Parameter estimation for diffusion process from perturbed discrete observations.
Dang Duc TrongThai Phuc HungPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- parameter estimation
- diffusion process
- diffusion processes
- anisotropic diffusion
- least squares
- maximum likelihood
- markov random field
- diffusion equation
- information diffusion
- model selection
- random fields
- parameter estimation algorithm
- em algorithm
- maximum likelihood estimation
- impurity atom
- diffusion coefficient
- homogeneous areas
- expectation maximization
- edge detection
- estimation problems
- probabilistic model
- multiresolution
- multiscale