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Semi-Parametric Drift and Diffusion Estimation for Multiscale Diffusions
v1v2v3 (latest)

Semi-Parametric Drift and Diffusion Estimation for Multiscale Diffusions

Multiscale Modeling & simulation (MMS), 2011
8 November 2011
S. Krumscheid
G. Pavliotis
S. Kalliadasis
ArXiv (abs)PDFHTML

Papers citing "Semi-Parametric Drift and Diffusion Estimation for Multiscale Diffusions"

10 / 10 papers shown
Non-parametric Inference for Diffusion Processes: A Computational
  Approach via Bayesian Inversion for PDEs
Non-parametric Inference for Diffusion Processes: A Computational Approach via Bayesian Inversion for PDEs
Maximilian Kruse
Sebastian Krumscheid
284
0
0
04 Nov 2024
Learning About Structural Errors in Models of Complex Dynamical Systems
Learning About Structural Errors in Models of Complex Dynamical SystemsJournal of Computational Physics (JCP), 2023
Jin-Long Wu
Matthew E. Levine
Tapio Schneider
Andrew M. Stuart
AI4CE
516
29
0
29 Dec 2023
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
Rough McKean-Vlasov dynamics for robust ensemble Kalman filteringThe Annals of Applied Probability (Ann. Appl. Probab.), 2021
M. Coghi
T. Nilssen
Nikolas Nusken
Sebastian Reich
385
11
0
14 Jul 2021
Discrete-time inference for slow-fast systems driven by fractional
  Brownian motion
Discrete-time inference for slow-fast systems driven by fractional Brownian motion
S. Bourguin
S. Gailus
K. Spiliopoulos
254
8
0
22 Jul 2020
Learning Stochastic Closures Using Ensemble Kalman Inversion
Learning Stochastic Closures Using Ensemble Kalman InversionTransactions of Mathematics and Its Applications (TMIA), 2020
T. Schneider
Andrew M. Stuart
Jin-Long Wu
418
46
0
17 Apr 2020
Discrete-Time Statistical Inference for Multiscale Diffusions
Discrete-Time Statistical Inference for Multiscale Diffusions
S. Gailus
K. Spiliopoulos
186
9
0
07 Sep 2017
Statistical Inference for Perturbed Multiscale Dynamical Systems
Statistical Inference for Perturbed Multiscale Dynamical Systems
S. Gailus
K. Spiliopoulos
165
16
0
28 Apr 2015
Perturbation-based inference for diffusion processes: Obtaining
  effective models from multiscale data
Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
S. Krumscheid
1.3K
4
0
16 Sep 2014
A new framework for extracting coarse-grained models from time series
  with multiscale structure
A new framework for extracting coarse-grained models from time series with multiscale structureJournal of Computational Physics (JCP), 2014
S. Kalliadasis
S. Krumscheid
G. Pavliotis
AI4TS
425
24
0
05 Sep 2014
Maximum likelihood estimation for small noise multiscale diffusions
Maximum likelihood estimation for small noise multiscale diffusionsStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2013
K. Spiliopoulos
Alexandra Chronopoulou
708
12
0
27 Jan 2013
1
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