Horenko, Illia; Rodrigues, Davi; O’Kane, Terence; Everschore-Sitte, Karin Scalable computational measures for entropic detection of latent relations and their applications to magnetic imaging. (English) Zbl 1487.37098 Commun. Appl. Math. Comput. Sci. 16, No. 2, 267-297 (2021). MSC: 37M25 94A17 62H30 62M05 PDFBibTeX XMLCite \textit{I. Horenko} et al., Commun. Appl. Math. Comput. Sci. 16, No. 2, 267--297 (2021; Zbl 1487.37098) Full Text: DOI arXiv
Hastermann, Gottfried; Reinhardt, Maria; Klein, Rupert; Reich, Sebastian Balanced data assimilation for highly oscillatory mechanical systems. (English) Zbl 1472.65007 Commun. Appl. Math. Comput. Sci. 16, No. 1, 119-154 (2021). MSC: 65C05 62M20 93E11 62F15 86A22 PDFBibTeX XMLCite \textit{G. Hastermann} et al., Commun. Appl. Math. Comput. Sci. 16, No. 1, 119--154 (2021; Zbl 1472.65007) Full Text: DOI arXiv
Verheul, Nick; Crommelin, Daan Stochastic parametrization with VARX processes. (English) Zbl 1462.62556 Commun. Appl. Math. Comput. Sci. 16, No. 1, 33-57 (2021). MSC: 62M10 62F30 62J10 60G15 60H10 65C20 70K70 PDFBibTeX XMLCite \textit{N. Verheul} and \textit{D. Crommelin}, Commun. Appl. Math. Comput. Sci. 16, No. 1, 33--57 (2021; Zbl 1462.62556) Full Text: DOI arXiv
Li, Lei; Li, Yingzhou; Liu, Jian-Guo; Liu, Zibu; Lu, Jianfeng A stochastic version of Stein variational gradient descent for efficient sampling. (English) Zbl 1444.62043 Commun. Appl. Math. Comput. Sci. 15, No. 1, 37-63 (2020). MSC: 62G05 65C35 65C05 46E22 PDFBibTeX XMLCite \textit{L. Li} et al., Commun. Appl. Math. Comput. Sci. 15, No. 1, 37--63 (2020; Zbl 1444.62043) Full Text: DOI arXiv
Pospíšil, Lukáš; Gagliardini, Patrick; Sawyer, William; Horenko, Illia On a scalable nonparametric denoising of time series signals. (English) Zbl 1385.37084 Commun. Appl. Math. Comput. Sci. 13, No. 1, 107-138 (2018). MSC: 37M10 62H30 65Y05 90C20 PDFBibTeX XMLCite \textit{L. Pospíšil} et al., Commun. Appl. Math. Comput. Sci. 13, No. 1, 107--138 (2018; Zbl 1385.37084) Full Text: DOI Link
Kaiser, Olga; Horenko, Illia On inference of statistical regression models for extreme events based on incomplete observation data. (English) Zbl 1328.62209 Commun. Appl. Math. Comput. Sci. 9, No. 1, 143-174 (2014). MSC: 62G05 62G32 65R32 65C50 62F03 PDFBibTeX XMLCite \textit{O. Kaiser} and \textit{I. Horenko}, Commun. Appl. Math. Comput. Sci. 9, No. 1, 143--174 (2014; Zbl 1328.62209) Full Text: DOI Link
de Wiljes, Jana; Putzig, Lars; Horenko, Illia Discrete nonhomogeneous and nonstationary logistic and Markov regression models for spatiotemporal data with unresolved external influences. (English) Zbl 1314.62010 Commun. Appl. Math. Comput. Sci. 9, No. 1, 1-46 (2014). MSC: 62-07 62H30 62H11 62M05 62M10 62M02 62M20 62M30 62M45 65C60 PDFBibTeX XMLCite \textit{J. de Wiljes} et al., Commun. Appl. Math. Comput. Sci. 9, No. 1, 1--46 (2014; Zbl 1314.62010) Full Text: DOI Euclid
Metzner, Philipp; Putzig, Lars; Horenko, Illia Analysis of persistent nonstationary time series and applications. (English) Zbl 1275.62067 Commun. Appl. Math. Comput. Sci. 7, No. 2, 175-229 (2012). Reviewer: Miroslav M. Ristic (Niš) MSC: 62M10 62M20 62H30 65C60 PDFBibTeX XMLCite \textit{P. Metzner} et al., Commun. Appl. Math. Comput. Sci. 7, No. 2, 175--229 (2012; Zbl 1275.62067) Full Text: DOI Link
Stinis, Panos Conditional path sampling for stochastic differential equations through drift relaxation. (English) Zbl 1238.60068 Commun. Appl. Math. Comput. Sci. 6, No. 1, 63-78 (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H10 60G35 62M20 65C05 65C30 93E10 PDFBibTeX XMLCite \textit{P. Stinis}, Commun. Appl. Math. Comput. Sci. 6, No. 1, 63--78 (2011; Zbl 1238.60068) Full Text: DOI arXiv Link
Chorin, Alexandre; Morzfeld, Matthias; Tu, Xuemin Implicit particle filters for data assimilation. (English) Zbl 1229.60047 Commun. Appl. Math. Comput. Sci. 5, No. 2, 221-240 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{A. Chorin} et al., Commun. Appl. Math. Comput. Sci. 5, No. 2, 221--240 (2010; Zbl 1229.60047) Full Text: DOI arXiv