Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields

DOI10.1016/0047-259X(91)90060-FzbMATH Open0728.60055MaRDI QIDQ805065FDOQ805065

Amir Dembo, Ofer Zeitouni

Publication date: 1991

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

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zbMATH Keywords

random fieldWiener measurestochastic partial differential equationRadon-Nikodym derivativeOnsager-Machlup functional

Mathematics Subject Classification ID

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

Cites Work

• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
• Title not available (Why is that?)
• 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
• The stochastic integral of noncausal type as an extension of the symmetric integrals
• Generalized stochastic integrals and the Malliavin calculus
• Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel

Cited In (8)

• The small-noise limit of the most likely element is the most likely element in the small-noise limit
• Title not available (Why is that?)
• Gaussian measures on linear spaces
• Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel
• Γ -convergence of Onsager–Machlup functionals: I. With applications to maximum a posteriori estimation in Bayesian inverse problems
• Nonlinear smoothing for random fields
• Onsager Machlup functionals for non trace class SPDE's
• Most probable flows for Kunita SDEs

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