% articles: published.

@article{Gugushvili2020,
  doi = {10.1214/19-bjps433},
  url = {https://doi.org/10.1214/19-bjps433},
  year = {2020},
  month = aug,
  publisher = {Institute of Mathematical Statistics},
  volume = {34},
  number = {3},
  pages = {537--579},
  author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
  title = {Nonparametric Bayesian estimation of a H\"{o}lder continuous diffusion coefficient},
  journal = {Brazilian Journal of Probability and Statistics}
}

@article{Bierkens2020,
title={Simulation of elliptic and hypo-elliptic conditional diffusions},
volume={52},
DOI={10.1017/apr.2019.54},
number={1},
journal={Advances in Applied Probability},
publisher={Cambridge University Press},
author={Bierkens, Joris and van der Meulen, Frank and Schauer, Moritz},
year={2020},
pages={173--212}
}

@inbook{Gugushvili2019,
author="Gugushvili, Shota
and van der Meulen, Frank
and Schauer, Moritz
and Spreij, Peter",
editor="de Gier, Jan
and Praeger, Cheryl E.
and Tao, Terence",
title="Nonparametric {B}ayesian volatility estimation",
bookTitle="2017 MATRIX Annals",
year="2019",
publisher="Springer International Publishing",
address="Cham",
pages="279--302",
isbn="978-3-030-04161-8",
doi="10.1007/978-3-030-04161-8_19",
url="https://doi.org/10.1007/978-3-030-04161-8_19"
}

@article{Belomestnyetal2019,
  title={Nonparametric {B}ayesian inference for {G}amma-type {L}{\'e}vy subordinators},
  author={Belomestny, Denis and Gugushvili, Shota and Schauer, Moritz and Spreij, Peter},
  journal={Communications in Mathematical Sciences},
  volume={17},
  number={3},
  pages={781--816},
  year={2019},
  publisher={International Press of Boston},
  doi = {10.4310/CMS.2019.v17.n3.a8},
  url = {http://dx.doi.org/10.4310/CMS.2019.v17.n3.a8}
}

@article{1706.07449,
Author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
Title = {Nonparametric Bayesian estimation of a H\"older continuous diffusion coefficient},
Year = {2019},
journal = { Brazilian Journal of Probability and Statistics  (forthcoming)}
}

@article{causal1,
title = {Learning the Causal Structure of Copula Models with Latent Variables},
author = {Ruifei Cui and Perry Groot and Moritz Schauer and Tom Heskes},
journal={Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, UAI 2018},
year = {2018}
}

@article{vdMeulenSchauer2018,
author = "{van der Meulen}, Frank and Schauer, Moritz",
title = {Bayesian estimation of incompletely observed diffusions},
journal = {Stochastics},
volume = {90},
number = {5},
pages = {641-662},
year  = {2018},
publisher = {Taylor & Francis},
doi = {10.1080/17442508.2017.1381097},
url = {http://www.tandfonline.com/doi/abs/10.1080/17442508.2017.1381097},
}


@Article{vdMeulenetal2017,
author = "van der Meulen, Frank
and Schauer, Moritz
and van Waaij, Jan",
title="Adaptive nonparametric drift estimation for diffusion processes using Faber--Schauder expansions",
journal="Statistical Inference for Stochastic Processes",
year="2018",
month="Oct",
day="01",
volume="21",
number="3",
pages="603--628",
issn="1572-9311",
doi="10.1007/s11203-017-9163-7",
url="https://doi.org/10.1007/s11203-017-9163-7"
}

@article{vdMeulenetal2014,
title = "Reversible jump {MCMC} for nonparametric drift estimation for diffusion processes",
journal = "Computational Statistics \& Data Analysis ",
volume = "71",
pages = "615--632",
year = "2014",
doi = "http://dx.doi.org/10.1016/j.csda.2013.03.002",
author = "{van der Meulen}, Frank and Schauer, Moritz and {van Zanten}, Harry",
}

