Laplace approximation of transition densities posed as Brownian expectations (Q1001846)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Laplace approximation of transition densities posed as Brownian expectations |
scientific article |
Statements
Laplace approximation of transition densities posed as Brownian expectations (English)
0 references
19 February 2009
0 references
stochastic differential equation
0 references
maximum a posteriori estimation
0 references
maximum likelihood estimation
0 references
discrete partial observation
0 references
renormalized Brownian density
0 references
white noise
0 references
path integral
0 references
Laplace approximation
0 references
0 references
0 references
0 references