Computing large deviation prefactors of stochastic dynamical systems based on machine learning.

Yang Li Shenglan Yuan Linghongzhi Lu Xianbin Liu

Published in: CoRR (2023)

Keyphrases

dynamical systems
large deviations
machine learning
markov processes
state dependent
nonlinear dynamical systems
importance sampling
learning algorithm
machine learning algorithms
monte carlo
state space
learning tasks
predictive state representations
supervised learning
stochastic model
heavy tailed