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Related papers: Gaussian Process Koopman Mode Decomposition

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We propose a neural network-based model for nonlinear dynamics in continuous time that can impose inductive biases on decay rates and/or frequencies. Inductive biases are helpful for training neural networks especially when training data…

Machine Learning · Statistics 2022-12-27 Tomoharu Iwata , Yoshinobu Kawahara

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

This paper presents a methodology to achieve lower-dimensional Koopman quasi-linear representations of nonlinear system dynamics using Koopman generalized eigenfunctions. The proposed approach considers the analytically derived Koopman…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Simone Martini , Margareta Stefanovic , Kimon P. Valavanis

Extended dynamic mode decomposition (EDMD) is a powerful tool to construct linear predictors of nonlinear dynamical systems by approximating the action of the Koopman operator on a subspace spanned by finitely many observable functions.…

Dynamical Systems · Mathematics 2025-11-11 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

Dynamic Mode Decomposition (DMD) is a technique to approximate generally non-linear dynamical systems using linear techniques, which are better understood and easier to analyze. Koopman theory extends DMD by transforming the original system…

Optimization and Control · Mathematics 2022-11-15 Sourya Dey

This paper presents a novel learning framework to construct Koopman eigenfunctions for unknown, nonlinear dynamics using data gathered from experiments. The learning framework can extract spectral information from the full nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Carl Folkestad , Daniel Pastor , Igor Mezic , Ryan Mohr , Maria Fonoberova , Joel Burdick

This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters…

Methodology · Statistics 2025-04-07 Younghoon Kim , Marie-Christine Düker , Zachary F. Fisher , Vladas Pipiras

Koopman spectral analysis has attracted attention for understanding nonlinear dynamical systems by which we can analyze nonlinear dynamics with a linear regime by lifting observations using a nonlinear function. For analysis, we need to…

Machine Learning · Statistics 2020-12-14 Tomoharu Iwata , Yoshinobu Kawahara

The Koopman operator theory is an increasingly popular formalism of dynamical systems theory which enables analysis and prediction of the nonlinear dynamics from measurement data. Building on the recent development of the Koopman model…

Fluid Dynamics · Physics 2018-06-08 Hassan Arbabi , Milan Korda , Igor Mezic

We present a deep generative model for unsupervised text style transfer that unifies previously proposed non-generative techniques. Our probabilistic approach models non-parallel data from two domains as a partially observed parallel…

Computation and Language · Computer Science 2020-05-01 Junxian He , Xinyi Wang , Graham Neubig , Taylor Berg-Kirkpatrick

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the…

Applications · Statistics 2013-01-14 Shan Ba , V. Roshan Joseph

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper

Parametric conditional copula models allow the copula parameters to vary with a set of covariates according to an unknown calibration function. Flexible Bayesian inference for the calibration function of a bivariate conditional copula is…

Methodology · Statistics 2017-05-26 Evgeny Levi , Radu V. Craiu

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

Quantum Physics · Physics 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Computation · Statistics 2016-08-16 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zexin Sun , Mingyu Chen , John Baillieul