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|
|Number of pages||6|
|Journal||Proceedings of the National Academy of Sciences of the United States of America|
|State||Published - 28 Mar 2000|