A parameter estimation method using linear response statistics

DOI10.1007/s10955-017-1788-9zbMath1376.82030arXiv1612.01869OpenAlexW2583612756MaRDI QIDQ2410071

Yanyan Li

Publication date: 17 October 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.01869

zbMATH Keywords

parameter estimationlinear responsefluctuation-dissipation theory

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Related Items (3)

Linear response based parameter estimation in the presence of model error ⋮ A parameter estimation method using linear response statistics: Numerical scheme ⋮ Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions

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