Efficient Bayesian estimation of the generalized Langevin equation from data

DOI10.1016/J.JCP.2023.112626arXiv2107.04560OpenAlexW3182405719MaRDI QIDQ6119253

Oliver Kamps, Clemens Willers

Publication date: 29 February 2024

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

Full work available at URL: https://arxiv.org/abs/2107.04560

zbMATH Keywords

turbulencetime series analysisBayesian estimationgeneralized Langevin equation

Mathematics Subject Classification ID

Statistics (62-XX) Fluid mechanics (76-XX) Probabilistic methods, stochastic differential equations (65Cxx)

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