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stat.ML2023
Consistent Long-Term Forecasting of Ergodic Dynamical Systems
Prune Inzerilli, Vladimir Kostic, Karim Lounici +2
We study the evolution of distributions under the action of an ergodic dynamical system, which may be stochastic in nature. By employing tools from Koopman and transfer operator th…
stat.ML2023★ 3 cited
Estimating Koopman operators with sketching to provably learn large scale dynamical systems
Giacomo Meanti, Antoine Chatalic, Vladimir R. Kostic +3
The theory of Koopman operators allows to deploy non-parametric machine learning algorithms to predict and analyze complex dynamical systems. Estimators such as principal component…