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We develop a framework for dimension reduction, mode decomposition, and nonparametric forecasting of data generated by ergodic dynamical systems. This framework is based on a representation of the Koopman and Perron-Frobenius groups of…

动力系统 · 数学 2017-09-04 Dimitrios Giannakis

We establish the convergence of a class of numerical algorithms, known as Dynamic Mode Decomposition (DMD), for computation of the eigenvalues and eigenfunctions of the infinite-dimensional Koopman operator. The algorithms act on data…

动力系统 · 数学 2017-11-21 Hassan Arbabi , Igor Mezić

We consider a system with a discrete configuration space. We show that the geometrical structures associated with such a system provide the tools necessary for a reconstruction of discrete quantum mechanics once dynamics is brought into the…

数学物理 · 物理学 2013-12-03 Marcel Reginatto , Michael J. W. Hall

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Information geometry is a mathematical framework that elucidates the manifold structure of the probability distribution space (p-space), providing a systematic approach to transforming probability distributions (PDs). In this study, we…

数据分析、统计与概率 · 物理学 2025-06-30 Tomotaka Oroguchi , Rintaro Inoue , Masaaki Sugiyama

Information geometric techniques and inductive inference methods hold great promise for solving computational problems of interest in classical and quantum physics, especially with regard to complexity characterization of dynamical systems…

数学物理 · 物理学 2015-06-04 S. A. Ali , C. Cafaro , A. Giffin , D. -H. Kim

Information geometry and inductive inference methods can be used to model dynamical systems in terms of their probabilistic description on curved statistical manifolds. In this article, we present a formal conceptual reexamination of the…

数学物理 · 物理学 2010-11-29 C. Cafaro , A. Giffin , S. A. Ali , D. -H. Kim

In Computer Vision, edge detection is one of the favored approaches for feature and object detection in images since it provides information about their objects boundaries. Other region-based approaches use probabilistic analysis such as…

计算机视觉与模式识别 · 计算机科学 2019-08-20 Dominique Beaini , Sofiane Achiche , Fabrice Nonez , Maxime Raison

The problem of data-driven identification of coherent observables of measure-preserving, ergodic dynamical systems is studied using kernel integral operator techniques. An approach is proposed whereby complex-valued observables with…

动力系统 · 数学 2020-10-28 Dimitrios Giannakis

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for…

动力系统 · 数学 2025-06-06 Claire Valva , Dimitrios Giannakis

Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes,…

统计理论 · 数学 2024-12-05 Bruno Ebner , Adrian Fischer , Robert E. Gaunt , Babette Picker , Yvik Swan

It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can…

数学物理 · 物理学 2017-10-11 Sean Alan Ali , Carlo Cafaro

Our goal is to obtain a complete set of angular observables arising in a generic multi-body process. We show how this can be achieved without the need to carry out a likelihood fit of the angular distribution to the measured events.…

高能物理 - 实验 · 物理学 2015-06-17 Frederik Beaujean , Marcin Chrząszcz , Nicola Serra , Danny van Dyk

We investigate the effect of different metrizations of probability spaces on the information geometric complexity of entropic motion on curved statistical manifolds. Specifically, we provide a comparative analysis based upon Riemannian…

数学物理 · 物理学 2019-07-24 Steven Gassner , Carlo Cafaro

Learning dynamical systems through operator-theoretic representations provides a powerful framework for analyzing complex dynamics, as spectral quantities such as eigenvalues and invariant structures encode characteristic time scales and…

机器学习 · 统计学 2026-05-19 Thibaut Germain , Sami Chemlal , Rémi Flamary , Vladimir R. Kostic , Karim Lounici

We propose a new data analysis approach for the efficient post-processing of bundles of finite element data from numerical simulations. The approach is based on the mathematical principles of symmetry. We consider the case where simulations…

数值分析 · 数学 2019-05-23 Rodrigo Iza-Teran , Jochen Garcke

Physical systems behave according to their underlying dynamical equations which, in turn, can be identified from experimental data. Explaining data requires selecting mathematical models that best capture the data regularities. Identifying…

数据分析、统计与概率 · 物理学 2014-03-18 Carlo Cafaro

Time-delay embedding is a powerful technique for reconstructing the state space of nonlinear time series. However, the fidelity of reconstruction relies on the assumption that the time-delay map is an embedding, which is implicitly…

统计计算 · 统计学 2026-02-02 Yiting Duan , Zhikun Zhang , Yi Guo

In this work we: (1) review likelihood-based inference for parameter estimation and the construction of confidence regions; and, (2) explore the use of techniques from information geometry, including geodesic curves and Riemann scalar…

统计方法学 · 统计学 2022-04-01 Jesse A Sharp , Alexander P Browning , Kevin Burrage , Matthew J Simpson

We formulate the Riemannian calculus of the probability set embedded with $L^2$-Wasserstein metric. This is an initial work of transport information geometry. Our investigation starts with the probability simplex (probability manifold)…

微分几何 · 数学 2022-04-05 Wuchen Li
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