Semiparametric modeling: correcting low-dimensional model error in parametric models

DOI10.1016/j.jcp.2015.12.043zbMath1351.62175arXiv1502.07766OpenAlexW1554866327MaRDI QIDQ729465

Tyrus Berry, John Harlim

Publication date: 20 December 2016

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

Full work available at URL: https://arxiv.org/abs/1502.07766

zbMATH Keywords

Kalman filterdiffusion mapsnonparametric modelingmodel errorsemiparametric modelingdiffusion forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (4)

Forecasting turbulent modes with nonparametric diffusion models: learning from noisy data ⋮ Machine learning for prediction with missing dynamics ⋮ Diffusion forecasting model with basis functions from QR-decomposition ⋮ Modeling of missing dynamical systems: deriving parametric models using a nonparametric framework

Uses Software

• CRCP

Cites Work

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