Support Recovery for the Drift Coefficient of High-Dimensional Diffusions
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Year
: 2014DOI: 10.1109/TIT.2014.2317178
Keyword(s): least squares approximations,linear differential equations,sparse matrices,stochastic processes,&,#x2113,<,sub>,1<,/sub>,-regularized least squares estimator,conditional variance,drift coefficient,high-dimensional diffusions,high-dimensional vector,linear stochastic differential equations,p-dimensional stochastic differential equation,sparse matrices,support recovery problem,Biological system modeling,Chemicals,Context,Stochastic processes,Trajectory,Upper bound,Vec
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Support Recovery for the Drift Coefficient of High-Dimensional Diffusions
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| contributor author | Periera, Jose Bento Ayres | |
| contributor author | Ibrahimi, Mojtaba | |
| date accessioned | 2020-03-12T23:57:59Z | |
| date available | 2020-03-12T23:57:59Z | |
| date issued | 2014 | |
| identifier issn | 0018-9448 | |
| identifier other | 6797910.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/1129691 | |
| format | general | |
| language | English | |
| publisher | IEEE | |
| title | Support Recovery for the Drift Coefficient of High-Dimensional Diffusions | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 8310077 | |
| subject keywords | least squares approximations | |
| subject keywords | linear differential equations | |
| subject keywords | sparse matrices | |
| subject keywords | stochastic processes | |
| subject keywords | & | |
| subject keywords | #x2113 | |
| subject keywords | < | |
| subject keywords | sub> | |
| subject keywords | 1< | |
| subject keywords | /sub> | |
| subject keywords | -regularized least squares estimator | |
| subject keywords | conditional variance | |
| subject keywords | drift coefficient | |
| subject keywords | high-dimensional diffusions | |
| subject keywords | high-dimensional vector | |
| subject keywords | linear stochastic differential equations | |
| subject keywords | p-dimensional stochastic differential equation | |
| subject keywords | sparse matrices | |
| subject keywords | support recovery problem | |
| subject keywords | Biological system modeling | |
| subject keywords | Chemicals | |
| subject keywords | Context | |
| subject keywords | Stochastic processes | |
| subject keywords | Trajectory | |
| subject keywords | Upper bound | |
| subject keywords | Vec | |
| identifier doi | 10.1109/TIT.2014.2317178 | |
| journal title | Information Theory, IEEE Transactions on | |
| journal volume | 60 | |
| journal issue | 7 | |
| filesize | 1978948 | |
| citations | 0 |