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Employment (2)

Max Planck Institute for Mathematics in the Sciences: Leipzig, DE

2019-10-01 to 2020-09-30 | Postdoctoral researcher
Employment
Source: Self-asserted source
Marcin Mider

University of Warwick: Coventry, West Midlands, GB

2015-10-04 to 2019-09-30 | PhD student (Statistics)
Employment
Source: Self-asserted source
Marcin Mider

Works (3)

The Computational Cost of Blocking for Sampling Discretely Observed Diffusions

Methodology and Computing in Applied Probability
2022-12 | Journal article
DOI: 10.1007/s11009-022-09949-y
Part of ISSN: 1387-5841
Part of ISSN: 1573-7713
Contributors: Marcin Mider; Paul Jenkins; Murray Pollock; Gareth O. Roberts
Source: Self-asserted source
Marcin Mider

Corrigendum to “Simple simulation of diffusion bridges with application to likelihood inference for diffusions”

Bernoulli
2021-02-01 | Journal article
DOI: 10.3150/20-bej1234
Part of ISSN: 1350-7265
Contributors: Mogens Bladt; Marcin Mider; Michael Sørensen
Source: Self-asserted source
Marcin Mider

Continuous-discrete smoothing of diffusions

Electronic Journal of Statistics
2021-01-01 | Journal article
DOI: 10.1214/21-ejs1894
Part of ISSN: 1935-7524
Contributors: Marcin Mider; Moritz Schauer; Frank van der Meulen
Source: Self-asserted source
Marcin Mider
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