Pages that link to "Item:Q2370014"

The following pages link to Parameter estimation for multiscale diffusions (Q2370014):

Displaying 29 items.

• An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models (Q348513) (← links)
• Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
• A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
• Homogenization of composite vicinal surfaces: evolution laws in \(1+1\) dimensions (Q449059) (← links)
• Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016) (← links)
• Numerical strategies for filtering partially observed stiff stochastic differential equations (Q617480) (← links)
• Parametric estimation of stationary stochastic processes under indirect observability (Q637529) (← links)
• Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data (Q691017) (← links)
• Mean field limits for interacting diffusions in a two-scale potential (Q722003) (← links)
• A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
• Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
• Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
• Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
• Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
• Choose inter-element coupling to preserve self-adjoint dynamics in multiscale modelling and computation (Q1957189) (← links)
• Real-time estimation and prediction of unsteady flows using reduced-order models coupled with few measurements (Q2088358) (← links)
• Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
• ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems (Q2129142) (← links)
• Manifold learning for accelerating coarse-grained optimization (Q2194441) (← links)
• A trajectory-free framework for analysing multiscale systems (Q2357652) (← links)
• Pathwise estimates for an effective dynamics (Q2402426) (← links)
• Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
• Drift estimation of multiscale diffusions based on filtered data (Q2684461) (← links)
• Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise (Q2791763) (← links)
• Multiscale Modelling and Inverse Problems (Q2902565) (← links)
• Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems (Q3188143) (← links)
• Data assimilation and parameter estimation for a multiscale stochastic system with<i>α</i>-stable Lévy noise (Q3302899) (← links)
• Uncertainty quantification of nonlinear Lagrangian data assimilation using linear stochastic forecast models (Q6115350) (← links)
• Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (Q6180390) (← links)