Moritz Schauer

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Publications

Citations

123

H-Index

Active since

2013

Affiliations

Delft University of Technology(Current)

University of Amsterdam

Moritz Schauer is an author at Delft University of Technology specializing in stochastic modeling, stochastic processes, and inference for diffusion processes.

ORCID

Publications per year

2013–2022

Publications

Guided proposals for simulating multi-dimensional diffusion bridges

Moritz Schauer, Frank van der Meulen, Harry van Zanten · Bernoulli · 2017 · 56 citations · Full text

Engineering, Computational Engineering, Bridge Engineering +16

Reversible jump MCMC for nonparametric drift estimation for diffusion processes

Frank van der Meulen, Moritz Schauer, Harry van Zanten · Computational Statistics & Data Analysis · 2013 · 37 citations · Full text

Engineering, Data Science, Stochastic Modeling +14

A piecewise deterministic Monte Carlo method for diffusion bridges

Joris Bierkens, Sebastiano Grazzi, Frank van der Meulen et al. · Data Archiving and Networked Services (DANS) · 2021 · 18 citations · Full text

Engineering, Computational Engineering, Probability Theory +16

Automatic Differentiation of Programs with Discrete Randomness

Gaurav Arya, Moritz Schauer, Frank Schäfer et al. · arXiv (Cornell University) · 2022 · 12 citations · Full text

Natural Sciences, Computer Science, Mathematics +12

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