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- Moritz Schauer
Moritz Schauer
Universitetslektor, biträdande
Avdelningen för tillämpad matematik ochOm Moritz Schauer
Jag arbetar med statistisk teori och metodologi för dynamiska stokastiska modeller som stokastiska differentialekvationer. Generellt beskriver dynamiska stokastiska modeller utvecklingen av processer och system som har dynamik med tidsmässiga eller rumsliga interaktioner, och visar deras stokastiska beteende. Tillämpningar av sådana modeller kan hittas inom alla områden, vare sig det är att modellera förändring i utbredandet av den västantarktiska shelfisen, interaktionen mellan neuroner i hjärnan eller deformation av vävnad under tumörtillväxt.
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Nonparametric Bayesian volatility learning under microstructure
noise
S. Gugushvili, F. van der Meulen, Moritz Schauer, P. Spreij
Japanese Journal of Statistics and Data Science - 2023 -
Weak solutions to gamma-driven stochastic differential
equations
D. Belomestny, S. Gugushvili, Moritz Schauer, P. Spreij
Indagationes Mathematicae-New Series - 2023 -
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential
equations
D. Belomestny, S. Gugushvili, Moritz Schauer, P. Spreij
Bernoulli - 2022 -
Conditioning continuous-time Markov processes by
guiding
M. Corstanje, F.H. van der Meulen, Moritz Schauer
Stochastics: An International Journal of Probablitiy and Stochastic Processes - 2022 -
Sticky PDMP samplers for sparse and local inference
problems
J. Bierkens, S. Grazzi, F. van der Meulen, Moritz Schauer
Statistics and Computing - 2022 -
Flexible group fairness metrics for survival
analysis
R. Sonabend, F. Pfisterer, Alan Mishler, Moritz Schauer, Lukas Burk, Sumantrak Mukherjee, Sebastian Vollmer
DSHealth 2022 (Workshop on Applied Data Science for Healthcare) - 2022 -
Diffusion Bridges for Stochastic Hamiltonian Systems and Shape
Evolutions\ast
A. Arnaudon, F. van der Meulen, Moritz Schauer, S. Sommer
Siam Journal on Imaging Sciences - 2022 -
A piecewise deterministic Monte Carlo method for diffusion
bridges
J. Bierkens, S. Grazzi, F.H. van der Meulen, Moritz Schauer
Statistics and computing - 2021 -
Continuous-discrete smoothing of
diffusions
M. Mider, Moritz Schauer, F. van der Meulen
Electronic Journal of Statistics - 2021 -
Simulation of elliptic and hypo-elliptic conditional
diffusions
J. Bierkens, F.H. van der Meulen, Moritz Schauer
Advances in Applied Probability - 2020 -
Bayesian wavelet de-noising with the caravan
prior
S. Gugushvili, F. van der Meulen, Moritz Schauer, P. Spreij
Esaim-Probability and Statistics - 2020 -
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 -
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 -
Nonparametric Bayesian inference for Gamma-type Lévy
subordinators
D. Belomestny, S. Gugushvili, Moritz Schauer, P. Spreij
Communications in Mathematical Sciences - 2019 -
Bayesian estimation of incompletely observed
diffusions
F.H. van der Meulen, Moritz Schauer
Stochastics - 2018 -
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 -
Guided Proposals for simulating multi-dimensional diffusion
bridges
Moritz Schauer, F.H. van der Meulen, J.H. van Zanten
Bernoulli - 2017 -
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided
proposals
F.H van der Meulen, Moritz Schauer
Electronic Journal of Statistics - 2017 -
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 -
Network coloring and colored coin
games
C. Pelekis, Moritz Schauer
Search Theory: A Game Theoretic Perspective - 2013