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.
Publié le : 2010-02-15
Classification:
deformable templates,
diffeomorphisms,
image matching,
infinite-dimensional Brownian motion,
infinite-dimensional SDEs,
large deviations,
semimartingales with a spatial parameter,
small noise asymptotics,
stochastic flows
@article{1265984710,
author = {Budhiraja, Amarjit and Dupuis, Paul and Maroulas, Vasileios},
title = {Large deviations for stochastic flows of diffeomorphisms},
journal = {Bernoulli},
volume = {16},
number = {1},
year = {2010},
pages = { 234-257},
language = {en},
url = {http://dml.mathdoc.fr/item/1265984710}
}
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios. Large deviations for stochastic flows of diffeomorphisms. Bernoulli, Tome 16 (2010) no. 1, pp. 234-257. http://gdmltest.u-ga.fr/item/1265984710/