1 code implementation • 14 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.
2 code implementations • 27 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
2 code implementations • 3 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
2 code implementations • 3 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