Stable Computation of Probability Densities for Metastable Dynamical Systems.
Marcus WeberSusanna KubeLionel WalterPeter DeuflhardPublished in: Multiscale Model. Simul. (2007)
Keyphrases
- dynamical systems
- probability density
- density estimation
- probability density function
- nonparametric estimation
- state space
- gaussian mixture model
- nonlinear dynamical systems
- predictive state representations
- maximum likelihood estimation
- phase space
- probability distribution
- random variables
- agent environment
- temporal difference
- mixture model
- least squares
- knowledge discovery
- objective function
- density ratio