Maximum Likelihood Estimation for Stochastic Differential Equations Using Sequential Gaussian-Process-Based Optimization.
Grant SchneiderPeter F. CraigmileRadu HerbeiPublished in: Technometrics (2017)
Keyphrases
- maximum likelihood estimation
- gaussian process
- em algorithm
- hyperparameters
- maximum likelihood
- parameter estimation
- model selection
- bayesian framework
- regression model
- expectation maximization
- stochastic differential equations
- approximate inference
- semi supervised
- latent variables
- probability distribution
- density function
- mixture model
- cross validation
- poisson process