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Reversible jump MCMC for nonparametric drift estimation for diffusion processes

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Figure

Figure 1: Left: drift function. Right: derivative of drift function
Figure 2: Left: simulated data. Right: histogram of simulated data modulo 1.
Figure 3: Left: true drift function (red, solid) and samples from the posterior distribution
Figure 5: Models visited over time. 5 10 15 20 25 30 355101520253035 from modelto model 0.20.40.60.81.0
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