Statistical learning of nonlinear stochastic differential equations from nonstationary time series using variational clustering
Boyko, Vyacheslav (Corresponding author); Krumscheid, Sebastian; Vercauteren, Nikki
Philadelphia, Pa : SIAM (2022)
Journal Article
In: Multiscale modeling & simulation
Volume: 20
Issue: 4
Page(s)/Article-Nr.: 1251-1283
Institutions
- Department of Mathematics [110000]
- [119630]
Identifier
- DOI: 10.1137/21M1403989
- RWTH PUBLICATIONS: RWTH-2022-11792