Non-Gaussian test models for prediction and state estimation with model errors

DOI10.1007/978-3-642-41401-5_4zbMATH Open1334.60058OpenAlexW4248215806MaRDI QIDQ5261566FDOQ5261566

Authors: Nan Chen, Andrew J. Majda, Michal Branicki 

Publication date: 6 July 2015

Published in: Partial Differential Equations: Theory, Control and Approximation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-41401-5_4

Recommendations

• Non-Gaussian test models for prediction and state estimation with model errors
• Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations
• Quantifying Bayesian filter performance for turbulent dynamical systems through information theory
• Quantifying uncertainty for predictions with model error in non-Gaussian systems with intermittency
• Filtering complex turbulent systems.

zbMATH Keywords

predictionFokker-Planck equationsinformation theorymodel errorturbulent dynamical systemsFeynman-Kac frameworknon-Gaussian test models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Information theory (general) (94A15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cited In (5)

• Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions
• Non-Gaussian test models for prediction and state estimation with model errors
• Test models for improving filtering with model errors through stochastic parameter estimation
• Recursive prediction error identification and scaling of non-linear state space models using a restricted Black box parameterization
• Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions

This page was built for publication: Non-Gaussian test models for prediction and state estimation with model errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5261566)