Systematic physics constrained parameter estimation of stochastic differential equations.
Daniel PeavoyChristian L. E. FranzkeGareth O. RobertsPublished in: Comput. Stat. Data Anal. (2015)
Keyphrases
- parameter estimation
- stochastic differential equations
- maximum likelihood
- model selection
- markov random field
- least squares
- parameter estimation algorithm
- em algorithm
- brownian motion
- random fields
- expectation maximization
- maximum a posteriori estimation
- fractional brownian motion
- posterior distribution
- hyperparameters
- approximate inference
- structure learning
- generative model
- gaussian distribution
- data mining
- vector valued
- additive gaussian noise
- information extraction
- image processing