Research Interest
Research Interest
Stochastic Algorithms, Bayesian Statistics, Functional Inequalities, Markov Processes
Crespo, M. (2024)
Discretisation of Langevin diffusion in the weak log-concave case
Crespo, M., Gadat, S. and Gendre, X. (2024)
Stochastic Gradient Langevin Dynamics for (weakly) log-concave posterior distributions
Electronic Journal of Probability, Vol. 29, 1-40
Crespo, M., de la Cruz, P. P., Quevedo, E. and Valdés J. E. (2020)
Branching Processes and their Application to the study of Transmission of COVID-19 in Cuba
Revista de Información científica para la Dirección en Salud. INFODIR
Crespo, M., Marín, F. H. and Valdés, J. E. (2019)
Mean reverting process with stochastic volatility
Memorias del XVI Congreso Internacional CompuMat
Crespo, M. and Sistachs, V. (2016)
Application of the BMA Model Selection Criterion under a Bayesian Approach to a Problem of Occupational Allergic Sensitivity in Bakeries in Havana
Ciencias Matemáticas, 30(2), 65–71
(2024). Stochastic algorithms for Bayesian estimation and Diffusion processes. (PhD thesis)