Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach

Keyphrases

• Parameter Estimation 100%
• Deep Learning 100%
• Fractional Powers 100%
• Power Types 100%
• Numerical Examples 50%
• Theoretical Properties 50%
• Hurst Parameter 50%
• Fractional Brownian Motion 50%
• Approximate Bayesian Computation 50%
• Wavelet Type 50%
• Diffusion-driven 50%
• Variation Types 50%

Mathematics

• Bayesian 100%
• Parameter Estimation 100%
• Deep Learning Method 100%
• Wavelet 50%
• Numerical Example 50%
• Hurst Parameter 50%
• Fractional Brownian Motion 50%
• Type Method 50%
• Approximate Bayesian Computation 50%

INIS

• power 100%
• learning 100%
• hybrids 100%
• diffusion 100%
• variations 50%
• calculation methods 50%
• approximations 50%
• brownian movement 50%