An Implementation of Milstein's Method for General Bounded Diffusions.
Francisco BernalPublished in: J. Sci. Comput. (2019)
Keyphrases
- experimental evaluation
- computational complexity
- detection method
- computational cost
- high accuracy
- optimization method
- high precision
- computationally efficient
- synthetic data
- significant improvement
- classification accuracy
- probabilistic model
- feature set
- dynamic programming
- segmentation method
- cost function
- fully automatic