fangyuan-ksgk/Hessian_Estimate: Inference of PODPDO model through MLE on the estimation of the Jacobian & Hessian of data likelihood with respect to the unknown parameter.
Type
SoftwareAuthors
Yu, Fangyuan
Date
2021-06-22Permanent link to this record
http://hdl.handle.net/10754/671186
Metadata
Show full item recordAbstract
Inference of PODPDO model through MLE on the estimation of the Jacobian & Hessian of data likelihood with respect to the unknown parameter.Publisher
GithubAdditional Links
https://github.com/fangyuan-ksgk/Hessian_EstimateRelations
Is Supplement To:- [Preprint]
Title: Unbiased Estimation of the Hessian for Partially Observed Diffusions. Publication Date: 2021-09-06. Handle: 10754/671103 arXiv: 2109.02371 - [Article]
Chada, N. K., Jasra, A., & Yu, F. (2022). Unbiased estimation of the Hessian for partially observed diffusions. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 478(2262). https://doi.org/10.1098/rspa.2021.0710. DOI: 10.1098/rspa.2021.0710 Handle: 10754/671103