2 papers
math.NA2025
Beyond Gaussian Assumptions: A Nonlinear Generalization of Linear Inverse Modeling
Justin Lien, Hiroyasu Ando
The Linear Inverse Model (LIM) is a class of data-driven methods that construct approximate linear stochastic models to represent complex observational data. The stochastic forcing…
math.NA2024
Colored-LIM: A Data-Driven Method for Studying Dynamical Systems with Temporally Correlated Stochasticity
Justin Lien, Yan-Ning Kuo, Hiroyasu Ando +1
In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-d…