2 citations · 2 across the 1 of their papers we have counts for
3 papers
cs.LG2021★ 2 cited
Error Bounds of the Invariant Statistics in Machine Learning of Ergodic Itô Diffusions
He Zhang, John Harlim, Xiantao Li
This paper studies the theoretical underpinnings of machine learning of ergodic Itô diffusions. The objective is to understand the convergence properties of the invariant statistic…
math.ST2019
Estimating linear response statistics using orthogonal polynomials: An RKHS formulation
He Zhang, John Harlim, Xiantao Li
We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, t…
math.NA2019
Linear Response Based Parameter Estimation in the Presence of Model Error
He Zhang, John Harlim, Xiantao Li
Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that t…