Efficient Bayesian estimation of a non-Markovian Langevin model driven by correlated noiseOpen Access

Willers, Clemens; Kamps, Oliver

Research article in digital collection | Preprint

Details about the publication

Name of the repositoryarXiv
Article number2207.10637
Versionv1
StatusPublished
Release year2022
DOI10.48550/arXiv.2207.10637
Link to the full texthttps://arxiv.org/pdf/2207.10637.pdf
KeywordsLangevin model, correlated noise, non-Markov dynamics, Bayesian estimation, time series analysis, turbulence

Authors from the University of Münster

Kamps, Oliver
Center for Data Science and Complexity (CDSC)
Willers, Clemens
Center for Data Science and Complexity (CDSC)