Markov chain stochastic parametrizations of essential variables

DOI10.1137/090770394MaRDI QIDQ3083604zbMATH OpenOpenAlexFDO

Authors

Publication date 22 March 2011

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/efbd7c74267080562f6fd4bf54be9444fe74dde5

zbMATH Keywords

Markov chaineffective modelstochastic parametrization

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Nonparametric inference (62G99)

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(3)

• Non-parametric estimation of stochastic differential equations from stationary time-series
• Stochastic parametrization with VARX processes
• Resampling with neural networks for stochastic parameterization in multiscale systems

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