1 citations · 2 across the 5 of their papers we have counts for
3 papers · 1 filter
Filtered data based estimators for stochastic processes driven by colored noise
Grigorios A. Pavliotis, Sebastian Reich, Andrea Zanoni
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes…
A method of moments estimator for interacting particle systems and their mean field limit
Grigorios A. Pavliotis, Andrea Zanoni
We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one singl…
Ensemble Kalman filter for multiscale inverse problems
Assyr Abdulle, Giacomo Garegnani, Andrea Zanoni
We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on nume…