109 citations · 443 across the 45 of their papers we have counts for
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math.ST2020
Bridging data science and dynamical systems theory
Tyrus Berry, Dimitrios Giannakis, John Harlim
This short review describes mathematical techniques for statistical analysis and prediction in dynamical systems. Two problems are discussed, namely (i) the supervised learning pro…
math.ST2019★ 1 cited
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.ST2016★ 14 cited
A data-driven method for improving the correlation estimation in serial ensemble Kalman filters
Michèle De La Chevrotière, John Harlim
A data-driven method for improving the correlation estimation in serial ensemble Kalman filters is introduced. The method finds a linear map that transforms, at each assimilation c…