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

DOI10.1016/0047-259X(90)90022-AzbMath0716.62101MaRDI 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 estimation; maximum a posteriori estimation; elliptic Gaussian fields; elliptic PDEs driven by white noise; Existence results; noisy nonlinear channel; nonlinear sensors; Onsager-Machlup functional; prior density for path

Mathematics Subject Classification ID

60G60: Random fields

62M40: Random fields; image analysis

93E10: Estimation and detection in stochastic control theory

62M99: Inference from stochastic processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

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

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