Efficient and Flexible Inference for Stochastic Systems

Authors: Stefan Bauer, Nico S. Gorbach, Djordje Miladinovic, Joachim M. Buhmann

NeurIPS 2017 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental We compare our approach on two established benchmark models for stochastic systems especially used for weather forecasts. The runtime for state estimation using the approach of Vrettas et al. [2011] and our method is indicated in table 1. We use our method to infer the states and drift parameters for the Lorenz attractor where the dimension y is unobserved. The estimated state trajectories are shown in figure 4.
Researcher Affiliation Academia Stefan Bauer Department of Computer Science ETH Zurich bauers@inf.ethz.chNico S. Gorbach Department of Computer Science ETH Zurich ngorbach@inf.ethz.chÐor de Miladinovi c Department of Computer Science ETH Zurich djordjem@inf.ethz.chJoachim M. Buhmann Department of Computer Science ETH Zurich jbuhmann@inf.ethz.ch
Pseudocode Yes Algorithm 1 Ensemble based parameter estimation for SDEs
Open Source Code No No explicit statement or link providing concrete access to the source code for the methodology described in this paper was found.
Open Datasets No No concrete access information (specific link, DOI, repository name, formal citation with authors/year, or reference to established benchmark datasets) for a publicly available or open dataset was provided. The paper refers to benchmark models (Lorenz96, Lorenz attractor) which are simulated, not datasets with specified public access.
Dataset Splits No No specific dataset split information (exact percentages, sample counts, citations to predefined splits, or detailed splitting methodology) needed to reproduce the data partitioning was provided.
Hardware Specification No No specific hardware details (exact GPU/CPU models, processor types with speeds, memory amounts, or detailed computer specifications) used for running its experiments were provided.
Software Dependencies No No specific ancillary software details (e.g., library or solver names with version numbers like Python 3.8, CPLEX 12.4) were provided.
Experiment Setup No No specific experimental setup details (concrete hyperparameter values, training configurations, or system-level settings) were found in the main text.