Diffusion Maps, Reduction Coordinates, and Low Dimensional Representation of Stochastic Systems
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Publication:3183347
DOI10.1137/070696325zbMath1175.60058OpenAlexW1987236926MaRDI QIDQ3183347
Stéphane Lafon, Ioannis G. Kevrekidis, Boaz Nadler, Mauro Maggioni, Ronald R. Coifman
Publication date: 19 October 2009
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070696325
dimensional reductionmetastable statesdiffusion mapsstochastic dynamical systemsFokker-Planck operatornormalized graph Laplacian
Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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