Large deviations for stochastic flows of diffeomorphisms
Statistics Theory
2010-02-24 v1 Statistics Theory
Abstract
A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property is shown for the solution of an optimization problem involving the large deviations rate function.
Cite
@article{arxiv.1002.4295,
title = {Large deviations for stochastic flows of diffeomorphisms},
author = {Amarjit Budhiraja and Paul Dupuis and Vasileios Maroulas},
journal= {arXiv preprint arXiv:1002.4295},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.3150/09-BEJ203 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)