%0 Generic
%A Pieper, Thorben
%D 2025
%T Code underlying the publication: Simulation of infinite-dimensional diffusion bridges
%U 
%R 10.4121/d12c7073-0d02-454d-abfc-ff05151017e3.v1
%K Doob’s h-transform
%K Exponential change of measure
%K Guided process
%K Infinite-dimensional diffusion bridge
%K Monte Carlo methods
%K Semilinear SPDE
%K SPDE bridge
%K Stochastic Amari equation
%K Stochastic Allen-Cahn equation
%X <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>
%I 4TU.ResearchData