Data-driven Solution of Stochastic Differential Equations Using Maximum Entropy Basis Functions.

Vedang M. Deshpande Raktim Bhattacharya

Published in: CoRR (2020)

Keyphrases

maximum entropy
basis functions
linear combination
set of basis functions
maximum entropy principle
stochastic differential equations
markov models
conditional random fields
random fields
optimal solution
state space
learning algorithm
multiscale
probabilistic model
small number
long range