Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

a wonderful ABC paper on inference for SDEs. It shows how to construct specific ABC summaries and is very pedagogical too. Good-old Euler-Maruyama fails spectacularly even with very small stepsizes. I loved reading it https://t.co/X6FZxuTosh (also on arxiv