Field Dynamics Inference for Local and Causal Interactions

DOI10.1002/ANDP.202000486MaRDI QIDQ6069938zbMATH OpenWikidataFDO

Authors

Publication date 17 November 2023

Published in Annalen der Physik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1902.02624

zbMATH Keywords

Bayesian methodsdata analysisinformation theorystochastic processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to physics (62P35)

Abstract: Inference of fields defined in space and time from observational data is a core discipline in many scientific areas. This work approaches the problem in a Bayesian framework. The proposed method is based on statistically homogeneous random fields defined in space and time and demonstrates how to reconstruct the field together with its prior correlation structure from data. The prior model of the correlation structure is described in a non-parametric fashion and solely builds on fundamental physical assumptions such as space-time homogeneity, locality, and causality. These assumptions are sufficient to successfully infer the field and its prior correlation structure from noisy and incomplete data of a single realization of the process as demonstrated via multiple numerical examples.

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Cites work

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Cited in

(1)

• An information field theory approach to Bayesian state and parameter estimation in dynamical systems

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