Exact dimension reduction for rough differential equations.
Martin RedmannSebastian RiedelPublished in: CoRR (2023)
Keyphrases
- dimension reduction
- differential equations
- dynamical systems
- principal component analysis
- high dimensional
- feature extraction
- low dimensional
- high dimensional problems
- linear discriminant analysis
- singular value decomposition
- feature selection
- boundary value problem
- numerical solution
- cluster analysis
- high dimensional data
- ordinary differential equations
- manifold learning
- numerical methods
- feature space
- high dimensionality
- preprocessing
- partial differential equations
- dimensionality reduction
- unsupervised learning
- difference equations
- state space
- preprocessing step
- artificial neural networks
- pattern recognition
- learning algorithm
- data mining techniques
- runge kutta
- sparse metric learning