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Found 3 papers, 1 papers with code
Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds
Given only access to a black box simulator from which short bursts of simulation can be obtained, we design an algorithm that outputs an estimate of the invariant manifold, a process of the effective stochastic dynamics on it, which has averaged out the fast modes, and a simulator thereof.
ISALT: Inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems
However, locally Lipschitz SDEs often require special treatments such as implicit schemes with small time-steps to accurately simulate the ergodic measure.
Estimate exponential memory decay in Hidden Markov Model and its applications
Inference in hidden Markov model has been challenging in terms of scalability due to dependencies in the observation data.
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