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Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly…

Machine Learning · Statistics 2019-08-19 Hao Wu , Frank Noé

Slow kinetic processes of molecular systems can be analyzed by computing dominant eigenpairs of the Koopman operator or its generator. In this context, the Variational Approach to Markov Processes (VAMP) provides a rigorous way of…

Computational Physics · Physics 2024-02-15 Feliks Nüske , Stefan Klus

There is an increasing demand for computing the relevant structures, equilibria and long-timescale kinetics of biomolecular processes, such as protein-drug binding, from high-throughput molecular dynamics simulations. Current methods employ…

Machine Learning · Statistics 2018-02-07 Andreas Mardt , Luca Pasquali , Hao Wu , Frank Noé

The long-timescale behavior of complex dynamical systems can be described by linear Markov or Koopman models in a suitable latent space. Recent variational approaches allow the latent space representation and the linear dynamical model to…

Computational Physics · Physics 2019-12-17 Andreas Mardt , Luca Pasquali , Frank Noé , Hao Wu

The Koopman operator is a linear, infinite-dimensional operator that governs the dynamics of system observables; Extended Dynamic Mode Decomposition (EDMD) is a data-driven method for approximating the Koopman operator using functions…

Numerical Analysis · Mathematics 2019-05-21 Anthony M. DeGennaro , Nathan M. Urban

Finding low dimensional representation of data from long-timescale trajectories of biomolecular processes such as protein-folding or ligand-receptor binding is of fundamental importance and kinetic models such as Markov modeling have proven…

Computational Physics · Physics 2024-06-19 Mahdi Ghorbani , Samarjeet Prasad , Jeffery B. Klauda , Bernard R. Brooks

The Koopman operator provides a principled framework for analyzing nonlinear dynamical systems through linear operator theory. Recent advances in dynamic mode decomposition (DMD) have shown that trajectory data can be used to identify…

Machine Learning · Computer Science 2026-01-21 Minchan Jeong , J. Jon Ryu , Se-Young Yun , Gregory W. Wornell

Transfer operators such as the Perron--Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the…

Dynamical Systems · Mathematics 2019-12-02 Stefan Klus , Ingmar Schuster , Krikamol Muandet

Reliable estimation of contact forces is crucial for ensuring safe and precise interaction of robots with unstructured environments. However, accurate sensorless force estimation remains challenging due to inherent modeling errors and…

Robotics · Computer Science 2025-12-16 Oğuzhan Akbıyık , Naseem Alhousani , Fares J. Abu-Dakka

Conventional vision algorithms adopt a single type of feature or a simple concatenation of multiple features, which is always represented in a high-dimensional space. In this paper, we propose a novel unsupervised spectral embedding…

Computer Vision and Pattern Recognition · Computer Science 2015-08-05 Mengyang Yu , Li Liu , Ling Shao

A popular approach to analyze the dynamics of high-dimensional many-body systems, such as macromolecules, is to project the trajectories onto a space of slowly-varying collective variables, where subsequent analyses are made, such as…

Chemical Physics · Physics 2019-05-22 Fabian Paul , Hao Wu , Maximilian Vossel , Bert L. de Groot , Frank Noé

Studying nonlinear dynamical systems through their state space behavior can be challenging, and one possible alternative is to analyze them via their associated Koopman operator. This turns the nonlinear problem into a linear,…

Dynamical Systems · Mathematics 2026-04-29 Erik Lien Bolager , Boumediene Hamzi , Houman Owhadi , Ioannis G. Kevrekidis , Felix Dietrich

We propose a diffusion approximation method to the continuous-state Markov Decision Processes (MDPs) that can be utilized to address autonomous navigation and control in unstructured off-road environments. In contrast to most…

Robotics · Computer Science 2024-02-08 Junhong Xu , Kai Yin , Zheng Chen , Jason M. Gregory , Ethan A. Stump , Lantao Liu

A data driven, kernel-based method for approximating the leading Koopman eigenvalues, eigenfunctions, and modes in problems with high dimensional state spaces is presented. This approach approximates the Koopman operator using a set of…

Dynamical Systems · Mathematics 2015-07-29 Matthew O. Williams , Clarence W. Rowley , Ioannis G. Kevrekidis

The Koopman operator is a mathematical tool that allows for a linear description of non-linear systems, but working in infinite dimensional spaces. Dynamic Mode Decomposition and Extended Dynamic Mode Decomposition are amongst the most…

Machine Learning · Computer Science 2021-03-26 Francesco Zanini , Alessandro Chiuso

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

This paper proposes a novel parameter selection strategy for kernel-based gradient descent (KGD) algorithms, integrating bias-variance analysis with the splitting method. We introduce the concept of empirical effective dimension to quantify…

Machine Learning · Statistics 2026-03-05 Xiaotong Liu , Yunwen Lei , Xiangyu Chang , Shao-Bo Lin

In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…

Methodology · Statistics 2026-03-10 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work,…

Optimization and Control · Mathematics 2025-10-20 Lea Bold , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann

The Koopman-von Neumann (KvN) formalism recasts classical mechanics in a Hilbert space framework using complex wavefunctions and linear operators, akin to quantum mechanics. Instead of evolving probability densities in phase space (as in…

Quantum Physics · Physics 2025-12-17 Xinfeng Gao , Olivier Pfister , Stefan Bekiranov
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