Speaker
Description
In this talk, I will present recent work on analysing time series data for complex dynamics. Extended dynamic mode decomposition (EDMD, Williams et al, 2015) is a widely used algorithm to learn a linear surrogate model for the statistics of an evolving dynamics, based on the Koopman operator framework. For high-dimensional systems, choosing a suitable basis set can become challenging, as traditional methods are subject to the curse of dimensionality. Tensor-based versions of EDMD were first presented by Klus and co-workers in 2018, and then extended by Nüske et al in 2021. A further extension to approximate the infinitesimal generator of the dynamics was developed by Lücke et al in 2022.
In this talk, I will provide an overview of these developments, and then present some recent results on the application of tensor-based EDMD to simulation data of complex bio-molecules. In particular, I will show how combining dimensionality reduction methods with tensor-based models helps unravel complex structure in high-dimensional time series data.