Files in jeremyhengjm/UnbiasedScore
Unbiased estimators for partially observed diffusions
.DS_Store
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/CASPF.R
R/CBSPF.R
R/CPF.R
R/RcppExports.R
R/SGD.R
R/UnbiasedScore.R
R/approximate_discretized_score.R
R/coupled2_CASPF.R
R/coupled2_CBSPF.R
R/coupled2_CPF.R
R/coupled2_kernel.R
R/coupled2_resampling.R
R/coupled4_CASPF.R
R/coupled4_CBSPF.R
R/coupled4_CPF.R
R/coupled4_kernel.R
R/coupled4_resampling.R
R/get_path.R
R/hmm_logistic_diffusion.R
R/hmm_logistic_diffusion_full.R
R/hmm_neuroscience_diffusion.R
R/hmm_ornstein_uhlenbeck.R
R/kernel.R
R/multilevel_CASPF.R
R/multilevel_CBSPF.R
R/multilevel_CPF.R
R/multilevel_kernel.R
R/setmytheme.R
R/simulate_SDE.R
R/simulate_multilevel_SDE.R
R/transformations.R
R/unbiased_estimators.R
R/unbiased_scores.R
README.md
UnbiasedScore.Rproj
inst/logistic_diffusion/.DS_Store
inst/logistic_diffusion/demo_fullmodel.R
inst/logistic_diffusion/kangaroo.RData
inst/logistic_diffusion/plot_estimators_averaging.R
inst/logistic_diffusion/plot_increments_levels.R
inst/logistic_diffusion/plot_observations.R
inst/logistic_diffusion/plot_sgld.R
inst/logistic_diffusion/plot_stoppingtimes_levels.R
inst/logistic_diffusion/results/estimators_combined.RData
inst/logistic_diffusion/results/increments_adaptive_resampling.RData
inst/logistic_diffusion/results/sgld.RData
inst/logistic_diffusion/results/stoppingtimes_adaptive_resampling_N128.RData
inst/logistic_diffusion/results/stoppingtimes_adaptive_resampling_N256.RData
inst/logistic_diffusion/results/stoppingtimes_adaptive_resampling_N512.RData
inst/logistic_diffusion/results/stoppingtimes_always_resampling_N128.RData
inst/logistic_diffusion/results/stoppingtimes_always_resampling_N256.RData
inst/logistic_diffusion/results/stoppingtimes_always_resampling_N512.RData
inst/logistic_diffusion/simulate_estimators_independent.R
inst/logistic_diffusion/simulate_increments_levels.R
inst/logistic_diffusion/simulate_sgld.R
inst/logistic_diffusion/simulate_stoppingtimes_levels.R
inst/neuroscience_diffusion/.DS_Store
inst/neuroscience_diffusion/demo.R
inst/neuroscience_diffusion/gridcells.RData
inst/neuroscience_diffusion/plot_increments_levels.R
inst/neuroscience_diffusion/plot_observations.R
inst/neuroscience_diffusion/plot_sga.R
inst/neuroscience_diffusion/plot_stoppingtimes_levels.R
inst/neuroscience_diffusion/results/Stoppingtimes_CASPF.RData
inst/neuroscience_diffusion/results/Stoppingtimes_CPF.RData
inst/neuroscience_diffusion/results/increments_CASPF_naive.RData
inst/neuroscience_diffusion/results/increments_CASPF_simple.RData
inst/neuroscience_diffusion/results/increments_CPF_naive.RData
inst/neuroscience_diffusion/results/increments_CPF_simple.RData
inst/neuroscience_diffusion/results/stochastic_gradient.RData
inst/neuroscience_diffusion/simulate_increments_levels.R
inst/neuroscience_diffusion/simulate_sga.R
inst/neuroscience_diffusion/simulate_stoppingtimes_levels.R
inst/ornstein_uhlenbeck/demo.R
inst/ornstein_uhlenbeck/plot_estimators_averaging.R
