Stationary Density Estimation of Itô Diffusions Using Deep Learning.

Yiqi Gu John Harlim Senwei Liang Haizhao Yang

Published in: SIAM J. Numer. Anal. (2023)

Keyphrases

density estimation
deep learning
mixture model
unsupervised learning
probability density function
machine learning
gaussian mixture model
em algorithm
mental models
outlier detection
weakly supervised
density estimates
density estimators
decision trees
information extraction
expectation maximization