A Bayesian nonparametric approach to the approximation of the global stable manifold

Spyridon J. Hatjispyros; Konstantinos Kaloudis

doi:10.1063/1.5122187

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arXiv · 1907.12510

A Bayesian nonparametric approach to the approximation of the global stable manifold

Spyridon J. Hatjispyros·Konstantinos Kaloudis

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Abstract

We propose a Bayesian nonparametric model based on Markov Chain Monte Carlo (MCMC) methods for unveiling the structure of the invariant global stable manifold from observed time-series data. The underlying unknown dynamical process is possibly contaminated by additive noise. We introduce the Stable Manifold Geometric Stick Breaking Reconstruction (SM-GSBR) model with which we reconstruct the unknown dynamic equations and in parallel we estimate the global structure of the perturbed stable manifold. Our method works for noninvertible maps without modifications. The stable manifold estimation procedure is demonstrated specifically in the case of polynomial maps. Simulations based on synthetic time series are presented.

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Spyridon J. Hatjispyros, Konstantinos Kaloudis. 2019-07-29. A Bayesian nonparametric approach to the approximation of the global stable manifold. https://doi.org/10.1063/1.5122187

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