title: Nonparametric Bayesian methods for one-dimensional diffusion models.
abstract: In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results.
authors.affiliation: Korteweg-de Vries Institute for Mathematics, University of Amsterdam, The Netherlands. hvzanten@uva.nl
authors.forename: Harry
authors.initials: H
authors.lastname: van Zanten
mesh_terms: D001499:Bayes Theorem; D019295:Computational Biology / Q000379:methods / Q000706:statistics & numerical data; D015233:Models, Statistical