Online Maximum-Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes.
Simone Carlo SuraceJean-Pascal PfisterPublished in: IEEE Trans. Autom. Control. (2019)
Keyphrases
- maximum likelihood estimation
- partially observed
- diffusion processes
- maximum likelihood
- em algorithm
- parameter estimation
- expectation maximization
- diffusion process
- multivariate gaussian
- probability distribution
- information diffusion
- partial differential equations
- density function
- denoising
- mixture model
- model selection
- higher order
- probability density
- diffusion tensor
- multiscale
- image sequences
- computer vision