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math.DS2024
A Martingale-Free Introduction to Conditional Gaussian Nonlinear Systems
Marios Andreou, Nan Chen
The conditional Gaussian nonlinear system (CGNS) is a broad class of nonlinear stochastic dynamical systems. Given the trajectories for a subset of state variables, the remaining f…
math.DS2024★ 4 cited
Taming Uncertainty in a Complex World: The Rise of Uncertainty Quantification -- A Tutorial for Beginners
Nan Chen, Stephen Wiggins, Marios Andreou
This paper provides a tutorial about uncertainty quantification (UQ) for those who have no background but are interested in learning more in this area. It exploits many very simple…