10 research outputs found
A Kernel Two-sample Test for Dynamical Systems
Evaluating whether data streams were generated by the same distribution is at
the heart of many machine learning problems, e.g. to detect changes. This is
particularly relevant for data generated by dynamical systems since they are
essential for many real-world processes in biomedical, economic, or engineering
systems. While kernel two-sample tests are powerful for comparing independent
and identically distributed random variables, no established method exists for
comparing dynamical systems. The key problem is the critical independence
assumption, which is inherently violated in dynamical systems. We propose a
novel two-sample test for dynamical systems by addressing three core
challenges: we (i) introduce a novel notion of mixing that captures
autocorrelations in a relevant metric, (ii) propose an efficient way to
estimate the speed of mixing purely from data, and (iii) integrate these into
established kernel-two sample tests. The result is a data-driven method for
comparison of dynamical systems that is easy to use in practice and comes with
sound theoretical guarantees. In an example application to anomaly detection
from human walking data, we show that the test readily applies without the need
for feature engineering, heuristics, and human expert knowledge
Bounded weighted composition operators on functional quasi-Banach spaces and stability of dynamical systems
In this paper, we investigate the boundedness of weighted composition
operators defined on a quasi-Banach space continuously included in the space of
smooth functions on a manifold. We show that the boundedness of a weighted
composition operator strongly limits the dynamics of the original map, and it
provides us an effective method to investigate properties of weighted
composition operators via the theory of dynamical system. As a result, we prove
that only an affine map can induce a bounded composition operator on an
arbitrary quasi-Banach space continuously included in the space of entire
functions of one-variable. We also obtain the same result for bounded weighted
composition operators on infinite dimensional quasi-Banach space under certain
condition for weights. We also prove that any polynomial automorphism except an
affine transform cannot induce a bounded weighted composition operator with
non-vanishing weight on a quasi-Banach space composed of entire functions in
the two-dimensional complex affine space under certain conditions.Comment: We generalize the previous version to the weighted cas