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12/15/2021
A Higher Order Resolvent-positive Finite Difference Approximation for Fractional Derivatives
We develop a finite difference approximation of order α for the α-fracti...
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03/21/2018
Adaptive Sequential MCMC for Combined State and Parameter Estimation
In the case of a linear state space model, we implement an MCMC sampler ...
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03/20/2018
V-Splines and Bayes Estimate
Smoothing splines can be thought of as the posterior mean of a Gaussian ...
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03/19/2018