Meta-Posterior Consistency for the Bayesian Inference of Metastable System
亚稳态系统贝叶斯推断的后验元一致性
The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems are only metastable, that is, the dynamics appear to be stable on some time scale, but are in fact unstable over longer time scales. Consistency of inference for metastable systems may not be possible, but one can ask about metaconsistency:…