Numerical inversion of Laplace transform on the real line of probability density functions.
Aldo TaglianiPublished in: Appl. Math. Comput. (2001)
Keyphrases
- laplace transform
- probability density function
- diffusion model
- density function
- density estimation
- generalized gaussian
- probability distribution
- kernel density estimation
- parzen window
- mixture model
- gaussian mixture model
- expectation maximization
- distance function
- bayesian framework
- statistical analysis
- em algorithm
- denoising
- probabilistic model