The truncated EM method for stochastic differential delay equations with variable delay.

Shounian Deng Chen Fei Weiyin Fei Xuerong Mao

Published in: CoRR (2021)

Keyphrases

experimental evaluation
cost function
unsupervised learning
significant improvement
probabilistic model
em algorithm
neural network
preprocessing
high accuracy
maximum likelihood
synthetic data
similarity measure
support vector machine
gaussian distribution
newton raphson