Weak Collocation Regression for Inferring Stochastic Dynamics with Lévy Noise.
Liya GuoLiwei LuZhijun ZengPipi HuYi ZhuPublished in: CoRR (2024)
Keyphrases
- noisy data
- monte carlo
- co occurrence
- fractional brownian motion
- dynamic model
- signal to noise ratio
- regression model
- missing data
- noise level
- simple linear
- random noise
- dynamical systems
- linear regression
- support vector regression
- median filter
- image noise
- non stationary
- random fields
- stochastic optimization
- regression algorithm
- machine learning