Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data.
Xu-Guo YeYanyong ZhaoJin-Guan LinWeifang LongPublished in: J. Syst. Sci. Complex. (2022)
Keyphrases
- noisy data
- diffusion model
- intrinsic dimensionality
- diffusion models
- anisotropic diffusion
- information diffusion
- missing data
- diffusion process
- noise tolerant
- learning from noisy data
- missing values
- noise free
- training data
- laplace transform
- diffusion tensor
- density estimation
- high dimensionality
- input data
- high dimensional
- multiscale
- data sets
- remote sensing
- markov chain
- image sequences