Pages that link to "Item:Q727752"
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The following pages link to A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752):
Displaying 6 items.
- Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data (Q2083640) (← links)
- Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
- Manifold learning for accelerating coarse-grained optimization (Q2194441) (← links)
- Path-space variational inference for non-equilibrium coarse-grained systems (Q2375138) (← links)
- Drift estimation of multiscale diffusions based on filtered data (Q2684461) (← links)
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (Q6180390) (← links)
