Kernel density estimation for dynamical systems

zbMATH Open1466.62282arXiv1607.03792MaRDI QIDQ4558178FDOQ4558178

Authors: Hanyuan Hang, Ingo Steinwart, Yun-Long Feng, Johan A. K. Suykens 

Publication date: 21 November 2018

Full work available at URL: https://arxiv.org/abs/1607.03792

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zbMATH Keywords

learning theorykernel density estimationconvergence ratescovering numberdynamical systemuniversal consistencydependent observations\(\mathcal{C}\)-mixing process

Mathematics Subject Classification ID

Density estimation (62G07) Learning and adaptive systems in artificial intelligence (68T05) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Cites Work

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Cited In (10)

• Radius selection using kernel density estimation for the computation of nonlinear measures
• A Cubic Spline Projection Method for Computing Stationary Densities of Dynamical Systems
• On empirical estimation of mode based on weakly dependent samples
• Density estimation for one-dimensional dynamical systems
• Density estimation for one-dimensional dynamical systems
• Empirical risk minimization and complexity of dynamical models
• Kernel embedding based variational approach for low-dimensional approximation of dynamical systems
• Density Estimation for One-Dimensional Dynamical Systems
• Dm-KDE: dynamical kernel density estimation by sequences of KDE estimators with fixed number of components over data streams
• Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows

Uses Software

• KernSmooth

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