17 citations · 17 across the 1 of their papers we have counts for
2 papers
stat.CO2025
Fast data inversion for high-dimensional Ornstein-Uhlenbeck processes from noisy measurements
Yizi Lin, Xubo Liu, Paul Segall +1
In this work, we develop a scalable approach for a flexible latent factor model for high-dimensional dynamical systems. Each latent factor process has its own correlation and varia…
stat.ME2023★ 17 cited
Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification
Mengyang Gu, Yizi Lin, Victor Chang Lee +1
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assess…