A Bayesian Nonparametric Approach to Dynamical Noise Reduction

17 Feb 2018 Kaloudis Konstantinos Hatjispyros Spyridon J.

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods (MCMC). The underlying unknown noise process (possibly) exhibits heavy tailed behavior... (read more)

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Categories


  • METHODOLOGY
  • CHAOTIC DYNAMICS