Nonlinear noise reduction through Monte Carlo sampling

DOI10.1063/1.166363zbMath1039.62502OpenAlexW2011703323WikidataQ47869815 ScholiaQ47869815MaRDI QIDQ2727149

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Publication date: 14 August 2001

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (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)

Related Items

A Bayesian nonparametric approach to dynamical noise reduction, Joint reconstruction and prediction\break of random dynamical systems under\break 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, Markov chain Monte Carlo estimation of nonlinear dynamics from time series

Cites Work

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• Markov Partitions for Axiom A Diffeomorphisms
• Monte Carlo sampling methods using Markov chains and their applications