Efficient sampling of conditioned Markov jump processes
A Golightly, C Sherlock - Statistics and Computing, 2019 - Springer
… Resulting draws are typically termed bridges, and the generation of such bridges plays a key role in simulation-based inference algorithms for MJPs. The problem is challenging due to …
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… Resulting draws are typically termed bridges, and the generation of such bridges plays a key role in simulation-based inference algorithms for MJPs. The problem is challenging due to …