Parameter Estimation of Partially Observed Turbulent Systems Using Conditional Gaussian Path-Wise Sampler

Parameter Estimation of Partially Observed Turbulent Systems Using Conditional Gaussian Path-Wise Sampler

Parameter estimation of complex nonlinear turbulent dynamical systems using only partially observed time series is a challenging topic. The nonlinearity and partial observations often impede using closed analytic formulae to recover the model parameters. In this paper, an exact path-wise sampling me...

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Bibliographic Details
Main Authors: Ziheng Zhang, Nan Chen
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Computation
Subjects:
partial observations
data augmentation
MCMC
sampling
extreme events
non-Gaussian statistics
Online Access:https://www.mdpi.com/2079-3197/9/8/91

Internet

https://www.mdpi.com/2079-3197/9/8/91

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