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An efficient Monte-Carlo algorithm for the ML-Type II parameter estimation of nonlinear diffusions
Yuan Shen
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Oznake: computer science;machine learning;monte carlo methods
The mathematical framework of non-linear diffusions has been playing an important role in modelling natural phenomena. Recently, much efforts have been made in developing inferential methods for such stochastic dynamical systems. Both state- and parameter estimation are of interests. The state-of-ar ...
Leto: 2008 Vir: videolectures.net
Št. zadetkov: 1
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