A scalable approach to the computation of invariant measures for high-dimensional Markovian systems

The Markovian invariant measure is a central concept in many disciplines. Conventional numerical techniques for data-driven computation of invariant measures rely on estimation and further numerical processing of a transition matrix. Here we show how the quality of data-driven estimation of a transi...

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Detalles Bibliográficos
Autores principales: Gerber, Susanne, Olsson, Simon, Noé, Frank, Horenko, Illia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5789124/
https://www.ncbi.nlm.nih.gov/pubmed/29379123
http://dx.doi.org/10.1038/s41598-018-19863-4

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5789124/
https://www.ncbi.nlm.nih.gov/pubmed/29379123
http://dx.doi.org/10.1038/s41598-018-19863-4

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