Bayesian inference approach to inverse problems in a financial mathematical model.
Yasushi OtaYu JiangGen NakamuraMasaaki UesakaPublished in: Int. J. Comput. Math. (2020)
Keyphrases
- mathematical model
- bayesian inference
- inverse problems
- image reconstruction
- global optimization
- convex optimization
- probabilistic model
- prior information
- optimization methods
- early vision
- optimization problems
- hyperparameters
- mathematical models
- particle filter
- partial differential equations
- smoothness constraint
- expectation propagation
- prior knowledge
- computationally expensive
- parameter space
- computer vision
- model selection
- super resolution
- objective function
- multiscale
- high quality
- image processing