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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2018
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| Materias: | |
| 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 |