg
Visiting Address: Chalmers Tvärgata 3 , 412 96 Göteborg

About Moritz Schauer

 
 

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.

Major publications

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

Latest publications

Nonparametric Bayesian inference for Gamma-type Lévy subordinators
D. Belomestny, S. Gugushvili, Moritz Schauer, P. Spreij
Communications in Mathematical Sciences, Journal article 2019
Journal article

Bayesian estimation of incompletely observed diffusions
F.H. van der Meulen, Moritz Schauer
Stochastics, Journal article 2018
Journal article

Guided Proposals for simulating multi-dimensional diffusion bridges
Moritz Schauer, F.H. van der Meulen, Harry Van Zanten
Bernoulli, Journal article 2017
Journal article

Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
F.H van der Meulen, Moritz Schauer
Electronic Journal of Statistics, Journal article 2017
Journal article

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, Journal article 2014
Journal article

Network coloring and colored coin games
C. Pelekis, Moritz Schauer
Search Theory: A Game Theoretic Perspective, Chapter in book 2013
Chapter in book

Major publications

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

Showing 1 - 6 of 6

2019

Nonparametric Bayesian inference for Gamma-type Lévy subordinators
D. Belomestny, S. Gugushvili, Moritz Schauer, P. Spreij
Communications in Mathematical Sciences, Journal article 2019
Journal article

2018

Bayesian estimation of incompletely observed diffusions
F.H. van der Meulen, Moritz Schauer
Stochastics, Journal article 2018
Journal article

2017

Guided Proposals for simulating multi-dimensional diffusion bridges
Moritz Schauer, F.H. van der Meulen, Harry Van Zanten
Bernoulli, Journal article 2017
Journal article

Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
F.H van der Meulen, Moritz Schauer
Electronic Journal of Statistics, Journal article 2017
Journal article

2014

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, Journal article 2014
Journal article

2013

Network coloring and colored coin games
C. Pelekis, Moritz Schauer
Search Theory: A Game Theoretic Perspective, Chapter in book 2013
Chapter in book

Showing 1 - 6 of 6

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