Code underlying the publication: Simulation of infinite-dimensional diffusion bridges
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资源简介：
Code to run the experiments presented in Pieper-Sethmacher et al. (2025) Simulation of infinite-dimensional diffusion bridges, arXiv preprint, arXiv:2503.13177.The source code implements the Metropolis Hastings sampler in Algorithm 1 of the paper, drawing samples of an infinite dimensional diffusion bridge conditioned on a partial observation. Code is written in Julia. Source code is under src. Executing the driver files returns the simulations and figures of Examples 5.5 and 5.6.
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4TU.ResearchData创建时间：
2025-07-11
