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Publikováno v:
IEEE Transactions on Information Theory. 60:4026-4049
Consider the problem of learning the drift coefficient of a $p$-dimensional stochastic differential equation from a sample path of length $T$. We assume that the drift is parametrized by a high-dimensional vector, and study the support recovery probl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c8ce9eb15bcf9bce6b86e39aea20576
https://doi.org/10.1109/tit.2014.2317178
https://doi.org/10.1109/tit.2014.2317178
