Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models (Q5005015): Difference between revisions

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Latest revision as of 09:31, 30 July 2024

scientific article; zbMATH DE number 7378169
Language Label Description Also known as
English
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
scientific article; zbMATH DE number 7378169

    Statements

    title
    Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models (English)
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    author
    Alexandros Beskos
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    Ajay Jasra
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    Nikolas Kantas
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    Hamza M. Ruzayqat
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    Dan Crisan
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    publication date
    4 August 2021
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    zbMATH Keywords
    score function
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    particle filter
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    diffusion bridges
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    parameter estimation
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    cites work
    Q3997575
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    Q3015758
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    Q3086327
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    References
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    Q3328419
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    Q3331110
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    Q4943608
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    Identifiers

    DOI
    10.1137/20M1362942
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    Mathematics Subject Classification ID
    65C05
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    65C35
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    60G35
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    60J60
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    60J65
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    60H10
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    60H35
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    91G60
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    zbMATH DE Number
    7378169
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    OpenAlex ID
    W3183403283
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