@ARTICLE{vdMeulenSchauer2017,
    AUTHOR = "{van der Meulen}, Frank and Schauer, Moritz",
     TITLE = "Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals",
   JOURNAL = "Electron. J. Statist.",
  FJOURNAL = "Electronic Journal of Statistics",
      YEAR = {2017},
    VOLUME = {11},
    NUMBER = {1},
     PAGES = {2358--2396},
      ISSN = {1935-7524},
       DOI = {10.1214/17-EJS1290},
      SICI = {1935-7524(2017)11:1<2358:BEODOM>2.0.CO;2-0},
}

@article{Schaueretal2017,
author = "Schauer, Moritz and {van der Meulen}, Frank and {van Zanten}, Harry",
doi = "10.3150/16-BEJ833",
fjournal = "Bernoulli",
journal = "Bernoulli",
number = "4A",
pages = "2917--2950",
publisher = "Bernoulli Society for Mathematical Statistics and Probability",
title = "Guided proposals for simulating multi-dimensional diffusion bridges",
url = "http://dx.doi.org/10.3150/16-BEJ833",
volume = "23",
year = "2017"
}


@inbook{PelekisSchauer2013,
author="Pelekis, Christos and Schauer, Moritz",
editor="Alpern, Steve
and Fokkink, Robbert
and G{\k{a}}sieniec, Leszek
and Lindelauf, Roy
and Subrahmanian, V.S.",
title="Network Coloring and Colored Coin Games",
bookTitle="Search Theory: A Game Theoretic Perspective",
year="2013",
publisher="Springer New York",
isbn="978-1-4614-6825-7",
}



@misc{1804.10222,
Author = {Richard C. Kraaij and Moritz Schauer},
Title = {A generator approach to stochastic monotonicity and propagation of order},
Year = {2018},
Eprint = {arXiv:1804.10222},
}

@misc{1804.03616,
Author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
Title = {Fast and scalable non-parametric Bayesian inference for Poisson point processes},
Year = {2018},
Eprint = {arXiv:1804.03616},
}

@misc{1805.05606,
Author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
Title = {Nonparametric Bayesian volatility learning under microstructure noise},
Year = {2018},
Eprint = {arXiv:1805.05606 },
}


@misc{1712.03807,
Author = {Frank van der Meulen and Moritz Schauer},
Title = {Continuous-discrete smoothing of diffusions},
Year = {2017},
Eprint = {arXiv:1712.03807},
}

@misc{1708.04870,
Author = {Frank van der Meulen and Moritz Schauer},
Title = {On residual and guided proposals for diffusion bridge simulation},
Year = {2017},
Eprint = {arXiv:1708.04870},
}


@misc{moritz_schauer_2018_1241024,
  author       = {Moritz Schauer and
                  Shota Gugushvili},
  title        = {MicrostructureNoise 0.10.0},
  month        = sep,
  year         = 2018,
  doi          = {10.5281/zenodo.1408978},
  url          = {https://doi.org/10.5281/zenodo.1408978}
}

@misc{gugushvili_shota_2018_1215901,
  author       = {Gugushvili, Shota and
                  van der Meulen, Frank and
                  Schauer, Moritz and
                  Spreij, Peter},
  title        = {{Fast and scalable non-parametric Bayesian
                   inference for Poisson point processes}},
  month        = apr,
  year         = 2018,
  doi          = {10.5281/zenodo.1215901},
  url          = {https://doi.org/10.5281/zenodo.1215901}
}

@misc{moritz_schauer_2017_1100978,
  author       = {Moritz Schauer},
  title        = {Bridge 0.9.0},
  month        = aug,
  year         = 2018,
  doi          = {10.5281/zenodo.1406163},
  url          = {https://doi.org/10.5281/zenodo.1406163}
}

@misc{moritz_schauer_2017_1005092,
  author       = {Moritz Schauer},
  title        = {CausalInference.jl 0.4.0},
  month        = aug,
  year         = 2018,
  note         = {Julia package},
  doi          = {10.5281/zenodo.1404190},
  url          = {https://doi.org/10.5281/zenodo.1404190}
}