Bayesian reconstructions and predictions of nonlinear dynamical systems via the hybrid Monte Carlo scheme (Q956124)

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scientific article; zbMATH DE number 5372566
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English
Bayesian reconstructions and predictions of nonlinear dynamical systems via the hybrid Monte Carlo scheme
scientific article; zbMATH DE number 5372566

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    Bayesian reconstructions and predictions of nonlinear dynamical systems via the hybrid Monte Carlo scheme (English)
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    25 November 2008
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    Bayesian nonlinear time series prediction
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    Markov chain Monte Carlo
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    hybrid Monte Carlo
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    predictive mean
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    error bar
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    reconstruction of nonlinear dynamical systems
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