Related papers: Bridging data science and dynamical systems theory
This note discusses dynamical systems-systems that evolve through time. We start with two contemporary examples illustrating the qualitative and the quantitative behavior of dynamical systems. These are two broad categories, usually called…
We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…
Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…
The task of modelling and forecasting a dynamical system is one of the oldest problems, and it remains challenging. Broadly, this task has two subtasks - extracting the full dynamical information from a partial observation; and then…
We describe the application of tools from statistical mechanics to analyse the dynamics of various classes of supervised learning rules in perceptrons. The character of this paper is mostly that of a cross between a biased non-encyclopedic…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…
Statistic modeling and data-driven learning are the two vital fields that attract many attentions. Statistic models intend to capture and interpret the relationships among variables, while data-based learning attempt to extract information…
We study the evolution of observables of dynamical systems. For linear systems, we show that observables satisfy a closed differential equation whose minimal order is determined by the dynamical system and observation operator. This yields…
We study the evolution of distributions under the action of an ergodic dynamical system, which may be stochastic in nature. By employing tools from Koopman and transfer operator theory one can evolve any initial distribution of the state…
Recently there has been substantial interest in spectral methods for learning dynamical systems. These methods are popular since they often offer a good tradeoff between computational and statistical efficiency. Unfortunately, they can be…
A large variety of dynamical systems, such as chemical and biomolecular systems, can be seen as networks of nonlinear entities. Prediction, control, and identification of such nonlinear networks require knowledge of the state of the system.…
Before we attempt to learn a function between two (sets of) observables of a physical process, we must first decide what the inputs and what the outputs of the desired function are going to be. Here we demonstrate two distinct, data-driven…
The problem of error growth due to the incomplete knowledge of the evolution law which rules the dynamics of a given physical system is addressed. Major interest is devoted to the analysis of error amplification in systems with many…
We present a data-driven modeling strategy to overcome improperly modeled dynamics for systems exhibiting complex spatio-temporal behaviors. We propose a Deep Learning framework to resolve the differences between the true dynamics of the…
In this expository and resources chapter we review selected aspects of the mathematics of dynamical systems, stability, and chaos, within a historical framework that draws together two threads of its early development: celestial mechanics…
Deep sequence models are receiving significant interest in current machine learning research. By representing probability distributions that are fit to data using maximum likelihood estimation, such models can model data on general…
We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…
There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of its system matrices, which is known as the proper learning…
The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results…