Nonlinear noise reduction through Monte Carlo sampling

DOI10.1063/1.166363MaRDI QIDQ2727149zbMATH OpenOpenAlexWikidataFDO

Authors M. E. Davies

Publication date 14 August 2001

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.166363

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cites work

• A noise reduction method for signals from nonlinear systems
• Dangers of geometric filtering
• Markov Partitions for Axiom A Diffeomorphisms
• Monte Carlo sampling methods using Markov chains and their applications
• NOISE REDUCTION BY GRADIENT DESCENT
• Noise reduction schemes for chaotic time series
• Noise reduction: Finding the simplest dynamical system consistent with the data
• Numerical orbits of chaotic processes represent true orbits
• Optimal shadowing and noise reduction

Cited in

(12)

• Noise reduction for nonlinear nonstationary time series data using averaging intrinsic mode function
• Denoising Monte Carlo sensitivity estimates
• A Bayesian nonparametric approach to dynamical noise reduction
• Joint reconstruction and prediction of random dynamical systems under borrowing of strength
• A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
• A SMOOTHING ALGORITHM FOR NONLINEAR TIME SERIES
• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
• scientific article; zbMATH DE number 2116999 (Why is no real title available?)
• Blue noise sampling with controlled aliasing
• Markov chain Monte Carlo estimation of nonlinear dynamics from time series
• An Unstructured Mesh Approach to Nonlinear Noise Reduction for Coupled Systems
• Inverse relationship between diffusion coefficient and mass for a free particle system: approach by using maximum caliber principle and Monte Carlo simulations

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