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Book Synopsis

Stochastic Toolkits.- Introduction to Information Theory.- Basic Stochastic Computational Methods.- Simple Gaussian and Non-Gaussian SDEs.- Data Assimilation.- Optimal Control.- Prediction.- Data-Driven Low-Order Stochastic Models.- Conditional Gaussian Nonlinear Systems.- Parameter Estimation with Uncertainty Quantification.- Combining Stochastic Models with Machine Learning.- Instruction Manual for the MATLAB Codes.

Stochastic Methods for Modeling and Predicting Complex Dynamical Systems

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    A Hardback by Nan Chen

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      View other formats and editions of Stochastic Methods for Modeling and Predicting Complex Dynamical Systems by Nan Chen

      Publisher: Springer
      Publication Date: 3/27/2025
      ISBN13: 9783031819230, 978-3031819230
      ISBN10: 3031819233

      Description

      Book Synopsis

      Stochastic Toolkits.- Introduction to Information Theory.- Basic Stochastic Computational Methods.- Simple Gaussian and Non-Gaussian SDEs.- Data Assimilation.- Optimal Control.- Prediction.- Data-Driven Low-Order Stochastic Models.- Conditional Gaussian Nonlinear Systems.- Parameter Estimation with Uncertainty Quantification.- Combining Stochastic Models with Machine Learning.- Instruction Manual for the MATLAB Codes.

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