Yvo Pokern

Nonparametric estimation of diffusions: a differential equations approach

Omiros Papaspiliopoulos, Yvo Pokern, Gareth O. Roberts et al. · Biometrika · 2012 · 63 citations

Natural Sciences, Economics, Econometrics +12

Parameter Estimation for Partially Observed Hypoelliptic Diffusions

Yvo Pokern, Andrew M. Stuart, Petter Wiberg · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2009 · 63 citations · Full text

Computing, Biostatistics, Bayesian Data Analysis +15

Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs

Yvo Pokern, Andrew M. Stuart, J. H. van Zanten · Stochastic Processes and their Applications · 2012 · 50 citations

Computing, Computer Science, Bayesian Data Analysis +15

Iterative numerical methods for sampling from high dimensional Gaussian distributions

Erlend Aune, Jo Eidsvik, Yvo Pokern · Statistics and Computing · 2012 · 32 citations

Computing, Computer Science, Physics +9

Gibbs flow for approximate transport with applications to Bayesian computation

Jeremy Heng, Arnaud Doucet, Yvo Pokern · arXiv (Cornell University) · 2015 · 32 citations · Full text

Computing, Biostatistics, Bayesian Data Analysis +16