Robust estimation of multivariate jump-diffusion processes via Dynamic Programming.
Andrey TorzhkovPuneet SharmaAmit ChakrabortyPublished in: WSC (2010)
Keyphrases
- robust estimation
- diffusion processes
- dynamic programming
- diffusion process
- least squares
- information diffusion
- denoising
- partial differential equations
- scale spaces
- markov chain
- anisotropic diffusion
- state space
- total variation
- motion field
- diffusion tensor
- nonlinear diffusion
- reinforcement learning
- three dimensional
- diffusion equation
- scale space