Data-based inference of generators for Markov jump processes using convex optimization
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Transition functions, generators and resolvents (60J35) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Numerical analysis or methods applied to Markov chains (65C40) Quadratic programming (90C20)
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