Related papers: Entropic transfer operators for stochastic systems
The paper is devoted to the analysis of relationships between principal objects of the spectral theory of dynamical systems (transfer and weighted shift operators) and basic characteristics of information theory and thermodynamic formalism…
Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…
We present a data-driven approach to use the Koopman generator for prediction and optimal control of control-affine stochastic systems. We provide a novel conceptual approach and a proof-of-principle for the determination of optimal control…
Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown…
The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
The dynamics of many-body fermionic systems are important in problems ranging from catalytic reactions at electrochemical surfaces, to transport through nanojunctions, and offer a prime target for quantum computing applications. Here we…
We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…
The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…
Numerical methods for the description of nonequilibrium many-particle quantum systems such as equation of motion techniques often cannot compute the full statistics of observables but only moments of it, such as mean, variance and…
Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite…
This article considers the problem of optimally recovering stable linear time-invariant systems observed via linear measurements made on their transfer functions. A common modeling assumption is replaced here by the related assumption that…
This paper presents a linear dynamical operator described in terms of a rational transfer function, endowed with a well-defined and efficient back-propagation behavior for automatic derivatives computation. The operator enables end-to-end…
Estimation of permutation entropy (PE) using Bayesian statistical methods is presented for systems where the ordinal pattern sampling follows an independent, multinomial distribution. It is demonstrated that the PE posterior distribution is…
We consider certain non-integer base $\beta$-expansions of Parry's type and we study various properties of the transfer (Perron-Frobenius) operator $\mathcal{P}:L^p([0,1])\mapsto L^p([0,1])$ with $p\geq 1$ and its associated composition…
We suggest a certain statistical interpretation for the entropy produced in driven thermodynamic processes. The exponential function of half irreversible entropy re-weights the probability of the standard Ornstein-Uhlenbeck-type…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Based on the q-exponential distribution which has been observed in more and more physical systems, the varentropy method is used to derive the uncertainty measure of such an abnormal distribution function. The uncertainty measure obtained…
We study entropic fluctuations in the Spin-Fermion model describing an $N$-level quantum system coupled to several independent thermal free Fermi gas reservoirs. We establish the quantum Evans-Searles and Gallavotti-Cohen fluctuation…