Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes.
Mustafa A. MohamadThemistoklis P. SapsisPublished in: SIAM/ASA J. Uncertain. Quantification (2015)
Keyphrases
- dynamical systems
- stochastic processes
- stochastic process
- probability distribution
- stochastic models
- random fields
- dynamic systems
- differential equations
- nonlinear dynamical systems
- state space
- extreme events
- dynamic bayesian networks
- random variables
- probabilistic model
- bayesian networks
- predictive state representations
- belief networks
- generative model
- graphical models
- learning algorithm