-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations.
Gregory BerkolaikoEvelyn BuckwarCónall KellyAlexandra RodkinaPublished in: LMS J. Comput. Math. (2012)
Keyphrases
- theoretical analysis
- high accuracy
- optimization method
- test data
- detection method
- clustering method
- optimization algorithm
- fully automatic
- dynamic programming
- cost function
- input data
- computationally efficient
- pairwise
- objective function
- multiscale
- decision trees
- classification method
- segmentation method
- evaluation method
- main contribution
- em algorithm
- support vector machine
- probabilistic model
- computational cost
- experimental evaluation