Variational approach for learning Markov processes from time series data
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Publication:2303757
DOI10.1007/s00332-019-09567-yzbMath1437.37107arXiv1707.04659OpenAlexW2964917500WikidataQ127406707 ScholiaQ127406707MaRDI QIDQ2303757
Publication date: 5 March 2020
Published in: Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.04659
Computational methods in Markov chains (60J22) Numerical optimization and variational techniques (65K10) Time series analysis of dynamical systems (37M10) Applications of operator theory in probability theory and statistics (47N30)
Related Items (11)
Koopman analysis of quantum systems* ⋮ tgEDMD: approximation of the Kolmogorov operator in tensor train format ⋮ Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks ⋮ Coarse-grained modelling out of equilibrium ⋮ Modern Koopman Theory for Dynamical Systems ⋮ Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning ⋮ Assessment of end-to-end and sequential data-driven learning for non-intrusive modeling of fluid flows ⋮ Kernel embedding based variational approach for low-dimensional approximation of dynamical systems ⋮ On convergence of extended dynamic mode decomposition to the Koopman operator ⋮ Tensor-based computation of metastable and coherent sets ⋮ Data-Driven Learning for the Mori--Zwanzig Formalism: A Generalization of the Koopman Learning Framework
Uses Software
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