An information field theory approach to Bayesian state and parameter estimation in dynamical systems

DOI10.1016/J.JCP.2024.113139MaRDI QIDQ6560717zbMATH OpenFDO

Authors Kairui Hao, I. Bilionis

Publication date 23 June 2024

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2024.113139

zbMATH Keywords

Bayesian state estimationBayesian system identificationinformation field theorymodel-form uncertaintyphysics-informed functional priorvariational inference

Mathematics Subject Classification ID

Parametric inference (62Fxx) Probabilistic methods, stochastic differential equations (65Cxx) Artificial intelligence (68Txx)

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• Sequential Monte Carlo Methods in Practice
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Cited in

(1)

• Sequential Bayesian parameter-state estimation in dynamical systems with noisy and incomplete observations via a variational framework

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