109 citations · 443 across the 45 of their papers we have counts for
Showing 2017 · math.NAShow all
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math.NA2017★ 6 cited
A Parameter Estimation Method Using Linear Response Statistics: Numerical Scheme
He Zhang, Xiantao Li, John Harlim
This paper presents a numerical method to implement the parameter estimation method using response statistics that was recently formulated by the authors. The proposed approach for…
math.NA2017★ 7 cited
Diffusion forecasting model with basis functions from QR decomposition
John Harlim, Haizhao Yang
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key ide…
math.NA2017★ 12 cited
An Equation-By-Equation Method for Solving the Multidimensional Moment Constrained Maximum Entropy Problem
Wenrui Hao, John Harlim
An equation-by-equation (EBE) method is proposed to solve a system of nonlinear equations arising from the moment constrained maximum entropy problem of multidimensional variables.…