Abstract
Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We point out a relation between optimal prediction and the statistical mechanics of irreversible processes, and use a version of the Mori-Zwanzig formalism to produce a higher-order optimal prediction method.
Original language | American English |
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Pages (from-to) | 2968-2973 |
Number of pages | 6 |
Journal | Proceedings of the National Academy of Sciences of the United States of America |
Volume | 97 |
Issue number | 7 |
DOIs | |
State | Published - 28 Mar 2000 |