Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel

DOI10.1016/0047-259X(90)90022-AzbMath0716.62101OpenAlexW2006542574MaRDI QIDQ753374

Ofer Zeitouni, Amir Dembo

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90022-a

zbMATH Keywords

MAP estimationmaximum a posteriori estimationelliptic Gaussian fieldselliptic PDEs driven by white noiseExistence resultsnoisy nonlinear channelnonlinear sensorsOnsager-Machlup functionalprior density for path

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Onsager Machlup functionals for non trace class SPDE's ⋮ Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields

Cites Work

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• The stochastic integral of noncausal type as an extension of the symmetric integrals
• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
• A maximum a posteriori estimator for trajectories of diffusion processes

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