An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability-Reference-Cited by-同舟云学术

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An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability

Published:2014-01 Issue:1 Volume:2 Page:647-669
ISSN:2166-2525
Container-title:SIAM/ASA Journal on Uncertainty Quantification
language:en
Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Chen Nan,Giannakis Dimitrios,Herbei Radu,Majda Andrew J.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

http://epubs.siam.org/doi/pdf/10.1137/130944977

Reference30 articles.

1. Exact simulation of diffusions

2. Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters

3. Non-Gaussian Test Models for Prediction and State Estimation with Model Errors

4. Quantifying uncertainty for predictions with model error in non-Gaussian systems with intermittency

5. Dynamic Stochastic Superresolution of sparsely observed turbulent systems

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