Eigenvalue Analysis via Kernel Density Estimation
Numerical Analysis
2018-10-17 v2 Information Theory
math.IT
Abstract
In this paper, we propose an eigenvalue analysis -- of system dynamics models -- based on the Mutual Information measure, which in turn will be estimated via the Kernel Density Estimation method. We postulate that the proposed approach represents a novel and efficient multivariate eigenvalue sensitivity analysis.
Keywords
Cite
@article{arxiv.1810.06276,
title = {Eigenvalue Analysis via Kernel Density Estimation},
author = {Ahmed Yehia and Mohamed Saleh},
journal= {arXiv preprint arXiv:1810.06276},
year = {2018}
}