Efficient CNN-LSTM based Parameter Estimation of Levy Driven Stochastic Differential Equations.
Shuaiyu LiYang RuanChangzhou LongYuzhong ChengPublished in: CoRR (2024)
Keyphrases
- parameter estimation
- maximum likelihood
- least squares
- model selection
- markov random field
- expectation maximization
- em algorithm
- posterior distribution
- random fields
- parameter estimation algorithm
- feature selection
- generative model
- texture analysis
- reinforcement learning
- bayesian networks
- approximate inference
- stochastic differential equations