Detecting intrinsic slow variables in stochastic dynamical systems by anisotropic diffusion maps

Nonlinear independent component analysis is combined with diffusion-map data analysis techniques to detect good observables in high-dimensional dynamic data. These detections are achieved by integrating local principal component analysis of simulation bursts by using eigenvectors of a Markov matrix...

Ամբողջական նկարագրություն

Մատենագիտական մանրամասներ
Հիմնական հեղինակներ: Singer, A, Erban, R, Kevrekidis, I, Coifman, R
Ձևաչափ: Journal article
Հրապարակվել է: PNAS 2009
Նկարագրություն
Ամփոփում:Nonlinear independent component analysis is combined with diffusion-map data analysis techniques to detect good observables in high-dimensional dynamic data. These detections are achieved by integrating local principal component analysis of simulation bursts by using eigenvectors of a Markov matrix describing anisotropic diffusion. The widely applicable procedure, a crucial step in model reduction approaches, is illustrated on stochastic chemical reaction network simulations.