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physics.data-an2013
Systematic Physics Constrained Parameter Estimation of Stochastic Differential Equations
Daniel Peavoy, Christian L. E. Franzke, Gareth O. Roberts
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constrain…
physics.data-an2011★ 50 cited
Robustness of Estimators of Long-Range Dependence and Self-Similarity under non-Gaussianity
Christian L. E. Franzke, Timothy Graves, Nicholas W. Watkins +2
Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both ph…