11 citations · 16 across the 4 of their papers we have counts for
4 papers
Efficient Bayesian estimation of a non-Markovian Langevin model driven by correlated noise
Clemens Willers, Oliver Kamps
Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind powe…
Efficient Bayesian estimation of the generalized Langevin equation from data
Clemens Willers, Oliver Kamps
Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equat…
Non-parametric estimation of a Langevin model driven by correlated noise
Clemens Willers, Oliver Kamps
Langevin models are frequently used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techni…
Adaptive stochastic continuation with a modified lifting procedure applied to complex systems
Clemens Willers, Uwe Thiele, Andrew J. Archer +2
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze t…