Markov chain stochastic parametrizations of essential variables

DOI10.1137/090770394zbMATH Open1215.60045OpenAlexW2065978825MaRDI QIDQ3083604FDOQ3083604

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

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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)

Cited In (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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