Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis

DOI10.1016/j.apnum.2019.06.020zbMath1480.60080OpenAlexW2954076239MaRDI QIDQ2273068

Barbara Kaltenbacher, O. Pfeiler, Barbara Pedretscher

Publication date: 18 September 2019

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2019.06.020

zbMATH Keywords

Fokker-Planck equationparameter identificationprofile likelihooduncertainty quantificationadjoint approachtexture analysisthermo-mechanical fatiguestochastic state space model

Mathematics Subject Classification ID

Bayesian inference (62F15) General theory of stochastic processes (60G07) Fokker-Planck equations (35Q84)

Uses Software

• MTEX
• PESTO
• AMICI

Cites Work

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