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This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Jannis Lübsen , Annika Eichler

A methodological framework for ensemble-based estimation and simulation of high dimensional dynamical systems such as the oceanic or atmospheric flows is proposed. To that end, the dynamical system is embedded in a family of reproducing…

Mathematical Physics · Physics 2024-01-02 Benjamin Dufée , Bérenger Hug , Etienne Mémin , Gilles Tissot

Motivated by the surge of interest in Koopman operator theory, we propose a machine-learning alternative based on a functional Bayesian perspective for operator-theoretic modeling of unknown, data-driven, nonlinear dynamical systems. This…

Machine Learning · Computer Science 2024-11-04 Kan Li , José C. Príncipe

The Koopman operator provides a powerful framework for representing the dynamics of general nonlinear dynamical systems. Data-driven techniques to learn the Koopman operator typically assume that the chosen function space is closed under…

Machine Learning · Statistics 2025-02-06 Boya Hou , Sina Sanjari , Nathan Dahlin , Alec Koppel , Subhonmesh Bose

Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the…

Machine Learning · Computer Science 2025-06-18 Yitian Zhang , Liheng Ma , Antonios Valkanas , Boris N. Oreshkin , Mark Coates

We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure…

Machine Learning · Computer Science 2024-06-19 Nicolas Brodu , James P. Crutchfield

A kernel-based framework for spatio-temporal data analysis is introduced that applies in situations when the underlying system dynamics are governed by a dynamic equation. The key ingredient is a representer theorem that involves…

Statistics Theory · Mathematics 2020-11-16 Oleg Szehr , Dario Azzimonti , Laura Azzimonti

We generalize Jan Willems' behavioral approach to a class of discrete-time nonlinear systems in a vector-valued reproducing kernel Hilbert space (RKHS). Apart from linear time-invariant systems, this class covers nonlinear systems modeled…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Boya Hou , Maxim Raginsky

The study of mathematical connections between operator-theoretic formulations of classical dynamics and quantum mechanics began at least as early as the 1930s in work of Koopman and von Neumann and was developed in later decades by many…

Dynamical Systems · Mathematics 2026-03-23 Dimitrios Giannakis , Michael Montgomery

Motivated by the need of processing functional-valued data, or more general, operatorvalued data, we introduce the notion of the operator reproducing kernel Hilbert space (ORKHS). This space admits a unique operator reproducing kernel which…

Functional Analysis · Mathematics 2016-10-23 Rui Wang , Yuesheng Xu

Identifying coherent spatiotemporal patterns generated by complex dynamical systems is a central problem in many science and engineering disciplines. Here, we combine ideas from the theory of operator-valued kernels with delay-embedding…

Data Analysis, Statistics and Probability · Physics 2018-05-24 Dimitrios Giannakis , Joanna Slawinska , Abbas Ourmazd , Zhizhen Zhao

We propose a generic spatiotemporal event forecasting method, which we developed for the National Institute of Justice's (NIJ) Real-Time Crime Forecasting Challenge. Our method is a spatiotemporal forecasting model combining scalable…

Machine Learning · Statistics 2019-07-25 Seth Flaxman , Michael Chirico , Pau Pereira , Charles Loeffler

Koopman operators provide tractable means of learning linear approximations of non-linear dynamics. Many approaches have been proposed to find these operators, typically based upon approximations using an a-priori fixed class of models.…

Systems and Control · Electrical Eng. & Systems 2021-02-09 Mario Sznaier

Koopman and Perron-Frobenius operators for dynamical systems have been getting popular in a number of fields in science these days. Properties of the Koopman operator essentially depend on the choice of function spaces where it acts.…

Dynamical Systems · Mathematics 2024-01-29 Masahiro Ikeda , Isao Ishikawa , Corbinian Schlosser

This manuscript presents an algorithm for obtaining an approximation of a nonlinear high order control affine dynamical system. Controlled trajectories of the system are leveraged as the central unit of information via embedding them in…

Optimization and Control · Mathematics 2026-01-23 Moad Abudia , Tejasvi Channagiri , Joel A. Rosenfeld , Rushikesh Kamalapurkar

Modeling dynamical systems with ordinary differential equations implies a mechanistic view of the process underlying the dynamics. However in many cases, this knowledge is not available. To overcome this issue, we introduce a general…

Machine Learning · Computer Science 2014-11-20 Markus Heinonen , Florence d'Alché-Buc

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

An extension of reproducing kernel Hilbert space (RKHS) theory provides a new framework for modeling functional regression models with functional responses. The approach only presumes a general nonlinear regression structure as opposed to…

Statistics Theory · Mathematics 2008-12-17 Heng Lian

Motivated by the growing interest in representation learning approaches that uncover the latent structure of high-dimensional data, this work proposes new algorithms for reconstruction-based manifold learning within Reproducing-Kernel…

Machine Learning · Computer Science 2026-05-07 Enrique Feito-Casares , Francisco M. Melgarejo-Meseguer , José-Luis Rojo-Álvarez

We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…

Optimization and Control · Mathematics 2021-06-28 Jia-Jie Zhu , Wittawat Jitkrittum , Moritz Diehl , Bernhard Schölkopf