Display Abstract

Title Extracting spatiotemporal patterns from data with dynamics-adapted kernels

Name Dimitrios Giannakis
Country USA
Email dimitris@cims.nyu.edu
Co-Author(s)
Submit Time 2014-02-28 12:17:38
Session
Special Session 81: Improving climate and weather prediction through data-driven statistical modeling
Contents
Kernel methods provide an attractive way of extracting features from data by biasing their geometry in a controlled manner. In this talk, we discuss a family of kernels for dynamical systems featuring an explicit dependence on the dynamical vector field operating in the phase-space manifold, estimated empirically through finite differences of time-ordered data samples. The associated diffusion operator is adapted to the dynamics in that it generates diffusions along the integral curves of the dynamical vector field. We present applications to toy dynamical systems and comprehensive climate models.