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Bierkens, G.N.J.C. (author), van der Meulen, F.H. (author), Schauer, M.R. (author)
Suppose X is a multidimensional diffusion process. Assume that at time zero the state of X is fully observed, but at time 0$ ]]> only linear combinations of its components are observed. That is, one only observes the vector for a given matrix L. In this paper we show how samples from the conditioned process can be generated. The main...
journal article 2020
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Koppelaar, H. (author), Moghadam, Parastou Kordestani (author), Khan, Kamruzzaman (author), Kouhkani, Sareh (author), Segers, Gijs (author), van Warmerdam, Martin (author)
The often reported reduction of Reaction Time (RT) by Vision Training) is successfully replicated by 81 athletes across sports. This enabled us to achieve a mean reduction of RTs for athletes eye-hand coordination of more than 10%, with high statistical significance. We explain how such an observed effect of Sensorimotor systems’ plasticity...
journal article 2019
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van der Meulen, F.H. (author), Schauer, M.R. (author)
Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing data problem where the diffusion bridges in between discrete-time observations are missing. The...
journal article 2017