Kernel-based regression of drift and diffusion coefficients of stochastic processes

DOI10.1016/j.physleta.2009.07.073zbMath1233.82034OpenAlexW2071889960MaRDI QIDQ665358

David Lamouroux, Klaus Lehnertz

Publication date: 5 March 2012

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2009.07.073

zbMATH Keywords

bandwidth selectionepilepsyFokker-Planckkernel-based regression

Mathematics Subject Classification ID

Biomedical imaging and signal processing (92C55) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

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