Matches in SemOpenAlex for { <https://semopenalex.org/work/W2803232247> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2803232247 abstract "We derive and experimentally test an algorithm for maximum likelihood estimation of parameters in stochastic differential equations (SDEs). Our innovation is to efficiently compute the transition densities that form the log likelihood and its gradient, and to then couple these computations with quasi-Newton optimization methods to obtain maximum likelihood estimates. We compute transition densities by applying quadrature to the Chapman–Kolmogorov equation associated with a time discretization of the original SDE. To study the properties of our algorithm, we run a series of tests involving both linear and nonlinear SDE. We show that our algorithm is capable of accurate inference, and that its performance depends in a logical way on problem and algorithm parameters." @default.
- W2803232247 created "2018-06-01" @default.
- W2803232247 creator A5017622976 @default.
- W2803232247 creator A5046541488 @default.
- W2803232247 creator A5062716732 @default.
- W2803232247 date "2018-01-01" @default.
- W2803232247 modified "2023-09-27" @default.
- W2803232247 title "Parameter Inference for Stochastic Differential Equations with Density Tracking by Quadrature" @default.
- W2803232247 cites W2051669046 @default.
- W2803232247 cites W2077315519 @default.
- W2803232247 cites W2098754649 @default.
- W2803232247 cites W2116705226 @default.
- W2803232247 cites W2153245297 @default.
- W2803232247 cites W2486999229 @default.
- W2803232247 cites W2487303223 @default.
- W2803232247 cites W2563559169 @default.
- W2803232247 doi "https://doi.org/10.1007/978-3-319-76035-3_7" @default.
- W2803232247 hasPublicationYear "2018" @default.
- W2803232247 type Work @default.
- W2803232247 sameAs 2803232247 @default.
- W2803232247 citedByCount "2" @default.
- W2803232247 countsByYear W28032322472016 @default.
- W2803232247 countsByYear W28032322472019 @default.
- W2803232247 crossrefType "book-chapter" @default.
- W2803232247 hasAuthorship W2803232247A5017622976 @default.
- W2803232247 hasAuthorship W2803232247A5046541488 @default.
- W2803232247 hasAuthorship W2803232247A5062716732 @default.
- W2803232247 hasConcept C105795698 @default.
- W2803232247 hasConcept C11413529 @default.
- W2803232247 hasConcept C119599485 @default.
- W2803232247 hasConcept C121332964 @default.
- W2803232247 hasConcept C126255220 @default.
- W2803232247 hasConcept C127413603 @default.
- W2803232247 hasConcept C134261354 @default.
- W2803232247 hasConcept C134306372 @default.
- W2803232247 hasConcept C154945302 @default.
- W2803232247 hasConcept C158622935 @default.
- W2803232247 hasConcept C27016315 @default.
- W2803232247 hasConcept C2776214188 @default.
- W2803232247 hasConcept C28826006 @default.
- W2803232247 hasConcept C33923547 @default.
- W2803232247 hasConcept C41008148 @default.
- W2803232247 hasConcept C45374587 @default.
- W2803232247 hasConcept C48265008 @default.
- W2803232247 hasConcept C51955184 @default.
- W2803232247 hasConcept C62520636 @default.
- W2803232247 hasConcept C62869609 @default.
- W2803232247 hasConcept C73000952 @default.
- W2803232247 hasConceptScore W2803232247C105795698 @default.
- W2803232247 hasConceptScore W2803232247C11413529 @default.
- W2803232247 hasConceptScore W2803232247C119599485 @default.
- W2803232247 hasConceptScore W2803232247C121332964 @default.
- W2803232247 hasConceptScore W2803232247C126255220 @default.
- W2803232247 hasConceptScore W2803232247C127413603 @default.
- W2803232247 hasConceptScore W2803232247C134261354 @default.
- W2803232247 hasConceptScore W2803232247C134306372 @default.
- W2803232247 hasConceptScore W2803232247C154945302 @default.
- W2803232247 hasConceptScore W2803232247C158622935 @default.
- W2803232247 hasConceptScore W2803232247C27016315 @default.
- W2803232247 hasConceptScore W2803232247C2776214188 @default.
- W2803232247 hasConceptScore W2803232247C28826006 @default.
- W2803232247 hasConceptScore W2803232247C33923547 @default.
- W2803232247 hasConceptScore W2803232247C41008148 @default.
- W2803232247 hasConceptScore W2803232247C45374587 @default.
- W2803232247 hasConceptScore W2803232247C48265008 @default.
- W2803232247 hasConceptScore W2803232247C51955184 @default.
- W2803232247 hasConceptScore W2803232247C62520636 @default.
- W2803232247 hasConceptScore W2803232247C62869609 @default.
- W2803232247 hasConceptScore W2803232247C73000952 @default.
- W2803232247 hasLocation W28032322471 @default.
- W2803232247 hasOpenAccess W2803232247 @default.
- W2803232247 hasPrimaryLocation W28032322471 @default.
- W2803232247 hasRelatedWork W1513266927 @default.
- W2803232247 hasRelatedWork W1979555530 @default.
- W2803232247 hasRelatedWork W2006503445 @default.
- W2803232247 hasRelatedWork W2011866684 @default.
- W2803232247 hasRelatedWork W2048287263 @default.
- W2803232247 hasRelatedWork W2099783400 @default.
- W2803232247 hasRelatedWork W2139154013 @default.
- W2803232247 hasRelatedWork W2142580920 @default.
- W2803232247 hasRelatedWork W2154017771 @default.
- W2803232247 hasRelatedWork W2162630479 @default.
- W2803232247 hasRelatedWork W2165245895 @default.
- W2803232247 hasRelatedWork W2298104371 @default.
- W2803232247 hasRelatedWork W2536951135 @default.
- W2803232247 hasRelatedWork W2791350014 @default.
- W2803232247 hasRelatedWork W2962868822 @default.
- W2803232247 hasRelatedWork W2994781507 @default.
- W2803232247 hasRelatedWork W3042253907 @default.
- W2803232247 hasRelatedWork W3046453541 @default.
- W2803232247 hasRelatedWork W3125234876 @default.
- W2803232247 hasRelatedWork W3200338327 @default.
- W2803232247 isParatext "false" @default.
- W2803232247 isRetracted "false" @default.
- W2803232247 magId "2803232247" @default.
- W2803232247 workType "book-chapter" @default.