inst/ornstein_uhlenbeck/plot_estimators_tuning.R
inst/ornstein_uhlenbeck/plot_increments_levels.R
inst/ornstein_uhlenbeck/plot_stoppingtime_nobs.R
inst/ornstein_uhlenbeck/plot_stoppingtimes_levels.R
inst/ornstein_uhlenbeck/results/estimators_tuning.RData
inst/ornstein_uhlenbeck/results/estimators_tuning_combined.RData
inst/ornstein_uhlenbeck/results/increment_levels_common.RData
inst/ornstein_uhlenbeck/results/increment_levels_maximal.RData
inst/ornstein_uhlenbeck/results/increment_levels_othermaximal.RData
inst/ornstein_uhlenbeck/results/stoppingtimes_levels_common.RData
inst/ornstein_uhlenbeck/results/stoppingtimes_levels_maximal.RData
inst/ornstein_uhlenbeck/results/stoppingtimes_levels_othermaximal.RData
inst/ornstein_uhlenbeck/results/stoppingtimes_nobs_maximal.RData
inst/ornstein_uhlenbeck/simulate_estimators_tuning.R
inst/ornstein_uhlenbeck/simulate_increments_levels.R
inst/ornstein_uhlenbeck/simulate_observations.R
inst/ornstein_uhlenbeck/simulate_stoppingtimes_levels.R
inst/ornstein_uhlenbeck/simulate_stoppingtimes_nobs.R
inst/ornstein_uhlenbeck/simulated_data_T100.RData
inst/ornstein_uhlenbeck/simulated_data_T200.RData
inst/ornstein_uhlenbeck/simulated_data_T25.RData
inst/ornstein_uhlenbeck/simulated_data_T400.RData
inst/ornstein_uhlenbeck/simulated_data_T50.RData
man/CASPF.Rd
man/CBSPF.Rd
man/CPF.Rd
man/SGD.Rd
man/UnbiasedScore.Rd
man/approximate_discretized_score.Rd
man/compute_level_distribution.Rd
man/coupled2_CASPF.Rd
man/coupled2_CBSPF.Rd
man/coupled2_CPF.Rd
man/coupled2_kernel.Rd
man/coupled2_maximal_coupled_residuals.Rd
man/coupled2_maximal_independent_residuals.Rd
man/coupled2_resampling.Rd
man/coupled4_CASPF.Rd
man/coupled4_CBSPF.Rd
man/coupled4_CPF.Rd
man/coupled4_kernel.Rd
man/coupled4_maximal_coupled_residuals.Rd
man/coupled4_maximal_independent_residuals.Rd
man/coupled4_maximalchains_maximallevels_coupled_residuals.Rd
man/coupled4_maximalchains_maximallevels_independent_residuals.Rd
man/coupled4_maximallevels_maximalchains_coupled_residuals.Rd
man/coupled4_maximallevels_maximalchains_independent_residuals.Rd
man/coupled4_resampling.Rd
man/exp_transform.Rd
man/get_path.Rd
man/get_path_bs.Rd
man/hmm_logistic_diffusion.Rd
man/hmm_logistic_diffusion_full.Rd
man/hmm_neuroscience_diffusion.Rd
man/hmm_ornstein_uhlenbeck.Rd
man/independent_sum.Rd
man/kernel.Rd
man/log_transform.Rd
man/multilevel_CASPF.Rd
man/multilevel_CBSPF.Rd
man/multilevel_CPF.Rd
man/multilevel_kernel.Rd
man/rcppeigen_hello_world.Rd
man/simulate_SDE.Rd
man/simulate_multilevel_SDE.Rd
man/single_term.Rd
man/stratified_estimator.Rd
man/systematic_estimator.Rd
man/unbiased_discretized_score.Rd
man/unbiased_score_increment.Rd
notebooks/logistic_diffusion.Rmd
notebooks/logistic_diffusion.html
notebooks/neuroscience_diffusion.Rmd
notebooks/neuroscience_diffusion.html
notebooks/ornstein_uhlenbeck.Rmd
notebooks/ornstein_uhlenbeck.html
notebooks/references.bib
src/.DS_Store
src/Makevars
src/RcppExports.cpp
src/resampling.cpp
src/tree.cpp
src/tree.h
