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

Willers, Clemens; Kamps, Oliver

Research article in digital collection | Preprint | Peer reviewed

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 Nonlinear Science
Willers, Clemens
Center for Nonlinear Science