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math.DS2025
Koopman for stochastic dynamics: error bounds for kernel extended dynamic mode decomposition
Maximiliano Hertel, Friedrich M. Philipp, Manuel Schaller +1
We prove -error bounds for kernel extended dynamic mode decomposition (kEDMD) approximants of the Koopman operator for stochastic dynamical systems. To this end, we estab…
math.DS2025
Maximum-likelihood reprojections for reliable Koopman predictors of parametric nonlinear dynamical systems
Pieter van Goor, Robert Mahony, Manuel Schaller +1
Koopman-based methods leverage a nonlinear lifting to enable linear regression techniques. Consequently, system analysis, learning, and prediction are considered through the lens o…