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Importance sampling for chaotic systems #77

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Datseris opened this issue Nov 8, 2018 · 1 comment
Open

Importance sampling for chaotic systems #77

Datseris opened this issue Nov 8, 2018 · 1 comment
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hard help wanted rare-events Rare events and extreme values wanted feature We really want this!

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@Datseris
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Datseris commented Nov 8, 2018

This issue is about porting functionality of chaospp : https://github.com/jorgecarleitao/chaospp (which is forked for reference)

as well as other recent papers, see e.g. the one by @dapias and @dpsanders : https://arxiv.org/abs/1804.06698

to JuliaDynamics.

EDIT: To the best of my knowledge @dapias has some code for that. It would be great if he is willing to share!

This functionality is about sampling "rare" (or other kinds) of trajectories of a dynamical system using a Monte-Carlo like approach.


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@dpsanders
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It's here: https://github.com/dapias/MCMC-DIFFUSION

@efosong efosong mentioned this issue May 12, 2019
@Datseris Datseris added the rare-events Rare events and extreme values label Oct 7, 2022
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Labels
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