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math.DS2020★ 1 cited
An MCMC Method for Uncertainty Set Generation via Operator-Theoretic Metrics
Anand Srinivasan, Naoya Takeishi
Model uncertainty sets are required in many robust optimization problems, such as robust control and prediction with uncertainty, but there is no definite methodology to generate u…
math.DS2017★ 101 cited
Subspace dynamic mode decomposition for stochastic Koopman analysis
Naoya Takeishi, Yoshinobu Kawahara, Takehisa Yairi
The analysis of nonlinear dynamical systems based on the Koopman operator is attracting attention in various applications. Dynamic mode decomposition (DMD) is a data-driven algorit…