no code implementations • 10 Oct 2023 • Mohamed Maama, Ajay Jasra, Kengo Kamatani
The data are assumed to be observed regularly in time and driven by the SDE model with unknown parameters.
2 code implementations • ICML 2020 • Joris Bierkens, Sebastiano Grazzi, Kengo Kamatani, Gareth Roberts
We demonstrate theoretically and empirically that we can also construct a control-variate subsampling boomerang sampler which is also exact, and which possesses remarkable scaling properties in the large data limit.
