What is it about?
An approximated algorithm is used to solve problems where one has both unknown parameters and stochastic components that are not directly observed. Dimension 2 for the non observed components.
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Why is it important?
One alternative is the EM algorithm, which is very slow; another alternative is the direct maximization, which is even worse.
Perspectives
Some AI algorithms can benefit from this approach to the estimation of unknown parameters in a model.
Dr Paula P Milheiro-Oliveira
University of porto
Read the Original
This page is a summary of: Parameter Estimation of a Partially Observed Hypoelliptic Stochastic Linear System, Mathematics, February 2025, MDPI AG,
DOI: 10.3390/math13030529.
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