Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application.
Jianghui WenXiangjun WangShuhua MaoXinping XiaoPublished in: Appl. Math. Comput. (2016)
Keyphrases
- maximum likelihood estimation
- stochastic differential equations
- maximum likelihood
- em algorithm
- expectation maximization
- parameter estimation
- maximum a posteriori estimation
- brownian motion
- probability distribution
- fractional brownian motion
- image segmentation
- density function
- optimal control
- machine learning
- optical flow
- higher order