Code underlying the publication: Simulation of infinite-dimensional diffusion bridges

Code to run the experiments presented in Pieper-Sethmacher et al. (2025) Simulation of infinite-dimensional diffusion bridges, arXiv preprint, arXiv:2503.13177.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.

本代码用于复现Pieper-Sethmacher等人（2025）发表于arXiv预印本《无限维扩散桥模拟》（编号arXiv:2503.13177）中的实验内容。本源代码实现了该论文算法1中的Metropolis-Hastings采样器（Metropolis Hastings sampler），可针对带有部分观测约束的无限维扩散桥生成采样样本。本代码采用Julia语言编写，源代码存放于src目录下。运行驱动文件即可生成示例5.5与示例5.6对应的仿真结果与可视化图表。