A parameter estimation method using linear response statistics: Numerical scheme

DOI10.1063/1.5081744zbMath1462.62510arXiv1711.05786OpenAlexW3106275789WikidataQ92714678 ScholiaQ92714678MaRDI QIDQ4631830

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Publication date: 23 April 2019

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05786

zbMATH Keywords

parameter estimationItô drift diffusion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Stochastic approximation (62L20) Diffusion processes (60J60) Applications of statistics to physics (62P35) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Related Items (2)

Linear response based parameter estimation in the presence of model error ⋮ Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions

Uses Software

• KELLEY

Cites Work

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