Efficient computation of the quasi likelihood function for discretely observed diffusion processes.
Lars Josef HöökErik LindströmPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- efficient computation
- likelihood function
- diffusion processes
- maximum likelihood
- em algorithm
- diffusion process
- particle filter
- posterior probability
- gaussian process
- model selection
- information diffusion
- parameter space
- partial differential equations
- expectation maximization
- computational efficiency
- generative model
- denoising
- diffusion tensor
- gaussian mixture model
- regression model
- diffusion equation
- feature selection
- bayesian framework
- anisotropic diffusion
- scale spaces
- pairwise