One-shot learning of stochastic differential equations with data adapted kernels
From MaRDI portal
Publication:2111726
DOI10.1016/J.PHYSD.2022.133583OpenAlexW4308922332MaRDI QIDQ2111726FDOQ2111726
Authors: Matthieu Darcy, B. Hamzi, Giulia Livieri, Houman Owhadi, Peyman Tavallali 
Publication date: 17 January 2023
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.12086
Recommendations
- DynGMA: a robust approach for learning stochastic differential equations from data
- Learning Stochastic Dynamical System via Flow Map Operator
- Detecting stochastic governing laws with observation on stationary distributions
- Stochastic physics-informed neural ordinary differential equations
- Learning nonparametric ordinary differential equations from noisy data
Gaussian processesmachine learningkernel methodsstochastic differential equationscomputational graph completiontimes series forecasting
Cites Work
- Scikit-learn: machine learning in Python
- SMAC
- Gaussian processes for machine learning.
- Title not available (Why is that?)
- Nonparametric guidance of autoencoder representations using label information
- Pattern recognition and machine learning.
- Title not available (Why is that?)
- On the mathematical foundations of learning
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- The Fokker-Planck equation. Methods of solution and applications.
- Nonlinear prediction of chaotic time series
- Maximum likelihood estimation of drift and diffusion functions
- Analysis of data sets of stochastic systems
- Title not available (Why is that?)
- Dimensionality reduction of complex metastable systems via kernel embeddings of transition manifolds
- THE RECONSTRUCTION OF THE FOKKER-PLANCK AND MASTER EQUATIONS ON THE BASIS OF EXPERIMENTAL DATA: H-THEOREM AND S-THEOREM
- Using machine learning to replicate chaotic attractors and calculate Lyapunov exponents from data
- Data-driven approximation of the Koopman generator: model reduction, system identification, and control
- Kernel methods for the approximation of some key quantities of nonlinear systems
- Kernel methods for the approximation of nonlinear systems
- 9 Kernel methods for surrogate modeling
- Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques
- Kernel flows: from learning kernels from data into the abyss
- Kernel methods for center manifold approximation and a weak data-based version of the center manifold theorem
- Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows
- Solving and learning nonlinear PDEs with Gaussian processes
- Variational Inference for Stochastic Differential Equations
- Computational graph completion
- A note on kernel methods for multiscale systems with critical transitions
Cited In (6)
- Hausdorff metric based training of kernels to learn attractors with application to 133 chaotic dynamical systems
- DynGMA: a robust approach for learning stochastic differential equations from data
- Gaussian process hydrodynamics
- Learning Stochastic Dynamical System via Flow Map Operator
- Learning dynamical systems from data: a simple cross-validation perspective. IV: Case with partial observations
- Error analysis of kernel/GP methods for nonlinear and parametric PDEs
Uses Software
This page was built for publication: One-shot learning of stochastic differential equations with data adapted kernels
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2111726)
