Nonparametric drift estimation from diffusions with correlated Brownian motions.
Fabienne ComteNicolas MariePublished in: J. Multivar. Anal. (2023)
Keyphrases
- brownian motion
- nonparametric regression
- kernel density estimation
- parzen window
- density estimation
- data driven
- image sequences
- optimal control
- parametric models
- anisotropic diffusion
- concept drift
- kernel density
- video sequences
- rigid motion
- parameter estimation
- nonparametric density estimation
- optical flow
- model selection
- estimation accuracy
- stochastic processes
- stochastic process
- diffusion process
- moving objects
- density estimators
- error accumulation
- computer vision
- estimation algorithm
- motion model