By Dr. Buddhima Kasun Fernando Akurugodage Scuola Normale Superiore di Pisa, Italy
Despite their deterministic nature, chaotic dynamical systems often exhibit seemingly random behavior. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using statistical methods. When measuring the uncertainty of such parameter estimation, the bootstrap in statistics stands out as a simple but powerful technique. In this talk, I will introduce the bootstrap for dynamical systems and discuss its consistency and its second-order efficiency using Edgeworth expansions. The content of the talk is based on a joint work with Nan Zou (Macquarie University) and will be accessible to anyone with background in basic probability and statistics.
Available on Zoom
Date & Time
September 23, 2022
11:20 am-12:20 pm