Kernel methods for detecting coherent structures in dynamical data

16 Apr 2019Stefan KlusBrooke E. HusicMattes MollenhauerFrank Noé

We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space (RKHS) operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted in terms of kernel transfer operators and that it can be obtained by optimizing the variational approach for Markov processes (VAMP) score... (read more)

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