cff-version: 1.2.0
abstract: "<p>Code to run the experiments presented in Pieper-Sethmacher et al. (2025) Simulation of infinite-dimensional diffusion bridges, arXiv preprint, arXiv:2503.13177.</p><p>The source code implements the Metropolis Hastings sampler in Algorithm 1 of the paper, drawing samples of an infinite dimensional diffusion bridge conditioned on a partial observation.  Code is written in Julia. Source code is under src. Executing the driver files returns the simulations and figures of Examples 5.5 and 5.6.</p>"
authors:
  - family-names: Pieper
    given-names: Thorben
title: "Code underlying the publication: Simulation of infinite-dimensional diffusion bridges"
keywords:
version: 1
identifiers:
  - type: doi
    value: 10.4121/d12c7073-0d02-454d-abfc-ff05151017e3.v1
license: CC BY 4.0
date-released: 2025-07-11