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

DOI10.1016/0047-259X(90)90022-AzbMATH Open0716.62101OpenAlexW2006542574MaRDI QIDQ753374FDOQ753374

Authors: Amir Dembo, Ofer Zeitouni 

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
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• On the relation between the Stratonovich and Ogawa integrals
• On nonlinear transformations of Gaussian measures
• An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
• A maximum a posteriori estimator for trajectories of diffusion processes
• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
• The stochastic integral of noncausal type as an extension of the symmetric integrals
• Generalized stochastic integrals and the Malliavin calculus
• A likelihood ratio formula for two-dimensional random fields
• Title not available (Why is that?)

Cited In (5)

• Maximum a posteriori estimation of multichannel Bernoulli-Gaussian sequences
• Maximum a posteriori estimators in ℓp are well-defined for diagonal Gaussian priors
• Nonlinear smoothing for random fields
• 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

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