Search Results for author: David Aristoff

Found 4 papers, 4 papers with code

Featurizing Koopman Mode Decomposition

1 code implementation14 Dec 2023 David Aristoff, Jeremy Copperman, Nathan Mankovich, Alexander Davies

This article introduces an advanced Koopman mode decomposition (KMD) technique -- coined Featurized Koopman Mode Decomposition (FKMD) -- that uses time embedding and Mahalanobis scaling to enhance analysis and prediction of high dimensional dynamical systems.

Dimensionality Reduction

A splitting method to reduce MCMC variance

2 code implementations27 Nov 2020 Robert J. Webber, David Aristoff, Gideon Simpson

We explore whether splitting and killing methods can improve the accuracy of Markov chain Monte Carlo (MCMC) estimates of rare event probabilities, and we make three contributions.

Numerical Analysis Numerical Analysis 65C05, 65C40, 82C80

An ergodic theorem for the weighted ensemble method

2 code implementations3 Jun 2019 David Aristoff

We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s.

Numerical Analysis Numerical Analysis Mathematical Physics Mathematical Physics Probability 65C05, 65C35, 65C40

Optimizing weighted ensemble sampling of steady states

2 code implementations3 Jun 2018 David Aristoff, Daniel M. Zuckerman

We propose parameter optimization techniques for weighted ensemble sampling of Markov chains in the steady-state regime.

Numerical Analysis Numerical Analysis 65C05, 65C20, 65C40, 65Y05, 82C80

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