Systematic physics constrained parameter estimation of stochastic differential equations

DOI10.1016/j.csda.2014.10.011OpenAlexW2071342641MaRDI QIDQ1623793

Gareth O. Roberts, Daniel Peavoy, Christian L. E. Franzke

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1881

zbMATH Keywords

stochastic differential equationsglobal stabilityparameter inferencephysical constraintsimputing datastochastic climate models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Climate science and climate modeling (86A08)

Related Items (3)

Reduced-space Gaussian process regression for data-driven probabilistic forecast of chaotic dynamical systems ⋮ Unnamed Item ⋮ Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions

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