Convergence of Relative Entropy for Euler-Maruyama Scheme to Stochastic Differential Equations with Additive Noise.
Yuan YuPublished in: Entropy (2024)
Keyphrases
- additive noise
- relative entropy
- stochastic differential equations
- noisy images
- maximum a posteriori estimation
- brownian motion
- spatial domain
- maximum likelihood
- random variables
- differential equations
- information theoretic
- information theory
- mutual information
- speech signal
- noise level
- fractional brownian motion
- machine learning
- kullback leibler divergence
- denoising
- image sequences