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Dynamic mode decomposition (DMD) is a data-driven method that models high-dimensional time series as a sum of spatiotemporal modes, where the temporal modes are constrained by linear dynamics. For nonlinear dynamical systems exhibiting…

Dynamical Systems · Mathematics 2019-06-17 Seth M. Hirsh , Kameron Decker Harris , J. Nathan Kutz , Bingni W. Brunton

We present a novel view of nonlinear manifold learning using derivative-free optimization techniques. Specifically, we propose an extension of the classical multi-dimensional scaling (MDS) method, where instead of performing gradient…

The development of machine-learning models for atomic-scale simulations has benefited tremendously from the large databases of materials and molecular properties computed in the past two decades using electronic-structure calculations. More…

Smooth Estimation of probability density and distribution functions from its sample is an attractive and an important problem that has applications in several fields such as, business, medicine, and environment. This article introduces a…

Methodology · Statistics 2025-04-02 Elsayed A. H. Elamir

With the development of web technology, multi-modal or multi-view data has surged as a major stream for big data, where each modal/view encodes individual property of data objects. Often, different modalities are complementary to each…

Computer Vision and Pattern Recognition · Computer Science 2020-06-16 Yang Wang

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

In the field of machine learning, model performance is usually assessed by randomly splitting data into training and test sets. Different random splits, however, can yield markedly different performance estimates, so a genuinely good model…

Multidimensional scaling (MDS) is a dimensionality reduction tool used for information analysis, data visualization and manifold learning. Most MDS procedures embed data points in low-dimensional Euclidean (flat) domains, such that…

Computational Geometry · Computer Science 2018-10-23 Gil Shamai , Michael Zibulevsky , Ron Kimmel

For multivariate data, Tukey's half-space depth is one of the most popular depth functions available in the literature. It is conceptually simple and satisfies several desirable properties of depth functions. The Tukey median, the…

Statistics Theory · Mathematics 2012-01-06 Subhajit Dutta , Anil K. Ghosh , Probal Chaudhuri

Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to decompose complex, nonlinear systems into a set of modes, revealing underlying patterns and dynamics through spectral analysis. This review presents a…

Dynamical Systems · Mathematics 2023-12-22 Matthew J. Colbrook

The intrinsic dimensionality refers to the ``true'' dimensionality of the data, as opposed to the dimensionality of the data representation. For example, when attributes are highly correlated, the intrinsic dimensionality can be much lower…

Machine Learning · Statistics 2020-11-30 Erik Thordsen , Erich Schubert

Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…

Fluid Dynamics · Physics 2020-07-29 Aditya G. Nair , Benjamin Strom , Bingni W. Brunton , Steven L. Brunton

Data depth is a concept in multivariate statistics that measures the centrality of a point in a given data cloud in $\IR^d$. If the depth of a point can be represented as the minimum of the depths with respect to all one-dimensional…

Computation · Statistics 2020-07-17 Rainer Dyckerhoff , Pavlo Mozharovskyi , Stanislav Nagy

Unsupervised multivariate time series anomaly detection (UMTSAD) plays a critical role in various domains, including finance, networks, and sensor systems. In recent years, due to the outstanding performance of deep learning in general…

Machine Learning · Computer Science 2025-04-28 Tiange Huang , Yongjun Li

We construct classifiers for multivariate and functional data. Our approach is based on a kind of distance between data points and classes. The distance measure needs to be robust to outliers and invariant to linear transformations of the…

Methodology · Statistics 2021-01-13 Mia Hubert , Peter J. Rousseeuw , Pieter Segaert

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…

Weakly-supervised anomaly detection can outperform existing unsupervised methods with the assistance of a very small number of labeled anomalies, which attracts increasing attention from researchers. However, existing weakly-supervised…

Machine Learning · Computer Science 2024-06-14 Xu Tan , Junqi Chen , Sylwan Rahardja , Jiawei Yang , Susanto Rahardja

Statistical depth, a commonly used analytic tool in non-parametric statistics, has been extensively studied for multivariate and functional observations over the past few decades. Although various forms of depth were introduced, they are…

Methodology · Statistics 2019-09-30 Weilong Zhao , Zishen Xu , Yun Yang , Wei Wu

Molecular dynamics (MD) is a powerful and popular tool for understanding the dynamical evolution of materials at the nano and mesoscopic scales. There are various flavors of MD ranging from the high fidelity albeit computationally expensive…

Computational Physics · Physics 2020-04-02 Rohit Batra , Subramanian Sankaranarayanan